N-MFP2 0000035315 XXXXXXXX 2020-02-29 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government N 23 71 4169752224.98 4501559335.77 4038268197.90 3998416210.54 6460282113.59 6359213301.30 6274003629.28 6189127433.72 0.4300 0.4600 0.4200 0.4100 0.6700 0.6600 0.6500 0.6400 350.13 9595526354.36 9594209750.42 1887253172.51 167173230.24 11314290042.82 11314192206.99 1.0000 0.0164 1.0001 1.0001 1.0001 1.0001 C000168450 1.00 11314290042.82 11314192206.99 1.0001 1.0001 1.0001 1.0001 132302378.43 30107430.05 3881235.30 14555741.37 6920723.02 32611121.08 6122898.95 24083965.63 149227235.70 101358258.13 0.0164 N Barclays Bank PLC Barclays Bank PLC, 1.58% G5GSEF7VJP5I7OUK5573 FGE632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2022-09-30 1.875 - 1.875 18798200.00 19397912.50 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 19000000.00 19000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FHA234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2022-09-30 1.875 - 1.875 8899000.00 9182901.73 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-25 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 9000000.00 9000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.59% 3Y4U8VZURTYWI1W2K376 FGG903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 3.125 - 3.125 8970000.00 9254085.49 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 9000000.00 9000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 6820000.00 7257070.19 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 7000000.00 7000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-08-15 1.65 - 6 12715600.00 18574719.39 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0156 18000000.00 18000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2040-02-15 1.665 - 4.625 3976100.00 6135092.57 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 6000000.00 6000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFC996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2046-08-15 0 - 7.5 13089500.00 15436871.66 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 15000000.00 15000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFD428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2046-08-15 1.625 - 6.125 7351000.00 8177236.13 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 8000000.00 8000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-05-15 1.125 - 6 8833300.00 9201050.92 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 9000000.00 9000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGI246000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2049-11-15 1.665 - 4.625 9157400.00 9185001.98 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 9000000.00 9000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHA941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2046-08-15 1.665 - 4.375 16799500.00 18364827.99 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 18000000.00 18000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHC002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2030-02-15 1.5 - 1.665 4946600.00 5100753.11 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 5000000.00 5000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHA411000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2047-08-15 2 - 5 8614700.00 9182497.67 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 9000000.00 9000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGH729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-08-15 1.625 - 4.625 9035400.00 9185354.29 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 9000000.00 9000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGJ653000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2048-05-15 1.665 - 6.875 48006000.00 53056577.15 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 52000000.00 52000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGJ618000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2041-08-15 1.556 - 4.625 17831700.00 19388652.37 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 19000000.00 19000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGA464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2046-08-15 1.75 - 6.125 24764900.00 27578255.47 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 27000000.00 27000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2045-08-15 0 - 7.5 13098700.00 19439331.93 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 19000000.00 19000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-05-15 1.65 - 4.625 27023000.00 33938222.97 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 33000000.00 33000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2042-05-15 1.665 - 5.5 6793200.00 9185014.13 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FFJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2044-11-15 0 - 5.25 12394800.00 15321944.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 15000000.00 15000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2044-11-15 1.544 - 4.625 6554600.00 7146737.85 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 7000000.00 7000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGD815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-05-15 1.625 - 7.625 10033000.00 11274876.63 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 11000000.00 11000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-08-15 1.625 - 4.625 13683600.00 14335394.87 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 14000000.00 14000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-08-15 2.25 - 7.625 16127700.00 19544295.03 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 19000000.00 19000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2045-08-15 1.5 - 7.5 13872100.00 14324361.64 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 14000000.00 14000000.00 0.0012 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.60% 549300HN4UKV1E2R3U73 FGD796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2021-07-31 2.25 - 2.25 9022000.00 9189861.25 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0159 9000000.00 9000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.59% 2IGI19DL77OX0HC3ZE78 FHB975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2020-12-31 1.75 - 1.75 5061400.00 5100694.37 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 5000000.00 5000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.59% 2IGI19DL77OX0HC3ZE78 FHB971000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 4836400.00 5100985.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 5000000.00 5000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2046-11-15 1.375 - 3.625 13571300.00 14300812.94 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 14000000.00 14000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2027-01-31 1.375 - 2.625 22420400.00 24513787.33 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 24000000.00 24000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FHC693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2023-07-31 1.25 - 1.625 92239700.00 93852556.37 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 92000000.00 92000000.00 0.0081 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FHC719000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 35676000.00 38765280.11 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0161 38000000.00 38000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHA741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.5 - 2.5 36563600.00 38770618.27 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0162 38000000.00 38000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHB266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2025-03-31 1.25 - 2.75 8584400.00 9182155.72 U.S. Treasuries (including strips) Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0162 9000000.00 9000000.00 0.0008 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHB924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 9118200.00 9181672.64 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0162 9000000.00 9000000.00 0.0008 N N Y N Credit AG Credit AG, 1.60% 1VUV7VQFKUOQSJ21A208 FGI959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 11177700.00 14427080.54 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 Y CREDIT AG CIB (GOV REPO) 1.0000 6 N N/A N/A N N 0.0159 14000000.00 14000000.00 0.0012 N N Y N Credit AG Credit AG, 1.67% 1VUV7VQFKUOQSJ21A208 FDJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 8013900.00 10343557.33 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 10000000.00 10000000.00 0.0009 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.60% 1VUV7VQFKUOQSJ21A208 FHC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2025-05-31 1.5 - 2.875 27808000.00 28777959.32 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0159 28000000.00 28000000.00 0.0025 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.61% 1VUV7VQFKUOQSJ21A208 FHC847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2028-02-15 1.5 - 2.75 53128000.00 55404947.63 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 54000000.00 54000000.00 0.0048 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.61% 7LTWFZYICNSX8D621K86 FHC564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2022-06-15 1.75 - 1.75 50900700.00 52027034.03 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 51000000.00 51000000.00 0.0045 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.61% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2020-03-31 2.25 - 2.25 2020600.00 2040350.93 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 2000000.00 2000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 1.59% 549300GKFG0RYRRQ1414 FHC652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-31 2026-08-15 1.5 - 2.625 46643900.00 47946399.47 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 47000000.00 47000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FHC561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 1.375 - 1.375 435849500.00 439620065.16 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 431000000.00 431000000.00 0.0381 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.60% 549300H47WTHXPU08X20 FHC546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 2.75 - 2.75 297300000.00 315615165.50 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 309000000.00 309000000.00 0.0273 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.60% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 43374000.00 46025444.28 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 45000000.00 45000000.00 0.0040 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.60% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 2 - 2 42180000.00 42796061.37 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 42000000.00 42000000.00 0.0037 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2027-11-15 0 - 2.25 6543600.00 7140976.40 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0163 7000000.00 7000000.00 0.0006 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.61% 213800MBWEIJDM5CU638 FGF677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 1.25 - 1.25 14233000.00 14311666.92 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0160 14000000.00 14000000.00 0.0012 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FHA313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 8979500.00 9180922.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0162 9000000.00 9000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FFB091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2023-09-30 1.375 - 1.75 8180000.00 8305593.83 U.S. Treasuries (including strips) Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0162 8000000.00 8000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 8995100.00 9215004.25 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0162 9000000.00 9000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 5577300.00 7152638.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0162 7000000.00 7000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGI293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 19744000.00 20400818.42 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0162 20000000.00 20000000.00 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.64% H7FNTJ4851HG0EXQ1Z70 FFD100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 8625600.00 9208864.73 U.S. Treasuries (including strips) Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 9000000.00 9000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 6391500.00 8196813.44 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0167 8000000.00 8000000.00 0.0007 N N N N Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 7195400.00 9227779.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0167 9000000.00 9000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FDJ747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-31 2026-08-31 1.375 - 1.375 6067000.00 6174839.25 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 6000000.00 6000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FED569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 9077300.00 9211390.58 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 9000000.00 9000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEE234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2022-07-15 1.75 - 1.75 9074500.00 9229813.55 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 9000000.00 9000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 13051600.00 13301270.76 U.S. Treasuries (including strips) Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0170 13000000.00 13000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.72% H7FNTJ4851HG0EXQ1Z70 FEE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 7193500.00 9225342.63 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0171 9000000.00 9000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FHC658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 34000000.00 37431057.69 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 36000000.00 36000000.00 0.0032 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 106290000.00 110131697.29 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 108000000.00 108000000.00 0.0095 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2024-12-31 2.25 - 2.25 8690000.00 9183348.49 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 9000000.00 9000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FHC049000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 2.5 - 2.5 8059200.00 8164105.61 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 8000000.00 8000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGG301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2024-08-15 2.375 - 2.875 30067700.00 30611346.49 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 30000000.00 30000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGI338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2023-06-30 1.5 - 2.625 8076000.00 8161184.74 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 8000000.00 8000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGH781000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2 - 2 27041900.00 27543642.39 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 27000000.00 27000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FGJ009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2025-02-15 1.5 - 2 27801200.00 28565512.52 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0159 28000000.00 28000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FHB425000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2024-11-30 1.5 - 2.625 22803600.00 23455630.18 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 23000000.00 23000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FHB439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 20284500.00 21416726.18 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 21000000.00 21000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FHB422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2025-03-31 2.625 - 2.625 6583400.00 7140615.18 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 7000000.00 7000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FGC507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2025-02-15 2 - 2 6853700.00 7147735.97 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 7000000.00 7000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FHC550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2048-05-15 2.875 - 3.125 51742200.00 65896165.32 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 64000000.00 64000000.00 0.0057 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FHC739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-08-15 2046-08-15 2.25 - 2.25 25374000.00 27800956.40 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 27000000.00 27000000.00 0.0024 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.60% OXTKY6Q8X53C9ILVV871 FHA678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-05-15 2037-05-15 5 - 5 88432600.00 138757123.35 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 136000000.00 136000000.00 0.0120 N N Y N Norinchukin Bank Norinchukin Bank, 1.56% 5493007VSMFZCPV1NB83 FHC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 4991000.00 5100306.64 U.S. Treasuries (including strips) Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0155 5000000.00 5000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.64% 5493007VSMFZCPV1NB83 FHA753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 8984500.00 9181267.28 U.S. Treasuries (including strips) Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0163 9000000.00 9000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 4992800.00 5102146.06 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 5000000.00 5000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGH753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 2995900.00 3061512.45 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 3000000.00 3000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGJ654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 12980100.00 13264373.92 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0165 13000000.00 13000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 1.67% 5493007VSMFZCPV1NB83 FEC028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9017100.00 9214581.25 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0166 9000000.00 9000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FEA693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 13533000.00 14336672.90 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0167 14000000.00 14000000.00 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEE910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9014900.00 9212333.07 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 9000000.00 9000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEF852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9057500.00 9211406.67 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 9000000.00 9000000.00 0.0008 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGH757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2044-05-15 2 - 6.5 27186900.00 28576448.62 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0158 28000000.00 28000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGF162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2042-05-15 1.375 - 6.5 8909900.00 9188857.21 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 9000000.00 9000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGG145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2048-05-15 1.625 - 3.75 10361300.00 13365305.03 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 13000000.00 13000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGG144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2045-02-15 1.5 - 6.5 16439100.00 19404432.82 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 19000000.00 19000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGG204000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-02-15 2043-02-15 3.125 - 4.625 6648300.00 9277455.13 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 9000000.00 9000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGD108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2047-02-15 1.375 - 6.5 18828400.00 19402663.95 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 19000000.00 19000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGC387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2046-05-15 1.5 - 6.5 18075700.00 19424457.70 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 19000000.00 19000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FEA844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-08-15 1.375 - 6.5 18400200.00 19456905.85 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 19000000.00 19000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 1.59% ES7IP3U3RHIGC71XBU11 FGG913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2045-02-15 1.625 - 2.5 24990400.00 27698936.93 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0158 27000000.00 27000000.00 0.0024 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.61% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 9035500.00 9182553.06 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 9000000.00 9000000.00 0.0008 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.60% 6PJDTY319315T5LR2241 FHC642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2027-11-15 2.125 - 2.75 746498000.00 785238610.33 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 770000000.00 770000000.00 0.0681 N Y Y N Societe Generale Societe Generale, 1.62% O2RNE8IBXP4R0TD8PU41 FGD549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2048-05-15 1.625 - 6.625 15984800.00 18423050.70 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 18000000.00 18000000.00 0.0016 N N N N Fannie Mae Fannie Mae, 1.62% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-01-29 2021-01-29 N N N 0.0164 20997028.92 20997028.92 0.0019 N N N N Fannie Mae Fannie Mae, 1.64% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-30 2020-07-30 N N N 0.0161 27003305.34 27003305.34 0.0024 N N N N Fannie Mae Fannie Mae, 1.66% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-30 2020-10-30 N N N 0.0162 16003665.44 16003665.44 0.0014 N N N N Fannie Mae Fannie Mae, 1.68% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-04-30 2020-04-30 N N N 0.0159 7000929.88 7000929.88 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.47% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0147 2000000.00 2000000.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.59% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2021-03-03 2021-03-03 N N N 0.0162 3998598.00 3998598.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.62% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-12-03 2020-12-03 N N N 0.0161 9000508.50 9000508.50 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.62% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0155 5000492.25 5000492.25 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.64% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-04-17 2020-04-17 N N N 0.0155 6000700.02 6000700.02 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.64% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-03-21 2020-05-21 2020-05-21 N N N 0.0157 3000439.65 3000439.65 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.68% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-10-23 2020-10-23 N N N 0.0159 4002358.84 4002358.84 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.69% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-08-06 2020-08-06 N N N 0.0162 6001675.32 6001675.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 1.54% 313384XJ3 2549001DPIFGXC1TOL40 US313384XJ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0141 55807360.00 55807360.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0141 8968320.00 8968320.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0146 997777.00 997777.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313384WD7 2549001DPIFGXC1TOL40 US313384WD77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0146 19952180.00 19952180.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% to 1.57% 313384WF2 2549001DPIFGXC1TOL40 US313384WF26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0146 22943081.44 22943081.44 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130AHTN3 2549001DPIFGXC1TOL40 US3130AHTN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-04-24 2020-04-24 N N N 0.0152 9999711.10 9999711.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0138 2988916.68 2988916.68 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-22 2021-02-22 2021-02-22 N N N 0.0157 9996329.50 9996329.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHNQ2 2549001DPIFGXC1TOL40 US3130AHNQ27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-03-27 2020-03-27 N N N 0.0155 6999901.51 6999901.51 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0155 14999821.80 14999821.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-24 2020-03-24 N N N 0.0155 4999937.80 4999937.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-04-28 2020-04-28 N N N 0.0154 39999712.00 39999712.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0148 3000398.49 3000398.49 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0140 8975880.00 8975880.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WU9 2549001DPIFGXC1TOL40 US313384WU92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0140 9971200.00 9971200.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0140 35893440.00 35893440.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384WZ8 2549001DPIFGXC1TOL40 US313384WZ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0141 28910680.00 28910680.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384XA2 2549001DPIFGXC1TOL40 US313384XA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0141 9968800.00 9968800.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0141 16946280.00 16946280.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0128 34979038.85 34979038.85 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-11-27 2020-11-27 N N N 0.0160 6998975.20 6998975.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-07-28 2020-07-28 N N N 0.0155 5000591.10 5000591.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384VS5 2549001DPIFGXC1TOL40 US313384VS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0144 5988423.36 5988423.36 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0140 10971400.00 10971400.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0141 52828280.00 52828280.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0146 2000042.52 2000042.52 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.82% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0131 4996577.80 4996577.80 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0134 1998460.00 1998460.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384US6 2549001DPIFGXC1TOL40 US313384US64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0137 4995294.45 4995294.45 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UT4 2549001DPIFGXC1TOL40 US313384UT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0138 29970483.30 29970483.30 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 19991534.00 19991534.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 1999153.48 1999153.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UU1 2549001DPIFGXC1TOL40 US313384UU11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0139 9989733.30 9989733.30 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 9995767.40 9995767.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 4997883.70 4997883.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0156 13000190.71 13000190.71 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-08-28 2020-08-28 N N N 0.0157 37003526.10 37003526.10 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-07-28 2020-07-28 N N N 0.0155 9001247.04 9001247.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.61% 313384UY3 2549001DPIFGXC1TOL40 US313384UY33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0141 23971253.28 23971253.28 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UZ0 2549001DPIFGXC1TOL40 US313384UZ08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0142 19975188.80 19975188.80 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0139 1995200.00 1995200.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0129 15013314.60 15013314.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHQW6 2549001DPIFGXC1TOL40 US3130AHQW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0130 7006056.40 7006056.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRB1 2549001DPIFGXC1TOL40 US3130AHRB12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0130 14912947.50 14912947.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0136 994371.11 994371.11 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-06-05 2020-06-05 N N N 0.0161 4999720.55 4999720.55 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHJ5 2549001DPIFGXC1TOL40 US3130AHHJ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 2000000.00 2000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-28 2020-08-28 N N N 0.0162 35996422.68 35996422.68 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-19 2020-08-19 N N N 0.0162 31996929.92 31996929.92 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-14 2020-05-14 N N N 0.0167 15997363.36 15997363.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 4999994.00 4999994.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 4999994.00 4999994.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 9999988.00 9999988.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 19999976.00 19999976.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-04-06 2020-04-06 N N N 0.0160 9999810.70 9999810.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-04-07 2020-04-07 N N N 0.0161 20999578.32 20999578.32 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0149 5000187.55 5000187.55 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0122 1999058.88 1999058.88 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-08-13 2020-08-13 N N N 0.0162 4999428.75 4999428.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-08-20 2020-08-20 N N N 0.0162 9999070.90 9999070.90 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2021-03-24 2021-03-24 N N N 0.0164 4997944.60 4997944.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2021-03-24 2021-03-24 N N N 0.0164 19991778.40 19991778.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-05-26 2020-05-26 N N N 0.0157 2000141.26 2000141.26 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.82% 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0139 12986097.28 12986097.28 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0138 10002098.70 10002098.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPC1 2549001DPIFGXC1TOL40 US3130AHPC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0137 5001175.15 5001175.15 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.61% 313384WC9 2549001DPIFGXC1TOL40 US313384WC94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0146 14964766.65 14964766.65 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0138 3985533.32 3985533.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHRN5 2549001DPIFGXC1TOL40 US3130AHRN59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0129 10009229.80 10009229.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0139 9958388.90 9958388.90 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-05 2020-08-05 N N N 0.0163 12998825.71 12998825.71 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-21 2020-08-21 N N N 0.0163 31996543.68 31996543.68 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-28 2020-09-28 N N N 0.0162 19997683.60 19997683.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-11-06 2020-11-06 N N N 0.0164 7998089.36 7998089.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-04-22 2020-04-22 N N N 0.0166 6999299.02 6999299.02 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-17 2020-07-17 N N N 0.0162 6999523.86 6999523.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TX7 2549001DPIFGXC1TOL40 US313384TX78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0078 5999230.02 5999230.02 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0089 28995037.81 28995037.81 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 7999966.96 7999966.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384UB3 2549001DPIFGXC1TOL40 US313384UB30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0109 4998502.80 4998502.80 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 9999958.70 9999958.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 9999958.70 9999958.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0162 4999727.75 4999727.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0162 22998748.11 22998748.11 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-09-11 2020-09-11 N N N 0.0164 2999575.29 2999575.29 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-09-11 2020-09-11 N N N 0.0164 14897890.61 14897890.61 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2021-01-13 2021-01-13 N N N 0.0164 14996828.40 14996828.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2021-02-16 2021-02-16 N N N 0.0165 19992897.80 19992897.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-08-18 2020-08-18 N N N 0.0163 9999081.80 9999081.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0158 9000114.21 9000114.21 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0158 24000316.08 24000316.08 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-08-26 2020-08-26 N N N 0.0159 5000476.30 5000476.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 19995764.40 19995764.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 14996823.30 14996823.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0157 7000199.78 7000199.78 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0157 5000142.70 5000142.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTA1 2549001DPIFGXC1TOL40 US3130AHTA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0139 5001505.55 5001505.55 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHT94 2549001DPIFGXC1TOL40 US3130AHT945 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0138 5001590.35 5001590.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTU7 2549001DPIFGXC1TOL40 US3130AHTU74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0136 10003691.20 10003691.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTR4 2549001DPIFGXC1TOL40 US3130AHTR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0136 10003691.20 10003691.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHU27 2549001DPIFGXC1TOL40 US3130AHU273 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0137 20007699.20 20007699.20 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0134 10008247.50 10008247.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0130 21021149.94 21021149.94 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0130 21021149.94 21021149.94 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0139 2986466.67 2986466.67 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0131 10009995.00 10009995.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0163 24997011.00 24997011.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0161 43000000.00 43000000.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-09 2021-02-09 N N N 0.0166 11995560.48 11995560.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-25 2020-08-25 N N N 0.0163 6999545.91 6999545.91 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-25 2021-02-25 N N N 0.0164 10997807.37 10997807.37 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-08-12 2020-08-12 N N N 0.0163 19999066.40 19999066.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-14 2020-12-14 2020-12-14 N N N 0.0163 14997994.65 14997994.65 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-04-20 2020-04-20 N N N 0.0158 3000132.39 3000132.39 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-08-24 2020-08-24 N N N 0.0160 13001238.12 13001238.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-06-24 2020-06-24 N N N 0.0156 3000523.71 3000523.71 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-09-14 2020-09-14 N N N 0.0164 9998702.00 9998702.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0131 21021781.62 21021781.62 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0129 17019181.95 17019181.95 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-01-28 2021-01-28 N N N 0.0166 10997235.48 10997235.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-01-22 2021-01-22 N N N 0.0166 5998571.94 5998571.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-28 2020-09-28 N N N 0.0160 2000282.00 2000282.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2021-01-08 2021-01-08 N N N 0.0165 12997332.40 12997332.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-12-11 2020-12-11 N N N 0.0165 19996623.60 19996623.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2021-02-12 2021-02-12 N N N 0.0164 6998876.43 6998876.43 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-04-13 2020-04-13 N N N 0.0161 18000375.12 18000375.12 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-04-16 2020-04-16 N N N 0.0159 8000288.96 8000288.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-04-16 2020-04-16 N N N 0.0159 2000084.44 2000084.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-04-17 2020-04-17 N N N 0.0159 6000256.32 6000256.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-03-17 2020-03-17 N N N 0.0161 2000010.50 2000010.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-05-20 2020-05-20 N N N 0.0159 17001192.72 17001192.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0160 22000243.10 22000243.10 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0160 22000243.10 22000243.10 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-21 2020-08-21 2020-08-21 N N N 0.0161 18001693.44 18001693.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2021-02-23 2021-02-23 N N N 0.0162 3000347.37 3000347.37 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-11-24 2020-11-24 N N N 0.0161 34006021.74 34006021.74 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-08-24 2020-08-24 N N N 0.0160 8001142.56 8001142.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 19000502.36 19000502.36 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 19000502.36 19000502.36 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0165 14998198.50 14998198.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-06-01 2020-06-01 N N N 0.0161 36002534.40 36002534.40 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-06 2020-05-06 N N N 0.0165 10999563.41 10999563.41 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-05-14 2021-05-14 N N N 0.0167 47977848.96 47977848.96 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 2000138.70 2000138.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 4000277.40 4000277.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 1000069.35 1000069.35 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-04-03 2020-04-03 N N N 0.0161 4000068.68 4000068.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 13000901.55 13000901.55 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-04-03 2020-04-03 N N N 0.0161 20000343.40 20000343.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-04-03 2020-04-03 N N N 0.0161 8000137.36 8000137.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2021-02-11 2021-02-11 N N N 0.0165 19996814.60 19996814.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2021-02-12 2021-02-12 N N N 0.0162 20004484.00 20004484.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-05-12 2020-05-12 N N N 0.0160 20001176.20 20001176.20 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-15 2020-06-15 2020-06-15 N N N 0.0161 2000143.80 2000143.80 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0167 60993174.71 60993174.71 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-09-01 2020-09-01 N N N 0.0163 3000285.36 3000285.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-26 2021-02-26 N N N 0.0166 30994902.05 30994902.05 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-26 2020-03-26 N N N 0.0166 15999722.08 15999722.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-27 2020-03-27 N N N 0.0159 40001223.60 40001223.60 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGW7 2549001DPIFGXC1TOL40 US3130AHGW77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 10000085.60 10000085.60 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGX5 2549001DPIFGXC1TOL40 US3130AHGX50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0154 10000171.20 10000171.20 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-05-08 2020-05-08 N N N 0.0161 29001685.77 29001685.77 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-15 2020-07-15 2020-07-15 N N N 0.0161 4000599.76 4000599.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-07-17 2020-07-17 N N N 0.0161 9001341.72 9001341.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0144 5989429.98 5989429.98 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHCT8 2549001DPIFGXC1TOL40 US3130AHCT84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0142 9003462.66 9003462.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-24 2020-07-24 N N N 0.0163 13001361.23 13001361.23 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-07-08 2021-07-08 N N N 0.0168 12995244.73 12995244.73 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-07-23 2021-07-23 N N N 0.0168 18992247.62 18992247.62 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-06-11 2021-06-11 N N N 0.0168 20993897.82 20993897.82 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-11 2020-05-11 N N N 0.0167 15999353.92 15999353.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-08-07 2020-08-07 N N N 0.0164 11000948.64 11000948.64 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-08-07 2020-08-07 N N N 0.0164 5000431.20 5000431.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-08-07 2020-08-07 N N N 0.0164 7000452.62 7000452.62 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-07-07 2020-07-07 N N N 0.0161 9001453.14 9001453.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-08-07 2020-08-07 N N N 0.0164 2000172.48 2000172.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-07-08 2020-07-08 N N N 0.0161 9001441.53 9001441.53 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-11-16 2020-11-16 N N N 0.0164 16002268.32 16002268.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0157 15000948.45 15000948.45 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0142 11981880.00 11981880.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0145 3991443.32 3991443.32 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-11-09 2020-11-09 N N N 0.0165 2000286.94 2000286.94 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-11-09 2020-11-09 N N N 0.0165 3000430.41 3000430.41 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-11-09 2020-11-09 N N N 0.0165 9001291.23 9001291.23 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0157 7000425.53 7000425.53 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0168 20998829.46 20998829.46 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-07-06 2020-07-06 N N N 0.0169 20998641.51 20998641.51 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-17 2020-07-17 N N N 0.0163 9001772.19 9001772.19 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-29 2020-07-29 N N N 0.0163 17003516.96 17003516.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-22 2021-02-22 N N N 0.0166 14002618.00 14002618.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-12-23 2020-12-23 N N N 0.0163 29511852.51 29511852.51 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-19 2021-03-19 2021-03-19 N N N 0.0165 35010895.85 35010895.85 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-19 2021-03-19 2021-03-19 N N N 0.0165 7002179.17 7002179.17 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0159 22001176.34 22001176.34 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 7000408.45 7000408.45 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 7000408.45 7000408.45 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 41997704.28 41997704.28 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0140 4001454.64 4001454.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0140 4001455.52 4001455.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-01 2020-10-01 N N N 0.0164 19005078.51 19005078.51 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-06-10 2020-06-10 N N N 0.0162 15002849.25 15002849.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-03-12 2021-03-12 N N N 0.0166 20006410.40 20006410.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2022-02-10 2022-02-10 N N N 0.0172 13994552.32 13994552.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-07 2020-10-07 N N N 0.0164 26909682.66 26909682.66 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-22 2021-01-22 2021-01-22 N N N 0.0161 4002995.92 4002995.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-05-01 2020-05-01 N N N 0.0160 29005033.24 29005033.24 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-16 2020-10-16 N N N 0.0164 18007727.76 18007727.76 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-06-04 2021-06-04 N N N 0.0168 12005797.44 12005797.44 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-05-08 2020-05-08 N N N 0.0162 15002793.15 15002793.15 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0162 15004153.20 15004153.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0162 7001938.16 7001938.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0162 2000553.76 2000553.76 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2021-02-01 2021-02-01 N N N 0.0164 2001524.84 2001524.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0163 15004070.55 15004070.55 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-04-09 2021-04-09 N N N 0.0167 13011774.36 13011774.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0123 21007293.93 21007293.93 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3N1 2549001DPIFGXC1TOL40 US3130AH3N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0118 22009103.82 22009103.82 0.0019 N N N N Freddie Mac Freddie Mac, 1.60% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 22999983.21 22999983.21 0.0020 N N Y N Freddie Mac Freddie Mac, 1.61% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-08 2020-09-08 N N N 0.0161 34999696.20 34999696.20 0.0031 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-05 2021-02-05 N N N 0.0161 5999979.42 5999979.42 0.0005 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-08 2020-05-08 N N N 0.0160 17999981.46 17999981.46 0.0016 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-09 2020-09-09 N N N 0.0161 32999692.11 32999692.11 0.0029 N N N N Freddie Mac Freddie Mac, 1.62% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-12-14 2020-12-14 N N N 0.0162 53999949.78 53999949.78 0.0048 N N N N Freddie Mac Freddie Mac, 1.62% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-06 2020-05-06 N N N 0.0160 36000603.36 36000603.36 0.0032 N N N N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.61%, dated 2/28/2020 due 03/02/2020 B4TYDEB6GKMZO031MB27 FHD125000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 274108909.07 63670855.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 62258000.00 62258000.00 0.0055 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.61%, dated 2/28/2020 due 03/02/2020 L3I9ZG2KFGXZ61BMYR72 FHD125000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2026-08-15 1.5 - 2.75 6867780.70 7188892.40 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 7047000.00 7047000.00 0.0006 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHA195000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4 - 4 24863360.00 15304760.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 15000000.00 15000000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHA693000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4 - 4 43094575.00 26527072.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 26000000.00 26000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHB264000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4 - 4 34805610.00 21424760.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 21000000.00 21000000.00 0.0019 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.60% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-10-20 4 - 4 7720992.00 8161088.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 8000000.00 8000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGA472000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 10037212.00 10214054.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 10000000.00 10000000.00 0.0009 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGF112000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 5016156.00 5104533.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 5000000.00 5000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FGA471000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-11-20 2069-11-20 2.38 - 2.38 2082802.00 2062856.90 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 2000000.00 2000000.00 0.0002 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEF382000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 2011488.00 2046927.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 2000000.00 2000000.00 0.0002 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.61%, dated 2/28/2020 due 03/02/2020 R0MUWSFPU8MPRO8K5P83 FHD125000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-17 2047-08-15 0 - 6.25 6769871.27 7291910.02 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 7132000.00 7132000.00 0.0006 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FHC193000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2049-08-15 0 - 1.75 7937885.98 6079192.54 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-05-26 2038-03-09 3.32 - 3.46 778000.00 787209.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-02-15 2058-10-15 2.009 - 6 1158.00 925.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 55000.00 57825.84 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2047-11-20 3.5 - 3.875 1039818.00 218126.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-02-01 2047-02-01 2.5 - 6.625 215701.00 56691.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 7000000.00 7000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FEJ726000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-04-01 4.87 - 4.87 1000.00 1049.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2031-05-15 2048-11-15 N/A 7327807.09 5370562.65 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-05-26 2032-05-26 3.32 - 3.32 1000.00 1011.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2039-09-01 6.5 - 6.5 3806519.00 1824327.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 185000.00 187911.41 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-12-20 2048-12-20 2.347 - 4 964217.00 726730.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2048-08-01 4 - 4.5 290754.00 122180.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0158 8000000.00 8000000.00 0.0007 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FHC191000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2029-11-15 0.125 - 1.75 6751900.00 7139975.59 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-02-20 2050-02-20 2.5 - 2.5 1000.00 1035.11 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 6999883.10 6999883.10 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH969000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2034-11-15 2048-08-15 N/A 8590795.14 6239850.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2048-10-01 0 - 4.5 437000.00 350131.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 90000.00 91416.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-06-20 2 - 6 1543807.00 1477244.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-07-01 0 - 4.5 164978.00 66325.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 8000000.00 8000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH723000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2049-05-15 0 - 3.875 5342914.90 10153298.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 N/A 1000.00 823.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-02-20 2047-02-20 3.5 - 3.5 63264.00 40443.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2040-10-01 4.5 - 5.57 381470.00 109940.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 10000000.00 10000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGJ665000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2049-05-15 0 - 4.375 10252203.41 7018202.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1318400.00 1323587.57 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 1000.00 1020.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-11-15 2048-04-01 2.221 - 4 499625.00 512673.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 420000.00 432225.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2048-10-20 3 - 4 1087427.00 851068.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-15 2048-01-01 0 - 4.5 262025.00 132463.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 10000000.00 10000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FGA465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-11-15 2048-05-15 N/A 6538317.30 4858148.19 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 19000.00 19387.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-05-15 2044-07-01 2.089 - 4 8161.00 4369.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-02-25 3.5 - 4.05 80000.00 81647.11 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2048-05-20 3 - 6.5 30852.00 23996.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2047-02-01 0 - 8 1989544.00 166822.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0163 5000000.00 5000000.00 0.0004 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VJW2DOOHGDT6PR0ZRO63 FHD125000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 196.17 2.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 7356.25 14.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 25012.33 102.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 19644.39 1697.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 8239.00 18.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 17565.12 56.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 274.63 6.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 1185042.52 720763.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 11998.73 112.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 372.72 28.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 922.38 33.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 4904.17 17.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 7093.90 98.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 735.63 11.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 490.42 38.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 84138.73 85613.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 164.17 6.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 451472.74 465985.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 1412.40 23.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 1177.00 57.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 51297.58 43587.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 333.48 274.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 774.15 670.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 1392.78 854.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 529.65 10.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 49759.54 197.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 7112.73 4534.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3.5 7376915.69 7670304.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 5228.23 546.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 5414.20 212.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2049-12-20 2.5 - 9.5 5056789.08 3827229.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 485478.25 242187.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 19.62 3.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 942.84 461.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 60.20 31.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-02-01 2.5 - 4.5 4485036.14 4534698.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 79193.17 79149.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 302390.92 49.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2036-09-01 3 - 5 67650.64 46615.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 117.86 62.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 34230.55 1497.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 9298.30 5951.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 274.63 154.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 203412.53 6415.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 636.60 478.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 3159.40 791.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 31988.29 17200.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 23752.57 729.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 32171.33 21180.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 35721.95 12085.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2 - 2 49041.67 49480.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2050-02-15 0 - 8.75 10014853.37 10122302.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-04 2024-12-13 0 - 4.125 10489561.32 10566492.82 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-03-04 2050-02-03 1.375 - 5.05 3752040.60 3827609.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-01 2049-06-01 1.375 - 7.5 2714350.85 1704133.88 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-04 2050-02-01 1.3 - 9.5 18384066.19 15877384.84 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 0 - 0 98083.33 97605.37 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 58850000.00 58850000.00 0.0052 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.61% 549300HN4UKV1E2R3U73 FGB975000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 3101000.00 2483860.69 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-04 2020-03-04 N/A 18965000.00 18963482.80 Agency Debentures and Agency Strips Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 Y BANK OF AMERICA CORPORATION 1.0000 5 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0160 21000000.00 21000000.00 0.0019 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.61% 549300HN4UKV1E2R3U73 FGD799000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2020-05-27 2020-05-27 N/A 41997000.00 41865171.42 Agency Debentures and Agency Strips Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0160 41000000.00 41000000.00 0.0036 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGG153000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 4 - 4 13080750.00 10207706.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 10000000.00 10000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2057-02-01 4 - 4.5 6163086.00 4107682.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 4000000.00 4000000.00 0.0004 N N Y N Citibank NA Citibank NA, 1.60% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 1000.00 990.95 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-08-15 0.125 - 6.25 3729800.00 4152892.43 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-05-08 2032-07-29 1.55 - 3 52000.00 52315.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-02-16 2031-03-15 2.375 - 6.75 504000.00 512634.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-12 2043-06-22 1.82 - 3.625 265000.00 339297.91 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-12-20 3 - 3.5 11928.00 12181.95 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 0 - 4.25 6000.00 6234.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-07 2029-05-15 1.625 - 6.25 31000.00 40939.25 Agency Debentures and Agency Strips Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 5000000.00 5000000.00 0.0004 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.61%, dated 2/28/2020 due 03/02/2020 E57ODZWZ7FF32TWEFA76 FHD125000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.59 - 3.59 15.54 17.42 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-06-24 2037-01-29 1.9 - 3.5 191628.09 196914.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 276.83 299.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 11668.20 1017.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2045-12-01 0 - 8 615231.06 55970.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-03-15 2049-10-20 2.5 - 10.5 11899997.04 250977.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2050-02-01 1.375 - 9.5 1982155.98 1132861.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 35592.11 252.26 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 311154.80 265238.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2049-11-15 0 - 8.75 22095437.55 24137223.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 15.74 16.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 199055.78 222912.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 325.81 1.44 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 57277.10 65253.48 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 15.54 16.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 25756000.00 25756000.00 0.0023 N Y Y N Citibank NA Citibank NA, 1.61% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2045-11-15 0.125 - 3.5 15359000.00 16403636.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-01-29 2037-01-29 2.43 - 2.43 1000.00 1055.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2029-07-15 0 - 2.375 5089000.00 5187821.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-03-08 2030-03-08 1.75 - 1.75 1850000.00 1879635.97 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 N/A 3000.00 1734.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 6.625 - 6.625 17000.00 26042.16 Agency Debentures and Agency Strips Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 23000000.00 23000000.00 0.0020 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 MBNUM2BPBDO7JBLYG310 FHD125000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-08-01 7 - 7 395595.30 9612.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2033-02-01 5.5 - 5.5 594924.37 7336.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2028-09-01 2 - 2 4910.14 1774.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2031-10-01 5.5 - 6 260138.28 3471.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2025-07-01 4 - 5 222452.82 8574.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-07-01 4 - 4 6175.64 4981.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2046-02-01 3 - 6 142556.76 47749.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2024-10-01 4 - 4.5 26765.10 5341.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.77 417831.64 449682.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2030-11-01 3.65 - 3.94 169016.60 193208.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2029-01-01 3.57 - 4.2 8834.70 9766.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 4.19 - 4.19 16765.34 17853.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2032-02-01 2.45 - 2.88 495195.21 526012.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 2029-10-01 2.38 - 2.71 126550.00 134117.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2030-02-01 2.44 - 2.57 277216.48 292532.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 4 - 4 148315.67 152401.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4.5 - 4.5 16610.09 4564.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-10-01 3 - 3 31417.55 15750.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2043-01-01 3 - 4 92004.48 43408.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2032-12-01 6.5 - 7 3306895.44 17135.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 9865.32 10071.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2032-08-01 8 - 8.5 27334.80 5266.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 6 - 6 2485.09 2244.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-20 2069-12-20 1.5 - 10.5 21226987.03 17639014.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2027-05-01 5.5 - 5.5 8555.22 5507.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2027-05-01 3 - 4.5 69023.47 7766.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2042-09-01 2.5 - 4 24775.97 8848.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2032-02-01 2 - 2.5 9565.36 5891.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 4 - 4 44837.73 10436.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2030-03-01 3.5 - 3.5 35781.44 36294.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 3.5 - 4.5 421377.93 395668.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 6 - 6 334092.00 2003.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2029-08-01 5 - 6.5 595085.93 14085.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 4 - 4 4083.91 1924.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 10791.15 2949.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2033-02-01 3 - 3 5062.00 1720.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2031-11-01 5 - 5.5 17737.25 6468.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2032-12-01 3 - 4 59882.12 51483.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3 - 3 4815.63 5002.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-12-01 2030-06-01 3 - 3.5 15810.59 7960.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3.5 - 3.5 6275.17 2455.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3 - 3 2935.96 2337.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2032-09-01 3.5 - 3.5 96359.61 58698.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2025-08-01 4.5 - 4.5 353511.11 7336.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2025-06-01 4 - 4 40561.81 6163.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2030-07-01 2 - 3.5 7494.63 4252.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2032-12-01 2.5 - 4.5 34748.64 19954.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-01-01 2032-12-01 2 - 6 320309.34 28271.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2.5 - 2.5 108922.25 111524.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-11-01 2024-11-01 4 - 4 40491.95 42530.11 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 2945396.58 3239803.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 307617.74 308384.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2029-05-01 3 - 3 13816.79 8805.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 2.5 - 3 4069.37 4186.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2033-11-01 4 - 4.5 273129.31 287003.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.49 - 3.73 196884.83 224213.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 3 - 3 998.73 1014.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2049-06-01 2 - 8.5 8039825.50 1558018.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2049-08-01 2 - 9 26525237.02 4819199.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 105190.38 114989.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0159 30372000.00 30372000.00 0.0027 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.61%, dated 2/28/2020 due 03/02/2020 1VUV7VQFKUOQSJ21A208 FHD125000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-12 2048-08-15 0 - 4.75 101804979.79 110759629.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1748962.22 1763898.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 1921456.88 1505099.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2050-02-20 2.5 - 4.5 26101561.49 15686103.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-03-01 2049-04-01 3 - 4.5 13687398.44 11994645.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 138691000.00 138691000.00 0.0123 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.62% 7LTWFZYICNSX8D621K86 FHC565000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 9902903.00 10301390.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 10000000.00 10000000.00 0.0009 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-12-01 2049-10-01 4 - 6.5 80532636.00 62228296.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 61000000.00 61000000.00 0.0054 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3 - 3.5 47014600.00 45231328.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-15 2041-03-15 4.5 - 4.5 187274.00 24588.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 5 - 5 372294.00 7483.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 2.59 - 2.59 1675000.00 1671197.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 46000000.00 46000000.00 0.0041 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 4.5 - 4.5 500000.00 82069.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-03-01 2036-03-01 5.5 - 5.5 622514.00 13886.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3 - 3 4763600.00 986630.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 6 - 6 1067072.00 32915.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2040-12-01 3.95 - 4.723 87912640.00 10895709.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-06-01 5.5 - 5.5 6545368.00 25037.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 40800000.00 9997612.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-07-20 2054-10-15 3 - 6 67740425.00 32964574.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-01 2050-02-01 3 - 6.5 66074429.00 50084912.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 103000000.00 103000000.00 0.0091 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-03-01 2031-01-01 4 - 5.5 3372880.00 285264.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2030-01-01 7.5 - 7.5 804934.00 8540.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 5.5 - 5.5 3964000.00 81510.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-12-20 3.1 - 4 45964642.00 36316325.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2049-08-01 2 - 6.5 33235603.00 25539420.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0159 61000000.00 61000000.00 0.0054 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 CYYGQCGNHMHPSMRL3R97 FHD125000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2040-02-15 1.375 - 6.25 38186377.71 43184810.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2048-09-01 3.5 - 4.5 965088.29 816830.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 2454904.20 2558041.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-02-01 2049-05-01 2.5 - 4.5 11500097.57 8193031.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 53672000.00 53672000.00 0.0047 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.60% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-12-20 2049-12-20 2.5 - 2.5 18144000.00 18493526.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-08-01 2047-07-01 4 - 4.5 2938714.00 1909194.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 20000000.00 20000000.00 0.0018 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.61% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 4 - 4 747380.00 634577.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-12-01 3.5 - 4.5 13832714.00 14669528.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 15000000.00 15000000.00 0.0013 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.61%, dated 2/28/2020 due 03/02/2020 KBVRJ5K57JZ3E2AVWX40 FHD125000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2026-02-15 0 - 2.75 7506530.75 8158025.07 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 7997000.00 7997000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.63% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 7099070.00 4084803.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0162 4000000.00 4000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-05-20 4 - 5 7875157.00 5101394.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0163 5000000.00 5000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 2020811.00 1983244.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-20 2041-10-20 3.534 - 3.534 13188912.00 8240918.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 10000000.00 10000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 13543179.00 13291411.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 13000000.00 13000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 14584962.00 14313828.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0163 14000000.00 14000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2045-08-20 3 - 3.5 35046435.00 6131430.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0163 6000000.00 6000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-05-20 2045-05-20 3 - 3 33988916.00 6129758.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0163 6000000.00 6000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-20 2041-10-20 3.534 - 3.534 16336980.00 10207947.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 10000000.00 10000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2049-01-20 4.5 - 5 7157595.00 4085938.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-05-01 2041-05-01 4.725 - 4.725 1000.00 45.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 4000000.00 4000000.00 0.0004 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 12006144.00 12243875.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 12000000.00 12000000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2049-06-01 3.216 - 4.769 70327414.00 5041973.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2048-06-20 4 - 5.5 1959114.00 1251957.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-05-01 2049-03-01 2.5 - 7 82427992.00 9008108.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 15000000.00 15000000.00 0.0013 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.61% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2048-10-01 2.5 - 4.5 10960584.00 8162190.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 8000000.00 8000000.00 0.0007 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.61%, dated 2/28/2020 due 03/02/2020 ZBUT11V806EZRVTWT807 FHD125000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 3906.99 3326.16 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2040-02-15 1.375 - 6.125 30555825.72 35469515.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5.5 - 5.5 14162.67 129.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 90923.97 93546.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 31013.82 22112.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 5.5 - 5.5 133249.58 10788.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-10-01 4 - 4.5 18890.78 11611.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 3017883.62 2559666.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 19983.28 266.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 33785.55 24891.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2033-01-01 2.5 - 2.5 8894.60 6745.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2056-08-01 2 - 7 18237048.99 15388704.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4.5 - 4.5 142.84 133.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 2442.19 2451.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 52536000.00 52536000.00 0.0046 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.61%, dated 2/28/2020 due 03/02/2020 ZOMOLU8CGIZRYZ7PFU34 FHD125000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2029-11-15 0 - 3.125 10610148.02 11146095.88 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-02-01 3 - 4.5 5104375.93 5118949.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 15944000.00 15944000.00 0.0014 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA788000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3447904.00 3177473.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3 - 3 4732768.00 4877089.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 3.5 - 3.5 1445100.00 833611.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 1997866.00 2038995.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-09-01 2049-10-01 3.189 - 4.1 22638356.00 2351669.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 13000000.00 13000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGD579000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3 - 3 3241.00 3330.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.83 - 3.83 39457.00 45456.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4 - 4 1710134.00 1843490.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.23 - 3.23 9853472.00 7319376.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-11-01 2049-09-01 2.5 - 4 4865285.00 4038211.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.66 - 2.66 23729.00 25328.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0164 13000000.00 13000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHA198000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-05-01 2042-08-01 2.915 - 3.487 26803458.00 7544525.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3 - 3 3096400.00 2658747.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 10000000.00 10000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHB284000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 1939030.00 2061316.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 2921932.00 3081431.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3.5 - 3.5 1683074.00 1789557.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.132 - 4.132 15948000.00 868480.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-04-01 2046-05-01 3 - 4.493 23429542.00 3421786.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0164 11000000.00 11000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHB285000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 2.543 - 2.543 24632992.00 8451031.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-01 2050-01-01 3 - 4 9042172.00 8892941.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0164 17000000.00 17000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHB943000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2.5 - 2.5 8328768.00 8466124.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-10-01 2049-05-01 3.521 - 4 25445561.00 5816493.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 14000000.00 14000000.00 0.0012 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.61%, dated 2/28/2020 due 03/02/2020 K5HU16E3LMSVCCJJJ255 FHD125000_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 3801100.35 3262130.50 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2040-02-15 1.375 - 4.625 3941883.01 4214300.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 180995.73 153572.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 217187.63 183215.69 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 7659000.00 7659000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 7TK5RJIZDFROZCA6XF66 FHD125000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-24 2024-12-31 0 - 1.75 24791378.24 24744151.42 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3 - 3 624698.45 631762.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2049-05-01 2 - 4 2484645.77 2506499.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 27332000.00 27332000.00 0.0024 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.60% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.42 - 3.42 12466181.00 13969739.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 5794286.00 5793388.97 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2021-04-15 0 - 2.375 10600.00 10779.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 15159045.00 15184423.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 1575031.00 1652156.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 10424082.00 11526626.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 1126462.00 1085964.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-08-01 6 - 6 76600.00 1074.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2048-05-01 3.5 - 5.5 11741941.00 10148324.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-05-01 3 - 3 2000.00 1396.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-05-01 2032-05-01 4 - 4 57856.00 28527.57 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 4.65 - 4.65 919000.00 1247743.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-06-01 2049-06-01 2.5 - 8.5 50821176.00 20960781.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 80000000.00 80000000.00 0.0071 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FGA905000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-02-01 2050-02-01 3 - 3 10921183.00 11235942.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 11000000.00 11000000.00 0.0010 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FHB283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-01-01 2050-01-01 3 - 3 9984445.00 10202337.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0164 10000000.00 10000000.00 0.0009 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.61%, dated 2/28/2020 due 03/02/2020 OXTKY6Q8X53C9ILVV871 FHD125000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 14.57 14.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 0 - 9 7876707.09 712357.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 376.42 359.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 23610.12 24545.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-03-20 2069-03-20 2.5 - 7.5 6792277.88 4492701.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-05-01 3.5 - 4.5 150303.50 149101.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 183781.09 126143.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-25 2055-09-01 2.86 - 8.5 11762767.67 9748978.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 267.78 240.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 3 - 4.5 759314.94 773799.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 38157.96 40804.04 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2029-07-15 0.25 - 2.75 3108308.48 3292256.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 352615.74 8597.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 163316.06 178335.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 183955.10 191712.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2021-11-29 1.875 - 1.875 60450.24 61671.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 4562058.61 3266331.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 13836.95 14664.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 2044-11-01 3.17 - 3.17 13.47 15.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 22627000.00 22627000.00 0.0020 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.61% OXTKY6Q8X53C9ILVV871 FHA677000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 93312.00 93610.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2049-03-01 4 - 7.5 6934760.00 157880.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 11533897.00 10462628.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2035-03-20 2050-02-20 3 - 4 803679.00 388725.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2050-02-01 2.85 - 4.5 12050028.00 10264433.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 1055341.00 1078743.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 22000000.00 22000000.00 0.0019 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.61% OXTKY6Q8X53C9ILVV871 FHB925000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2034-12-12 2034-12-12 2.625 - 2.625 1000.00 1044.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 1000.00 945.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-11-16 2028-11-16 3.25 - 3.25 80000.00 93059.79 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-04-20 2050-01-20 3 - 3.5 16271007.00 16916008.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 3.5 - 3.5 15604096.00 11599619.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-07 2049-09-01 1.625 - 6.625 32976912.00 29537619.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-12-01 2032-01-01 2.54 - 2.6 2000.00 2104.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 57000000.00 57000000.00 0.0050 N N Y N RBC Financial Group RBC Financial Group, 1.58% ES7IP3U3RHIGC71XBU11 FHC901000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 69888.00 70484.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2047-04-01 4 - 4 85452936.00 44315875.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-06-01 2049-08-01 3 - 4 42196123.00 42325055.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0157 85000000.00 85000000.00 0.0075 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FGG914000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 1035.00 1077.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2048-10-01 4 - 4.5 1023199.00 686604.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 1901.00 1276.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-01-20 2048-11-20 3.5 - 5 257661.00 81616.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2050-01-01 2.5 - 4.5 94067125.00 84974566.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 84000000.00 84000000.00 0.0074 N N Y N Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FHB964000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-02-15 0 - 7.25 9872200.00 12347979.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-01-01 4 - 4 1008.00 629.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 12000000.00 12000000.00 0.0011 N N Y N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FGD550000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-15 2045-02-15 0 - 3.875 7359052.52 10310443.11 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4 - 4 1000.00 669.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-01-01 4 - 4 1000.00 624.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0162 10000000.00 10000000.00 0.0009 N N N N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FGE176000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2048-05-15 0 - 8 17026030.07 21585840.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-11-01 2030-11-01 5.329 - 5.549 25705.00 57.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2047-09-15 3.125 - 4.5 56964.00 18434.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2048-08-01 2.35 - 5 313801.00 1721.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0162 21000000.00 21000000.00 0.0019 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.61%, dated 2/28/2020 due 03/02/2020 5U0XI89JRFVHWIBS4F54 FHD125000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.375 - 3.75 27264080.16 29462378.32 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2049-11-20 3 - 4.5 13285081.69 10117567.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 8348113.72 7836248.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 46424000.00 46424000.00 0.0041 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.61%, dated 2/28/2020 due 03/02/2020 5U0XI89JRFVHWIBS4F54 FHD125000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 12037637.92 12215617.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-03-01 2.5 - 3.5 156871504.78 149436183.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 7633842.59 7664528.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 164891000.00 164891000.00 0.0146 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.61% SUVUFHICNZMP2WKHG940 FHA687000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 4 - 4 49111930.00 38770401.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 38000000.00 38000000.00 0.0034 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VYVVCKR63DVZZN70PB21 FHD125000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2043-05-15 1.625 - 3.125 16726022.30 17298962.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-12-20 3 - 5 23640184.70 19726163.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2057-01-01 2 - 5.5 36092926.83 35006708.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 70610000.00 70610000.00 0.0062 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.61% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 3.5 - 3.5 30613410.00 31628485.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 31000000.00 31000000.00 0.0027 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0123 10959245.00 10959245.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0122 53788860.00 53788860.00 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0116 160033736.21 160033736.21 0.0141 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0123 14954687.55 14954687.55 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0131 20969243.82 20969243.82 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0110 40795011.48 40795011.48 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0124 32400245.48 32400245.48 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0124 64955876.70 64955876.70 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.54% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-03-02 2020-04-30 2020-04-30 N N N 0.0153 6000072.24 6000072.24 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0139 20074218.80 20074218.80 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0147 15038671.80 15038671.80 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0135 19017070.36 19017070.36 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0139 6009609.36 6009609.36 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0135 17009296.96 17009296.96 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 0.0133 20056250.00 20056250.00 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0128 37053476.47 37053476.47 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.60% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0129 37206679.78 37206679.78 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0129 51312773.31 51312773.31 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0145 3000351.57 3000351.57 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0143 4999218.75 4999218.75 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0124 23015273.38 23015273.38 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0125 6026250.00 6026250.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0122 17187265.54 17187265.54 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0126 26111718.88 26111718.88 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0136 28177162.16 28177162.16 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0126 7060976.58 7060976.58 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0120 2002265.62 2002265.62 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0118 3012070.32 3012070.32 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% to 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0148 8011946.40 8011946.40 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0126 2001328.12 2001328.12 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-03-02 2021-10-31 2021-10-31 N N N 0.0159 80289656.00 80289656.00 0.0071 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0151 2001260.56 2001260.56 0.0002 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FHD253000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 13000000.00 13000000.00 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. CIBC Bank U.S.A. CIBC Bank U.S.A., 1.50% 2IGI19DL77OX0HC3ZE78 FHD091000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-04-01 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0149 2000000.00 2000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Lloyds Bank PLC Lloyds Bank PLC, 1.59% H7FNTJ4851HG0EXQ1Z70 FHC062000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0158 18000000.00 18000000.00 0.0016 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FHC966000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 9000000.00 9000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FHC978000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 5000000.00 5000000.00 0.0004 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2020-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer