N-MFP2 0000035315 XXXXXXXX 2020-04-30 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. 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0.0034 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-11 2021-06-11 N N N 0.0025 47941019.04 47941019.04 0.0034 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-09-10 2021-09-10 N N N 0.0031 47898193.92 47898193.92 0.0034 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-12-10 2021-12-10 N N N 0.0036 48841654.05 48841654.05 0.0035 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2022-03-09 2022-03-09 N N N 0.0030 20952073.59 20952073.59 0.0015 N N N N Fannie Mae Fannie Mae, 0.18% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2022-03-11 2022-03-11 N N N 0.0030 48887319.60 48887319.60 0.0035 N N N N Fannie Mae Fannie Mae, 0.20% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-05 2021-04-05 N N N 0.0022 34993415.10 34993415.10 0.0025 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-07-06 2021-07-06 N N N 0.0027 15994274.88 15994274.88 0.0012 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-24 2021-03-24 N N N 0.0028 22995827.80 22995827.80 0.0017 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2022-05-04 2022-05-04 N N N 0.0028 19000000.00 19000000.00 0.0014 N N N N Fannie Mae Fannie Mae, 0.29% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-10-27 2021-10-27 N N N 0.0031 27991560.80 27991560.80 0.0020 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-07-06 2021-07-06 N N N 0.0026 30010751.10 30010751.10 0.0022 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-26 2021-04-26 N N N 0.0023 52031606.12 52031606.12 0.0037 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-10-04 2021-10-04 N N N 0.0032 50485416.61 50485416.61 0.0036 N N N N Fannie Mae Fannie Mae, 0.32% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-10-25 2021-10-25 N N N 0.0034 37988590.88 37988590.88 0.0027 N N N N Fannie Mae Fannie Mae, 0.32% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. 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US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-05-23 2020-10-23 2020-10-23 N N N 0.0060 4001366.00 4001366.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.68% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0061 3000111.60 3000111.60 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.98% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-12-03 2020-12-03 N N N 0.0103 8997617.79 8997617.79 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.99% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2021-03-03 2021-03-03 N N N 0.0103 3998827.16 3998827.16 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.00% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-08-06 2020-08-06 N N N 0.0094 6001037.16 6001037.16 0.0004 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 0.0054 2001717.20 2001717.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-05 2020-06-05 N N N 0.0005 2999941.32 2999941.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-28 2020-08-28 N N N 0.0023 40973117.94 40973117.94 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-19 2020-08-19 N N N 0.0017 35085034.41 35085034.41 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-28 2020-09-28 N N N 0.0026 19981264.00 19981264.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-05 2020-08-05 N N N 0.0020 19991299.20 19991299.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-11-06 2020-11-06 N N N 0.0023 7992406.00 7992406.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-21 2020-08-21 N N N 0.0021 26985823.65 26985823.65 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-04 2020-09-04 N N N 0.0024 42970449.54 42970449.54 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-09 2021-02-09 N N N 0.0028 11978347.32 11978347.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-25 2021-02-25 N N N 0.0026 10980389.42 10980389.42 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-25 2020-08-25 N N N 0.0021 2998464.48 2998464.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-01-28 2021-01-28 N N N 0.0013 10994457.76 10994457.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-28 2020-09-28 N N N 0.0006 1999964.10 1999964.10 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-01-22 2021-01-22 N N N 0.0023 5992439.70 5992439.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-06 2020-05-06 N N N 0.0006 11000020.35 11000020.35 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-05-14 2021-05-14 N N N 0.0032 47875869.12 47875869.12 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-26 2021-02-26 N N N 0.0013 30986045.04 30986045.04 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0009 12999090.00 12999090.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-07-08 2021-07-08 N N N 0.0017 12986709.06 12986709.06 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-07-24 2020-07-24 N N N 0.0005 13001082.51 13001082.51 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-11 2021-06-11 N N N 0.0023 20965730.31 20965730.31 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-07-23 2021-07-23 N N N 0.0017 18979898.76 18979898.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-11 2020-05-11 N N N 0.0011 15999919.20 15999919.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-10-02 2020-10-02 N N N 0.0011 34996985.80 34996985.80 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-04 2021-03-04 N N N 0.0032 92816949.96 92816949.96 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-11 2020-09-11 N N N 0.0025 3997798.76 3997798.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0008 157997235.00 157997235.00 0.0114 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-07-17 2020-07-17 N N N 0.0005 9001163.79 9001163.79 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-07-29 2020-07-29 N N N 0.0020 16996396.51 16996396.51 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-12-23 2020-12-23 N N N 0.0015 999736.64 999736.64 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-22 2021-02-22 N N N 0.0025 13984510.54 13984510.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0012 15995253.28 15995253.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0012 36988776.79 36988776.79 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-10 2020-06-10 N N N 0.0008 15000664.50 15000664.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-10-01 2020-10-01 N N N 0.0009 19002329.40 19002329.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 6999349.00 6999349.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2022-02-10 2022-02-10 N N N 0.0019 13983774.00 13983774.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-12 2021-03-12 N N N 0.0014 19997127.80 19997127.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-10-07 2020-10-07 N N N 0.0015 26897621.77 26897621.77 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 2999160.00 2999160.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJKE8 2549001DPIFGXC1TOL40 US3130AJKE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0015 10999529.86 10999529.86 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0012 10995746.63 10995746.63 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-10-16 2020-10-16 N N N 0.0026 17989726.32 17989726.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 0.20% 313384XC8 2549001DPIFGXC1TOL40 US313384XC85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 17999100.00 17999100.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0010 4999541.65 4999541.65 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-04 2021-06-04 N N N 0.0016 11998015.20 11998015.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-10 2021-03-10 N N N 0.0015 19999998.60 19999998.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XK0 2549001DPIFGXC1TOL40 US313384XK02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0009 22998447.50 22998447.50 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0010 22998019.47 22998019.47 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.27% 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 4998633.35 4998633.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 11996520.00 11996520.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 7997653.36 7997653.36 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-07-24 2020-07-24 N N N 0.0019 48747679.50 48747679.50 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0010 8999125.02 8999125.02 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.20% 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0012 97977786.34 97977786.34 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-09 2021-04-09 N N N 0.0022 27989298.96 27989298.96 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 313384YN3 2549001DPIFGXC1TOL40 US313384YN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0010 83987400.00 83987400.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384XH7 2549001DPIFGXC1TOL40 US313384XH72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0009 22998562.50 22998562.50 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 23995039.92 23995039.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 10997580.00 10997580.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 108975657.03 108975657.03 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-13 2021-04-13 N N N 0.0020 26011128.78 26011128.78 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-25 2020-09-25 N N N 0.0026 46746141.72 46746141.72 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-05-13 2021-05-13 N N N 0.0028 16994615.76 16994615.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-07 2021-04-07 N N N 0.0024 4000375.44 4000375.44 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 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 0.0009 17999145.00 17999145.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0012 36985816.79 36985816.79 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-06 2021-04-06 N N N 0.0028 10997926.39 10997926.39 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-25 2021-03-25 N N N 0.0024 83037492.76 83037492.76 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0013 25988357.72 25988357.72 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0013 33984652.74 33984652.74 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0013 51974274.56 51974274.56 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 21988401.16 21988401.16 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0013 23987260.08 23987260.08 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0013 10993366.34 10993366.34 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 1.58% 313384WZ8 2549001DPIFGXC1TOL40 US313384WZ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0009 52997747.50 52997747.50 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0010 4999416.65 4999416.65 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YL7 2549001DPIFGXC1TOL40 US313384YL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0010 1999711.12 1999711.12 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0013 74962083.00 74962083.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0013 15991160.00 15991160.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0052 24981045.25 24981045.25 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0013 9994836.10 9994836.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0031 5000863.80 5000863.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0077 7986795.92 7986795.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-07-28 2020-07-28 N N N 0.0039 5000354.75 5000354.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-07-28 2020-07-28 N N N 0.0039 9000748.44 9000748.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-08-28 2020-08-28 N N N 0.0041 37002352.46 37002352.46 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 19991811.00 19991811.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 4997952.75 4997952.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 9995905.50 9995905.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 1999181.10 1999181.10 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0044 2000042.16 2000042.16 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-11-27 2020-11-27 N N N 0.0049 6999199.41 6999199.41 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 14996562.00 14996562.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-08-26 2020-08-26 N N N 0.0046 5000316.20 5000316.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 19995416.00 19995416.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 19990394.40 19990394.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 313384XY0 2549001DPIFGXC1TOL40 US313384XY06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0010 27996888.92 27996888.92 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2021-03-24 2021-03-24 N N N 0.0058 19991957.80 19991957.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2021-03-24 2021-03-24 N N N 0.0058 4997989.45 4997989.45 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-06-24 2020-06-24 N N N 0.0050 3000253.29 3000253.29 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-08-24 2020-08-24 N N N 0.0054 13000824.46 13000824.46 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-08-24 2020-08-24 N N N 0.0054 8000760.56 8000760.56 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-11-24 2020-11-24 N N N 0.0055 34004715.46 34004715.46 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2021-02-22 2021-02-22 N N N 0.0068 9995053.70 9995053.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-23 2021-02-23 2021-02-23 N N N 0.0064 2999721.72 2999721.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-08-21 2020-08-21 N N N 0.0064 18001101.60 18001101.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-08-18 2020-08-18 N N N 0.0069 9999407.10 9999407.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0069 9999396.00 9999396.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2021-04-20 2021-04-20 N N N 0.0071 29994192.90 29994192.90 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0067 17000291.55 17000291.55 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-16 2021-02-16 2021-02-16 N N N 0.0080 19990400.40 19990400.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-17 2020-07-17 2020-07-17 N N N 0.0070 9000758.16 9000758.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2021-03-19 2021-03-19 N N N 0.0073 35001690.15 35001690.15 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2021-03-19 2021-03-19 N N N 0.0073 7000338.03 7000338.03 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2021-01-22 2021-01-22 N N N 0.0067 4001816.80 4001816.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% to 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0000 13000000.00 13000000.00 0.0009 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 22999488.94 22999488.94 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 4999891.70 4999891.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-09-11 2020-09-11 N N N 0.0080 14898544.87 14898544.87 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-09-11 2020-09-11 N N N 0.0080 2999707.02 2999707.02 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-08-13 2020-08-13 N N N 0.0080 4999637.35 4999637.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-12-11 2020-12-11 N N N 0.0083 19994894.20 19994894.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-08-12 2020-08-12 N N N 0.0080 19999410.60 19999410.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2021-01-13 2021-01-13 N N N 0.0083 14995165.80 14995165.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-14 2020-12-14 2020-12-14 N N N 0.0083 14996546.40 14996546.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-16 2020-11-16 2020-11-16 N N N 0.0077 16001760.32 16001760.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2021-02-11 2021-02-11 N N N 0.0084 19993808.80 19993808.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2021-02-12 2021-02-12 N N N 0.0082 19996883.80 19996883.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2021-02-12 2021-02-12 N N N 0.0084 6997818.31 6997818.31 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-07-15 2020-07-15 N N N 0.0076 4000334.88 4000334.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-06-15 2020-06-15 N N N 0.0077 2000061.08 2000061.08 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0078 20000185.40 20000185.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2021-01-08 2021-01-08 N N N 0.0087 12995934.77 12995934.77 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 3000331.17 3000331.17 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 9000993.51 9000993.51 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 2000220.78 2000220.78 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 15001666.05 15001666.05 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 7000796.95 7000796.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 2000227.70 2000227.70 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 15001707.75 15001707.75 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0087 29000179.22 29000179.22 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-07-08 2020-07-08 N N N 0.0086 9000769.05 9000769.05 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHHZ9 2549001DPIFGXC1TOL40 US3130AHHZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0093 3000000.00 3000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-01 2020-06-01 N N N 0.0094 36000874.80 36000874.80 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 7000279.93 7000279.93 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0088 15000296.70 15000296.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-01 2020-09-01 N N N 0.0095 3000192.54 3000192.54 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 2000106.64 2000106.64 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 5000266.60 5000266.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-07-07 2020-07-07 N N N 0.0093 9000769.86 9000769.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 11000586.52 11000586.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 13000327.73 13000327.73 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 2000050.42 2000050.42 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 1000025.21 1000025.21 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-06-03 2020-06-03 N N N 0.0097 4000100.84 4000100.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0103 29000000.00 29000000.00 0.0021 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-01 2021-02-01 N N N 0.0099 2000923.68 2000923.68 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 41998886.58 41998886.58 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 20999433.63 20999433.63 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0117 20999305.32 20999305.32 0.0015 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 0.0009 55996360.00 55996360.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AHD59 2549001DPIFGXC1TOL40 US3130AHD592 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0146 23000306.36 23000306.36 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AE6Z8 2549001DPIFGXC1TOL40 US3130AE6Z86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0153 1000000.00 1000000.00 0.0001 N Y Y 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 3000042.09 3000042.09 0.0002 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 0.0008 9999700.00 9999700.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0008 35998740.00 35998740.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384XA2 2549001DPIFGXC1TOL40 US313384XA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0009 9999550.00 9999550.00 0.0007 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 0.0008 10999862.50 10999862.50 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0009 52997217.50 52997217.50 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0041 15022590.45 15022590.45 0.0011 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 0.0041 7010771.18 7010771.18 0.0005 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 0.0041 14922927.23 14922927.23 0.0011 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 0.0041 10015185.10 10015185.10 0.0007 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 0.0010 9998694.40 9998694.40 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0041 10016306.70 10016306.70 0.0007 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 0.0041 21037330.23 21037330.23 0.0015 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 0.0041 21037330.23 21037330.23 0.0015 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 0.0041 10018773.50 10018773.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 2999533.32 2999533.32 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0163 24997923.25 24997923.25 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-11-04 2020-11-04 N N N 0.0159 6000678.12 6000678.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-09-14 2020-09-14 N N N 0.0164 9999131.10 9999131.10 0.0007 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 0.0042 17034334.22 17034334.22 0.0012 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 0.0041 21042069.30 21042069.30 0.0015 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 14998808.55 14998808.55 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0166 60995837.97 60995837.97 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0170 8999191.80 8999191.80 0.0006 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-08 2020-05-08 N N N 0.0008 17999856.72 17999856.72 0.0013 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-09 2020-09-09 N N N 0.0008 20997353.58 20997353.58 0.0015 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-05 2021-02-05 N N N 0.0007 5998481.34 5998481.34 0.0004 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-08 2020-09-08 N N N 0.0003 35000917.00 35000917.00 0.0025 N N N N Freddie Mac Freddie Mac, 0.05% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-10 2020-09-10 N N N 0.0011 6628549.09 6628549.09 0.0005 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-06 2020-05-06 N N N 0.0008 35999845.56 35999845.56 0.0026 N N Y N Freddie Mac Freddie Mac, 0.05% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-12-14 2020-12-14 N N N 0.0006 53997110.46 53997110.46 0.0039 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-12-10 2021-12-10 N N N 0.0040 35853571.44 35853571.44 0.0026 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-24 2021-06-24 N N N 0.0028 8000004.56 8000004.56 0.0006 N N N N Freddie Mac Freddie Mac, 0.32% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-10-22 2021-10-22 N N N 0.0034 42987159.77 42987159.77 0.0031 N N N N Barclays Bank PLC Barclays Bank PLC, 0.04% G5GSEF7VJP5I7OUK5573 FJJ127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-02-15 2045-02-15 2.5 - 4.75 159799200.00 231530856.80 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 226000000.00 226000000.00 0.0163 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJG180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-06 2027-03-31 0 - 2.25 6012300.00 6120161.38 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 6000000.00 6000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJE241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2024-06-30 1.75 - 1.75 14788900.00 15300554.24 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 15000000.00 15000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 6820000.00 7490711.40 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 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 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJI133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2048-08-15 1.625 - 4.75 55372900.00 62220291.14 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 61000000.00 61000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJJ222000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2030-02-15 2030-02-15 1.5 - 1.5 7488800.00 8160041.06 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 8000000.00 8000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-03-31 2046-11-15 0.625 - 4.375 41333900.00 47141029.58 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 46000000.00 46000000.00 0.0033 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-02-15 1.375 - 4.75 20702800.00 24480241.25 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0006 24000000.00 24000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.17% R0MUWSFPU8MPRO8K5P83 FIB362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0.168 - 4.75 25597300.00 29638928.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0017 29000000.00 29000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-05-15 0.168 - 6.125 25708800.00 33985981.68 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 33000000.00 33000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0.168 - 7.625 6546111.00 9291607.45 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0006 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.04% 549300IMBXQ8SGH3HJ31 FJJ175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2026-07-31 1.375 - 2.625 154781100.00 165240253.25 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 162000000.00 162000000.00 0.0117 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 FJI130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2028-08-15 1.625 - 2.875 56932200.00 62220303.34 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 61000000.00 61000000.00 0.0044 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 FJI639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2026-08-31 1.375 - 2.875 42983400.00 46920174.04 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0006 46000000.00 46000000.00 0.0033 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 FJJ198000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-28 2044-08-15 0 - 3.125 34724100.00 47337017.50 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 46000000.00 46000000.00 0.0033 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FIH300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 13429400.00 20601548.38 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y CREDIT AG CIB (GOV REPO) 1.0000 1 N N/A N/A N N 0.0009 20000000.00 20000000.00 0.0014 N Y Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJG483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-05-15 2044-05-15 3.375 - 3.375 28780800.00 42230937.12 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 41000000.00 41000000.00 0.0029 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJF839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 13428700.00 20600474.54 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 20000000.00 20000000.00 0.0014 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 FII221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 13429600.00 20601855.20 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y CREDIT AG CIB (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 20000000.00 20000000.00 0.0014 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 FJE812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 14100400.00 21630904.79 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 21000000.00 21000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FJJ146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2030-02-15 1.5 - 2.625 21709000.00 24519323.40 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 24000000.00 24000000.00 0.0017 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.04% ANGGYXNX0JLX3X63JN86 FJJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-25 2028-11-15 0 - 5.25 23026000.00 32640039.30 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 32000000.00 32000000.00 0.0023 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 FJJ106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2049-02-15 2.25 - 3 60707100.00 70464883.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 69000000.00 69000000.00 0.0050 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-28 2025-02-28 2.75 - 2.75 1821100.00 2040042.52 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2000000.00 2000000.00 0.0001 N Y Y N DNB Bank ASA DNB Bank ASA, 0.04% 549300GKFG0RYRRQ1414 FJJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-09-30 2028-02-15 1.5 - 2.75 57116300.00 62132103.58 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 57000000.00 57000000.00 0.0041 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.04% 549300H47WTHXPU08X20 FJJ131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 142698900.00 161160068.39 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 158000000.00 158000000.00 0.0114 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.05% 549300H47WTHXPU08X20 FJJ172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 46964200.00 53040028.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 52000000.00 52000000.00 0.0037 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.04% 549300H47WTHXPU08X20 FJJ130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-15 2022-12-15 1.625 - 1.625 209435000.00 218292757.56 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 214000000.00 214000000.00 0.0154 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.04% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-01-31 2.375 - 2.375 28916000.00 30775580.81 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 30000000.00 30000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-15 2021-07-15 2.625 - 2.625 60000000.00 62230525.85 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 61000000.00 61000000.00 0.0044 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.20% 213800MBWEIJDM5CU638 FIH158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 9135500.00 10217562.47 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0020 10000000.00 10000000.00 0.0007 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.27% 213800MBWEIJDM5CU638 FIH160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 9135500.00 10217562.47 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 10000000.00 10000000.00 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 FII587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 6 9551000.00 10221556.08 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0015 10000000.00 10000000.00 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE786000 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 7702700.00 10229090.38 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0018 10000000.00 10000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2026-02-15 1.875 - 6 9872500.00 10203040.86 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0018 10000000.00 10000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2026-08-15 1.5 - 1.875 19765600.00 20426431.42 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 20000000.00 20000000.00 0.0014 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 9930100.00 10225223.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0083 10000000.00 10000000.00 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 8900100.00 9232570.08 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 0.0006 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 5408300.00 7182155.51 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 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGI293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.625 - 6 19107000.00 20501061.59 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 0.0014 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 FJJ174000 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 26400000.00 30853912.09 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 30000000.00 30000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.05% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 57380000.00 61190387.76 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 60000000.00 60000000.00 0.0043 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.04% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-02-15 2040-02-15 4.625 - 4.625 9844400.00 16320041.72 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 16000000.00 16000000.00 0.0012 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.05% 549300Y1PMK3RWXMWR72 FJH064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2029-02-15 0.25 - 3.125 15273100.00 15300254.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 15000000.00 15000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-08-15 1.125 - 2.25 37344400.00 40789285.36 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 40000000.00 40000000.00 0.0029 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.75 - 1.75 45150100.00 46910347.06 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 46000000.00 46000000.00 0.0033 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJH641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2047-02-15 3 - 3.625 3945500.00 4084722.84 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 4000000.00 4000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 FJH637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2047-02-15 1.625 - 3 33234000.00 35797900.92 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0006 35000000.00 35000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2047-02-15 1.625 - 3 1900300.00 2046182.36 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 2000000.00 2000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-02-15 2047-02-15 2.625 - 3 9519400.00 11225353.26 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 11000000.00 11000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJH105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2047-02-15 2.875 - 3 21283400.00 23492383.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0008 23000000.00 23000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2047-02-15 1.125 - 3 20020700.00 21419671.01 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 21000000.00 21000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI747000 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 18570700.00 20400921.56 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 20000000.00 20000000.00 0.0014 N N Y N Natixis SA Natixis SA, 0.04% KX1WK48MPD4Y2NCUIZ63 FJJ197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-22 2049-05-15 0 - 3.375 118316500.00 125529341.74 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 123000000.00 123000000.00 0.0088 N Y Y N Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJD522000 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 9946100.00 10200759.54 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0018 10000000.00 10000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJE184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 8939900.00 10200703.39 U.S. Treasuries (including strips) Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0018 10000000.00 10000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7389700.00 8166627.19 U.S. Treasuries (including strips) Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0057 8000000.00 8000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.85% 5493007VSMFZCPV1NB83 FHF899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 14321800.00 16341618.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0085 16000000.00 16000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 1.56% 5493007VSMFZCPV1NB83 FHC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 4799900.00 5113968.30 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 8641800.00 9207252.50 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 0.0006 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 4802500.00 5116738.42 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 2881700.00 3070256.14 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 0.0002 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGJ654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 12485300.00 13302241.39 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 0.0009 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 FJF280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2044-11-15 1.5 - 7.125 68613300.00 72421404.52 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 71000000.00 71000000.00 0.0051 N N Y N RBC Financial Group RBC Financial Group, 0.16% ES7IP3U3RHIGC71XBU11 FIB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2049-08-15 1.125 - 2.25 29209100.00 31675107.66 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0016 31000000.00 31000000.00 0.0022 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.06% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2021-12-31 1.625 - 1.625 14866900.00 15300043.95 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 15000000.00 15000000.00 0.0011 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.05% 6PJDTY319315T5LR2241 FJJ126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-11-15 2.25 - 2.75 716204000.00 785023943.77 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 770000000.00 770000000.00 0.0554 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJI684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2042-08-15 1.625 - 2.75 18761400.00 20400206.94 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0005 20000000.00 20000000.00 0.0014 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJJ192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-16 2050-02-15 0 - 6.25 39389900.00 40850985.01 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0005 40000000.00 40000000.00 0.0029 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FJI163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2049-05-15 0 - 6.25 13829500.00 18467190.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 18000000.00 18000000.00 0.0013 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 0.19% 9127962L2 US9127962L27 U.S. Treasury Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0006 249495329.36 249495329.36 0.0179 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0007 35499086.59 35499086.59 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962K4 US9127962K44 U.S. Treasury Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 60699662.51 60699662.51 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962N8 US9127962N82 U.S. Treasury Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0009 46997144.28 46997144.28 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962P3 US9127962P31 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 241980068.88 241980068.88 0.0174 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 16996992.70 16996992.70 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 137987292.96 137987292.96 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 19993930.60 19993930.60 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0011 109967275.00 109967275.00 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0011 74972343.75 74972343.75 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.27% 9127962W8 US9127962W81 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 162476076.75 162476076.75 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0008 65288590.78 65288590.78 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0011 11995837.44 11995837.44 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0012 85955853.62 85955853.62 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796SR1 US912796SR11 U.S. Treasury Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 5999674.98 5999674.98 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0010 51990407.04 51990407.04 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0010 63983399.68 63983399.68 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.17% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0009 280566835.89 280566835.89 0.0202 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0012 39979866.80 39979866.80 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962M0 US9127962M00 U.S. Treasury Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0008 325886351.31 325886351.31 0.0234 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 99967613.00 99967613.00 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% to 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 0.0007 34998227.95 34998227.95 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0009 69985037.50 69985037.50 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796SZ3 US912796SZ37 U.S. Treasury Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0010 31993075.52 31993075.52 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0009 199980500.00 199980500.00 0.0144 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0012 10995160.00 10995160.00 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0009 10998606.63 10998606.63 0.0008 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 0.0008 53992987.56 53992987.56 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0011 40986823.01 40986823.01 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0014 28032114.04 28032114.04 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-05-01 2022-01-31 2022-01-31 N N N 0.0020 24031521.36 24031521.36 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-10-31 2021-10-31 N N N 0.0019 80282695.20 80282695.20 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0015 11119453.18 11119453.18 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0012 39148610.67 39148610.67 0.0028 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 0.0014 20079080.20 20079080.20 0.0014 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 0.0018 15029493.00 15029493.00 0.0011 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 0.0013 6017545.86 6017545.86 0.0004 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 0.0012 19047735.98 19047735.98 0.0014 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 0.0012 17049012.87 17049012.87 0.0012 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 0.0013 37233443.36 37233443.36 0.0027 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 0.0012 20094951.20 20094951.20 0.0014 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 0.0010 51378515.88 51378515.88 0.0037 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 0.0014 5005222.65 5005222.65 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 0.0009 23098828.24 23098828.24 0.0017 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 0.0013 6046875.00 6046875.00 0.0004 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 0.0014 17232421.96 17232421.96 0.0012 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 0.0015 28231875.00 28231875.00 0.0020 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 0.0011 26174687.50 26174687.50 0.0019 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 0.0012 2012500.00 2012500.00 0.0001 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 0.0013 3026250.00 3026250.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0012 2010468.76 2010468.76 0.0001 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.04%, dated 4/30/2020 due 05/01/2020 B4TYDEB6GKMZO031MB27 FJJ346000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 247143559.62 68278039.04 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 66751000.00 66751000.00 0.0048 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJH621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 9433700.00 10517820.80 U.S. Treasuries (including strips) TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2039-09-15 2039-09-15 5.25 - 5.25 716000.00 1102023.17 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2047-04-20 4 - 4 22849204.00 11840333.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 23000000.00 23000000.00 0.0017 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJH625000 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 2047-04-20 2047-04-20 4 - 4 45272872.00 23460156.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0006 23000000.00 23000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJJ221000 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 2047-04-20 2047-04-20 4 - 4 45272646.00 23460039.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 23000000.00 23000000.00 0.0017 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 FJJ111000 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 1.168 - 1.168 5882581.00 4120007.34 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 4000000.00 4000000.00 0.0003 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 FII047000 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 2049-02-20 2049-02-20 1.168 - 1.168 9165922.00 7210639.41 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 7000000.00 7000000.00 0.0005 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.03%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ383000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 0.41 0.40 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 1706261.94 1987541.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 108667.58 40246.21 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 43.86 44.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 840.05 869.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 7739.45 383.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 28192.57 19152.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 2000000.00 2000000.00 0.0001 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.04%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ346000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 1.45 1.38 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 5961679.22 6944471.25 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 153.26 154.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 2935.13 3038.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 27041.63 1338.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 98504.83 66918.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 379684.53 140620.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 6988000.00 6988000.00 0.0005 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.07% R0MUWSFPU8MPRO8K5P83 FJH054000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2030-05-15 2036-05-15 N/A 25411691.59 21706711.80 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-04-20 2067-07-20 1.028 - 4.5 498884.00 336934.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-05-01 2050-04-01 0.937 - 3 367632.00 193915.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2048-12-01 0 - 7 1673561.00 322637.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-12-24 2037-03-30 2.35 - 4 90000.00 90880.02 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0007 22000000.00 22000000.00 0.0016 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.07% R0MUWSFPU8MPRO8K5P83 FJH639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 536679.00 513559.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-02-15 2032-02-15 6 - 6 4011.00 186.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2037-03-30 2.35 - 3.54 2635000.00 2644299.81 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-10-20 2048-08-20 3.125 - 3.5 2883950.00 746808.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-04-01 2050-04-01 2.797 - 4.004 4655376.00 4249285.57 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2031-05-15 2046-08-15 0 - 4.75 8733.02 11019.15 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 8000000.00 8000000.00 0.0006 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.04%, dated 4/30/2020 due 05/01/2020 VJW2DOOHGDT6PR0ZRO63 FJJ346000_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 - 7.25 308.84 3.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 11581.38 23.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 39378.37 161.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 12971.14 28.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 27653.79 88.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 432.37 9.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-12-01 2.5 - 5 797878.60 444631.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 18890.30 169.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 586.79 42.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 1452.15 51.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 7720.92 27.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 11168.34 153.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 1158.14 18.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 772.09 61.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 132464.52 137763.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 258.47 10.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 330456.99 343738.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 2223.62 37.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 1853.02 89.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 288515.65 302737.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 80760.79 64806.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 525.02 415.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 1218.79 1044.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 895.87 819.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 2192.74 1327.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 833.86 15.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 78339.35 304.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 11197.99 7019.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-04-01 2.5 - 4 11149178.65 11765512.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 8231.11 837.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 8523.89 330.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 185.30 71.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2 - 9.5 6926314.73 5048024.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 30.88 6.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 1484.36 729.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 94.78 51.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-02-01 2.5 - 4 541968.79 564292.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 476071.72 73.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 3771.95 1159.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 185.55 97.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 53891.16 2295.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 14638.86 9190.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 432.37 240.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 1002.24 737.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 320244.26 10192.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 4974.03 1230.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 241059.80 154038.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 37395.06 1079.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 553405.16 306877.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 56239.16 18767.35 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2031-06-15 0 - 3.875 710.32 639.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-01-01 3 - 3.5 432.37 433.28 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2050-02-15 0 - 8.75 34335954.13 34902699.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-01 2027-03-22 0 - 5.365 17861568.62 17999876.24 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-01-25 2050-02-03 0.2 - 5.625 6847773.64 6961589.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 30883.67 31781.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2049-06-01 1.125 - 7.5 4524392.13 2606628.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 249262.07 263803.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-25 2050-04-01 0.14 - 9.5 17729525.22 12548786.58 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 30.88 26.68 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 92651000.00 92651000.00 0.0067 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.04%, dated 4/30/2020 due 05/01/2020 8NAV47T0Y26Q87Y0QP81 FJJ346000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2047-02-15 0.625 - 3 6289636.20 7164361.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-20 2070-03-20 2.059 - 5.237 9326841.85 9741797.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 17967965.15 11618883.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 41243853.92 40065265.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 7600066.57 7134197.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 5062920.30 3711528.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0004 77858000.00 77858000.00 0.0056 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 FJI726000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-08-01 2050-04-01 3 - 4 9672991.00 10200062.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-29 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 10000000.00 10000000.00 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.04%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ346000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 24697.05 159.48 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 14946569.25 15662440.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 8968.34 9486.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 741993.55 764280.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 1071394.84 1067644.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 3006164.69 63348.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 1052403.41 969307.37 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 41781.95 46982.19 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 202580.47 177320.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 516.49 6.19 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 152539.17 156146.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 10.78 12.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 215.07 207.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 18542000.00 18542000.00 0.0013 N Y Y N Citibank NA Citibank NA, 0.05% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-10-09 2028-11-16 1.115 - 3.25 7545000.00 7602713.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-26 2030-11-15 1.375 - 6.625 32000.00 35210.52 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2042-08-15 0.125 - 8 16030900.00 17792293.10 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-07-20 2028-09-19 0.481 - 2.65 5281000.00 5284816.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-08-05 2022-08-05 0.16 - 0.16 4006000.00 3979150.90 Agency Debentures and Agency Strips Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 34000000.00 34000000.00 0.0024 N N Y N Citibank NA Citibank NA, 0.05% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2025-07-15 N/A 14000.00 13798.94 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-07-20 2020-07-20 0.708 - 0.708 1000.00 1000.11 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-15 2039-12-15 5.5 - 5.5 1356.00 75.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2026-09-24 0.25 - 2.875 21000.00 21790.02 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2043-02-15 0.375 - 8.75 4198300.00 4376155.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2023-06-19 2031-03-15 0 - 2.75 3000.00 3023.16 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2023-09-15 2023-09-15 N/A 2000.00 1947.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-10-09 2040-03-26 1.115 - 2.34 1695000.00 1702714.37 Agency Debentures and Agency Strips Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 6000000.00 6000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.05% MBNUM2BPBDO7JBLYG310 0000315030 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 2035-04-01 2035-04-01 3 - 3 1000.00 1058.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 2.5 - 3.5 22391384.00 23459822.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0005 23000000.00 23000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 MBNUM2BPBDO7JBLYG310 FJJ346000_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 2040-06-01 2040-08-01 5 - 5.5 66352.97 7480.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2048-02-01 3 - 5 222887.40 194271.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2039-07-01 5.5 - 5.5 923524.46 55116.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2040-04-01 4 - 5.5 525137.39 71675.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2040-03-01 2.5 - 4 796940.06 821350.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2028-11-15 0.425 - 3.125 12649003.68 13969116.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 982828.68 808151.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-12-01 4 - 4 33716.94 15423.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4 - 4 117051.02 78844.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2044-04-01 4 - 4 55865.51 54423.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 4 - 4 25395.00 11127.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-06-01 3.5 - 4 32389.70 16565.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2043-05-01 3.5 - 3.5 46828.38 17359.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-08-01 2048-04-01 2.5 - 7 35941212.06 15939027.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2048-02-01 3.5 - 4 230751.20 190697.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-03-01 3.5 - 4.5 196201.91 156166.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4 - 4 4974.80 3477.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5.5 - 5.5 108337.06 9481.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2045-02-01 4 - 6.5 351110.88 121168.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2048-03-01 3 - 5 704262.06 521361.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2046-06-01 3 - 3.5 51484.06 34386.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2042-04-01 4 - 6.5 2378848.83 183905.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2039-01-01 5.5 - 7 1515890.57 41717.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 858579.43 613582.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 4 - 4 462798.48 202051.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 4 - 4 104577.28 103602.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 5.5 - 5.5 5833.84 1843.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-07-01 5.5 - 5.5 232299.85 38849.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-02-01 3.5 - 6.5 2135822.42 1798227.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-09-01 5.5 - 5.5 82646.48 8357.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2040-04-01 2.5 - 4 379892.72 387923.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-10-01 3.5 - 4 346382.46 283014.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-08-01 3.5 - 3.5 240638.39 171380.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2048-04-01 2.5 - 7 11908519.59 4415500.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-03-01 3.5 - 3.5 74220.04 74481.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 60948.00 11235.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 22276.49 12350.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0004 40632000.00 40632000.00 0.0029 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.04%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ346000_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 2020-06-11 2047-08-15 0 - 6.5 49651280.13 54314726.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 4286516.72 3531752.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 603734.75 606649.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 381138.28 295258.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 36544297.99 18378230.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 12242892.15 8075809.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1376034.41 1442340.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 84885000.00 84885000.00 0.0061 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 FJJ105000 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 2024-06-15 2024-06-15 3.35 - 3.35 14992535.00 15450026.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 15000000.00 15000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% 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 2046-01-01 2046-01-01 3.88 - 3.88 70692400.00 72969307.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-11-15 2058-09-15 3.25 - 6 6530741.00 2510797.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 74000000.00 74000000.00 0.0053 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ346000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 1146817.12 1105881.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 195409.69 178914.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 8438465.79 7541742.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 9378672.40 5322744.08 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 113540933.16 132102486.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 354068.66 429323.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 93004.64 110811.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 35403.77 38128.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 375239.24 396086.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 309767.45 361974.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 42239.61 44220.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 74033.18 74597.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 149857.38 67100.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 13119705.18 11110662.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 318432.01 336393.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 1791798.09 1425184.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 953583.74 940841.90 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 813821.58 712877.93 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 782789.03 918258.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 223211.13 165772.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 93314.65 111162.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 172213.59 182734.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 40829.04 46198.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 160511000.00 160511000.00 0.0115 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.05% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-07-01 2050-04-01 2 - 4 30259861.00 23460032.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0005 23000000.00 23000000.00 0.0017 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.04%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ346000_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 2020-05-31 2047-08-15 0 - 4.625 1205577.59 1395742.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-06-01 3 - 5.5 250563.84 88178.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 18.89 20.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 10640985.38 5691317.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 7032000.00 7032000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2020-07-02 N/A 9181900.00 9180081.98 U.S. Treasuries (including strips) Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0016 9000000.00 9000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2020-07-02 N/A 5101700.00 5100689.86 U.S. Treasuries (including strips) Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 5000000.00 5000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2020-07-02 N/A 9183100.00 9181281.75 U.S. Treasuries (including strips) Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 9000000.00 9000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2020-07-02 N/A 9183100.00 9181281.75 U.S. Treasuries (including strips) Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 9000000.00 9000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.24% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2020-07-02 N/A 8162600.00 8160983.81 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0024 8000000.00 8000000.00 0.0006 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.05% 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 2043-02-15 2048-11-15 3.5 - 4 22696119.00 6180025.77 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 6000000.00 6000000.00 0.0004 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.04%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ346000_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 2035-04-01 2035-04-01 3 - 3 1640541.83 1736212.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 2581835.34 2723600.39 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 132459556.87 152916784.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 69685.15 2850.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 233507.73 247305.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 734.09 769.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 2037632.72 2129621.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 6004.77 6272.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 2276.01 2328.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 45016.60 31018.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 69100.79 73594.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 122645.86 9171.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 214162.35 225841.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 59213.42 1106.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 1379765.88 1182579.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 3484388.23 788153.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 11569271.01 12136219.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 21815635.34 22102043.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 100371.56 102839.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 542265.55 186403.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 78334.80 73860.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 5 23496.55 11594.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-08-01 3 - 4.5 2337027.60 1869814.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 27682.48 9265.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 850039.25 357273.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2029-09-01 2.5 - 4.5 161921.37 54432.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 6411.03 4561.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 409582.39 212801.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 6 - 6 139767.22 110419.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 36306.96 20733.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 362.36 378.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 67416.31 63494.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 95285.91 95603.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 6689011.22 6598752.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 2633.35 2091.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 83169602.71 62197644.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 26101.99 8315.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 7064.48 1555.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 1296.65 1263.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 24041.07 25898.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 1475637.48 1327257.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 5574.81 4325.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 278613.75 230764.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 16894943.76 3817162.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 18166.19 19438.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 35376.70 25519.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 5052.88 2056.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 268383000.00 268383000.00 0.0193 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.04%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ346000_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 2020-10-15 2050-02-15 0 - 4.5 75317404.07 79190859.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 98022.56 102001.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 2727837.76 1243028.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 1040277.01 1127802.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 241915.42 262262.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 17040763.94 1759513.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 608836.08 659250.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 21743532.57 11638638.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 91067474.81 13541053.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 166310.71 181212.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 129923.86 134903.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 59759921.01 39310807.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 146226000.00 146226000.00 0.0105 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJG441000 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 2049-07-01 2049-07-01 2.651 - 2.651 85241.00 74460.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-03-01 4 - 4 615555.00 536689.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2048-09-01 3 - 4.5 26234132.00 18769539.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0016 19000000.00 19000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJH022000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 16603296.00 13999330.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-10-01 2047-05-01 3.843 - 4 35752193.00 2321176.83 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0016 16000000.00 16000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJI653000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 135554.00 148393.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2046-10-01 4 - 4 475000.00 87183.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2046-03-01 2.62 - 3.695 14495296.00 5179117.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-08-01 4 - 4 1365280.00 1414581.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-10-01 2050-04-01 3.5 - 4 8085302.00 8470859.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 15000000.00 15000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 FJI651000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 4 - 4 1699632.00 1538464.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2048-09-01 3 - 4.5 19034016.00 13761680.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 15000000.00 15000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 FJC189000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 5 - 5 1919410.00 2159524.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 2354700.00 2556408.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3 - 3 730600.00 674616.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 5 - 5 1526988.00 1750091.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0019 7000000.00 7000000.00 0.0005 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 FJE818000 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 2037-05-01 3.435 - 3.435 1899996.00 86866.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2050-04-01 3 - 5 12716463.00 12153844.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0019 12000000.00 12000000.00 0.0009 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.04%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ346000_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 4413238.14 3975197.82 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 1710071.77 2314822.99 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 76823.03 83213.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 643937.76 587785.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 404660.34 426620.17 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 22701.84 23228.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 544844.21 475873.20 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 7730000.00 7730000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ346000_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 2020-07-15 2050-02-15 0.125 - 8.125 20549879.35 24673174.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 5738471.67 3587015.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 9283651.00 5869247.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 33375000.00 33375000.00 0.0024 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2042-05-01 4.5 - 4.5 500000.00 154326.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2025-08-01 4 - 4 33000.00 1751.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3 - 3 1222900.00 1015436.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2048-11-01 3.5 - 4.5 877600.00 676508.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 2437775.00 2581046.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 4 - 4 1259280.00 376813.74 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2029-06-15 2029-06-15 N/A 198000.00 175691.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 25731610.00 20019635.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2050-03-01 3 - 8.5 26551258.00 17525777.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-04-01 3 - 3 301101.00 313113.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 42000000.00 42000000.00 0.0030 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.04%, dated 4/30/2020 due 05/01/2020 OXTKY6Q8X53C9ILVV871 FJJ346000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 85824847.79 94029008.49 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.86 - 3.94 9713.17 11590.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.76 - 3.76 402993.84 478278.69 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-05 2022-10-13 0.875 - 2.22 486360.00 487788.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 6660.11 7098.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2049-03-01 0 - 7.5 6540238.22 3341741.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2070-02-20 2.45 - 9 25147218.09 16462066.13 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.5 48285.77 42930.47 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2047-07-01 0 - 6.625 5999.38 5237.54 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 112418000.00 112418000.00 0.0081 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 FJF298000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2041-11-15 3.125 - 6.125 1953000.00 2926808.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2042-06-15 4 - 5 150741082.00 8316694.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0006 11000000.00 11000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.07% 549300QJJX6CVVUXLE15 FJG481000 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 2037-02-01 2037-02-01 7 - 7 1542.00 41.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2040-10-01 5 - 5 1148.00 63.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-04-01 3 - 3.5 10154.00 9531.45 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2046-11-15 0 - 6.25 22158756.60 27906051.57 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2047-03-20 3.5 - 4.5 178011138.00 41552028.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0007 68000000.00 68000000.00 0.0049 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 549300QJJX6CVVUXLE15 FJJ346000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2050-02-15 0 - 7.25 147332958.39 166974248.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 163334000.00 163334000.00 0.0118 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 FJJ159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 28010887.00 29816316.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-04-01 2.5 - 3.72 11517688.00 12003753.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 41000000.00 41000000.00 0.0029 N Y Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB363000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 15464357.00 16461105.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-05-20 2041-05-20 1.338 - 1.338 1000.00 112.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 12935173.00 10398671.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.66 - 3.66 199400.00 225870.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-06-15 1.264 - 4.5 17044718.00 15808360.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-09-01 2058-05-01 1.931 - 4.5 77852442.00 45218288.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 15139796.00 14105999.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0018 100000000.00 100000000.00 0.0072 N Y Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB938000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 167402.00 155971.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2058-05-01 3 - 4.5 462716.00 401324.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 20149193.00 16198069.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 13032683.00 11745262.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-07-20 2048-05-20 3 - 4.5 1762370.00 1085731.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0018 29000000.00 29000000.00 0.0021 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.04%, dated 4/30/2020 due 05/01/2020 O2RNE8IBXP4R0TD8PU41 FJJ346000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0.25 - 6.75 35746939.73 43742132.37 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 42665000.00 42665000.00 0.0031 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.04%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ346000_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 2020-11-30 2050-02-15 1.375 - 3.75 57002823.93 64021089.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 77908242.60 67217791.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 128258000.00 128258000.00 0.0092 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.04%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ346000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 247092581.81 220177706.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 215356000.00 215356000.00 0.0155 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 FJI164000 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 2050-04-01 2050-04-01 2.5 - 2.5 54868760.00 57120238.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 56000000.00 56000000.00 0.0040 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.04%, dated 4/30/2020 due 05/01/2020 VYVVCKR63DVZZN70PB21 FJJ346000_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 2022-07-15 2045-02-15 0.125 - 2.375 5698538.51 7739546.04 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-04-08 2022-12-12 0.375 - 0.4 324859.73 325160.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.797 - 3.797 89002.67 61086.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2036-07-15 0 - 5.625 14697492.44 15000227.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-04-25 2050-04-25 2.5 - 2.5 320803.51 319622.28 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-05-01 2022-01-28 1.73 - 1.9 5914.97 6071.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-29 2036-03-25 0 - 1.011 2175956.14 2159801.12 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 25032000.00 25032000.00 0.0018 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.06% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2042-02-15 2042-02-15 3.125 - 3.125 33307400.00 46350140.63 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 45000000.00 45000000.00 0.0032 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.24% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0024 2300000.00 2300000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.24% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0024 1200000.00 1200000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.21% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 5995000.00 5995000.00 0.0004 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.24% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 900000.00 900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 500000.00 500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.20% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0020 1000000.00 1000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.22% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0022 1600000.00 1600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.23% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0023 1700000.00 1700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.24% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 600000.00 600000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.24% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 700000.00 700000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.19% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 700000.00 700000.00 0.0001 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 20000000.00 20000000.00 0.0014 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ284000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 29000000.00 29000000.00 0.0021 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJJ279000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 10000000.00 10000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2020-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer