0000278001-20-000012.txt : 20200605 0000278001-20-000012.hdr.sgml : 20200605 20200605111954 ACCESSION NUMBER: 0000278001-20-000012 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200531 FILED AS OF DATE: 20200605 DATE AS OF CHANGE: 20200605 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: 20945045 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 2020-05-31 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. 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0.10% to 0.11% 912796UB3 US912796UB31 U.S. Treasury Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 2231740530.00 2231740530.00 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0005 25999783.42 25999783.42 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 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 3194803858.95 3194803858.95 0.0159 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0013 2644678776.77 2644678776.77 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0014 2999379900.06 2999379900.06 0.0149 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.14% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0014 3564771940.92 3564771940.92 0.0177 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 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 0.0011 1028915961.57 1028915961.57 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 65984746.74 65984746.74 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0014 1834493338.15 1834493338.15 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 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 0.0013 3113139664.08 3113139664.08 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 2652937614.97 2652937614.97 0.0132 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0016 1164342427.40 1164342427.40 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0012 3704619459.45 3704619459.45 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0014 704892092.70 704892092.70 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0014 999766460.00 999766460.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 1456502186.81 1456502186.81 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 2033207594.28 2033207594.28 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 2319047709.60 2319047709.60 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0020 1518986661.60 1518986661.60 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.17% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0011 3474815373.25 3474815373.25 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 294936359.65 294936359.65 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 799783522.36 799783522.36 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 2080055746.25 2080055746.25 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 2021398912.00 2021398912.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 2570473216.70 2570473216.70 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 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 0.0016 2669591730.08 2669591730.08 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0016 999342220.00 999342220.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0017 2015483881.61 2015483881.61 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0017 1774021904.00 1774021904.00 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0016 1259210395.80 1259210395.80 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0016 39973333.20 39973333.20 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0017 627473070.32 627473070.32 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 549765183.00 549765183.00 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0014 1530600026.25 1530600026.25 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 147890471.12 147890471.12 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0023 1209446221.58 1209446221.58 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796SZ3 US912796SZ37 U.S. Treasury Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0014 520906381.51 520906381.51 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0008 2152948564.83 2152948564.83 0.0107 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-01-31 2021-01-31 N N N 0.0013 500394625.00 500394625.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-06-01 2022-01-31 2022-01-31 N N N 0.0022 1376544248.75 1376544248.75 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-07-31 2021-07-31 N N N 0.0017 918946525.07 918946525.07 0.0046 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 0.0022 77018281.44 77018281.44 0.0004 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 0.0022 30213281.40 30213281.40 0.0002 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 0.0023 30268359.30 30268359.30 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 0.0021 62561875.00 62561875.00 0.0003 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 0.0021 31450468.75 31450468.75 0.0002 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 0.0023 9217617.21 9217617.21 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 1388438071.04 1388438071.04 0.0069 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 0.0026 299260623.52 299260623.52 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 0.0028 162245024.24 162245024.24 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 0.0019 682862766.58 682862766.58 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 0.0024 624566720.32 624566720.32 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 0.0033 329626096.87 329626096.87 0.0016 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 0.0027 108151779.96 108151779.96 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 0.0025 320986739.78 320986739.78 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 0.0021 303505122.21 303505122.21 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 0.0021 314972445.44 314972445.44 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 0.0022 881254171.61 881254171.61 0.0044 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 0.0017 382172169.36 382172169.36 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 0.0025 100493156.25 100493156.25 0.0005 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 0.0019 424080451.56 424080451.56 0.0021 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 0.0021 466860833.76 466860833.76 0.0023 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 0.0021 31151367.11 31151367.11 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0023 51358593.75 51358593.75 0.0003 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 0.0024 31118671.72 31118671.72 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.10% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-29 2021-01-29 N N N 0.0014 374892168.75 374892168.75 0.0019 N N N N Fannie Mae Fannie Mae, 0.10% 3135G0Z48 B1V7KEBTPIMZEU4LTD58 US3135G0Z481 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-05 2020-06-05 N N N 0.0013 162999198.04 162999198.04 0.0008 N N Y N Fannie Mae Fannie Mae, 0.12% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-30 2020-07-30 N N N 0.0011 300904925.73 300904925.73 0.0015 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-04 2021-06-04 N N N 0.0020 581636954.22 581636954.22 0.0029 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-07 2021-09-07 N N N 0.0020 710608139.46 710608139.46 0.0035 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-11 2021-06-11 N N N 0.0020 454968736.95 454968736.95 0.0023 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-10 2021-09-10 N N N 0.0020 679972439.60 679972439.60 0.0034 N N N N Fannie Mae Fannie Mae, 0.21% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-10 2021-12-10 N N N 0.0022 680778888.32 680778888.32 0.0034 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-09 2022-03-09 N N N 0.0024 320820968.75 320820968.75 0.0016 N N N N Fannie Mae Fannie Mae, 0.23% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-11 2022-03-11 N N N 0.0024 680725675.98 680725675.98 0.0034 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-05-19 2022-05-19 N N N 0.0027 353059719.56 353059719.56 0.0018 N N N N Fannie Mae Fannie Mae, 0.25% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-05 2021-04-05 N N N 0.0019 536266617.12 536266617.12 0.0027 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-06 2021-07-06 N N N 0.0020 251255111.38 251255111.38 0.0012 N N N N Fannie Mae Fannie Mae, 0.31% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-24 2021-03-24 N N N 0.0019 338330553.86 338330553.86 0.0017 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 0.0017 323790391.44 323790391.44 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 0.0017 371754067.08 371754067.08 0.0018 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 0.0017 371752311.24 371752311.24 0.0018 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 0.0017 377746528.32 377746528.32 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 0.0017 380742718.32 380742718.32 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 0.0017 380740920.00 380740920.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.33% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-05-04 2022-05-04 N N N 0.0026 512719242.24 512719242.24 0.0025 N N N N Fannie Mae Fannie Mae, 0.34% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-27 2021-10-27 N N N 0.0021 419771684.87 419771684.87 0.0021 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-06 2021-07-06 N N N 0.0020 528929734.88 528929734.88 0.0026 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-26 2021-04-26 N N N 0.0019 860150286.90 860150286.90 0.0043 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-25 2021-10-25 N N N 0.0021 608375905.11 608375905.11 0.0030 N N N N Fannie Mae Fannie Mae, 0.41% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-23 2021-09-23 N N N 0.0020 1493073263.73 1493073263.73 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 0.0015 530836276.77 530836276.77 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 0.0012 361941175.00 361941175.00 0.0018 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-14 2021-01-14 N N N 0.0015 24998426.50 24998426.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.22% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-10-23 2020-10-23 N N N 0.0015 85023975.95 85023975.95 0.0004 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 0.0015 86670738.75 86670738.75 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.28% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-06-06 2020-08-06 2020-08-06 N N N 0.0022 102012067.62 102012067.62 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-20 2021-04-20 N N N 0.0023 161084159.53 161084159.53 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-08 2020-10-08 N N N 0.0031 38997201.75 38997201.75 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-12-03 2020-12-03 N N N 0.0029 142999839.84 142999839.84 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2021-03-03 2021-03-03 N N N 0.0034 68981643.24 68981643.24 0.0003 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 0.0017 13990083.38 13990083.38 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 0.0018 34973050.00 34973050.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-30 2020-12-30 N N N 0.0034 125985163.50 125985163.50 0.0006 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 0.0022 208071084.00 208071084.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-27 2021-04-27 N N N 0.0023 167190937.78 167190937.78 0.0008 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 0.0037 70182340.20 70182340.20 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.45% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2021-03-03 N N N 0.0096 41002325.52 41002325.52 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-28 2020-08-28 N N N 0.0015 699879551.00 699879551.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-05 2020-06-05 N N N 0.0009 38999931.75 38999931.75 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-19 2020-08-19 N N N 0.0015 201770434.28 201770434.28 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 345917828.46 345917828.46 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-04 2020-09-04 N N N 0.0015 605800093.15 605800093.15 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-11-06 2020-11-06 N N N 0.0017 137954628.36 137954628.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-05 2020-08-05 N N N 0.0014 109989808.50 109989808.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-21 2020-08-21 N N N 0.0015 540929329.17 540929329.17 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-09 2021-02-09 N N N 0.0018 226866476.33 226866476.33 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-25 2020-08-25 N N N 0.0015 193977338.86 193977338.86 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-25 2021-02-25 N N N 0.0019 187871094.04 187871094.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-28 2021-01-28 N N N 0.0018 200903865.72 200903865.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 36493706.67 36493706.67 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-22 2021-01-22 N N N 0.0018 109949571.60 109949571.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-14 2021-05-14 N N N 0.0020 515567174.04 515567174.04 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-20 2020-08-20 2020-08-20 N N N 0.0014 170892422.29 170892422.29 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-02-22 2021-02-22 N N N 0.0018 170924082.84 170924082.84 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0018 99988620.00 99988620.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384C64 2549001DPIFGXC1TOL40 US313384C649 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0015 9996708.30 9996708.30 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-26 2021-02-26 N N N 0.0019 582728356.98 582728356.98 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2021-02-16 2021-02-16 N N N 0.0019 341853535.08 341853535.08 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-08-18 2020-08-18 N N N 0.0015 170992701.72 170992701.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZL6 2549001DPIFGXC1TOL40 US313384ZL66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0012 33994475.00 33994475.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 50990239.11 50990239.11 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJKE8 2549001DPIFGXC1TOL40 US3130AJKE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0018 165987118.40 165987118.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0015 66976270.61 66976270.61 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384E62 2549001DPIFGXC1TOL40 US313384E629 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0016 47979733.44 47979733.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-04 2021-03-04 N N N 0.0019 1658384394.87 1658384394.87 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-23 2021-07-23 N N N 0.0022 349673590.00 349673590.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-11 2021-06-11 N N N 0.0021 268497582.92 268497582.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-08 2021-07-08 N N N 0.0019 245847883.44 245847883.44 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 255999848.96 255999848.96 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 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 0.0004 279648291.34 279648291.34 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2020-08-13 2020-08-13 N N N 0.0016 81995741.74 81995741.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-20 2021-04-20 2021-04-20 N N N 0.0016 435922553.32 435922553.32 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2021-03-24 2021-03-24 N N N 0.0017 331905605.76 331905605.76 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2021-03-24 2021-03-24 N N N 0.0018 84968777.80 84968777.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 38985493.95 38985493.95 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 170936396.55 170936396.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0017 343899263.04 343899263.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 85968012.30 85968012.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 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 0.0013 290939052.96 290939052.96 0.0014 N N N 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 0.0000 351000000.00 351000000.00 0.0017 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-11 2020-09-11 N N N 0.0015 111897232.71 111897232.71 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2021-01-13 2021-01-13 N N N 0.0020 257926374.54 257926374.54 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-12-14 2020-12-14 N N N 0.0019 256848779.28 256848779.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-27 2020-11-27 2020-11-27 N N N 0.0017 120988103.28 120988103.28 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 91004183.27 91004183.27 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-17 2020-07-17 N N N 0.0013 173006048.08 173006048.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-22 2021-02-22 N N N 0.0019 235954499.20 235954499.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-23 2020-12-23 N N N 0.0017 541454524.83 541454524.83 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-29 2020-07-29 N N N 0.0014 386013521.58 386013521.58 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 391998040.00 391998040.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 85899570.50 85899570.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-08-12 2020-08-12 N N N 0.0017 337992996.64 337992996.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-21 2020-08-21 2020-08-21 N N N 0.0014 366016499.28 366016499.28 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0011 64002302.08 64002302.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 274012658.80 274012658.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 341928792.18 341928792.18 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-08-26 2020-08-26 N N N 0.0014 110005143.60 110005143.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 257946281.82 257946281.82 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 181009754.09 181009754.09 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-08-28 2020-08-28 N N N 0.0014 719034396.96 719034396.96 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.27% 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 83984529.72 83984529.72 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 163966835.92 163966835.92 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 97979828.66 97979828.66 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384D71 2549001DPIFGXC1TOL40 US313384D712 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0015 33987533.22 33987533.22 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-01 2020-10-01 N N N 0.0016 216005361.12 216005361.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-10 2020-06-10 N N N 0.0014 281002453.13 281002453.13 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 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 0.0006 635992228.08 635992228.08 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0019 50996167.35 50996167.35 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0019 244981588.25 244981588.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2021-02-12 2021-02-12 N N N 0.0017 343898930.47 343898930.47 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2021-02-12 2021-02-12 N N N 0.0021 119966569.20 119966569.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-08-12 2020-08-12 N N N 0.0017 723999268.76 723999268.76 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 39000379.08 39000379.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0014 91004530.89 91004530.89 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-07-17 2020-07-17 N N N 0.0013 183009334.83 183009334.83 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2021-02-23 2021-02-23 N N N 0.0018 42996431.00 42996431.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 182012603.50 182012603.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-11-24 2020-11-24 N N N 0.0015 666078374.88 666078374.88 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 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 0.0012 728902598.31 728902598.31 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-12 2021-03-12 N N N 0.0019 397954050.90 397954050.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-02-10 2022-02-10 N N N 0.0025 165778966.02 165778966.02 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-07 2020-10-07 N N N 0.0016 278820712.05 278820712.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2021-01-08 2021-01-08 N N N 0.0023 220939213.95 220939213.95 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-12-11 2020-12-11 N N N 0.0022 341924554.80 341924554.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-11-16 2020-11-16 N N N 0.0016 295027340.60 295027340.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-14 2021-05-14 N N N 0.0020 174979640.50 174979640.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-16 2020-10-16 N N N 0.0016 346038329.88 346038329.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2021-02-11 2021-02-11 N N N 0.0021 343965809.84 343965809.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2021-03-19 2021-03-19 N N N 0.0017 120021472.80 120021472.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2021-03-19 2021-03-19 N N N 0.0017 595982490.44 595982490.44 0.0030 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 0.0010 1254711812.66 1254711812.66 0.0062 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-04 2021-06-04 N N N 0.0021 202976724.02 202976724.02 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-10 2021-03-10 N N N 0.0019 357415143.04 357415143.04 0.0018 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 0.0012 851904627.12 851904627.12 0.0042 N N Y 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 0.0012 175977755.36 175977755.36 0.0009 N N Y 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 0.0012 686910690.00 686910690.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-08 2020-07-08 2020-07-08 N N N 0.0017 181008543.20 181008543.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0024 1029951291.30 1029951291.30 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 1000124510.00 1000124510.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 56005170.48 56005170.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 37003416.21 37003416.21 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 185017081.05 185017081.05 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-09 2021-04-09 N N N 0.0020 500049670.06 500049670.06 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 146004076.32 146004076.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 91003387.93 91003387.93 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-07-07 2020-07-07 N N N 0.0019 179008353.93 179008353.93 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 45001675.35 45001675.35 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 217008078.91 217008078.91 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-01-22 2021-01-22 N N N 0.0018 68027354.36 68027354.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0027 138989420.71 138989420.71 0.0007 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 0.0015 539811000.00 539811000.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 172005254.60 172005254.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 45001374.75 45001374.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 346010570.30 346010570.30 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-25 2020-09-25 N N N 0.0016 297409132.88 297409132.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0021 344908619.05 344908619.05 0.0017 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 0.0013 519887331.60 519887331.60 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-13 2021-04-13 N N N 0.0020 382315394.48 382315394.48 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-25 2020-09-25 N N N 0.0016 610263056.40 610263056.40 0.0030 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 0.0016 326864841.09 326864841.09 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 0.0016 442814923.46 442814923.46 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 0.0016 750646196.39 750646196.39 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 0.0016 330830822.59 330830822.59 0.0016 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 0.0016 351818522.88 351818522.88 0.0017 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 0.0017 161895960.36 161895960.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-13 2021-05-13 N N N 0.0020 253238181.79 253238181.79 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-07 2021-04-07 N N N 0.0019 68061436.64 68061436.64 0.0003 N N N 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 0.0009 68997680.91 68997680.91 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YL7 2549001DPIFGXC1TOL40 US313384YL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0010 22998524.09 22998524.09 0.0001 N N Y 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 0.0016 1090471475.96 1090471475.96 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-06 2021-04-06 N N N 0.0019 169167364.08 169167364.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 18000027.54 18000027.54 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 266000406.98 266000406.98 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 89000136.17 89000136.17 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 44000067.32 44000067.32 0.0002 N N Y 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 0.0017 271843298.08 271843298.08 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 0.0013 346171840.90 346171840.90 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 0.0016 138930808.58 138930808.58 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0018 68044536.60 68044536.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0019 977789703.89 977789703.89 0.0049 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 0.0018 122070720.96 122070720.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 728000000.00 728000000.00 0.0036 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-01 2020-09-01 N N N 0.0034 55002626.80 55002626.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-11-04 2020-11-04 N N N 0.0040 87008280.66 87008280.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-01 2021-02-01 N N N 0.0038 34013916.20 34013916.20 0.0002 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 0.0016 385828446.16 385828446.16 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 0.0023 88065856.56 88065856.56 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 0.0016 52976680.00 52976680.00 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 0.0023 352263426.24 352263426.24 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 0.0023 352253756.80 352253756.80 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 0.0016 274875334.25 274875334.25 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 0.0008 903975140.00 903975140.00 0.0045 N N Y 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 0.0010 499963335.00 499963335.00 0.0025 N N Y 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 0.0012 249964792.50 249964792.50 0.0012 N N Y 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 0.0012 365931272.52 365931272.52 0.0018 N N Y 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 0.0009 499977085.00 499977085.00 0.0025 N N Y 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 0.0014 499868750.00 499868750.00 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 0.0011 88039501.44 88039501.44 0.0004 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 341895640.78 341895640.78 0.0017 N N N 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 682991291.75 682991291.75 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0117 342893999.25 342893999.25 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0029 245150376.10 245150376.10 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 0.0028 122980575.70 122980575.70 0.0006 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 0.0028 245160626.90 245160626.90 0.0012 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 0.0029 171105669.45 171105669.45 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 0.0009 164991933.15 164991933.15 0.0008 N N Y 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 0.0026 170127438.80 170127438.80 0.0008 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 0.0023 349323662.60 349323662.60 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 0.0023 349323662.60 349323662.60 0.0017 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 0.0010 62995187.43 62995187.43 0.0003 N N Y 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 0.0021 175185179.75 175185179.75 0.0009 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 0.0162 428971480.08 428971480.08 0.0021 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 171988498.36 171988498.36 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 0.0019 349429570.14 349429570.14 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 0.0019 291360522.81 291360522.81 0.0014 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 0.0164 257984406.48 257984406.48 0.0013 N N N N Freddie Mac Freddie Mac, 0.07% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-22 2020-07-22 N N N 0.0011 65996339.64 65996339.64 0.0003 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-05 2021-02-05 N N N 0.0014 109961319.60 109961319.60 0.0005 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-09 2020-09-09 N N N 0.0015 675887337.84 675887337.84 0.0034 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-08 2020-09-08 N N N 0.0012 524857362.37 524857362.37 0.0026 N N N N Freddie Mac Freddie Mac, 0.09% 3134GT5F6 US3134GT5F62 U.S. Government Agency Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 45049986.03 45049986.03 0.0002 N N Y N Freddie Mac Freddie Mac, 0.13% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 385814720.00 385814720.00 0.0019 N N N N Freddie Mac Freddie Mac, 0.14% 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0015 167939800.56 167939800.56 0.0008 N N N N Freddie Mac Freddie Mac, 0.20% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-10 2021-12-10 N N N 0.0024 515681354.52 515681354.52 0.0026 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-13 2021-12-13 N N N 0.0022 533187578.69 533187578.69 0.0027 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-11 2022-03-11 N N N 0.0023 532306251.12 532306251.12 0.0026 N N N N Freddie Mac Freddie Mac, 0.33% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-24 2021-06-24 N N N 0.0016 117206679.33 117206679.33 0.0006 N N N N Freddie Mac Freddie Mac, 0.37% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-22 2021-10-22 N N N 0.0020 695644530.16 695644530.16 0.0035 N N N N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 GAJ468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2024-10-31 2.25 - 2.625 147513500.00 160142015.35 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 157000000.00 157000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GAC081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-10-31 2038-05-15 2.875 - 4.5 183220300.00 230536033.68 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 226000000.00 226000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAI287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-05-15 0.245 - 2.5 86344000.00 98333887.30 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 96000000.00 96000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAH569000 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 0.173 - 7.5 736997853.00 925026590.11 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 904000000.00 904000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAC832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-02-15 0.175 - 7.5 607273707.00 693990315.57 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 680000000.00 680000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAF861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-02-15 0.173 - 7.5 893418389.00 1024865453.67 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1004000000.00 1004000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAE249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2050-05-15 0.244 - 7.625 270239946.00 307676120.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 301000000.00 301000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-05-15 0 - 7.5 298169837.00 358114822.56 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 350000000.00 350000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2048-02-15 0.244 - 8 343663380.00 447215879.27 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 438000000.00 438000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-02-15 0.173 - 6.375 513142510.00 624295189.33 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 609000000.00 609000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2049-08-15 0 - 8.75 271655532.00 306369416.78 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 300000000.00 300000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-14 2049-05-15 0 - 5.5 312267182.00 370986798.25 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 361900000.00 361900000.00 0.0018 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 2020-07-31 2049-02-15 0.173 - 7.625 912115333.00 1060710273.61 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 1036000000.00 1036000000.00 0.0051 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 2020-06-15 2049-05-15 0.173 - 7.625 1008312207.00 1306029693.83 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 1277000000.00 1277000000.00 0.0063 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 2020-10-31 2049-11-15 0.175 - 7.625 637009820.00 763386610.81 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJI809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2046-11-15 0.125 - 3.125 767705500.00 834528807.51 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 818000000.00 818000000.00 0.0041 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GAH829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2047-02-15 0.125 - 3 137555200.00 153004262.68 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 150000000.00 150000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAC419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2046-11-15 0.125 - 3.125 139506900.00 154033265.64 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 151000000.00 151000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GBA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2045-08-15 0.125 - 2.875 141289100.00 153163834.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 150000000.00 150000000.00 0.0007 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 GBA664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2049-05-15 0.375 - 4.25 2232743300.00 2400826040.66 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 2352000000.00 2352000000.00 0.0117 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAI697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2040-11-15 0.625 - 4.25 841285000.00 933435100.58 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 915000000.00 915000000.00 0.0045 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAJ300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2029-05-15 0.375 - 2.875 707233500.00 739509290.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0009 725000000.00 725000000.00 0.0036 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GAJ842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-20 2044-02-15 0 - 3.625 614571600.00 699747040.41 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 685000000.00 685000000.00 0.0034 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GAI156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-05-15 2044-05-15 3.375 - 3.375 142734000.00 200853424.60 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 195000000.00 195000000.00 0.0010 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 GBA685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-16 2028-08-15 0 - 2.875 749638000.00 786402521.69 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 771000000.00 771000000.00 0.0038 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 GBA670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2040-05-15 0.43 - 8 1169886800.00 1322946693.87 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1297000000.00 1297000000.00 0.0064 N Y Y N DNB Bank ASA DNB Bank ASA, 0.06% 549300GKFG0RYRRQ1414 GBA666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2026-08-15 0.125 - 2.625 796532700.00 858844612.82 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 842000000.00 842000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 GBA630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2022-12-15 1.625 - 1.625 124153000.00 129540025.81 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 127000000.00 127000000.00 0.0006 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.06% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 278261000.00 304749306.71 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 296000000.00 296000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.06% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-11-15 1.875 - 2.75 569000000.00 612070762.93 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 600000000.00 600000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-29 2050-02-15 0 - 3.625 72127100.00 92457398.61 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 90000000.00 90000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.08% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-28 2038-05-15 2.125 - 4.5 999452200.00 1209728138.96 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0008 1186000000.00 1186000000.00 0.0059 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 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 287404500.00 307032757.85 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 301000000.00 301000000.00 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6.75 149339100.00 152960178.03 U.S. Treasuries (including strips) Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 150000000.00 150000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6.75 149339100.00 152960178.03 U.S. Treasuries (including strips) Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0016 150000000.00 150000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 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 122020900.00 136645171.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 134000000.00 134000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 142562800.00 152960195.21 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 150000000.00 150000000.00 0.0007 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 157959000.00 163346602.14 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, 0.83% 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 122835200.00 163461303.42 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 GBA437000 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 398500000.00 459942635.87 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 450000000.00 450000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.06% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-27 2020-10-27 0 - 0 756265000.00 755725707.43 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 741000000.00 741000000.00 0.0037 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.07% 549300Y1PMK3RWXMWR72 GBA718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-05-15 0.25 - 3.125 218020700.00 232561927.71 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 228000000.00 228000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 GBA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2026-05-15 1.125 - 2.875 1446433200.00 1531820210.25 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1502000000.00 1502000000.00 0.0075 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2047-02-15 0.625 - 3 692799700.00 748465804.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0007 734000000.00 734000000.00 0.0036 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAE923000 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 1.5 - 3 280697200.00 294704468.94 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0007 289000000.00 289000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAH062000 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 1.375 - 3 324542500.00 364036749.04 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 357000000.00 357000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2047-02-15 1.5 - 3 351264100.00 384427441.43 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 377000000.00 377000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAF502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2047-02-15 1.375 - 3.125 177433400.00 180502912.23 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0008 177000000.00 177000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAI173000 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 154144300.00 159082266.64 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 156000000.00 156000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GAI888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2047-02-15 2.875 - 3 241836300.00 275324142.88 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 270000000.00 270000000.00 0.0013 N N Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GAI813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2048-11-15 0 - 6.25 296116100.00 320354198.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 314000000.00 314000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAF934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 139533000.00 153007129.72 U.S. Treasuries (including strips) Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0015 150000000.00 150000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG420000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 113759300.00 121385140.92 U.S. Treasuries (including strips) Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0015 119000000.00 119000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 135229000.00 153005779.72 U.S. Treasuries (including strips) Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0015 150000000.00 150000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 208396700.00 222366548.07 U.S. Treasuries (including strips) Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0015 218000000.00 218000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GAI878000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 135225800.00 153002159.05 U.S. Treasuries (including strips) Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 150000000.00 150000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.17% 5493007VSMFZCPV1NB83 GAJ903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 67612300.00 76500400.65 U.S. Treasuries (including strips) Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 75000000.00 75000000.00 0.0004 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 2026-11-15 1.5 - 2 104326300.00 111320858.41 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 241601400.00 257783591.17 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 501900.00 601044.63 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 2049-08-15 2049-08-15 2.25 - 2.25 2276100.00 2725717.67 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 221224400.00 242592177.77 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 Y N RBC Dominion Securities RBC Dominion Securities, 0.08% 549300QJJX6CVVUXLE15 GAI792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2050-05-15 0.25 - 7.125 243043300.00 278208303.77 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 272000000.00 272000000.00 0.0014 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.09% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-09-30 2047-02-15 1.5 - 3 108120500.00 116382252.89 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 114000000.00 114000000.00 0.0006 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.06% 6PJDTY319315T5LR2241 GBA627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-03-31 2025-10-31 2.5 - 3 706707000.00 785273604.15 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 770000000.00 770000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAI789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2050-05-15 0 - 8.75 271789204.00 324804176.48 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 317000000.00 317000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAJ854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 0.125 - 7.625 534231607.00 613596626.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0008 601000000.00 601000000.00 0.0030 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 GAI850000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-05-15 2048-11-15 2.5 - 3.375 203745100.00 260593502.49 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 253000000.00 253000000.00 0.0013 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.07%, dated 5/29/2020 due 06/01/2020 B4TYDEB6GKMZO031MB27 GBA813000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 4518538726.51 1007368275.85 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 984892000.00 984892000.00 0.0049 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 GBA521000 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 2042-04-20 2069-05-20 1.502 - 4.196 48999754.00 12595361.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2048-01-01 3 - 4 13685491.00 4447192.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2049-06-01 2.5 - 3.5 32800949.00 16770431.76 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 33000000.00 33000000.00 0.0002 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAA936000 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 2048-12-01 2048-12-01 4.5 - 4.5 7300000.00 6778939.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-02-01 2049-11-01 3 - 3 21500000.00 20381324.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-01 2027-01-01 2.45 - 2.45 6000000.00 6474573.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-03-11 2022-03-11 2.25 - 2.25 6000000.00 6243252.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2069-05-20 3.617 - 5.5 110889280.00 47064689.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2044-11-01 4 - 4 16700000.00 6877914.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-02-01 2027-03-01 2.195 - 2.26 7437497.00 7938702.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 3.5 - 3.5 1364896.00 1270219.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 101000000.00 101000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAC835000 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 2050-02-15 0 - 4.375 352351554.42 283691560.89 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-07-20 2050-04-20 0.851 - 4 99811818.00 45238313.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-26 2049-09-01 0 - 5.625 12831000.00 12964106.01 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2034-07-18 2038-04-05 2.99 - 3.98 279000.00 287158.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2042-12-01 0 - 6.25 659602.00 1045686.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 1000000.00 1022386.33 Agency Debentures and Agency Strips Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 335000000.00 335000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAD216000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3060846.00 2870998.55 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2038-04-05 3.43 - 3.98 433000.00 440513.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-12-24 4 - 4.05 85000.00 89807.97 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2050-02-15 0 - 5 99056507.10 74434793.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-15 2050-04-20 3 - 6.5 32295804.00 23366134.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-07-01 0 - 5.625 4811474.00 3881508.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2032-07-15 0 - 6.25 16511297.00 16004060.19 Agency Debentures and Agency Strips Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 118000000.00 118000000.00 0.0006 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 US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2050-02-15 0 - 2.25 660351385.44 498334915.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-09-09 2038-08-17 2.7 - 5.365 6275000.00 6556629.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2066-05-20 0.871 - 3.5 45451107.00 34851206.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-26 2040-10-01 0 - 5.625 23706002.00 20016431.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 787484.00 738640.70 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2038-04-05 3.43 - 3.98 1018000.00 1030916.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2032-07-15 0 - 6.25 31371000.00 50065796.39 Agency Debentures and Agency Strips Y N/A N/A 2020-06-05 2020-06-05 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 0.07%, dated 5/29/2020 due 06/01/2020 VJW2DOOHGDT6PR0ZRO63 GBA813000_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 2039-12-01 2039-12-01 4.5 - 4.5 19006.71 1675.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 13938.63 217.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 1594260.90 1646123.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 971986.78 744075.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 134772.01 84618.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2050-05-20 2 - 9.5 110710352.47 90249200.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-02-01 2.5 - 3 802376.39 445530.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-08-01 3 - 3.5 75480.07 36017.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2233.15 1148.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 6480912.00 3542499.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 446036.00 359096.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 7805.63 7727.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 92924.17 330.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 9292.42 479.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 26762.16 446.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 26390.46 15458.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 3854261.38 122459.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2024-07-01 4 - 4.5 773439.81 16220.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2031-10-01 2.5 - 5 46462.08 27331.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 570777698.94 583848877.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 3.5 - 3.5 34437.70 27084.26 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-11-30 2050-02-03 0.2 - 5.05 107453789.37 108858382.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 134415.18 1841.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 22301.80 1070.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 3472395.46 3512481.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 10035.81 191.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 942843.91 3590.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 17864.86 8726.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-05-01 2.5 - 4 16260412.62 16618710.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 5729704.12 857.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 5203.75 2818.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 89882.57 50764.96 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 2601.88 2694.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-05-01 2 - 3.5 215476.65 222487.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 2.5 - 2.5 974382.74 952573.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2049-06-01 0.27 - 7.5 35959537.55 20781216.92 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 371.70 324.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2048-12-01 4 - 5 762710.41 409810.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 17477.18 621.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 3110.73 122.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 6755166.53 6976249.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 6318.84 4754.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 14668.64 12544.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-04-01 2.5 - 4 113760541.41 119101023.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-08-01 3 - 6 229082.97 49795.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 1964907.15 1440695.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 102588.28 3899.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 2230.18 815.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2038-04-01 3 - 5 307071.25 215523.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 2.5 - 6.5 853033.81 146076.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3 - 4.5 583563.77 345221.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 12720.95 1228.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 2.5 - 6.5 251636.04 121541.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-06-25 2048-04-01 3 - 4.5 2222273.27 1308554.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-01 2032-05-04 0 - 5.25 19354245.43 20447246.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-05-01 0.17 - 9.5 197701050.16 154695915.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 3716.97 42.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 139386.25 275.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 473933.69 1868.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 156112.60 336.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 332823.89 1055.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 5203.75 116.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 227351.98 1994.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1115090000.00 1115090000.00 0.0055 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.07%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA813000_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 2035-05-01 2035-05-01 2.5 - 2.5 25139466.53 26337649.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2048-05-15 3.125 - 4.375 15802328.76 22410889.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 34103047.05 20782004.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 135553480.67 100420717.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 22627626.20 24508687.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 672185246.70 587988636.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 51947089.44 49523600.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 62500466.68 66754597.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0007 880918000.00 880918000.00 0.0044 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GAI136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 12300.00 12775.88 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-10-01 2049-11-01 3.43 - 4 42760529.00 34668284.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 34000000.00 34000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAI882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2050-05-01 3.5 - 5.5 68423467.00 60792892.65 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 449500.00 466890.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2048-01-01 3 - 4 288803.00 186108.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-07-01 3.5 - 4 2296519.00 1900701.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 50057.00 53826.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2063-11-20 4.5 - 4.712 45339969.00 22200356.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 91901.00 80650.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 84000000.00 84000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GBA136000 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 2046-06-15 2049-04-15 3 - 4 309631.00 279508.20 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 N/A 100.00 97.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 54530000.00 23230794.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-01 2049-11-01 0 - 8 206213198.00 156827800.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 176800000.00 176800000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.07%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA813000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 794542.10 2661.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 1386643.35 17260.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 199541.92 7640.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 1808691.92 5479.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 128551.33 143320.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 5.5 - 5.5 55890.17 1234.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 387329.13 2498.89 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 175874842.10 216548526.33 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 8697.66 104.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 655.28 763.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 165783.15 179546.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 10146.20 10274.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 475574.51 509157.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-18 2036-07-15 1.125 - 5.625 3000738.44 3743981.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 7517.15 7820.31 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 1032544.88 1070917.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-08-24 2046-09-01 0 - 10 52658123.73 20560912.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 1657807.12 1728445.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 45925261.46 978145.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 37228154.71 24803825.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 3372.93 3163.92 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 3185737.47 2796062.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 140355.76 7064.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 169103.32 3773.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 261182.11 3926.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 963455.35 8226.30 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 4769559.18 7090426.25 Agency Debentures and Agency Strips Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 274187000.00 274187000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 2000.00 1999.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-01 2032-07-15 0 - 6.75 1681736.00 2660023.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-14 2040-03-26 1.125 - 5.625 8160000.00 8895559.22 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2065-09-15 0 - 5.98 456000.00 557954.06 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2030-05-15 0 - 6.25 330000.00 351954.18 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-15 2039-12-15 5.5 - 5.5 6735.00 384.35 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2049-02-15 0.125 - 8 66504400.00 73238698.57 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-12-04 2036-12-04 3.78 - 3.78 39000.00 48692.48 Agency Debentures and Agency Strips Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 84000000.00 84000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2048-08-15 0.125 - 8 400071963.00 450251305.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 1001.00 1007.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 163256.00 190324.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-06-24 2034-07-24 0.17 - 3.125 3564000.00 3618526.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2032-07-15 0 - 6.25 400000.00 634824.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2050-02-01 0.18 - 7 76412006.00 48118747.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1002.00 1052.20 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2060-09-15 0 - 5.98 549000.00 333108.95 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2023-01-15 2023-01-15 N/A 1000.00 985.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 3983303.00 47749.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2023-03-10 2036-07-15 2.125 - 5.5 3135000.00 3755579.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 66379.00 68962.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-09-20 2069-09-20 3.489 - 9 15610441.00 9122674.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2027-06-01 1.88 - 1.88 1000.00 1047.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 505000000.00 505000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.09% 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 2021-05-31 2021-05-31 2 - 2 3136600.00 3223780.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 5.5 - 5.5 2581655.00 1407012.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 3.5 - 4.5 13298081.00 8157772.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 568814.00 166609.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.21 - 4.21 1814000.00 2041792.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-11-01 3 - 5.5 71522148.00 53842567.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 5 - 5 2620320.00 2562499.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 4.5 - 6 8796594.00 6642500.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 3 - 5 11552706.00 7335310.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-11-01 3 - 6 323472567.00 258365410.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0009 337000000.00 337000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA813000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 10259219.10 6914422.41 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 15581496.54 16129021.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 379887.22 310628.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 11187083.79 8939694.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 2085209.41 1381280.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 3918725.94 2781232.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 634467.94 481306.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 2712866.58 2053765.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 46899.66 21548.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 12079769.52 7926057.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 1625882.14 1351644.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 7015657.34 3000481.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 4598832.41 3890883.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 501222.26 554667.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 133833432.63 79710720.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 1962028.87 1544064.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 664307.61 268231.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 235808.19 130103.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 1130972.33 519590.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 2485681.83 789042.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 229387.40 57825.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 234498.29 100602.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 439343878.62 267829556.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 1680503.82 1274414.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 401261.74 377212.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 249951.25 64733.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 1399689.31 838908.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 82074.40 58551.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 4530612.87 3432693.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 1517438.41 632938.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 5459731.43 2975553.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 2051860.00 2240873.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0007 410372000.00 410372000.00 0.0020 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.08%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA941000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 624995.07 421228.93 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 949230.00 982585.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 23142.86 18923.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 681520.90 544609.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 127031.66 84148.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 238730.10 169433.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 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5 119527.46 94064.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 40469.84 16340.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 14365.51 7925.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 68899.21 31653.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 151428.57 48068.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 13974.36 3522.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 14285.71 6128.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 26764976.57 16316266.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 102376.86 77637.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 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3.5 1894889.95 1802564.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 575792000.00 575792000.00 0.0029 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.07% 7LTWFZYICNSX8D621K86 GBA672000 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 2046-11-15 2046-11-15 3.75 - 3.75 91629107.00 95006616.97 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2046-05-15 2046-05-15 2.5 - 2.5 141014100.00 173824991.02 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 261000000.00 261000000.00 0.0013 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.07% 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 2038-06-01 2038-06-01 5 - 5 2952116.00 143510.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 177268224.00 185072169.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 1398092.00 1545875.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 5 - 5 3218888.00 2565620.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-01 2055-04-01 3 - 6.5 837501579.00 811382428.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 492000.00 198328.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-07-01 2031-07-01 5 - 5 28197.00 9399.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 4 - 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-04-15 2048-11-15 3.5 - 5.5 57254561.00 69206038.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2046-05-25 3 - 5 20481050.00 17315259.37 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 84000000.00 84000000.00 0.0004 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.07%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA813000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 391960568.99 467509003.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 279988227.53 235659058.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 689377000.00 689377000.00 0.0034 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.07%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA813000_76664 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 2050-01-01 2050-02-01 3.5 - 3.5 4134186.11 4501925.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 2636790.32 2877632.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 516333.05 532161.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 243508535.88 156785261.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 389553.46 373611.75 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.5 247208563.68 264508236.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 3543636.63 3186666.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 660938.80 725323.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 424989000.00 424989000.00 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAF874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-31 2024-05-31 2 - 2 2324900.00 2508750.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2050-02-01 2.566 - 4.5 89172194.00 29423484.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-12-20 2034-12-20 3 - 3 904967.00 921844.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-04-01 2050-05-01 2.355 - 4.5 268247759.00 138516624.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 168000000.00 168000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAG455000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-01-01 2043-02-01 2.48 - 3.5 15524272.00 5156665.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2050-05-01 2.423 - 5 292207949.00 259212300.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 2031-08-01 2.92 - 2.92 9800000.00 10708274.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.71 - 3.76 13347560.00 15639555.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 285000000.00 285000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAJ337000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 6335900.00 6626411.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-05-01 2050-05-01 2.065 - 5 209447971.00 197348077.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.65 - 3.65 9023000.00 10475314.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2048-02-01 3.018 - 4 18179727.00 8935160.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0016 219000000.00 219000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.07%, dated 5/29/2020 due 06/01/2020 K5HU16E3LMSVCCJJJ255 GBA813000_12878 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 4.5 - 4.5 8297740.12 6159996.43 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.25 - 2.25 4571376.40 5413641.40 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 63933494.40 57908486.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 6577520.00 5801323.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2035-05-01 0 - 2.5 9527263.11 8632911.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 82219000.00 82219000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 7TK5RJIZDFROZCA6XF66 GBA813000_08126 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 2033-07-20 2049-06-15 3.5 - 4 224333772.60 138172345.60 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 311978194.97 363886111.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 31207.37 19981.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 2303955.78 1420420.83 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 492748000.00 492748000.00 0.0024 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.07% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2030-01-15 2030-01-15 N/A 1000.00 865.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3 - 3 289149.00 292804.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-05-01 4 - 4 2254515.00 1272655.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 320000.00 335686.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 21417194.00 22444374.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-01 2050-05-01 2 - 5.5 725267253.00 710057254.06 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-01 2050-05-15 0 - 2.75 3100.00 3914.87 U.S. Treasuries (including strips) FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2024-06-05 2024-06-05 2.15 - 2.15 52000.00 56012.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 3 - 3 3750000.00 4176320.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 2.5 - 2.5 10138051.00 10104149.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 2264364.00 2485411.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-08-01 3.5 - 4.5 414753.00 315144.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2047-10-01 3.5 - 4 2407489.00 1747028.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 5.5 - 5.5 72808525.00 61166919.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 1552220.00 711125.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 2.5 - 2.5 3906146.00 4096851.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 10557915.00 10040648.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 7787080.00 8452666.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2043-05-01 3.5 - 3.5 1400000.00 685096.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 822000000.00 822000000.00 0.0041 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.07%, dated 5/29/2020 due 06/01/2020 OXTKY6Q8X53C9ILVV871 GBA813000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 1084.28 1145.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 267112.27 285982.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 577821.11 613663.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4.126 - 4.126 2856900.84 1643957.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 17700016.13 18945920.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 193694658.61 203352401.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 188128.88 204965.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 16435388.15 17298983.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 162016379.37 170561961.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 16693198.95 17520198.13 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 513224827.08 583910258.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 147011.33 155573.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 573817.51 613204.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 832352.98 872451.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 1129469.01 1215793.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 1859579.66 2012135.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 5618665.45 5894634.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 1074590.64 1119383.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 68537.44 74696.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1006169000.00 1006169000.00 0.0050 N Y Y N RBC Financial Group RBC Financial Group, 0.07% ES7IP3U3RHIGC71XBU11 GBA674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 3213626.00 2708518.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 4470488.00 4125726.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1287229.00 1454701.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 5049189.00 4541997.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 1732773.00 1503215.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 9955022.00 10623011.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 3.5 - 3.5 27127951.00 11449989.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 3 - 3.5 10933355.00 11617785.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 28283.00 30530.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 7992860.00 8241148.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 732880.00 746068.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-11-01 4 - 4 16392713.00 8924159.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-11-01 4 - 4 14682969.00 6801283.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2056-08-15 0.584 - 7 726859484.00 342774215.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 6260054.00 5949726.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 19075717.00 19394440.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2032-11-01 3.5 - 3.5 1364407.00 958537.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 11538743.00 11067258.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-06-01 4 - 4 2504034.00 2007454.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 4.5 3563519.00 3261086.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2059-08-01 0.618 - 6.5 2461840710.00 1165674512.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 34602588.00 36396572.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 14908569.00 16020829.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 2040-05-01 1.78 - 2.36 10875105.00 11004826.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2 - 2 6608644.00 6819489.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 32604302.00 11868230.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-05-01 3 - 3.5 8902469.00 9491757.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-20 2063-06-20 2 - 5.5 50006780.00 34871060.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 15004.00 9173.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 16454547.00 4168897.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1717000000.00 1717000000.00 0.0085 N Y Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 4 - 4 105000.00 52342.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 897838.00 807650.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 1400.00 1390.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-04-01 2050-05-01 3 - 6 650866429.00 486260751.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 489026.00 514379.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-07-01 3.5 - 5 21266553.00 5629524.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2049-07-20 4 - 5 1761038.00 1078466.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 94942007.00 97891264.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2 - 2 230291.00 237638.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 580000000.00 580000000.00 0.0029 N N Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2049-07-20 4 - 5 4756216.00 2377652.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 14670824.00 15465312.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-03-01 2050-05-01 1.285 - 7 479133227.00 345499946.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4 - 4 17335407.00 18348247.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 4447397.00 4729086.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 6138797.00 5078795.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2 - 2 42142.00 43486.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 2.5 13865865.00 13456188.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-07-01 4 - 4 27232668.00 19624013.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 4699412.00 4783981.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4.5 - 4.5 60304943.00 47196593.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2048-07-01 1.334 - 6.423 154824141.00 41325333.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 1300.00 1290.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-07 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 507000000.00 507000000.00 0.0025 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.07%, dated 5/29/2020 due 06/01/2020 O2RNE8IBXP4R0TD8PU41 GBA813000_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 2020-09-17 2049-02-15 0 - 7.5 620158083.20 706834662.57 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 690645000.00 690645000.00 0.0034 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.07%, dated 5/29/2020 due 06/01/2020 5U0XI89JRFVHWIBS4F54 GBA813000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 3684154022.40 3036711832.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 2977142000.00 2977142000.00 0.0148 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAF957000 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 112610848.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-07-01 2049-07-01 3.5 - 3.5 143854000.00 107894567.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 216000000.00 216000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAE917000 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 156197000.00 117566284.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-08-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 115000000.00 115000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAG528000 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 166667000.00 122570515.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-09-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 120000000.00 120000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 5493006GGLR4BTEL8O61 GAH016000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 283537000.00 220185081.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0021 215640000.00 215640000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GAI851000 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 2047-06-01 2047-06-01 4.5 - 4.5 5126274.00 3522352.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-05-01 2049-04-01 3 - 4.5 283698681.00 154802331.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 9000000.00 9139474.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-09-20 2049-12-20 3.5 - 4.5 188663706.00 80649168.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3.5 13063148.00 13912319.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 4937734.00 5121401.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-11-01 2050-06-01 2.5 - 5 921471091.00 497362330.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4 - 4 8582441.00 9497016.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2033-09-01 3.5 - 4 9360556.00 7998495.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 9385000.00 8260503.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 5251879.00 4334887.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 4772255.00 4181268.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 4 - 4 7340000.00 5279378.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 7153550.00 6532452.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2048-02-01 3.5 - 4 29264769.00 17835539.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-08-01 3 - 3 9768339.00 9562022.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-07-01 3.5 - 3.5 24499453.00 9776136.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 2630861.00 2793865.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 2680000.00 2770627.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 3 - 3 4285029.00 4501296.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 841000000.00 841000000.00 0.0042 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA813000_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 2038-02-25 2038-02-25 3.675 - 3.675 606680.49 417491.38 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 183674718.63 231630399.16 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 225704000.00 225704000.00 0.0011 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% 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 2025-02-15 2049-02-15 3 - 7.625 502251800.00 692530562.11 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 673000000.00 673000000.00 0.0033 N N 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., 0.17% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 32730000.00 32730000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 17300000.00 17300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 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., 0.11% 64970HCK8 US64970HCK86 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-04-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 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., 0.11% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 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., 0.12% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 20500000.00 20500000.00 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., 0.13% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 13300000.00 13300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 9000000.00 9000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 9100000.00 9100000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 22725000.00 22725000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 15700000.00 15700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 24400000.00 24400000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.13% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 10600000.00 10600000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GBA781000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 207000000.00 207000000.00 0.0010 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-06-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer