0000278001-20-000014.txt : 20200708 0000278001-20-000014.hdr.sgml : 20200708 20200708161319 ACCESSION NUMBER: 0000278001-20-000014 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200708 DATE AS OF CHANGE: 20200708 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: 201018526 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 2020-06-30 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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2020-07-14 N N N 0.0010 1984029169.88 1984029169.88 0.0099 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 0.0011 2031869875.54 2031869875.54 0.0101 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 0.0013 2658442168.39 2658442168.39 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.15% 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 1065871632.28 1065871632.28 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.16% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0012 3834454049.40 3834454049.40 0.0191 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 3136512886.64 3136512886.64 0.0157 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 0.0013 5682777015.98 5682777015.98 0.0284 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.17% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0014 3443746881.25 3443746881.25 0.0172 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963C1 US9127963C19 U.S. Treasury Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0011 18999612.02 18999612.02 0.0001 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 0.0011 493986004.98 493986004.98 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 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 0.0011 774963265.00 774963265.00 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.15% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0012 2520241119.45 2520241119.45 0.0126 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 0.0012 1253782293.06 1253782293.06 0.0063 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 0.0013 2971387025.00 2971387025.00 0.0148 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.15% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0014 4318934385.60 4318934385.60 0.0216 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 0.0014 1519487000.00 1519487000.00 0.0076 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 294970682.90 294970682.90 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 0.0013 758907438.34 758907438.34 0.0038 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 0.0013 2080481477.23 2080481477.23 0.0104 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 0.0014 1554178428.02 1554178428.02 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 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 4612871852.39 4612871852.39 0.0230 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 0.0013 3109987085.74 3109987085.74 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 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 0.0013 4158723129.60 4158723129.60 0.0208 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 1499444160.00 1499444160.00 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0015 1135091313.21 1135091313.21 0.0057 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 0.0014 999541110.00 999541110.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 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 0.0015 2041461735.98 2041461735.98 0.0102 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 0.0015 1514389883.49 1514389883.49 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 912796WX3 US912796WX33 U.S. Treasury Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 333975507.78 333975507.78 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0015 756692938.09 756692938.09 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.19% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0015 873107772.30 873107772.30 0.0044 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 0.0015 1259436679.20 1259436679.20 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 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 0.0018 247849305.28 247849305.28 0.0012 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 0.0016 287059677.37 287059677.37 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 2163573806.25 2163573806.25 0.0108 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 549843250.00 549843250.00 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 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 0.0013 1619834357.69 1619834357.69 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 9127964R7 US9127964R78 U.S. Treasury Debt Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 1630952794.56 1630952794.56 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 1633944067.95 1633944067.95 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0015 48715199.80 48715199.80 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0016 771165183.29 771165183.29 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0017 999135830.00 999135830.00 0.0050 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 0.0013 1530804797.50 1530804797.50 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0017 824458478.25 824458478.25 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 725104344.24 725104344.24 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 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 0.0025 669149977.73 669149977.73 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 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 0.0022 704817403.09 704817403.09 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 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 0.0021 336970165.14 336970165.14 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0020 308785077.36 308785077.36 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% 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 0.0023 894442897.73 894442897.73 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.27% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-01-31 2021-01-31 N N N 0.0017 500274505.00 500274505.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-07-01 2022-01-31 2022-01-31 N N N 0.0022 1376797358.75 1376797358.75 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-07-31 2021-07-31 N N N 0.0019 918758824.34 918758824.34 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 0.0017 76884687.12 76884687.12 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 0.0021 30176953.20 30176953.20 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 0.0019 30226171.80 30226171.80 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 0.0019 62481953.28 62481953.28 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0020 9193007.79 9193007.79 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0015 31406875.00 31406875.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-10-31 2021-10-31 N N N 0.0021 1388290727.21 1388290727.21 0.0069 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 0.0021 161927175.95 161927175.95 0.0008 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 0.0026 303154848.15 303154848.15 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 0.0023 314473154.04 314473154.04 0.0016 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 0.0020 381753953.28 381753953.28 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 0.0020 100351633.91 100351633.91 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 0.0021 423359249.34 423359249.34 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 0.0022 465878749.92 465878749.92 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 0.0020 31121662.60 31121662.60 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 0.0021 51294843.75 51294843.75 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 0.0019 31092017.30 31092017.30 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828NM8 254900HROIFWPRGM1V77 US912828NM88 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0007 1907835014.95 1907835014.95 0.0095 N Y Y N Fannie Mae Fannie Mae, 0.12% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-29 2021-01-29 N N N 0.0019 374854631.25 374854631.25 0.0019 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-30 2020-07-30 N N N 0.0014 21900085.19 21900085.19 0.0001 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-04 2021-06-04 N N N 0.0022 534672633.50 534672633.50 0.0027 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-07 2021-09-07 N N N 0.0025 710444865.42 710444865.42 0.0035 N N N N Fannie Mae Fannie Mae, 0.21% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-11 2021-06-11 N N N 0.0020 249023819.34 249023819.34 0.0012 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-10 2021-09-10 N N N 0.0025 679794320.40 679794320.40 0.0034 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-12-10 2021-12-10 N N N 0.0024 680850171.74 680850171.74 0.0034 N N N N Fannie Mae Fannie Mae, 0.25% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-03-09 2022-03-09 N N N 0.0027 320790467.20 320790467.20 0.0016 N N N N Fannie Mae Fannie Mae, 0.25% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-03-11 2022-03-11 N N N 0.0027 680666839.41 680666839.41 0.0034 N N N N Fannie Mae Fannie Mae, 0.27% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-05 2021-04-05 N N N 0.0019 536330733.44 536330733.44 0.0027 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-05-19 2022-05-19 N N N 0.0026 353246339.84 353246339.84 0.0018 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-06-17 2022-06-17 N N N 0.0030 499801745.00 499801745.00 0.0025 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-06-24 2022-06-24 N N N 0.0030 505797438.08 505797438.08 0.0025 N N N N Fannie Mae Fannie Mae, 0.31% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-06 2021-07-06 N N N 0.0020 251269247.70 251269247.70 0.0013 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 0.0015 323855551.08 323855551.08 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 0.0015 371829501.24 371829501.24 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0015 371827950.00 371827950.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0015 377823598.74 377823598.74 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 0.0015 380820613.77 380820613.77 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 0.0015 380819025.00 380819025.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.33% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-24 2021-03-24 N N N 0.0024 338226355.22 338226355.22 0.0017 N N N N Fannie Mae Fannie Mae, 0.35% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-05-04 2022-05-04 N N N 0.0026 512862023.68 512862023.68 0.0026 N N N N Fannie Mae Fannie Mae, 0.36% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-27 2021-10-27 N N N 0.0022 419770922.29 419770922.29 0.0021 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-26 2021-04-26 N N N 0.0019 860186218.87 860186218.87 0.0043 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-06 2021-07-06 N N N 0.0024 528723670.26 528723670.26 0.0026 N N N N Fannie Mae Fannie Mae, 0.39% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-25 2021-10-25 N N N 0.0022 608355983.37 608355983.37 0.0030 N N N N Fannie Mae Fannie Mae, 0.43% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-23 2021-09-23 N N N 0.0022 1492880021.31 1492880021.31 0.0075 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 530902651.77 530902651.77 0.0027 N N Y 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 0.0011 361981900.00 361981900.00 0.0018 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 313312A75 US313312A750 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0015 65990649.78 65990649.78 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2020-12-03 2020-12-03 N N N 0.0014 142999867.01 142999867.01 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2021-03-03 2021-03-03 N N N 0.0019 68983800.18 68983800.18 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-14 2021-01-14 N N N 0.0022 24991808.00 24991808.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-05 2021-01-05 N N N 0.0020 76991390.63 76991390.63 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-08-06 2020-08-06 N N N 0.0013 102006498.42 102006498.42 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2020-10-23 2020-10-23 N N N 0.0017 85018912.50 85018912.50 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 86681576.25 86681576.25 0.0004 N N Y 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 0.0015 13993000.00 13993000.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-08 2020-10-08 N N N 0.0018 39014057.16 39014057.16 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-20 2021-04-20 N N N 0.0022 161120426.39 161120426.39 0.0008 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 0.0017 34979505.40 34979505.40 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0018 208074711.52 208074711.52 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.34% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-30 2020-12-30 N N N 0.0020 126088806.06 126088806.06 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.38% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-27 2021-04-27 N N N 0.0022 167223658.09 167223658.09 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 0.0032 70184464.70 70184464.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-14 2020-09-14 2020-09-14 N N N 0.0012 171991783.56 171991783.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-19 2020-08-19 N N N 0.0019 201776282.45 201776282.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-28 2020-08-28 N N N 0.0019 699899718.00 699899718.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0012 17999216.46 17999216.46 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-21 2020-08-21 N N N 0.0019 570934494.88 570934494.88 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-05 2020-08-05 N N N 0.0018 109992295.60 109992295.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-04 2020-09-04 N N N 0.0019 605812350.51 605812350.51 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-11-06 2020-11-06 N N N 0.0020 137957869.98 137957869.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-28 2020-09-28 N N N 0.0018 345933114.74 345933114.74 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-25 2021-02-25 N N N 0.0021 187881272.36 187881272.36 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-25 2020-08-25 N N N 0.0019 193980180.96 193980180.96 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-09 2021-02-09 N N N 0.0021 226876539.24 226876539.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384A90 2549001DPIFGXC1TOL40 US313384A908 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 430935350.00 430935350.00 0.0022 N N Y 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 0.0016 99995330.00 99995330.00 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 9997958.30 9997958.30 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-28 2020-09-28 N N N 0.0019 36494047.58 36494047.58 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-22 2021-01-22 N N N 0.0021 109953245.60 109953245.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-28 2021-01-28 N N N 0.0021 200911093.68 200911093.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0016 244986926.80 244986926.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0016 50997278.64 50997278.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-13 2020-08-13 2020-08-13 N N N 0.0015 81997549.84 81997549.84 0.0004 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 0.0011 278986050.00 278986050.00 0.0014 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 50996089.83 50996089.83 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 0.0016 165995700.60 165995700.60 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 66984645.61 66984645.61 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% to 0.16% 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 0.0014 167957532.96 167957532.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-14 2021-05-14 N N N 0.0022 515614924.68 515614924.68 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2021-01-08 2021-01-08 N N N 0.0019 220947572.17 220947572.17 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-18 2020-08-18 2020-08-18 N N N 0.0016 170995449.69 170995449.69 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-20 2020-08-20 2020-08-20 N N N 0.0016 170895358.36 170895358.36 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2021-02-22 2021-02-22 N N N 0.0020 170932798.71 170932798.71 0.0009 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 0.0012 290972840.97 290972840.97 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B73 2549001DPIFGXC1TOL40 US313384B732 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0015 89984250.00 89984250.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B81 2549001DPIFGXC1TOL40 US313384B815 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0015 421424479.85 421424479.85 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B99 2549001DPIFGXC1TOL40 US313384B997 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0015 271450225.91 271450225.91 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384C49 2549001DPIFGXC1TOL40 US313384C490 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0013 158972572.50 158972572.50 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-26 2021-02-26 N N N 0.0021 582745398.07 582745398.07 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-12-11 2020-12-11 N N N 0.0019 341936456.40 341936456.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2020-08-12 2020-08-12 N N N 0.0016 337995856.12 337995856.12 0.0017 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 2020-07-13 2021-01-13 2021-01-13 N N N 0.0019 257936601.66 257936601.66 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 2020-07-14 2020-12-14 2020-12-14 N N N 0.0019 256856735.47 256856735.47 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2021-02-16 2021-02-16 N N N 0.0021 341870747.94 341870747.94 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 38987065.26 38987065.26 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 170943286.14 170943286.14 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0018 1999500.12 1999500.12 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0019 343909493.60 343909493.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 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 273933782.42 273933782.42 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384G94 2549001DPIFGXC1TOL40 US313384G947 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-23 2020-09-23 2020-09-23 N N N 0.0014 321894812.26 321894812.26 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384H77 2549001DPIFGXC1TOL40 US313384H770 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0014 388863850.00 388863850.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-11 2021-06-11 N N N 0.0022 268532374.19 268532374.19 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-01 2020-09-01 N N N 0.0014 55001780.35 55001780.35 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-08 2021-07-08 N N N 0.0021 245860872.24 245860872.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-23 2021-07-23 N N N 0.0021 349794186.00 349794186.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-24 2020-07-24 N N N 0.0017 255996948.48 255996948.48 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-04 2021-03-04 N N N 0.0021 1612433191.80 1612433191.80 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 146002190.00 146002190.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2021-02-11 2021-02-11 N N N 0.0019 343938472.16 343938472.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2021-02-12 2021-02-12 N N N 0.0021 343796530.81 343796530.81 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2020-08-12 2020-08-12 N N N 0.0016 723999565.60 723999565.60 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2021-02-12 2021-02-12 N N N 0.0019 119978635.20 119978635.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-20 2021-04-20 2021-04-20 N N N 0.0021 435829157.76 435829157.76 0.0022 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 83994120.00 83994120.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2021-03-24 2021-03-24 N N N 0.0021 331868431.72 331868431.72 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2021-03-24 2021-03-24 N N N 0.0019 40789934.64 40789934.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-11-27 2020-11-27 N N N 0.0018 120990185.69 120990185.69 0.0006 N N N 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 163985786.12 163985786.12 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0014 91001981.98 91001981.98 0.0005 N N N 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 97991180.00 97991180.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJNY1 2549001DPIFGXC1TOL40 US3130AJNY17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0019 312978944.49 312978944.49 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0014 1457552073.24 1457552073.24 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384G86 2549001DPIFGXC1TOL40 US313384G863 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0014 161947709.64 161947709.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 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 0.0014 360879267.16 360879267.16 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-11 2020-09-11 N N N 0.0019 111893956.28 111893956.28 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-04 2020-12-04 N N N 0.0020 25996491.30 25996491.30 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 91001820.00 91001820.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 217004340.00 217004340.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 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 179001392.62 179001392.62 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 45000900.00 45000900.00 0.0002 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 0.0011 728982992.43 728982992.43 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 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 181001616.33 181001616.33 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 341915686.74 341915686.74 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0021 257929612.44 257929612.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2020-08-26 2020-08-26 N N N 0.0015 110003389.10 110003389.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0014 181004620.93 181004620.93 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-08-28 2020-08-28 N N N 0.0018 718996383.43 718996383.43 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384F46 2549001DPIFGXC1TOL40 US313384F469 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0014 202943949.67 202943949.67 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRU5 2549001DPIFGXC1TOL40 US3130AJRU58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0018 117994286.44 117994286.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRZ4 2549001DPIFGXC1TOL40 US3130AJRZ46 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 168993074.38 168993074.38 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-23 2020-12-23 N N N 0.0016 541539475.35 541539475.35 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-22 2021-02-22 N N N 0.0021 235954069.68 235954069.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-25 2021-01-25 N N N 0.0020 274968339.25 274968339.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-17 2020-07-17 N N N 0.0017 173000664.32 173000664.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-29 2020-07-29 N N N 0.0018 386000551.98 386000551.98 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-15 2020-09-15 N N N 0.0020 278988184.35 278988184.35 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-18 2020-09-18 N N N 0.0019 235992320.56 235992320.56 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 37002767.97 37002767.97 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 56004189.36 56004189.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 185013839.85 185013839.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0014 91001441.44 91001441.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0015 183003246.42 183003246.42 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-21 2020-08-21 2020-08-21 N N N 0.0018 365998071.18 365998071.18 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-08-24 2020-08-24 N N N 0.0018 273996753.10 273996753.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% to 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 0.0014 447878045.44 447878045.44 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0019 33995757.14 33995757.14 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJRM3 2549001DPIFGXC1TOL40 US3130AJRM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0019 168983776.00 168983776.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0019 253972875.34 253972875.34 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0019 83991632.76 83991632.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-01 2020-10-01 N N N 0.0018 216000548.64 216000548.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2021-02-23 2021-02-23 N N N 0.0021 42995789.87 42995789.87 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-11-24 2020-11-24 N N N 0.0021 665954685.36 665954685.36 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-08-24 2020-08-24 N N N 0.0016 182008048.04 182008048.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-02-10 2022-02-10 N N N 0.0028 165780061.62 165780061.62 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-07 2020-10-07 N N N 0.0019 278810686.40 278810686.40 0.0014 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 0.0006 851997162.84 851997162.84 0.0043 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 0.0010 175997066.08 175997066.08 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 0.0010 686986260.00 686986260.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-11-16 2020-11-16 N N N 0.0019 295009788.10 295009788.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0026 236934877.14 236934877.14 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-16 2020-10-16 N N N 0.0015 346058944.56 346058944.56 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-14 2021-05-14 N N N 0.0022 174979315.00 174979315.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-19 2021-03-19 2021-03-19 N N N 0.0022 595860932.80 595860932.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-19 2021-03-19 2021-03-19 N N N 0.0020 120014936.40 120014936.40 0.0006 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 1029972159.10 1029972159.10 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-04 2021-06-04 N N N 0.0023 202977357.38 202977357.38 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-10 2021-03-10 N N N 0.0021 301405551.79 301405551.79 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-24 2020-07-24 N N N 0.0018 1000042360.00 1000042360.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-01 2021-02-01 N N N 0.0019 34010322.40 34010322.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-09 2021-04-09 N N N 0.0022 500027339.53 500027339.53 0.0025 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 138991390.34 138991390.34 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 539878500.00 539878500.00 0.0027 N N Y 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 0.0012 519948000.00 519948000.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-25 2020-09-25 N N N 0.0018 327384757.61 327384757.61 0.0016 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 0.0014 326919885.00 326919885.00 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 0.0014 442889741.73 442889741.73 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 0.0014 750778034.44 750778034.44 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 0.0014 330890584.64 330890584.64 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 0.0015 161928449.46 161928449.46 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-13 2021-04-13 N N N 0.0022 382278386.32 382278386.32 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-25 2020-09-25 N N N 0.0018 610187093.10 610187093.10 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-13 2021-05-13 N N N 0.0022 253215052.53 253215052.53 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-07 2021-04-07 N N N 0.0022 68054466.64 68054466.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 271895734.24 271895734.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-06 2021-04-06 N N N 0.0022 169147913.87 169147913.87 0.0008 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 0.0014 346114667.86 346114667.86 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 0.0014 138955674.29 138955674.29 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 0.0020 68032790.96 68032790.96 0.0003 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 122051185.10 122051185.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-25 2021-03-25 N N N 0.0021 977648702.38 977648702.38 0.0049 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 87006669.42 87006669.42 0.0004 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 0.0024 88044485.76 88044485.76 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 0.0014 52985778.51 52985778.51 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 0.0024 352177943.04 352177943.04 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 0.0024 352171202.24 352171202.24 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 0.0014 274923000.00 274923000.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0011 249992500.00 249992500.00 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 365973161.22 365973161.22 0.0018 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 0.0015 499931250.00 499931250.00 0.0025 N N Y 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 0.0013 88008932.00 88008932.00 0.0004 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 342899142.75 342899142.75 0.0017 N N Y 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 428978193.93 428978193.93 0.0021 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-22 2020-07-22 N N N 0.0018 65996464.38 65996464.38 0.0003 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-05 2021-02-05 N N N 0.0021 109931860.50 109931860.50 0.0005 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-08 2020-09-08 N N N 0.0019 524820425.16 524820425.16 0.0026 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-09 2020-09-09 N N N 0.0019 675895835.16 675895835.16 0.0034 N N N 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 0.0014 385882914.62 385882914.62 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 167960800.56 167960800.56 0.0008 N N Y N Freddie Mac Freddie Mac, 0.15% 3134GVJG4 US3134GVJG43 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2023-04-06 N N N 0.0033 168522926.11 168522926.11 0.0008 N N Y N Freddie Mac Freddie Mac, 0.15% 313396G49 S6XOOCT0IEG5ABCC6L87 US313396G495 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0014 386881105.86 386881105.86 0.0019 N N N N Freddie Mac Freddie Mac, 0.15% 313396G72 S6XOOCT0IEG5ABCC6L87 US313396G727 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0014 192938454.23 192938454.23 0.0010 N N N N Freddie Mac Freddie Mac, 0.22% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-12-10 2021-12-10 N N N 0.0024 515849229.96 515849229.96 0.0026 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-12-13 2021-12-13 N N N 0.0025 533109414.24 533109414.24 0.0027 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-03-11 2022-03-11 N N N 0.0028 532000782.04 532000782.04 0.0027 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVJH2 US3134GVJH26 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2020-07-03 2025-04-03 N N N 0.0062 20001465.80 20001465.80 0.0001 N N Y N Freddie Mac Freddie Mac, 0.35% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-24 2021-06-24 N N N 0.0023 117137560.41 117137560.41 0.0006 N N N N Freddie Mac Freddie Mac, 0.39% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-22 2021-10-22 N N N 0.0024 695368769.26 695368769.26 0.0035 N N N N Barclays Bank PLC Barclays Bank PLC, 0.08% G5GSEF7VJP5I7OUK5573 GCH620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-05-31 2027-05-31 0.5 - 0.5 354082100.00 354960873.73 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 348000000.00 348000000.00 0.0017 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GBB485000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2043-11-15 0 - 3.75 191135500.00 230321761.25 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0012 225000000.00 225000000.00 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 2020-09-03 2050-05-15 0 - 2.125 96901100.00 97931827.88 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 GCH720000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-05-15 0.198 - 7.625 2058606394.00 2480060060.73 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 2423000000.00 2423000000.00 0.0121 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF897000 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 0.198 - 4.625 672847398.00 764708075.07 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 747000000.00 747000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2049-05-15 0.25 - 6 576929000.00 660839598.20 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 647000000.00 647000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCH180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2048-05-15 0 - 8 514698500.00 686932054.92 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0011 670000000.00 670000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCF240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2050-05-15 0 - 5.375 739499539.00 870129905.32 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 852000000.00 852000000.00 0.0043 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 2022-01-15 2046-11-15 0.125 - 3.625 139309400.00 154049519.67 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 2022-01-15 2045-08-15 0.125 - 3.625 139013300.00 153359233.17 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCC503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2044-02-15 0.125 - 3.625 142792300.00 155047274.42 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 152000000.00 152000000.00 0.0008 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GCH619000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2040-11-15 0.25 - 4.25 2134233800.00 2408553652.42 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 2359000000.00 2359000000.00 0.0118 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCF208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2027-08-15 0.25 - 2.875 649212200.00 712995358.68 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0011 699000000.00 699000000.00 0.0035 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCF660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-06 2040-05-15 0 - 2.875 654425800.00 697692842.40 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 684000000.00 684000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCH627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2030-05-15 0.625 - 3 884536000.00 932282874.73 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0011 914000000.00 914000000.00 0.0046 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GCF268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-08-15 2040-08-15 3.875 - 3.875 51827900.00 78282001.51 U.S. Treasuries (including strips) Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0013 76000000.00 76000000.00 0.0004 N N Y N Credit AG Credit AG, 0.14% 1VUV7VQFKUOQSJ21A208 GCF888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2025-11-15 1.625 - 2.25 252111700.00 278465434.73 U.S. Treasuries (including strips) Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0014 273000000.00 273000000.00 0.0014 N N N Y Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GCH600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2028-08-15 2.125 - 2.875 753401000.00 821266591.21 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 805000000.00 805000000.00 0.0040 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.12% 1VUV7VQFKUOQSJ21A208 GCF197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2024-04-30 1.375 - 2.75 447494000.00 467194051.56 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 458000000.00 458000000.00 0.0023 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 GCH142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-16 2025-10-31 0 - 3 706746000.00 732135503.28 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0013 718000000.00 718000000.00 0.0036 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 GCF754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2023-02-15 0 - 2 303940000.00 310029058.43 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 304000000.00 304000000.00 0.0015 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.08% ANGGYXNX0JLX3X63JN86 GCH613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2029-05-15 0.25 - 2.375 154830100.00 173400423.25 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 170000000.00 170000000.00 0.0008 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.09% 7LTWFZYICNSX8D621K86 GCH598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2039-05-15 0 - 8.125 796800500.00 845582140.72 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 829000000.00 829000000.00 0.0041 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2030-05-15 0 - 2.625 38559000.00 38760148.12 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 38000000.00 38000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 0.08% 549300GKFG0RYRRQ1414 GCH612000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2026-08-15 1.5 - 2.625 523883200.00 585481314.90 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 574000000.00 574000000.00 0.0029 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.10% 549300H47WTHXPU08X20 GCH596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-07-15 2027-07-15 0.125 - 2.5 738395300.00 805800003.30 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 790000000.00 790000000.00 0.0039 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 2020-07-30 2025-11-15 0 - 2.25 443250000.00 462209290.63 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 453000000.00 453000000.00 0.0023 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-15 2024-11-15 0.25 - 2.25 29007500.00 31620153.26 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 31000000.00 31000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2050-02-15 0.125 - 3 84109100.00 95076380.37 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 93000000.00 93000000.00 0.0005 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-15 2025-05-31 0.25 - 2.75 1231597600.00 1304598418.10 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0010 1279000000.00 1279000000.00 0.0064 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GBC754000 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 143778700.00 154050281.59 U.S. Treasuries (including strips) Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 151000000.00 151000000.00 0.0008 N N N Y 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 149348100.00 153031025.70 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 GBC760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 148791400.00 154208336.92 U.S. Treasuries (including strips) Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0016 151000000.00 151000000.00 0.0008 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 149348100.00 153031025.70 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 GBG933000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2022-07-15 1.75 - 1.75 148102700.00 154058849.45 U.S. Treasuries (including strips) Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0017 151000000.00 151000000.00 0.0008 N N N N 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 121601900.00 136694744.52 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 141857800.00 153003780.20 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, 0.18% H7FNTJ4851HG0EXQ1Z70 GCB713000 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 1.625 - 1.625 144014800.00 155015216.20 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 152000000.00 152000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.08% RB0PEZSDGCO3JS6CEU02 GCH628000 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 422000000.00 489388125.00 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 479000000.00 479000000.00 0.0024 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GCH581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2040-05-15 0.25 - 2.875 1748306400.00 1858960764.45 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1823000000.00 1823000000.00 0.0091 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCD560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2026-11-30 1.625 - 2.875 120171200.00 132661522.42 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 130000000.00 130000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCE819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2027-03-31 0.625 - 2 165970700.00 168279668.45 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 165000000.00 165000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCF814000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2027-02-28 1.125 - 2.75 415558000.00 439499510.46 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 431000000.00 431000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2024-09-30 1.25 - 8 346866200.00 369237741.32 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 362000000.00 362000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH232000 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 51097000.00 53079589.72 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 52000000.00 52000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2028-02-15 0.125 - 2.75 245281300.00 259030404.11 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 254000000.00 254000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF816000 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 48298700.00 52093601.33 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 51000000.00 51000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCE818000 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 1.625 - 3 360329900.00 387039034.17 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0012 379500000.00 379500000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-15 2047-02-15 1.25 - 3 507857800.00 541493668.91 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 531000000.00 531000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCH227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2047-02-15 0.625 - 3 207177100.00 220288275.87 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 216000000.00 216000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-15 2028-02-15 2 - 2.75 89897600.00 99014496.76 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 97000000.00 97000000.00 0.0005 N N Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GCH622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2050-02-15 0.5 - 3.625 554948100.00 705891230.41 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 688000000.00 688000000.00 0.0034 N Y Y N Norinchukin Bank Norinchukin Bank, 0.20% 5493007VSMFZCPV1NB83 GBD809000 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 210150000.00 231572237.07 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 227007286.70 227007286.70 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBH924000 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 98129600.00 108132719.46 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 106000000.00 106000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBI824000 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 144589100.00 155057223.60 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 152000000.00 152000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC146000 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 140707500.00 155050918.62 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 152000000.00 152000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC910000 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 115981400.00 124448071.53 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 122000000.00 122000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCD486000 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 139140400.00 156067376.38 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 153000000.00 153000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCF239000 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 210209000.00 225427946.61 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 221000000.00 221000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCG648000 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 144576500.00 155043711.37 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 152000000.00 152000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCH644000 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 69084800.00 77520054.08 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 76000000.00 76000000.00 0.0004 N N N Y SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GCH607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-25 2028-05-15 0 - 3 708026000.00 785298544.50 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 770000000.00 770000000.00 0.0038 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 GCH614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2024-10-31 1.375 - 2.5 97036700.00 102000229.11 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 100000000.00 100000000.00 0.0005 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 6/30/2020 due 07/01/2020 B4TYDEB6GKMZO031MB27 GCH835000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2045-09-20 3 - 4.5 5249068763.89 1026904172.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1006766000.00 1006766000.00 0.0050 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.16% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 2034-07-01 3.055 - 3.055 263342.00 309700.46 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2038-02-15 2038-02-15 4.375 - 4.375 1400.00 2205.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 1082.00 705.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 1576.00 1650.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2043-10-01 2.75 - 5.33 4044312.00 343370.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-06-20 2055-06-15 2.37 - 6.1 71280483.00 74955530.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 4 - 4 1006.00 426.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 2050-03-01 3.03 - 3.03 5000.00 5613.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.64 - 1.64 1752702.00 1842787.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 2036-09-01 2.555 - 2.555 6476590.00 7034515.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-03-01 2050-07-01 2 - 6.5 47378970.00 46171539.67 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 1000.00 999.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 1658647.00 1276656.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 5988841.00 6535299.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-08-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 135750000.00 135750000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GBC936000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-03-01 2050-06-01 2.5 - 3 97878480.00 104050924.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0014 102000000.00 102000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GBI766000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-06-01 3 - 3 49411440.00 52024046.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 51000000.00 51000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.16% 3Y4U8VZURTYWI1W2K376 GCD038000 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 2047-10-01 2047-10-01 4 - 4 29079757.00 19330646.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-11-20 2049-11-20 3 - 3 149886898.00 155098656.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 171000000.00 171000000.00 0.0009 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.1%, dated 6/30/2020 due 07/01/2020 R0MUWSFPU8MPRO8K5P83 GCH835000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 21642.16 4747.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 4866.62 4160.04 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2049-11-15 0 - 8.75 465162077.95 500803887.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2050-06-01 2.659 - 3 1203377.51 1253966.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 44461.38 40497.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2047-11-01 0 - 4.5 98088.61 83154.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2049-01-20 3.5 - 5 28183318.83 5061938.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-10-19 2038-10-19 4.25 - 4.25 714.23 795.40 Agency Debentures and Agency Strips Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 496391000.00 496391000.00 0.0025 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GCF898000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-09-09 2038-08-17 3.54 - 5.365 1955000.00 2306031.59 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2040-10-01 0 - 5.625 22156751.00 18682566.08 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2028-02-15 2045-02-15 0 - 2.75 14941263.30 12973668.13 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2066-05-20 0.89 - 4.5 293296600.00 205855648.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 787484.00 717284.65 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2038-04-05 3.43 - 3.98 1018000.00 1033086.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2046-12-01 0 - 6.25 47805592.00 63681859.44 Agency Debentures and Agency Strips Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 299000000.00 299000000.00 0.0015 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VJW2DOOHGDT6PR0ZRO63 GCH835000_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 2032-07-01 2033-02-01 6 - 6.5 626655.53 2461.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 440074.07 1384.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 300614.58 2563.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 177729.54 2424.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 4113.14 159.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 1285202.77 898738.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-07-01 2.5 - 4 121504217.64 126649343.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 2598084.82 1805877.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 135646.64 5107.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 23621.68 11404.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3 - 4.5 771613.13 446330.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 5096270.31 161685.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 2.5 - 6.5 332724.01 159058.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-08-01 2032-04-01 3.5 - 4 370806.80 216589.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2050-06-01 2 - 3.5 10920503.06 11454021.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-15 2049-06-01 0.25 - 7.5 42120750.39 30469321.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 184302.50 361.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 6880.63 153.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 23109.08 821.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 19395.50 15872.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 178201.35 111057.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 2.5 - 6.5 1127918.03 191810.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 5 - 5 2457.37 71.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2050-02-15 0 - 8 888970183.34 915446166.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-06 2032-05-04 0 - 5.75 26590181.75 27891151.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 3 - 3 5362899.02 5672899.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2952.77 1460.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 6880.63 3641.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 16820.18 1620.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 2442018.45 1318962.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2024-07-01 4 - 4.5 1022675.41 20495.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 589768.00 462060.44 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-07-02 2050-02-03 0.16 - 3.2 153928465.05 155245701.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 10320.94 9968.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-25 2050-07-01 0.2 - 9.5 167454513.01 123858191.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 4914.73 54.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 206418.80 442.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 275863.49 288205.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2048-12-01 4 - 5 928509.11 468763.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 25131.49 2157.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 122868.33 435.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 18430.25 286.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 12286.83 631.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 35386.08 587.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 29488.40 1410.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 8355.05 5904.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 13269.78 245.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 34894.61 19890.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 1241584.51 4667.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-08-01 3 - 6 302903.37 64767.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-10-15 2050-06-20 2.5 - 9.5 122429265.31 98629329.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 2948.84 1021.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 2.5 - 3 483708.05 225879.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-08-01 3 - 3.5 99803.00 46519.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-06-01 2.5 - 4 1772574.76 1732933.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 7576061.43 1088.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 60025.60 17351.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1474420000.00 1474420000.00 0.0074 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCD424000 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 2047-03-01 2048-09-01 3 - 3.5 20755.00 12096.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 2836318.00 3007619.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-04-01 2050-02-01 2.445 - 4.5 154326991.00 142916729.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 40832.00 32987.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2064-11-20 2067-12-20 4.396 - 4.674 11390408.00 11084246.90 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2022-06-30 0.125 - 2.5 30400.00 31827.49 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 154000000.00 154000000.00 0.0008 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-11-01 2.445 - 4 11409563.00 7804379.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 54530000.00 22874743.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-11-01 2029-11-01 2.55 - 2.55 20384000.00 22231707.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 24013628.00 15562598.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 403692.00 428073.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 102203340.00 74743726.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 306816.00 247868.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.97 - 3.97 3961477.00 4443829.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 7254664.00 7961491.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.945 - 3.945 6728583.00 7669067.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2064-01-20 2069-06-20 3.844 - 4.693 16904226.00 16391659.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 0.1%, dated 6/30/2020 due 07/01/2020 E57ODZWZ7FF32TWEFA76 GCH835000_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 2050-02-01 2050-02-01 3.5 - 4 274166.21 294361.21 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 7729160.17 11560286.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.625 - 5.625 7345191.10 8714900.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-24 2045-12-01 0 - 10 122540843.11 76162530.07 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 7533679.92 6694523.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 232115.31 11606.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 640551.00 4114.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 14384.16 172.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 279.66 321.28 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 1707585.64 1783642.98 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2057-09-01 0 - 10.5 57420490.19 36767252.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 1313985.19 4076.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 2293180.97 27376.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 329995.26 12186.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 2991149.75 8270.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 212593.57 235739.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2024-10-01 5.5 - 5.5 93826.60 2013.68 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2048-02-15 0 - 8.125 121761352.36 141067337.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 1203.08 1413.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 16779.42 16942.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.76 - 1.76 279.66 297.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 12431.59 12792.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.835 - 2.835 295.04 314.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 75163040.23 1310167.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 5578.04 5039.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 279657.00 5895.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 431933.59 6156.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 1593327.86 12661.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 786488.05 838846.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 279657000.00 279657000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 1001.00 1002.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 3983302.00 47661.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 162959.00 191439.89 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-06-29 2034-07-24 0.17 - 3.125 1962000.00 1975014.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-06-30 2042-03-01 0.35 - 6.25 11296193.00 11490544.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-12-10 2036-07-15 2.125 - 5.5 3150000.00 3798293.15 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2044-09-15 0 - 5.98 542000.00 330339.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2050-02-01 1.25 - 8 71267357.00 43235160.32 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-08-15 0.125 - 8.75 419936888.00 456856001.84 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-09-20 2069-09-20 3.489 - 9 12099939.00 5436881.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2027-06-01 1.88 - 1.88 1000.00 1053.08 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 N/A 4000.00 3754.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2030-05-01 1.82 - 1.82 1008.00 1076.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1002.00 1052.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2023-03-01 5.5 - 5.5 4225.00 34.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 513000000.00 513000000.00 0.0026 N N Y N Citibank NA Citibank NA, 0.12% 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 2030-01-15 N/A 578000.00 513912.51 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-15 2039-12-15 5.5 - 5.5 8454.00 464.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2030-11-15 0 - 6.625 1675000.00 1763580.63 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-10-12 2036-12-04 2.75 - 3.78 8041000.00 8360380.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 2029.00 1817.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 3 - 3 3000.00 2695.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-06-11 2036-03-14 1.125 - 5.625 4965000.00 5729757.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2023-03-01 5.5 - 5.5 81393.00 665.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2050-05-15 0.125 - 8.125 23500100.00 26486370.26 U.S. Treasuries (including strips) TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2065-09-15 0 - 5.98 455000.00 557054.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-09-29 2046-06-01 0 - 6.75 42392234.00 43314427.92 Agency Debentures and Agency Strips Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 85000000.00 85000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% 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 2020-07-28 2026-11-15 0 - 2.375 641687300.00 698702401.03 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 685000000.00 685000000.00 0.0034 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% 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 2020-07-28 2023-05-31 0 - 2.75 674780900.00 708965061.32 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 695000000.00 695000000.00 0.0035 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 MBNUM2BPBDO7JBLYG310 GCH835000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-28 2020-07-28 0 - 0 2652969.29 2652701.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2050-02-20 2.5 - 5.5 1230334950.75 853101353.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 838972000.00 838972000.00 0.0042 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 6/30/2020 due 07/01/2020 1VUV7VQFKUOQSJ21A208 GCH835000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.625 - 3.125 24158502.78 27686244.69 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 27084000.00 27084000.00 0.0001 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GCH597000 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 69120377.00 72338471.99 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 132771900.00 158884515.79 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 226000000.00 226000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% 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 2039-08-01 2039-12-01 5 - 5 4536495.00 692007.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 4 - 4 172000.00 135646.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 5 - 5 7107544.00 123795.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5 - 5 846181.00 163379.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 1324044.00 1281031.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 2.5 3934812.00 3795270.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 4 - 4 23990.00 13461.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5.5 - 5.5 1450252.00 1202801.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 700000.00 472255.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 4 - 4 2955136.00 1850029.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-07-01 6 - 6 3000000.00 16251.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-11-01 2035-11-01 5 - 5.5 1634542.00 62617.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 167160.00 149754.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-10-01 3.5 - 4.5 40281.00 29374.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 262000.00 220013.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 6 - 6 4815000.00 134499.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3.5 - 3.5 8979856.00 9510192.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 6 - 6 3074012.00 11682.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2038-09-01 3.5 - 5 2509880.00 346091.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 6323032.00 6568116.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 5 - 5 1230806.00 51875.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 5.5 - 5.5 510553.00 55791.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 16000.00 9583.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-01 2033-12-01 2.5 - 3.5 3586286.00 2241773.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2039-02-01 5 - 6 15028640.00 697691.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 2034-05-01 3.35 - 3.59 1750000.00 2111706.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-01-01 3 - 4.5 1310364.00 1118132.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2037-11-01 5.5 - 5.5 61705896.00 1114401.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 174387.00 104441.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 3 - 3 1353964.00 1233892.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-05-01 2040-01-01 5 - 5.5 43478208.00 3175646.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-07-15 2055-05-15 2.51 - 5.5 620728684.00 468507818.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-08-01 2.5 - 7.5 842507573.00 468242465.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2033-03-01 2.5 - 2.5 3346420.00 2611652.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 2.5 - 2.5 210000.00 130285.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 6 - 6 289128.00 10061.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 7.5 - 7.5 3060196.00 13520.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2033-11-01 5 - 5 5579000.00 479264.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 3242632.00 3424859.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2046-08-01 2.5 - 8.5 218246498.00 68198565.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 3.5 - 3.5 23795.00 11459.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4.5 - 4.5 2015556.00 1263326.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 3.5 - 3.5 1016042.00 1056139.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1032000000.00 1032000000.00 0.0052 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.1%, dated 6/30/2020 due 07/01/2020 KBVRJ5K57JZ3E2AVWX40 GCH835000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-08-01 3.5 - 4.5 61598695.74 50031843.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 69311.36 31849.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-07-01 2050-07-01 2.5 - 2.5 342.40 362.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2049-03-01 3 - 5.5 87846369.79 58657401.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-08-01 2050-05-01 2.5 - 4.5 23204799.42 20705589.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 9716302.47 10270460.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 136958000.00 136958000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2048-07-01 2.242 - 4.209 22135300.00 2718624.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-07-01 2058-05-01 2.5 - 6 319919383.00 135001571.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0016 135000000.00 135000000.00 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.17% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2057-01-01 3 - 4.5 120321340.00 110166763.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0017 108000000.00 108000000.00 0.0005 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 6/30/2020 due 07/01/2020 ZBUT11V806EZRVTWT807 GCH835000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2048-09-01 3.5 - 5 42383264.83 39537528.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 2734736.35 84807.33 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2023-10-31 0.2 - 2.875 178242033.24 184178305.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2057-02-01 2 - 7 210033790.48 131232004.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 253002.06 197364.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3.5 - 3.5 808372.08 63708.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 3 - 3 633183.63 365892.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 2.5 4534251.98 4659435.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 353253000.00 353253000.00 0.0018 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 GCA765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3.5 - 3.5 1458618.00 1509208.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 377709.00 247227.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-07-01 2050-07-01 2.5 - 2.5 2981292.00 3139821.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1357654.00 902613.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 1079658.00 942938.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 5670832.00 3364713.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-06-01 2035-06-01 2.5 - 2.5 8065296.00 8485045.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2050-04-01 2.623 - 5 83296562.00 9175152.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4.5 - 4.5 10110864.00 1522863.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 22629200.00 4964257.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-03-01 3.5 - 3.5 38751.00 15306.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2050-06-01 2.5 - 5.5 323830579.00 256561432.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4.5 - 4.5 2817188.00 2869240.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5 - 5 1014104.00 902842.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2034-01-01 4 - 4 3654100.00 2240833.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0019 291000000.00 291000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 GCE670000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 5 - 5 4378680.00 4529304.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4.5 - 4.5 2413356.00 2222587.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 3 - 3 3898100.00 1755446.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 3 - 3 1150000.00 725534.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4.5 - 4.5 2179940.00 2364934.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3.5 - 3.5 1573326.00 1681120.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-07-01 2030-07-01 2 - 2 2941952.00 3063351.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-10-01 2028-10-01 3.5 - 3.5 2000000.00 473256.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 6713160.00 6757413.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-08-01 4 - 4 1071246.00 945721.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-05-01 4 - 4 700000.00 544989.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 1188056.00 861404.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 1284538.00 1395302.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2050-07-01 2 - 4.5 331341010.00 142934377.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4.5 - 4.5 4765952.00 4968932.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4 - 4 1493048.00 1619412.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 550000.00 228688.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2046-05-01 2.5 - 4.16 138409472.00 51417867.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0019 224000000.00 224000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.1%, dated 6/30/2020 due 07/01/2020 K5HU16E3LMSVCCJJJ255 GCH835000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 66561782.40 61046053.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2023-12-29 2023-12-29 0.52 - 0.52 1711980.00 1711052.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-30 2025-06-30 0.73 - 0.73 1711980.00 1710726.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-10-12 2026-03-13 1.875 - 3.375 2328292.80 2487686.34 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2022-04-30 0.125 - 0.125 18293259.57 18287793.57 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-09-30 2027-06-22 0.875 - 2.37 2054376.00 2067898.32 Agency Debentures and Agency Strips Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 85599000.00 85599000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 7TK5RJIZDFROZCA6XF66 GCH835000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 230297.23 272825.35 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 333800446.14 392118899.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.71 - 3.71 12430803.26 14392578.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-07-20 3 - 4 36924385.48 26005069.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.16 - 4.04 8243992.58 9181863.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2048-01-01 2.5 - 5 29644894.32 18930562.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2039-02-01 4.03 - 4.27 918273.77 1102153.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 451849000.00 451849000.00 0.0023 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-07-01 2050-07-01 2.5 - 3 81428686.00 86043997.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2034-03-01 4 - 4 1559081.00 937361.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-06-01 2035-06-01 2 - 2 1120828.00 1171021.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-11-01 2049-04-01 3.5 - 5.5 41894724.00 29598740.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 4 11174823.00 11513123.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-01 2026-04-01 2.91 - 2.91 20843000.00 23004005.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-07 2021-03-31 0 - 2.75 1400.00 1420.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-05-01 3 - 3 75000.00 47835.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 4 - 4 15600000.00 7536779.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 3669816.00 2026816.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 221102.00 233240.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2058-08-01 2 - 6 578271972.00 588283757.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2048-10-01 4 - 4.5 2570161.00 1429538.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-04-01 3.5 - 3.5 53322.00 29629.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-07-01 2.5 - 4 5616783.00 6111250.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 40000.00 28418.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4.5 - 4.5 12852980.00 13532581.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-10-01 2037-10-01 4 - 4 5000000.00 3461611.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-03-01 2032-03-01 2.43 - 2.43 2920.00 3129.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 1695938.00 1798709.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 2 - 2 18800000.00 19338828.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-04-01 3.5 - 3.5 76515995.00 80833831.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.68 - 3.79 201000.00 236564.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 860000000.00 860000000.00 0.0043 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 6/30/2020 due 07/01/2020 OXTKY6Q8X53C9ILVV871 GCH835000_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 2047-08-01 2047-08-01 3.5 - 3.5 253043.42 176498.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 4 88485.07 94416.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2042-10-01 3 - 3.5 17021.39 8856.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.34 - 2.34 389923.05 422958.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 4 - 4.5 87578.33 93174.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.6 - 2.6 59760.42 65301.12 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2040-05-15 0.125 - 7.625 152508006.31 181476798.88 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-03-20 2070-03-20 1.5 - 5 18771661.17 16736813.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4 - 4 119525.06 128313.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2050-06-01 2.625 - 5 6945413.59 6850145.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4.5 - 4.5 1058.56 454.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 202013000.00 202013000.00 0.0010 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 1400.00 1453.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-04-01 2050-06-01 3 - 6 645569402.00 483678967.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 489026.00 509993.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 897838.00 765170.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 94942007.00 100916736.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2049-06-15 0.635 - 5 22482303.00 6487847.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 69655.00 59993.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 40216.00 42638.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 4800.00 4496.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 4699412.00 4747978.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 8845106.00 9401731.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 4 27720894.00 28960307.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 292459.00 290522.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 4914608.00 1635030.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 32317184.00 25559645.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 6138737.00 4959318.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 4447397.00 4711405.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2051-04-15 0.635 - 6.423 137822671.00 54778886.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 2040-05-01 1.78 - 2.36 9523059.00 9988216.51 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 1600.00 1605.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-02-01 2051-06-01 0.635 - 7 650695766.00 314505840.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-07-01 4.5 - 4.5 128723.00 32782.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 7175238.00 5456102.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 74747.00 63702.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 19289594.00 7600499.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4.5 - 4.5 60304943.00 45320078.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 6/30/2020 due 07/01/2020 ES7IP3U3RHIGC71XBU11 GCH835000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 3.5 - 3.5 7687193.43 3183955.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 504973.12 541277.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 402119.32 419616.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-05-01 3.5 - 4.5 37710637.41 39098657.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 12375901.36 9148694.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 4.5 42126627.44 36366539.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-09-01 3 - 4.5 33073229.29 29493234.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 364759.52 411946.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 9940238.57 9093011.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4.5 1744924.37 1186859.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 2250287.12 2394139.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 115121.37 38299.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 411724.36 437634.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2040-05-01 1.78 - 2.36 37485144.20 39447008.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-06-01 2.5 - 4 7268947.63 7699953.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 3 - 3.5 20524367.18 21646713.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4.5 27112308.66 22169741.15 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 2028121.50 2034870.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 17302581.46 18621584.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 2488995.48 2645064.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 3233176.26 3455216.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 11659974.36 10922334.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2045-11-01 4 - 4 1547742.46 919276.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 24707886.63 9735419.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-10-01 4 - 4.5 10766885.11 3673896.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 3801758.42 3549778.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 2639298.41 2047713.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2050-06-01 0.585 - 7 535308039.11 318290513.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.635 - 6 1458083767.84 856548710.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3 9110497.09 9625200.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 3225870.47 3204514.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 2820934.75 2966419.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 896145.94 935111.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 365.26 219.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2033-01-01 3 - 3.5 951377.77 686401.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 4250520.11 3582817.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 4662692.20 1170261.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2048-06-01 3 - 4 38720318.15 31131633.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4.5 773620.45 791096.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1479181000.00 1479181000.00 0.0074 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.1%, dated 6/30/2020 due 07/01/2020 O2RNE8IBXP4R0TD8PU41 GCH835000_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 2020-08-15 2044-05-15 0.125 - 4.25 451967700.07 489315016.99 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 479353000.00 479353000.00 0.0024 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH835000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-06-01 2 - 3.5 483276905.15 427047907.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 3.5 - 3.5 124838785.45 73843090.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-10-20 2049-01-20 3 - 4.5 281484946.93 164296617.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-02-15 1.5 - 2.75 359734456.64 380107008.96 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1024796000.00 1024796000.00 0.0051 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH835000_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 3282374038.70 2638133561.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 2578648000.00 2578648000.00 0.0129 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 107106370.23 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-02-28 1.125 - 2 13225000.00 13366099.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-07-01 2049-07-01 3.5 - 3.5 144354000.00 99982335.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 114560242.09 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 3100000.00 3159190.85 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 115991278.92 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-02-28 1.125 - 2 6475000.00 6542471.64 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 283737000.00 203060169.01 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 16900000.00 17222685.63 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 GCH615000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-08-01 2050-07-01 3 - 4 630960862.00 656918939.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-11-20 2049-11-20 2.5 - 2.5 200000000.00 206003218.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 846000000.00 846000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH948000_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 3.798 - 3.798 240000.00 165604.68 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2038-02-15 2044-02-15 3.625 - 4.5 16264365.00 25480924.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 0.308 - 0.308 42571.10 504.35 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 25000000.00 25000000.00 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH835000_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 3.798 - 3.798 884102.40 610047.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 0.308 - 0.308 156821.72 1857.89 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2038-02-15 2044-02-15 3.625 - 4.5 59914017.21 93865612.02 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 92094000.00 92094000.00 0.0005 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 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 2021-10-15 2025-02-28 1.125 - 2.875 333453300.00 347826409.34 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 341000000.00 341000000.00 0.0017 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., 0.14% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 32730000.00 32730000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.17% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 17300000.00 17300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.17% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 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., 0.12% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 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., 0.17% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 13300000.00 13300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 7000000.00 7000000.00 0.0000 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 2020-07-07 2020-07-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 15700000.00 15700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 24400000.00 24400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.15% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0015 22725000.00 22725000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 9100000.00 9100000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 9000000.00 9000000.00 0.0000 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.14% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 10600000.00 10600000.00 0.0001 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCH935000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-07 2020-07-07 2020-07-31 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 152000000.00 152000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GCH747000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0009 140000000.00 140000000.00 0.0007 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GCH746000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 537000000.00 537000000.00 0.0027 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 2020-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer