0000278001-20-000008.txt : 20200407 0000278001-20-000008.hdr.sgml : 20200407 20200407120012 ACCESSION NUMBER: 0000278001-20-000008 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200407 DATE AS OF CHANGE: 20200407 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: 20778891 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 2020-03-31 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 27 98 68721289247.32 71036708665.28 69801995596.53 72762031194.37 110429813188.39 113255307593.15 120540857666.73 119404383176.20 0.3800 0.3800 0.3400 0.3500 0.6200 0.6100 0.6000 0.5800 315.84 201987446517.13 201926383458.85 120606373.14 1716205894.54 200330784253.29 200289830224.63 1.0000 0.0050 1.0005 1.0005 1.0005 1.0006 C000019553 1.00 200330784253.29 200289830224.63 1.0005 1.0005 1.0005 1.0006 29912124943.33 23551571340.24 27372103627.68 20529932260.19 41209815092.85 25524288633.50 33752371202.33 27287470742.66 141801161569.03 106879013984.51 0.0014 N Fannie Mae Fannie Mae, 0.05% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-01-29 2021-01-29 N N N 0.0024 374401050.00 374401050.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.05% 3135G0Z48 B1V7KEBTPIMZEU4LTD58 US3135G0Z481 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-05 2020-06-05 N N N 0.0009 71994249.36 71994249.36 0.0004 N N N N Fannie Mae Fannie Mae, 0.07% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-30 2020-07-30 N N N 0.0010 542940867.30 542940867.30 0.0027 N N N N Fannie Mae Fannie Mae, 0.09% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-30 2020-10-30 N N N 0.0022 335733548.64 335733548.64 0.0017 N N N N Fannie Mae Fannie Mae, 0.09% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-06-04 2021-06-04 N N N 0.0017 581430536.28 581430536.28 0.0029 N N N N Fannie Mae Fannie Mae, 0.11% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-30 2020-04-30 N N N 0.0008 128003075.84 128003075.84 0.0006 N N N N Fannie Mae Fannie Mae, 0.11% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-09-07 2021-09-07 N N N 0.0013 710793625.14 710793625.14 0.0035 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-06-11 2021-06-11 N N N 0.0016 679835678.00 679835678.00 0.0034 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-09-10 2021-09-10 N N N 0.0017 679801399.20 679801399.20 0.0034 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-12-10 2021-12-10 N N N 0.0018 680666839.41 680666839.41 0.0034 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-03-09 2022-03-09 N N N 0.0025 320469814.30 320469814.30 0.0016 N N N N Fannie Mae Fannie Mae, 0.18% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-03-11 2022-03-11 N N N 0.0020 680632596.95 680632596.95 0.0034 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-07-06 2021-07-06 N N N 0.0029 528100000.00 528100000.00 0.0026 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-04-26 2021-04-26 N N N 0.0031 858814267.02 858814267.02 0.0043 N N N N Fannie Mae Fannie Mae, 0.32% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0014 323750520.00 323750520.00 0.0016 N N N N Fannie Mae Fannie Mae, 0.32% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0014 371709218.76 371709218.76 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0014 371707771.68 371707771.68 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0014 377701591.68 377701591.68 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0014 380697741.27 380697741.27 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0014 380696259.18 380696259.18 0.0019 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-09-23 2021-09-23 N N N 0.0036 1489000000.00 1489000000.00 0.0074 N N N N Fannie Mae Fannie Mae, 0.52% 313588B95 B1V7KEBTPIMZEU4LTD58 US313588B951 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0011 530780962.50 530780962.50 0.0026 N N N N Fannie Mae Fannie Mae, 0.68% 313588ZL2 B1V7KEBTPIMZEU4LTD58 US313588ZL29 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0009 361904070.00 361904070.00 0.0018 N N N N Fannie Mae Fannie Mae, 1.04% 3136G4NJ8 B1V7KEBTPIMZEU4LTD58 US3136G4NJ84 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0061 37728773.02 37728773.02 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-08 2020-10-08 N N N 0.0026 38995887.45 38995887.45 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 313312C81 US313312C814 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0011 86662381.74 86662381.74 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.27% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-12-30 2020-12-30 N N N 0.0029 171973948.88 171973948.88 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0014 13988512.16 13988512.16 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0014 34970736.15 34970736.15 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0031 208017347.20 208017347.20 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.71% 3133ELSY1 US3133ELSY11 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0038 70209748.00 70209748.00 0.0004 N N N N 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102023159.10 0.0005 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 0.0057 41063693.91 41063693.91 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.48% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-12-03 2020-12-03 N N N 0.0152 142956904.09 142956904.09 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.49% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2021-03-03 2021-03-03 N N N 0.0153 68977686.78 68977686.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-19 2020-08-19 N N N 0.0004 115794464.76 115794464.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-14 2020-05-14 N N N 0.0011 294971402.70 294971402.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-28 2020-08-28 N N N 0.0023 699423361.00 699423361.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-21 2020-08-21 N N N 0.0004 584988563.25 584988563.25 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-28 2020-09-28 N N N 0.0026 345610102.98 345610102.98 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-04 2020-09-04 N N N 0.0024 748261188.30 748261188.30 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-11-06 2020-11-06 N N N 0.0027 137811540.30 137811540.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-22 2020-04-22 N N N 0.0010 119995027.20 119995027.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGEU5 2549001DPIFGXC1TOL40 US3130AGEU56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-08 2020-05-08 N N N 0.0011 34997660.60 34997660.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-25 2021-02-25 N N N 0.0013 187855552.08 187855552.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-25 2020-08-25 N N N 0.0005 146002917.08 146002917.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-09 2021-02-09 N N N 0.0028 226546637.87 226546637.87 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-01-28 2021-01-28 N N N 0.0013 200887647.03 200887647.03 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-01-22 2021-01-22 N N N 0.0023 109845486.30 109845486.30 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-28 2020-09-28 N N N 0.0006 36499238.61 36499238.61 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-05-14 2021-05-14 N N N 0.0032 514559565.36 514559565.36 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-06 2020-05-06 N N N 0.0007 192900430.17 192900430.17 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-26 2021-02-26 N N N 0.0013 582710330.62 582710330.62 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0007 229974060.60 229974060.60 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-07-08 2021-07-08 N N N 0.0017 245731397.52 245731397.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-24 2020-07-24 N N N 0.0006 256021578.24 256021578.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-04 2021-03-04 N N N 0.0032 1655412412.50 1655412412.50 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-06-11 2021-06-11 N N N 0.0033 395724088.49 395724088.49 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-11 2020-05-11 N N N 0.0011 332992257.75 332992257.75 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-07-23 2021-07-23 N N N 0.0017 349604787.00 349604787.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-11 2020-09-11 N N N 0.0025 623477788.15 623477788.15 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-29 2020-07-29 N N N 0.0020 385891437.50 385891437.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-17 2020-07-17 N N N 0.0005 173030880.50 173030880.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-12-23 2020-12-23 N N N 0.0011 695499993.05 695499993.05 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-22 2021-02-22 N N N 0.0013 235960125.44 235960125.44 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-01 2020-10-01 N N N 0.0009 200025368.00 200025368.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-10 2020-06-10 N N N 0.0004 281044229.40 281044229.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-02-10 2022-02-10 N N N 0.0019 165798817.96 165798817.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-12 2021-03-12 N N N 0.0014 397937426.44 397937426.44 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-07 2020-10-07 N N N 0.0027 278607742.31 278607742.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-16 2020-10-16 N N N 0.0027 345767560.66 345767560.66 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-10 2021-03-10 N N N 0.0013 299442727.37 299442727.37 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-06-04 2021-06-04 N N N 0.0016 202963472.18 202963472.18 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XK0 2549001DPIFGXC1TOL40 US313384XK02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0007 347861442.24 347861442.24 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 350958367.89 350958367.89 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-24 2020-07-24 N N N 0.0019 999936750.00 999936750.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-04-09 2021-04-09 N N N 0.0028 278610510.17 278610510.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 313384YN3 2549001DPIFGXC1TOL40 US313384YN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0007 1254595053.52 1254595053.52 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% to 0.47% 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0009 851804040.00 851804040.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 175957760.00 175957760.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0009 686833402.50 686833402.50 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0009 251938260.00 251938260.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-25 2020-09-25 N N N 0.0024 352965310.69 352965310.69 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-25 2020-09-25 N N N 0.0026 609940061.40 609940061.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0011 539760747.60 539760747.60 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0009 519842700.00 519842700.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-25 2021-03-25 N N N 0.0031 544891850.20 544891850.20 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0013 326818152.03 326818152.03 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0013 442752044.04 442752044.04 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0013 750547101.94 750547101.94 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 330789629.64 330789629.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0013 351775012.16 351775012.16 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0014 161875890.18 161875890.18 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 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 0.0007 225983741.56 225983741.56 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 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 0.0007 846822601.81 846822601.81 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0007 68990340.00 68990340.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0013 1090330246.01 1090330246.01 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0014 271806425.76 271806425.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0028 346042260.44 346042260.44 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0013 138913163.92 138913163.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0034 122011924.28 122011924.28 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313384F38 2549001DPIFGXC1TOL40 US313384F386 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0013 385775583.46 385775583.46 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130AJDN6 2549001DPIFGXC1TOL40 US3130AJDN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 88084722.00 88084722.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384F20 2549001DPIFGXC1TOL40 US313384F204 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0013 52969377.66 52969377.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AJDU0 2549001DPIFGXC1TOL40 US3130AJDU05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 352338888.00 352338888.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 352323364.80 352323364.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 274838132.25 274838132.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% to 0.50% 313384XY0 2549001DPIFGXC1TOL40 US313384XY06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0007 903876956.56 903876956.56 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% to 1.13% 313384VP1 2549001DPIFGXC1TOL40 US313384VP17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-14 2020-04-14 2020-04-14 N N N 0.0007 544986222.40 544986222.40 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384VW6 2549001DPIFGXC1TOL40 US313384VW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0007 374985416.25 374985416.25 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 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 0.0007 788924824.08 788924824.08 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% to 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 0.0007 549930485.50 549930485.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384YP8 2549001DPIFGXC1TOL40 US313384YP89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0007 499917360.00 499917360.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0009 249937500.00 249937500.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384ZT9 2549001DPIFGXC1TOL40 US313384ZT92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0009 365896605.00 365896605.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313384YE3 2549001DPIFGXC1TOL40 US313384YE33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0007 499926110.00 499926110.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313384A66 2549001DPIFGXC1TOL40 US313384A668 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 499810555.00 499810555.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AJDW6 2549001DPIFGXC1TOL40 US3130AJDW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0028 88052878.32 88052878.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-18 2020-08-18 2020-08-18 N N N 0.0058 170986928.76 170986928.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AHQ22 2549001DPIFGXC1TOL40 US3130AHQ222 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0064 249998025.00 249998025.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2021-02-16 2021-02-16 N N N 0.0072 341819772.84 341819772.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-09-11 2020-09-11 N N N 0.0070 50993839.20 50993839.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-09-11 2020-09-11 N N N 0.0070 244970404.00 244970404.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-14 2020-12-14 2020-12-14 N N N 0.0071 256833062.14 256833062.14 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 362002280.60 362002280.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 109000686.70 109000686.70 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0065 164002000.80 164002000.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0065 36000514.08 36000514.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-12-11 2020-12-11 N N N 0.0073 341901028.62 341901028.62 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-06-15 2020-06-15 N N N 0.0066 39001998.36 39001998.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2021-02-11 2021-02-11 N N N 0.0073 343882080.24 343882080.24 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% to 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 0.0007 515987961.72 515987961.72 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-07-15 2020-07-15 N N N 0.0065 91010686.13 91010686.13 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-11-16 2020-11-16 N N N 0.0068 295037143.45 295037143.45 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AETL4 2549001DPIFGXC1TOL40 US3130AETL45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0071 8849990.53 8849990.53 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-08-20 2020-08-20 N N N 0.0074 170886845.83 170886845.83 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-08-13 2020-08-13 N N N 0.0077 81992309.22 81992309.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0071 54000939.06 54000939.06 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% to 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 0.0007 202738173.59 202738173.59 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2021-01-13 2021-01-13 N N N 0.0080 257907212.88 257907212.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-05-20 2020-05-20 N N N 0.0072 359015842.67 359015842.67 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-08-12 2020-08-12 N N N 0.0078 337986973.48 337986973.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-19 2021-03-19 2021-03-19 N N N 0.0076 595931153.65 595931153.65 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-19 2021-03-19 2021-03-19 N N N 0.0076 120006273.60 120006273.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-08-12 2020-08-12 N N N 0.0078 723998580.96 723998580.96 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2021-02-12 2021-02-12 N N N 0.0082 119958598.80 119958598.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2021-02-12 2021-02-12 N N N 0.0080 343840670.37 343840670.37 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0076 354002120.46 354002120.46 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0074 128001931.52 128001931.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-05-12 2020-05-12 N N N 0.0076 364012554.36 364012554.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-07-17 2020-07-17 N N N 0.0075 183021458.58 183021458.58 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 85896705.74 85896705.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 391984739.44 391984739.44 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 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 0.0007 288385418.50 288385418.50 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 45008983.35 45008983.35 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 346069071.98 346069071.98 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 172034336.36 172034336.36 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2021-02-22 2021-02-22 N N N 0.0094 170907001.65 170907001.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0088 681997626.64 681997626.64 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% to 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 0.0007 262617825.38 262617825.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2021-03-24 2021-03-24 N N N 0.0094 84962545.60 84962545.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2021-03-24 2021-03-24 N N N 0.0094 331853707.52 331853707.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 170924223.06 170924223.06 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 38982717.54 38982717.54 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 85961889.96 85961889.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 343846699.84 343846699.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-21 2020-08-21 2020-08-21 N N N 0.0089 366028441.86 366028441.86 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2020-05-26 2020-05-26 N N N 0.0088 35001620.15 35001620.15 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 344966941.64 344966941.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2021-02-23 2021-02-23 N N N 0.0094 42995628.19 42995628.19 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-06-24 2020-06-24 N N N 0.0086 64008291.84 64008291.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-08-24 2020-08-24 N N N 0.0090 274021741.90 274021741.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 257935995.36 257935995.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2020-08-26 2020-08-26 N N N 0.0089 110008807.70 110008807.70 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 341915156.64 341915156.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-07-28 2020-07-28 N N N 0.0089 91008572.20 91008572.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-08-24 2020-08-24 N N N 0.0090 182021654.36 182021654.36 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-11-24 2020-11-24 N N N 0.0091 666105181.38 666105181.38 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-07-28 2020-07-28 N N N 0.0089 181019986.02 181019986.02 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-08-28 2020-08-28 N N N 0.0091 719057325.87 719057325.87 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHHZ9 2549001DPIFGXC1TOL40 US3130AHHZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-01 2020-05-01 N N N 0.0093 44000158.40 44000158.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0095 336998847.46 336998847.46 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-11-27 2020-11-27 N N N 0.0096 120984180.46 120984180.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0096 168999516.66 168999516.66 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2021-01-08 2021-01-08 N N N 0.0101 220922747.24 220922747.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 146007646.02 146007646.02 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 547017843.14 547017843.14 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2021-01-22 2021-01-22 N N N 0.0093 68034324.36 68034324.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 217015153.11 217015153.11 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 91006354.53 91006354.53 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-07-07 2020-07-07 N N N 0.0095 179022235.38 179022235.38 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-07-08 2020-07-08 N N N 0.0095 181022355.31 181022355.31 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-08-07 2020-08-07 N N N 0.0097 45003142.35 45003142.35 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 37004697.52 37004697.52 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 56007109.76 56007109.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 185023487.60 185023487.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313384VY2 2549001DPIFGXC1TOL40 US313384VY24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0007 358984641.98 358984641.98 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.05% to 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 0.0007 375983185.28 375983185.28 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 344936038.60 344936038.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% to 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 0.0006 401995308.66 401995308.66 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 313384VJ5 2549001DPIFGXC1TOL40 US313384VJ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0006 177997230.32 177997230.32 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 682972700.49 682972700.49 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 341886142.79 341886142.79 0.0017 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 0.0007 958895574.49 958895574.49 0.0048 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 0.0007 344981887.50 344981887.50 0.0017 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 0.0007 396977613.17 396977613.17 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AEDR8 2549001DPIFGXC1TOL40 US3130AEDR88 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0146 26000312.78 26000312.78 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 89000095.23 89000095.23 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 89004209.70 89004209.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 177900190.35 177900190.35 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 44002081.20 44002081.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 18000851.40 18000851.40 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 266012581.80 266012581.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 407000435.49 407000435.49 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AHD59 2549001DPIFGXC1TOL40 US3130AHD592 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0146 344013711.84 344013711.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130AE2R0 2549001DPIFGXC1TOL40 US3130AE2R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0157 17849099.65 17849099.65 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AE6Z8 2549001DPIFGXC1TOL40 US3130AE6Z86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0164 17848311.93 17848311.93 0.0001 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 41703007.82 41703007.82 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-01 2020-09-01 N N N 0.0155 55004368.10 55004368.10 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-01 2020-06-01 N N N 0.0153 728034208.72 728034208.72 0.0036 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 0.0007 166486401.95 166486401.95 0.0008 N N Y 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 0.0007 546953198.68 546953198.68 0.0027 N N Y 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 0.0007 170984040.57 170984040.57 0.0009 N N Y 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 0.0007 97996951.22 97996951.22 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AE3N8 2549001DPIFGXC1TOL40 US3130AE3N83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0169 17848735.68 17848735.68 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0007 188987136.66 188987136.66 0.0009 N N Y 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 0.0007 77292334.16 77292334.16 0.0004 N N Y 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 0.0032 245647429.65 245647429.65 0.0012 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 0.0031 245657303.15 245657303.15 0.0012 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 0.0031 123229724.72 123229724.72 0.0006 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 0.0009 16994942.50 16994942.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0032 171028574.10 171028574.10 0.0009 N N Y 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 0.0034 86023115.08 86023115.08 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 0.0032 171455436.27 171455436.27 0.0009 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 0.0007 164975296.20 164975296.20 0.0008 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 0.0037 85054693.25 85054693.25 0.0004 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 0.0038 85054120.35 85054120.35 0.0004 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 0.0036 175138204.50 175138204.50 0.0009 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 0.0036 175138204.50 175138204.50 0.0009 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 0.0036 344306197.84 344306197.84 0.0017 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 0.0031 170477213.80 170477213.80 0.0009 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 0.0030 350045548.16 350045548.16 0.0017 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 0.0030 350045548.16 350045548.16 0.0017 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 0.0029 175546406.00 175546406.00 0.0009 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 0.0007 62989465.14 62989465.14 0.0003 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 428955216.69 428955216.69 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-11-04 2020-11-04 N N N 0.0159 87011294.34 87011294.34 0.0004 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 171980806.52 171980806.52 0.0009 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 0.0030 350145742.57 350145742.57 0.0017 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 0.0030 291962514.51 291962514.51 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-01 2020-05-01 N N N 0.0152 691060027.17 691060027.17 0.0034 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 257973487.92 257973487.92 0.0013 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 0.0166 1029906373.00 1029906373.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-01 2021-02-01 N N N 0.0159 34017328.10 34017328.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VQ9 2549001DPIFGXC1TOL40 US313384VQ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0007 9999727.80 9999727.80 0.0000 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 0.0039 171092521.26 171092521.26 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0007 65437328.08 65437328.08 0.0003 N N Y 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 0.0168 342883640.24 342883640.24 0.0017 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 0.0037 86043087.72 86043087.72 0.0004 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 0.0037 86043082.56 86043082.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0170 138985220.13 138985220.13 0.0007 N N N N Freddie Mac Freddie Mac, 0.01% 3134GTC43 US3134GTC432 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-13 2020-04-13 N N N 0.0008 30999271.19 30999271.19 0.0002 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-05 2021-02-05 N N N 0.0007 109969163.70 109969163.70 0.0005 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-08 2020-09-08 N N N 0.0003 707922822.70 707922822.70 0.0035 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-09 2020-09-09 N N N 0.0003 676021131.76 676021131.76 0.0034 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-08 2020-05-08 N N N 0.0008 365984602.38 365984602.38 0.0018 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-06 2020-05-06 N N N 0.0008 730978033.45 730978033.45 0.0036 N N N N Freddie Mac Freddie Mac, 0.05% 3137EAEM7 S6XOOCT0IEG5ABCC6L87 US3137EAEM77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0036 20025841.00 20025841.00 0.0001 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-12-10 2021-12-10 N N N 0.0038 513961562.64 513961562.64 0.0026 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-12-13 2021-12-13 N N N 0.0021 532816632.01 532816632.01 0.0027 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-03-11 2022-03-11 N N N 0.0023 531791115.52 531791115.52 0.0027 N N N N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2048-02-15 0.5 - 4.375 2588569400.00 2898717511.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2049-01-01 2049-01-01 N/A 23117664.56 23117664.56 Other Instrument OTHER NOTE Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 2861000000.00 2861000000.00 0.0143 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 254566300.00 319300132.27 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 310000000.00 310000000.00 0.0015 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.72% G5GSEF7VJP5I7OUK5573 FHI923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2049-08-15 2.25 - 2.5 150317100.00 163714031.65 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 160000000.00 160000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.30% 3Y4U8VZURTYWI1W2K376 FIA356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2043-05-15 1.5 - 2.875 223190000.00 249525107.48 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 244000000.00 244000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.50% 3Y4U8VZURTYWI1W2K376 FIA740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2042-11-15 2044-11-15 2.75 - 3.625 174870000.00 233942627.64 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 227000000.00 227000000.00 0.0011 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 122880000.00 128771371.60 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 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 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIF722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2047-11-15 0 - 8.75 231539900.00 260472725.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0003 255000000.00 255000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIG663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-11-15 0.115 - 8.75 395275000.00 465326955.66 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 455000000.00 455000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 FID857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2049-11-15 0 - 8.75 540628000.00 659092770.35 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 644000000.00 644000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 FIB638000 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 - 5.25 596352600.00 733229109.77 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 717000000.00 717000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.17% R0MUWSFPU8MPRO8K5P83 FIB362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-11-15 0.3 - 7.875 363172000.00 442207811.11 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0017 432000000.00 432000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.46% R0MUWSFPU8MPRO8K5P83 FHH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2049-08-15 0 - 8.75 912431900.00 1058575580.01 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 1036000000.00 1036000000.00 0.0052 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.50% R0MUWSFPU8MPRO8K5P83 FHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-08-15 0.043 - 7.625 1049999400.00 1306136562.93 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 1277000000.00 1277000000.00 0.0064 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.62% R0MUWSFPU8MPRO8K5P83 FHG696000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-08-15 0.043 - 7.875 612182400.00 763328309.04 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 744000000.00 744000000.00 0.0037 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 2020-04-14 2049-08-15 0 - 8.75 110760600.00 129001125.90 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 126000000.00 126000000.00 0.0006 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 2020-04-14 2049-08-15 0 - 6.375 118099400.00 149565159.90 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 146000000.00 146000000.00 0.0007 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 2020-10-31 2049-08-15 0.045 - 5.25 154952000.00 194334120.17 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 189000000.00 189000000.00 0.0009 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 2020-04-14 2049-08-15 0 - 6.375 518295400.00 576701832.39 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 563800000.00 563800000.00 0.0028 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 2049-08-15 0 - 8.75 281176400.00 322026919.76 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 314000000.00 314000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.5 - 3.125 149841700.00 163212217.64 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 160000000.00 160000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2029-05-15 1.375 - 3.125 154252200.00 163208786.00 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 160000000.00 160000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2048-05-15 1.5 - 3.125 761617400.00 829310716.48 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 813000000.00 813000000.00 0.0041 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.50% 2IGI19DL77OX0HC3ZE78 FHD091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2045-08-15 1.5 - 3.625 22510300.00 32988768.26 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 Y CIBC NY BRNCH (GOV REPO) 1.0000 1 N N/A N/A N N 0.0149 32000000.00 32000000.00 0.0002 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 FIG633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2029-11-15 1.25 - 2.875 1334375400.00 1419840427.07 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1392000000.00 1392000000.00 0.0069 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 FIG660000 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 0.5 - 2.875 904377900.00 972061351.49 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 953000000.00 953000000.00 0.0048 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 FIF460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2028-08-15 1.125 - 2.875 913465400.00 976152249.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0009 957000000.00 957000000.00 0.0048 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.15% 549300IMBXQ8SGH3HJ31 FIE727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2028-08-15 1.5 - 2.875 218126600.00 243786139.61 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0015 239000000.00 239000000.00 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.16% 549300IMBXQ8SGH3HJ31 FIE218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2029-11-15 1.125 - 2.875 224010600.00 244807654.76 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0016 240000000.00 240000000.00 0.0012 N Y Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2042-02-15 2.5 - 3.125 279015900.00 328050653.78 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 320000000.00 320000000.00 0.0016 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2049-11-15 1.875 - 3 582737100.00 666905952.10 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-24 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 651000000.00 651000000.00 0.0032 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FID191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-08-15 0.154 - 3 621532500.00 660477049.58 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 647000000.00 647000000.00 0.0032 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.02% 1VUV7VQFKUOQSJ21A208 FIG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2027-02-15 0 - 2.625 590991000.00 629734827.82 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 617000000.00 617000000.00 0.0031 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FIG652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2026-02-28 1.375 - 2.5 467868000.00 516419532.32 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 506000000.00 506000000.00 0.0025 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.01% ANGGYXNX0JLX3X63JN86 FIG635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2025-02-28 1.125 - 1.75 306435100.00 312120109.79 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 306000000.00 306000000.00 0.0015 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 FIG636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-02-15 1.375 - 4.25 687926200.00 877659904.17 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 856000000.00 856000000.00 0.0043 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.01% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2020-05-05 N/A 38761900.00 38760078.19 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 38000000.00 38000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 0.10% 549300GKFG0RYRRQ1414 FIE211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2030-02-15 1.125 - 2.75 765431100.00 819075933.71 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 803000000.00 803000000.00 0.0040 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.00% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2040-05-15 4.375 - 4.5 3157746000.00 5080000052.73 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 5080000000.00 5080000000.00 0.0254 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.01% 549300H47WTHXPU08X20 FIG561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-26 2026-04-30 0 - 3 4463280900.00 4741980046.60 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 4649000000.00 4649000000.00 0.0232 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.01% 549300H47WTHXPU08X20 FIG613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2024-05-31 1.375 - 2.875 6970740000.00 7508196902.48 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 7368000000.00 7368000000.00 0.0368 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.01% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 357010000.00 393167070.49 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 382000000.00 382000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2028-05-15 1.375 - 2.875 738470000.00 786731904.47 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 771000000.00 771000000.00 0.0038 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.03% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2048-05-15 1.375 - 3.125 61963900.00 65280299.47 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0003 64000000.00 64000000.00 0.0003 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2045-02-15 0 - 3 90963900.00 97945171.06 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0005 96000000.00 96000000.00 0.0005 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.50% 213800MBWEIJDM5CU638 FIA367000 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 351418800.00 382474616.19 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0050 375000000.00 375000000.00 0.0019 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.69% 213800MBWEIJDM5CU638 FIA976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-30 2028-08-15 0 - 2.875 242822000.00 242748229.64 U.S. Treasuries (including strips) Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0069 238000000.00 238000000.00 0.0012 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 154161400.00 160354598.45 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 0.0008 N N Y N 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 124808100.00 129056214.02 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 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.33% H7FNTJ4851HG0EXQ1Z70 FID327000 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 116816500.00 162145072.86 U.S. Treasuries (including strips) Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0033 159000000.00 159000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.39% H7FNTJ4851HG0EXQ1Z70 FIB964000 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 162319300.00 166336387.92 U.S. Treasuries (including strips) Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0039 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.54% H7FNTJ4851HG0EXQ1Z70 FHI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-15 2022-07-15 1.75 - 2.375 158243000.00 163210084.09 U.S. Treasuries (including strips) Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0054 160000000.00 160000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.65% H7FNTJ4851HG0EXQ1Z70 FHJ901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 217896700.00 224410903.45 U.S. Treasuries (including strips) Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0065 220000000.00 220000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.69% H7FNTJ4851HG0EXQ1Z70 FIA847000 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 234979800.00 242901941.74 U.S. Treasuries (including strips) Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0069 238000000.00 238000000.00 0.0012 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 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 124015200.00 163244157.12 U.S. Treasuries (including strips) Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0083 160000000.00 160000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.01% H7FNTJ4851HG0EXQ1Z70 FHF342000 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 97512500.00 101142267.05 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0101 99000000.00 99000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.59% H7FNTJ4851HG0EXQ1Z70 FHC062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 300620600.00 322671616.58 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0158 316000000.00 316000000.00 0.0016 N N Y N 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 155697100.00 161492707.77 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 0.0008 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 85384200.00 112393253.07 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 0.0005 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 317560000.00 354269229.75 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 0.0017 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 146773300.00 160768174.50 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 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.13% K5HU16E3LMSVCCJJJ255 FHF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2026-11-15 1.375 - 2.875 76332500.00 82692614.25 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0112 81000000.00 81000000.00 0.0004 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 FIG585000 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 373200000.00 432341031.47 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 423000000.00 423000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.01% 549300Y1PMK3RWXMWR72 FIE739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2029-05-15 1.125 - 2.875 307906200.00 327420595.33 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 321000000.00 321000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2046-08-15 1.375 - 2.875 622066500.00 657887917.73 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 644000000.00 644000000.00 0.0032 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2046-08-15 0.5 - 6.625 312978100.00 335648736.45 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 328000000.00 328000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2047-02-15 2.125 - 3 661717700.00 714044046.13 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 700000000.00 700000000.00 0.0035 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.13% U7M81AY481YLIOR75625 FIE355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2023-06-30 2.25 - 2.625 114846000.00 121350229.59 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 119000000.00 119000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-01-31 2027-01-31 1.5 - 1.5 25846200.00 27541646.82 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0018 27000000.00 27000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2047-02-15 1.375 - 3 39477500.00 42835398.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 42000000.00 42000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.20% U7M81AY481YLIOR75625 FIB364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2028-11-15 1.5 - 3.125 945236100.00 1020843426.16 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0020 1001000000.00 1001000000.00 0.0050 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.22% U7M81AY481YLIOR75625 FIC703000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2047-02-15 2 - 3 211078700.00 228439215.28 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 224000000.00 224000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.23% U7M81AY481YLIOR75625 FIB516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2024-04-30 1.375 - 2.875 563744300.00 596602653.16 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0023 585000000.00 585000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.25% U7M81AY481YLIOR75625 FIB956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2047-02-15 2.875 - 3 152705300.00 166664515.54 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 162800000.00 162800000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 FIA394000 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 1.625 - 2.875 474166600.00 513055807.35 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 503000000.00 503000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 FIA395000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2047-02-15 1.5 - 3 617108400.00 671053585.96 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 658000000.00 658000000.00 0.0033 N N Y N Natixis SA Natixis SA, 0.55% KX1WK48MPD4Y2NCUIZ63 FIA751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-02-15 1.125 - 4.75 719668700.00 765291769.11 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 750000000.00 750000000.00 0.0037 N N Y N Natixis SA Natixis SA, 0.72% KX1WK48MPD4Y2NCUIZ63 FHI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-08-15 1.125 - 4.75 1158277800.00 1308764444.46 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 1282000000.00 1282000000.00 0.0064 N N Y N Norinchukin Bank Norinchukin Bank, 0.40% 5493007VSMFZCPV1NB83 FIB283000 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 160133600.00 164243760.32 U.S. Treasuries (including strips) Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0040 161000000.00 161000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.50% 5493007VSMFZCPV1NB83 FIA334000 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 242702500.00 248931962.05 U.S. Treasuries (including strips) Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0050 244000000.00 244000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 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 104896900.00 111217009.55 U.S. Treasuries (including strips) Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0057 109000000.00 109000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHJ311000 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 243468600.00 258137748.70 U.S. Treasuries (including strips) Y N/A N/A 2020-06-11 2020-06-11 2020-06-11 N N N 0.0057 253000000.00 253000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 0.85% 5493007VSMFZCPV1NB83 FHF899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 214883100.00 244950321.22 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0085 240000000.00 240000000.00 0.0012 N N N Y 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 78675900.00 80695279.83 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 0.0004 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 156381600.00 160395457.47 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 0.0008 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 77715700.00 79710434.31 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 0.0004 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 45303300.00 48032854.63 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 0.0002 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 219738900.00 232978318.14 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 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2048-11-15 0 - 7.25 761166500.00 830794123.20 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0022 814000000.00 814000000.00 0.0041 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC595000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2049-05-15 0 - 7.625 792059000.00 1003131472.14 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 977000000.00 977000000.00 0.0049 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.35% 549300QJJX6CVVUXLE15 FIB858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2049-08-15 0 - 7.625 1762789800.00 1956437648.02 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 1917000000.00 1917000000.00 0.0096 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.55% 549300QJJX6CVVUXLE15 FIA814000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2049-08-15 0 - 6.25 654643400.00 693760919.01 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 680000000.00 680000000.00 0.0034 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.87% 549300QJJX6CVVUXLE15 FHF910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2049-05-15 0 - 7.625 295891900.00 334569549.94 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0087 327000000.00 327000000.00 0.0016 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 2020-04-28 2049-11-15 0 - 7.625 282812400.00 322734781.38 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 315000000.00 315000000.00 0.0016 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 2020-04-28 2049-05-15 0 - 7.625 295738000.00 322390401.48 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0160 315000000.00 315000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 0.16% ES7IP3U3RHIGC71XBU11 FIB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-25 2046-08-15 0 - 7.625 428458300.00 472406783.72 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0016 463000000.00 463000000.00 0.0023 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.02% 6PJDTY319315T5LR2241 FIG564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2028-02-15 1.625 - 2.75 718872000.00 787438706.60 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 770000000.00 770000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2048-11-15 0 - 8.75 296587400.00 320344989.13 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 314000000.00 314000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2048-11-15 0 - 7.25 276254200.00 320801343.87 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 314000000.00 314000000.00 0.0016 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.03% SUVUFHICNZMP2WKHG940 FIG676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2027-02-15 2.125 - 2.625 329348700.00 350880349.31 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 344000000.00 344000000.00 0.0017 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.02%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG807000_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 2046-10-20 3 - 5.25 4135423568.08 1180437253.90 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1154395000.00 1154395000.00 0.0058 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.02%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG859000_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 2046-10-20 3 - 5.25 89558244.10 25563980.57 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 25000000.00 25000000.00 0.0001 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.02%, dated 3/31/2020 due 04/01/2020 L3I9ZG2KFGXZ61BMYR72 FIG807000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2029-02-15 1.375 - 7.125 131644522.52 142772527.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 139973000.00 139973000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.13% G5GSEF7VJP5I7OUK5573 FIE347000 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 2048-06-01 2048-06-01 4 - 4 205950177.00 177083631.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-07-01 4.5 - 4.5 69061565.00 62835445.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 126889884.00 124228813.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 357000000.00 357000000.00 0.0018 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.02%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG807000_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 2020-04-02 2049-11-15 0 - 8.75 1726829168.75 2007678697.90 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 32891.05 33401.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.5 5532506.52 67623.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-08-20 3 - 8 13116686.89 9260407.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-25 2049-10-25 3 - 8 7332909.16 2190960.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1972367000.00 1972367000.00 0.0098 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FIF729000 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 2049-10-25 2049-10-25 3.5 - 3.5 1576.00 859.59 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2049-05-15 0 - 2.125 64183968.97 49384516.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3060864.00 3125784.56 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2038-04-05 3.43 - 3.98 433000.00 444253.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2058-10-15 0 - 6.25 41727772.00 36580461.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2037-03-30 2.35 - 4.05 1255000.00 1278238.52 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-15 2049-06-20 3 - 6.5 33199473.00 26196714.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2059-08-25 0 - 5.625 12987556.00 10204838.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0004 124000000.00 124000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.18% R0MUWSFPU8MPRO8K5P83 FIB639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-08-15 0 - 4.75 319826762.87 288336193.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-07-25 2034-07-25 2.5 - 2.5 4965000.00 4921092.16 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2034-07-18 2038-04-05 2.99 - 3.98 279000.00 288957.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-06-15 1.155 - 6.5 651009.00 997958.14 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-11-20 2049-07-20 3 - 7.5 37001451.00 30003984.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-26 2049-07-25 0 - 6.625 25336200.00 32414314.38 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 348000000.00 348000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.63% R0MUWSFPU8MPRO8K5P83 FHG847000 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 488901.00 614967.68 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-08-15 0 - 4.75 563803282.61 479688444.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 787484.00 804186.44 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2038-04-05 3.43 - 3.98 1018000.00 1038691.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2032-07-15 0 - 6.25 32468000.00 49011083.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-09-09 2038-08-17 2.7 - 5.365 2620000.00 2791045.19 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2049-10-20 1.473 - 4.5 59859421.00 55220594.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-05 2049-12-25 0 - 5.625 25004999.00 21089855.80 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 594000000.00 594000000.00 0.0030 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VJW2DOOHGDT6PR0ZRO63 FIG807000_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 4347.65 52.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 163037.00 324.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 554349.71 2282.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 182601.44 399.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2026-03-01 3.5 - 3.5 2928023.22 303038.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2026-12-01 3.5 - 3.5 143028.66 23986.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 389296.71 1249.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 6086.71 138.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-06-01 3.5 - 3.5 3678887.30 2879564.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 3.5 15528173.86 16281417.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 265928.56 2440.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 3.5 - 5 28601743.95 17313630.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 8260.54 611.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 20442.67 732.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 108691.33 386.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 157222.45 2170.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 16303.70 255.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 10869.13 862.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 1864771.56 1944586.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 3638.55 147.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3.5 32389644.30 34131802.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 31303.10 524.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 26085.92 1260.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3.5 4716246.51 4967112.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 1136911.35 935529.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 7391.01 6054.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 17157.58 14893.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 30868.34 18862.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 11738.66 224.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 1102823.57 4344.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 157639.82 99819.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-02-01 3 - 4 82685496.67 87601349.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 115873.66 11829.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 119995.23 4711.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 2608.59 1036.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-02-20 2.5 - 9.5 85065118.64 60388395.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 434.77 85.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3.5 - 3.5 456503.60 66287.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 20896.13 10276.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 1334.29 717.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-03-01 2.5 - 4.5 38200153.86 39295085.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1755162.87 1768565.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 6701907.61 1055.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 53099.63 16673.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2612.07 1401.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 758653.77 33168.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 206078.77 130735.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 6086.71 3387.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 4508243.91 143688.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2046-09-01 3 - 3.5 8287998.07 5428812.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2029-04-01 3.5 - 3.5 884450.51 275961.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 70022.00 17508.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 708958.35 380033.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 526429.52 15685.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2028-10-01 3.5 - 3.5 1254297.99 187530.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 7790570.44 4434490.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2033-09-01 3 - 5 2224607.26 1220727.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2035-04-01 2.5 - 3.5 633195.71 640783.46 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2050-02-15 0 - 8.75 424437874.04 449209809.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-06 2024-12-13 0 - 4.75 19823994.90 20935275.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 3.5 - 3.5 32321.76 27290.60 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-27 2050-02-03 0.115 - 5.06 100829471.81 103212990.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3 2521638.93 2595464.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2049-06-01 1.375 - 7.5 86577649.41 55629343.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 3.5 6217144.27 6582758.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-25 2050-04-01 0.12 - 9.5 513310165.84 409212690.05 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 2174261.43 2168847.70 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1304296000.00 1304296000.00 0.0065 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.02%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG807000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 3.83 - 3.83 11885819.74 13860565.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 12879133.29 12529131.90 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 140198339.42 159677317.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 11500779.03 11484202.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 9493225.53 10636982.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-06-01 3 - 4 115333993.19 74811995.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2058-05-01 0 - 5 605145955.24 337776776.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0002 608130000.00 608130000.00 0.0030 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.03% 549300HN4UKV1E2R3U73 FHF347000 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 2049-11-20 2049-11-20 3 - 3 324115524.00 342327425.21 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2033-10-25 2049-11-25 3.728 - 5.067 37202133.00 30270829.08 Agency Debentures and Agency Strips Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0102 365000000.00 365000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.18% 2IGI19DL77OX0HC3ZE78 FIB622000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-07-31 2024-12-31 2.125 - 2.25 1653300.00 1807244.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 3377399.00 3007875.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 3 - 3 3570134.00 2934711.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 6499403.00 4265174.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-05-01 4 - 4 6800872.00 6991995.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-11-20 2049-11-20 3.5 - 3.5 478697.00 502658.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2049-09-01 3 - 5 155312660.00 105958538.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 123000000.00 123000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.30% 2IGI19DL77OX0HC3ZE78 FIA403000 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 2048-04-01 2048-09-01 3.5 - 4 1856520.00 1379199.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2049-09-01 4 - 4 1450972.00 1277006.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 3 - 4.5 180962944.00 181986872.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 181000000.00 181000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.02%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG807000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-01 2030-03-11 0.46 - 3.5 15975438.74 16018236.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2046-04-01 0 - 8 1840848.51 641046.71 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-15 2049-09-15 2.5 - 10.5 87062202.15 1758606.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 2 - 2 8778.01 3377.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2050-03-01 1.25 - 7.5 27729333.34 23415844.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 6170.73 6058.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 673047.08 4257.56 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-01-15 0 - 0 5518985.61 4742025.07 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 417387811.13 450645949.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 319.12 367.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 244406.26 259350.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-03-14 1.125 - 5.625 2512369.66 2933219.18 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 4.875 1175377.62 1246348.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 293.84 328.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 491520000.00 491520000.00 0.0025 N Y Y N Citibank NA Citibank NA, 0.03% 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 2022-05-31 2049-05-15 0.625 - 6.75 58031000.00 64786671.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-09-01 2036-12-04 0.947 - 3.78 2255000.00 2268033.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2032-07-15 0 - 2.375 14416000.00 15079897.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-28 2034-07-17 1.091 - 4.05 7740000.00 7778819.06 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2029-05-15 1.5 - 6.25 26000.00 36173.52 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 88000000.00 88000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.04% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 1001.00 978.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.49 - 3.49 4936003.00 5685452.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-04-30 2034-07-24 1.735 - 3.125 28309000.00 28488912.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2034-02-01 4.5 - 9.5 52755.00 36.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-15 2069-09-20 3.489 - 10 17487330.00 11281081.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 66471.00 70186.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2050-03-01 1.375 - 6.5 226332218.00 131395959.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 2200985.00 2532267.72 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.125 - 8.75 318786700.00 346149983.28 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2029-01-01 3.57 - 4.2 860720.00 963972.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 757805.00 800160.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2021-11-29 1.702 - 1.875 13595000.00 13645807.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.54 - 2.54 1000.00 1075.30 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2060-09-15 0 - 4.625 545000.00 327064.93 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 1000.00 1228.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 529900000.00 529900000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.04% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-03-31 2027-03-31 0.625 - 0.625 91973000.00 92488048.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 5 131655929.00 140127431.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 4 16900308.00 18002245.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4.5 3116369.00 3375489.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-20 2039-07-20 5.5 - 5.5 327025.00 2548.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-08-01 2029-08-01 3.09 - 3.09 735708.00 808625.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-10-05 2050-01-01 2 - 5 96258932.00 102680619.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 2430000.00 2575391.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0004 353000000.00 353000000.00 0.0018 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 MBNUM2BPBDO7JBLYG310 FIG807000_00137 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 2050-02-15 0.22 - 3.875 509508577.27 599904802.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0002 585339000.00 585339000.00 0.0029 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.02% 7LTWFZYICNSX8D621K86 FIG558000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2025-03-31 0.5 - 0.5 117827900.00 118594017.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-10-01 2049-10-01 3 - 3 131508800.00 133346181.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 247000000.00 247000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.01% 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 2035-08-01 2049-03-01 3.5 - 4 302430938.00 283635114.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-02-15 2050-02-20 3 - 4.5 48432626.00 30417950.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2026-04-01 4 - 4 522931.00 40984.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2057-01-01 3 - 6.5 321035859.00 330546129.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 632000000.00 632000000.00 0.0032 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 CYYGQCGNHMHPSMRL3R97 FIG807000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 2034-05-01 3.59 - 3.59 403239.13 477514.48 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2039-11-15 0.043 - 8.75 1198521766.66 1370615796.56 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-06-01 2.96 - 3.95 9529083.72 11192540.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2038-10-01 3.69 - 4.36 3173167.37 3692408.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2034-02-01 3.9 - 3.96 22110113.40 26511775.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 3430653.66 3999244.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 356423.44 386349.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 312104.59 380752.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2043-07-01 3.685 - 4.697 40849742.84 1040629.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 939434.82 1111469.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 411041.75 523161.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-03-01 3 - 6 267035657.03 269030924.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1655845000.00 1655845000.00 0.0083 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.04% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2029-10-15 2029-10-15 N/A 3747000.00 3227748.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 2.5 34359560.00 34521518.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-12-01 2049-02-01 3.723 - 5 134840806.00 108839039.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 207643648.00 216533711.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0004 356000000.00 356000000.00 0.0018 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG807000_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 2020-04-23 2050-02-15 0 - 3 72013822.35 80176675.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 397455.98 456952.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-09-01 3.028 - 3.104 770638.44 749448.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-05-01 3.5 - 5 34459687.73 25623946.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 104861000.00 104861000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.03% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-10-31 2025-10-31 3 - 3 75533600.00 87026299.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 5.5 - 5.5 24272928.00 3671534.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2042-09-01 3.5 - 3.5 209035.00 82629.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0003 89000000.00 89000000.00 0.0004 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-07-01 3 - 4 250591017.00 232404930.99 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 0.0011 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 HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 25616905.00 24349920.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-11-01 4.5 - 4.5 176399345.00 153793065.97 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 0.0009 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 2038-06-01 2058-05-01 3.5 - 4 291406449.00 250833515.72 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 0.0012 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 3.5 - 3.5 123227723.00 107446409.67 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 0.0005 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 US TREASURY 254900HROIFWPRGM1V77 2024-06-30 2024-06-30 1.75 - 1.75 20416500.00 21706822.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 823029.00 782322.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2037-12-01 5.5 - 5.5 3674736.00 79638.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2049-06-20 3.125 - 3.875 140341399.00 83825365.06 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 0.0005 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 US TREASURY 254900HROIFWPRGM1V77 2020-09-10 2046-11-15 0 - 2.875 1893700.00 2579536.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2048-11-01 4.5 - 7 76992823.00 69355114.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2060-10-15 3 - 5.2 228204387.00 105952747.13 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 0.0009 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 US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2025-06-30 1.75 - 2.75 62833400.00 70001920.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 1657037.00 1412071.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2045-10-01 3.5 - 3.5 254912.00 188984.09 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 0.0003 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.02%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG807000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 8260589.24 8633071.94 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 2186377448.90 2265310571.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 75763024.29 72152858.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 1490292.97 1419076.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 5910689.43 6156962.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 46888950.65 49391349.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 94561641.55 99517783.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 1206164.89 1280782.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 61550462.72 64787074.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 124095581.84 125372694.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 41165365.28 25107709.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 146058179.97 153404295.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 7752693.33 8106257.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 2068735482.00 1683497977.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 4474644000.00 4474644000.00 0.0223 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.02%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG807000_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 2020-08-31 2046-08-15 0.5 - 3.125 690935201.98 731245918.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 364.24 164.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 121011097.64 14229946.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2048-09-01 4 - 5.5 60230287.30 44657025.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-10-20 3.5 - 4.5 39269840.12 18917485.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-03-01 2050-01-01 3 - 5.5 288347784.70 230773762.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1019435000.00 1019435000.00 0.0051 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.25% K5HU16E3LMSVCCJJJ255 FIG639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 1420000.00 1074685.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 4684984.00 3967936.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3 750000.00 790011.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-10-01 2028-10-01 4 - 4 1000890.00 798566.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-05-01 2037-05-01 4.5 - 4.5 4000000.00 169687.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 710000.00 743507.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2048-12-01 4 - 4.5 4275724.00 3660185.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2050-03-01 2.5 - 4.5 203299537.00 88653695.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 1211176.00 1188145.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2.5 - 2.5 3995852.00 4180561.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-01 2050-03-01 3 - 4.5 179912136.00 70849507.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 2.5 - 3.5 24292698.00 25379732.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 4 - 4 3000000.00 2203215.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 4976728.00 5251709.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 7337080.00 7724598.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2036-09-01 4 - 4 1521510.00 860867.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-02-01 2048-06-01 4.5 - 6 12940064.00 386669.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 1096066.00 1242230.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-06-01 3 - 3 1184504.00 804710.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4 - 4 2371922.00 2415931.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-04-01 2.5 - 2.5 690147.00 556879.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-05-01 4 - 5.5 5459368.00 5578551.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 224000000.00 224000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 FIE212000 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 2031-04-01 2031-04-01 3.53 - 3.53 6000000.00 6853030.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 5384856.00 5661636.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-08-01 4 - 4 1365280.00 1408453.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 24932128.00 26258434.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-02-01 3.5 - 3.5 4399034.00 4635641.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2.5 - 4 4430020.00 4720065.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 2037-10-01 2.56 - 2.56 8781500.00 9431272.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-12-01 2.5 - 4.5 3586194.00 3771475.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2050-04-01 2.5 - 5 448772383.00 240223552.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0040 297000000.00 297000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 FIE717000 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 4 - 4 1194428.00 1299873.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 20360896.00 21659458.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 11309888.00 12054191.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3.5 - 3.5 1091194.00 1162943.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4 - 4 300000.00 193284.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2049-10-01 2.398 - 5 139514613.00 40894693.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 5 - 5 1170878.00 1324694.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2050-03-01 2.5 - 5 424315069.00 171327520.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0040 245000000.00 245000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 FID081000 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 2050-03-01 2050-03-01 3.5 - 3.5 1000.00 1096.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 7562304.00 7708436.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-07-01 2049-12-01 3 - 4.5 320291374.00 175913417.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0050 180000000.00 180000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 FID813000 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 2035-03-01 2035-03-01 3 - 3 3990076.00 4177356.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-08-01 4 - 4 1071246.00 1111913.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-02-01 2.5 - 3.5 2690308.00 2811646.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 505188.00 528453.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2050-02-01 2.5 - 5 89259223.00 49529502.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 4 - 5 9222654.00 6223399.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2.5 - 2.5 3469440.00 3630891.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2043-10-01 4 - 4 625000.00 227187.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2050-03-01 2 - 5.5 327424772.00 94510165.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 3349120.00 3501851.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-05-01 3.46 - 3.46 2002948.00 2308638.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2042-01-01 4 - 4 850000.00 268375.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 4 - 4 2000000.00 1604715.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.39 - 3.39 10150000.00 11646769.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 1170724.00 1293808.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 4 2281110.00 2475235.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 599935.00 526197.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2040-03-01 2.5 - 3.5 6659648.00 6139868.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5 - 5 4825232.00 4365897.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0050 193000000.00 193000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.15% K5HU16E3LMSVCCJJJ255 FHF244000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 1939032.00 2079698.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.39 - 3.39 16170000.00 18554509.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 2578340.00 2716559.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-03-01 2.5 - 2.5 1822704.00 1914816.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2050-03-01 2.573 - 5 336119189.00 211586077.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0114 232000000.00 232000000.00 0.0012 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.02%, dated 3/31/2020 due 04/01/2020 K5HU16E3LMSVCCJJJ255 FIG807000_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 60859987.50 54542903.69 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-07-15 2023-07-15 0.375 - 0.375 4037014.63 4505249.60 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-09-04 2026-09-04 1.4 - 1.4 4906875.50 4970664.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 6241737.90 5429499.20 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2067-03-20 2 - 6 92313738.62 51494777.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 7489835.80 6438508.40 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 124841000.00 124841000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 7TK5RJIZDFROZCA6XF66 FIG807000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3.5 2214530.78 2334641.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 1904706.66 2021938.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 432499.53 460307.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 135148.80 144998.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 30762605.90 32337545.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 273113.20 324212.85 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 190206872.54 242006244.51 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 7307326.68 8373340.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 222432.40 273989.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 2715083.08 2970333.47 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 351950.00 410829.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 61646084.37 64834178.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 844680.00 1018552.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 8649846.43 9116070.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 3394487.36 3601269.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 4037570.40 4386558.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 366028000.00 366028000.00 0.0018 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.01% 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 2025-11-01 2025-11-01 3.5 - 3.5 3100000.00 226359.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 10407499.00 10989163.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2040-02-15 0 - 7.625 610626700.00 704917864.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 6922687.00 7404401.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 4.5 - 4.5 2002402.00 78876.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-18 2021-12-20 0 - 2.375 16475000.00 16811153.18 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2024-06-05 2029-05-01 1.62 - 4.94 3881001.00 4114613.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 2029-09-01 2.33 - 2.33 7300000.00 7773877.07 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2042-10-23 2042-10-23 3.93 - 3.93 9888000.00 13785902.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-10-01 2040-10-01 4 - 4 14449746.00 2951703.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 9421779.00 7652189.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 5 - 5 586748.00 397486.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5.5 - 5.5 1664844.00 1346642.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-01-01 2042-06-01 4.5 - 5.5 45220226.00 18143203.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-05-20 2050-03-20 3 - 10 38102784.00 27595188.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 2.5 - 2.5 2000000.00 637442.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-15 2050-03-01 1.5 - 7 216118219.00 200123732.60 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 23525000.00 23467128.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2025-04-01 9.5 - 9.5 100834.00 41.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2046-02-01 3.5 - 4 104000.00 51932.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2026-02-01 3.5 - 4 6034356.00 495557.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2025-06-01 4 - 4 13480564.00 2008130.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-07-01 2030-07-01 3.5 - 3.5 500000.00 182788.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-05-01 2032-05-01 3.5 - 3.5 416135.00 246386.06 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2028-07-15 2028-07-15 N/A 2493000.00 2258525.87 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1033000000.00 1033000000.00 0.0052 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.20% 549300Y1PMK3RWXMWR72 FIG640000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4.5 - 4.5 24457412.00 2583596.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 67065680.00 59102544.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 2947656.00 2507550.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-10-20 3 - 5 1186240207.00 100362894.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-04-01 2050-01-01 3.5 - 4.5 30084704.00 29244490.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0020 190000000.00 190000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.50% 549300Y1PMK3RWXMWR72 FID806000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 57644206.00 26097668.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-05-15 2049-05-15 5 - 5 15536.00 16578.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 25985737.00 12411360.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-03-01 2050-01-01 3.5 - 4 212549433.00 139994226.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0050 175000000.00 175000000.00 0.0009 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.02%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG807000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2023-02-10 2023-02-10 1.6 - 1.6 1635521.27 1650703.26 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 40964.45 42850.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4.5 - 5 5382424.37 4706058.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-05-01 0 - 9 171684722.67 15508947.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 25133077.94 26445015.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2070-02-20 2.378 - 7.5 246378749.32 197683242.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-03-01 3.5 - 4.5 2106273.22 1852040.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 39133486.71 30091345.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 3838713.99 2575741.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 39369681.35 918765.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2057-02-01 1.25 - 8.5 676813732.15 501431728.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 6040.71 5393.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4.5 3459957.47 3583773.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.49 - 3.49 69468.12 78980.97 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-08-15 0 - 6.875 1877125435.97 2117112169.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 3.02 - 3.25 1237438.71 1390491.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 7954615.46 191789.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2031-01-01 3.575 - 3.94 4470630.48 5090800.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 723518.97 801481.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 5148734.81 5395210.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 1342165.23 1096004.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 175180.49 185927.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.55 - 2.55 5244077.40 5733900.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 734479.53 801118.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 3767766.20 4215477.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2032-01-01 2.6 - 2.6 4208028.59 4609319.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 2875308000.00 2875308000.00 0.0144 N Y Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB363000 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 2049-05-01 2049-05-01 3.5 - 3.5 10088000.00 7757077.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2049-01-01 3.5 - 4 9578939.00 6053738.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-05-01 3.18 - 3.18 11300000.00 12654689.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 2031-08-01 2.86 - 2.86 6364000.00 7019354.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2025-10-01 3.37 - 3.37 12376000.00 13777969.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2029-04-01 3.495 - 3.66 13446107.00 15172715.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4 - 4 1522116.00 1674054.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 7380373.00 7792862.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 4.5 27436265.00 30008060.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-05-01 3 - 3 11681057.00 12317141.76 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 7726000.00 8159486.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 5657519.00 4089332.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3 13240820.00 13942819.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 2615015.00 2475551.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 5678756.00 5442091.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 14022442.00 5979622.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 14529228.00 7490066.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4 - 4 10907564.00 11726867.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2051-04-15 1.055 - 7 1162169646.00 634561047.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 4570.00 2840.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-20 2050-03-20 1.073 - 8 908486365.00 476459159.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 9608680.00 10643260.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2059-08-25 1.397 - 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3.42 17800000.00 20455332.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 22731889.00 11452264.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 4014327.00 4253614.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 4.5 10792069.00 12020684.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 16325476.00 17077215.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2023-08-01 2.7 - 2.7 99505000.00 104323032.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3 - 3 10280326.00 10088651.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-05-01 2049-04-01 3 - 4.5 78655117.00 56882462.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-01-20 2050-03-20 4 - 4.5 20334736.00 21942995.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-03-01 3.5 - 4 26643589.00 16104458.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-03-01 2050-03-01 2.5 - 5.5 185712732.00 145965422.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 14937567.00 15577104.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 3622772.00 2618589.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0018 430000000.00 430000000.00 0.0021 N N Y N RBC Financial Group RBC Financial Group, 0.30% ES7IP3U3RHIGC71XBU11 FIA342000 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 3.5 - 3.5 711586.00 673635.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 1024.00 877.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4 - 4 46500000.00 29024625.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2049-04-01 3.5 - 5.5 149531188.00 93768814.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 964112.00 1067919.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-20 2064-03-20 1.073 - 6.5 252528760.00 178905016.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 1160.00 720.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 133376000.00 97260045.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2049-01-01 4 - 4 39794784.00 24929748.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2058-08-01 2.005 - 6.5 1281864038.00 668460579.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 39331000.00 33768997.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 3892293.00 2716417.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 68000.00 67510.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-25 2049-10-25 2.5 - 2.5 221046.00 226917.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2029-02-01 3.66 - 3.84 2188960.00 2478889.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-25 2034-06-25 2.5 - 2.5 90931.00 89097.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 4 6286551.00 6731529.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 11334542.00 11756968.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2041-12-01 4.5 - 4.5 15649086.00 4072868.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 24597000.00 16141557.28 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 1000.00 1056.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3 907556.00 955950.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 865895.00 625880.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0030 1150000000.00 1150000000.00 0.0057 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.02%, dated 3/31/2020 due 04/01/2020 O2RNE8IBXP4R0TD8PU41 FIG807000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2049-02-15 0 - 7.5 819689693.40 978113075.00 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 955160000.00 955160000.00 0.0048 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG807000_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 2022-01-15 2044-08-15 1.125 - 3.75 275939984.25 305275028.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 177764366.55 168003258.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 463494000.00 463494000.00 0.0023 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG807000_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 263995908.14 275984244.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-04-01 2.5 - 3.5 3468744080.28 3346608968.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 3551560000.00 3551560000.00 0.0177 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 5493006GGLR4BTEL8O61 FID882000 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 80710000.00 64942848.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-24 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0030 63500000.00 63500000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 5493006GGLR4BTEL8O61 FIE870000 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 2046-10-20 2046-10-20 3 - 3 337850000.00 233199215.97 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-28 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0030 225937500.00 225937500.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 5493006GGLR4BTEL8O61 FID317000 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 172000000.00 120464801.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-12-01 2046-12-01 3 - 3 141595000.00 109652133.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-23 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0045 225482500.00 225482500.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 5493006GGLR4BTEL8O61 FIB453000 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 124995000.00 98656688.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2045-09-20 3.5 - 3.5 53517000.00 23241645.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0045 119000000.00 119000000.00 0.0006 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FIG677000 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 2034-09-01 2034-09-01 3 - 3.5 5809632.00 5457447.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1498972.00 1593897.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 4567385.00 2984460.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2049-03-01 2.5 - 5.5 435390016.00 236360009.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2048-09-01 3.5 - 4 12652234.00 8450783.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 7122000.00 5381281.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-12-15 2049-12-20 3.5 - 5 131257125.00 105819922.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1409435.00 1171025.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 5251879.00 4373046.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-09-01 2043-09-01 4.5 - 4.5 1511073.00 873913.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2050-04-01 2.5 - 5.5 867018330.00 518618677.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 3.5 9607000.00 9576536.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 883000000.00 883000000.00 0.0044 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG807000_08395 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 2035-04-01 2035-04-01 2.5 - 2.5 2277698.37 2382587.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 1608158.95 1769245.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 1183091.46 1237317.01 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 888580786.26 1100906541.35 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 1395.64 1426.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 28881.61 30203.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 12851033.82 10930168.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 18305393.30 19939080.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 499762496.88 508909548.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 16009177.89 16730503.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 18284033.63 19198283.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 270871.55 39443.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 117491497.83 122637402.97 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1767526000.00 1767526000.00 0.0088 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.06% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2028-11-15 0.043 - 3.125 609367100.00 725226091.44 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 711000000.00 711000000.00 0.0035 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0011 606671007.22 606671007.22 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0014 474508354.10 474508354.10 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.93% 9127962A6 US9127962A61 U.S. Treasury Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0006 529993486.30 529993486.30 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0011 194951835.00 194951835.00 0.0010 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 0.0009 898813736.19 898813736.19 0.0045 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 0.0011 258753799.02 258753799.02 0.0013 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 0.0005 437994888.54 437994888.54 0.0022 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 0.0011 699725768.00 699725768.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-04-01 2020-04-30 2020-04-30 N N N 0.0012 106999379.40 106999379.40 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-01-31 2021-01-31 N N N 0.0016 500148080.00 500148080.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-04-01 2022-01-31 2022-01-31 N N N 0.0025 1374846783.75 1374846783.75 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-07-31 2021-07-31 N N N 0.0017 918668930.83 918668930.83 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-10-31 2021-10-31 N N N 0.0021 1387780704.70 1387780704.70 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% to 0.42% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0014 77344843.56 77344843.56 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0011 30377343.60 30377343.60 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0012 30300000.00 30300000.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828N48 254900HROIFWPRGM1V77 US912828N480 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 62770156.56 62770156.56 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0010 9277734.42 9277734.42 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0012 31578828.28 31578828.28 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 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 0.0015 300694376.48 300694376.48 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 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 0.0015 162986671.88 162986671.88 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0018 684472551.04 684472551.04 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0013 627199534.36 627199534.36 0.0031 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 0.0012 330959543.74 330959543.74 0.0017 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 0.0013 276085975.00 276085975.00 0.0014 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 0.0011 108476434.44 108476434.44 0.0005 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 0.0011 321816218.54 321816218.54 0.0016 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 0.0016 304183593.75 304183593.75 0.0015 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 0.0009 316011562.50 316011562.50 0.0016 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 0.0009 885106523.44 885106523.44 0.0044 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 0.0011 76160022.56 76160022.56 0.0004 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 0.0011 56129381.84 56129381.84 0.0003 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 0.0012 382994298.78 382994298.78 0.0019 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 0.0015 100824855.22 100824855.22 0.0005 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 0.0014 468785000.00 468785000.00 0.0023 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 0.0013 425494687.50 425494687.50 0.0021 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 0.0014 31222812.50 31222812.50 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 0.0011 51521953.38 51521953.38 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 0.0016 180328982.40 180328982.40 0.0009 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 0.0012 31193750.00 31193750.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 1.15% 912828K33 254900HROIFWPRGM1V77 US912828K338 U.S. Treasury Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0110 4946836818.76 4946836818.76 0.0247 N Y Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.60% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0460 32730000.00 32730000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 4.95% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0495 17300000.00 17300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 4.95% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0495 34500000.00 34500000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.90% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0490 13990000.00 13990000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.90% 64970HCK8 US64970HCK86 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2036-04-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0490 39800000.00 39800000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.95% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 13300000.00 13300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 2.75% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0275 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.01% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0401 22725000.00 22725000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.60% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0460 24400000.00 24400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.75% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0475 15700000.00 15700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.95% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 9100000.00 9100000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.95% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 10000000.00 10000000.00 0.0000 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 2.50% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0250 10600000.00 10600000.00 0.0001 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 310000000.00 310000000.00 0.0015 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG737000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 620000000.00 620000000.00 0.0031 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 Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer