N-MFP2 0000035315 XXXXXXXX 2020-05-31 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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US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 112961391.29 112961391.29 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 71971950.24 71971950.24 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 99958953.00 99958953.00 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0016 175620513.32 175620513.32 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 21995253.94 21995253.94 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A 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1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0033 20038060.60 20038060.60 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0025 19022919.70 19022919.70 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0027 6008432.22 6008432.22 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0021 17028340.19 17028340.19 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0021 20061939.20 20061939.20 0.0015 N Y Y N U.S. 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2020-10-31 N N N 0.0026 17187265.54 17187265.54 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0021 28172636.52 28172636.52 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0019 26128179.48 26128179.48 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0021 2009765.62 2009765.62 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0023 3021093.75 3021093.75 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 0.0024 2007656.24 2007656.24 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.10% 3135G0Z48 B1V7KEBTPIMZEU4LTD58 US3135G0Z481 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-05 2020-06-05 N N N 0.0013 10799946.86 10799946.86 0.0008 N N Y N Fannie Mae Fannie Mae, 0.10% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-29 2021-01-29 N N N 0.0014 20993961.45 20993961.45 0.0016 N N N N Fannie Mae Fannie Mae, 0.12% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-30 2020-07-30 N N N 0.0011 15600255.37 15600255.37 0.0012 N N N N Fannie Mae Fannie Mae, 0.13% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-11 2020-12-11 N N N 0.0013 9899970.30 9899970.30 0.0008 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-30 2020-10-30 N N N 0.0015 999957.88 999957.88 0.0001 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-04 2021-06-04 N N N 0.0020 38975672.19 38975672.19 0.0030 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-07 2021-09-07 N N N 0.0020 47973545.28 47973545.28 0.0036 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-11 2021-06-11 N N N 0.0020 47996701.92 47996701.92 0.0036 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-10 2021-09-10 N N N 0.0020 47998054.56 47998054.56 0.0036 N N N N Fannie Mae Fannie Mae, 0.21% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-10 2021-12-10 N N N 0.0022 48991284.37 48991284.37 0.0037 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-09 2022-03-09 N N N 0.0024 20994828.12 20994828.12 0.0016 N N N N Fannie Mae Fannie Mae, 0.23% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-11 2022-03-11 N N N 0.0024 48987455.02 48987455.02 0.0037 N N N N Fannie Mae Fannie Mae, 0.25% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-05 2021-04-05 N N N 0.0019 35017409.70 35017409.70 0.0027 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-05-09 2022-05-09 N N N 0.0026 14005756.10 14005756.10 0.0011 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-06 2021-07-06 N N N 0.0020 16016262.08 16016262.08 0.0012 N N N N Fannie Mae Fannie Mae, 0.31% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-24 2021-03-24 N N N 0.0019 23022493.31 23022493.31 0.0017 N N N N Fannie Mae Fannie Mae, 0.32% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0017 21985767.32 21985767.32 0.0017 N N N N Fannie Mae Fannie Mae, 0.32% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0017 24983472.25 24983472.25 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0017 24983354.25 24983354.25 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0017 24983236.00 24983236.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0017 24983118.00 24983118.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.32% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0017 24983000.00 24983000.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.33% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-05-04 2022-05-04 N N N 0.0026 19026690.63 19026690.63 0.0014 N N N N Fannie Mae Fannie Mae, 0.34% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-27 2021-10-27 N N N 0.0021 28051568.44 28051568.44 0.0021 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-26 2021-04-26 N N N 0.0019 52069633.20 52069633.20 0.0040 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-06 2021-07-06 N N N 0.0020 30047135.10 30047135.10 0.0023 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-04 2021-10-04 N N N 0.0020 50599597.62 50599597.62 0.0038 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-25 2021-10-25 N N N 0.0021 38086135.74 38086135.74 0.0029 N N N N Fannie Mae Fannie Mae, 0.41% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-23 2021-09-23 N N N 0.0020 100273557.00 100273557.00 0.0076 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.22% 3133ELYT5 US3133ELYT51 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-07 2021-05-07 N N N 0.0024 8998301.88 8998301.88 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.22% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-10-23 2020-10-23 N N N 0.0015 4001128.28 4001128.28 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 313312C81 US313312C814 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0015 5997975.00 5997975.00 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.28% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-06-06 2020-08-06 2020-08-06 N N N 0.0022 6000709.86 6000709.86 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-20 2021-04-20 N N N 0.0023 11005750.03 11005750.03 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-08 2020-10-08 N N N 0.0031 2999784.75 2999784.75 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-12-03 2020-12-03 N N N 0.0029 8999989.92 8999989.92 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2021-03-03 2021-03-03 N N N 0.0034 3998935.84 3998935.84 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0017 999291.67 999291.67 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0018 1998460.00 1998460.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-30 2020-12-30 N N N 0.0034 10998704.75 10998704.75 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0022 14004784.50 14004784.50 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-27 2021-04-27 N N N 0.0023 11012576.74 11012576.74 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.45% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2021-03-03 N N N 0.0096 2000113.44 2000113.44 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-19 2020-08-19 N N N 0.0015 22096762.13 22096762.13 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-28 2020-08-28 N N N 0.0015 40992945.13 40992945.13 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-05 2020-06-05 N N N 0.0009 2999994.75 2999994.75 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-05 2020-08-05 N N N 0.0014 6999351.45 6999351.45 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-11-06 2020-11-06 N N N 0.0017 7997369.76 7997369.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-21 2020-08-21 N N N 0.0015 9298785.14 9298785.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 19995250.20 19995250.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-04 2020-09-04 N N N 0.0015 42992909.73 42992909.73 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-25 2021-02-25 N N N 0.0019 10992457.63 10992457.63 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-09 2021-02-09 N N N 0.0018 11992941.48 11992941.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-25 2020-08-25 N N N 0.0015 2999649.57 2999649.57 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-22 2021-01-22 N N N 0.0018 5997249.36 5997249.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 1999655.16 1999655.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-28 2021-01-28 N N N 0.0018 10994738.92 10994738.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-14 2021-05-14 N N N 0.0020 47959737.12 47959737.12 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-20 2020-08-20 2020-08-20 N N N 0.0014 9999556.60 9999556.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-02-22 2021-02-22 N N N 0.0018 9995560.40 9995560.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0018 6999203.40 6999203.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-26 2021-02-26 N N N 0.0019 30985555.86 30985555.86 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2021-02-16 2021-02-16 N N N 0.0019 19991434.80 19991434.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-08-18 2020-08-18 N N N 0.0015 9999573.20 9999573.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZL6 2549001DPIFGXC1TOL40 US313384ZL66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0012 1999675.00 1999675.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 2999425.83 2999425.83 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJKE8 2549001DPIFGXC1TOL40 US3130AJKE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0018 10999146.40 10999146.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384B73 2549001DPIFGXC1TOL40 US313384B732 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0015 23992800.00 23992800.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0015 4998229.15 4998229.15 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384E62 2549001DPIFGXC1TOL40 US313384E629 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0016 1999155.56 1999155.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 12999992.33 12999992.33 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-04 2021-03-04 N N N 0.0019 92965490.49 92965490.49 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-23 2021-07-23 N N N 0.0022 18982280.60 18982280.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-11 2021-06-11 N N N 0.0021 20984180.28 20984180.28 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-02 2020-10-02 N N N 0.0016 1999881.22 1999881.22 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-08 2021-07-08 N N N 0.0019 12991961.32 12991961.32 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0004 4999969.45 4999969.45 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2020-08-13 2020-08-13 N N N 0.0016 4999740.35 4999740.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-20 2021-04-20 2021-04-20 N N N 0.0016 29994671.10 29994671.10 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2021-03-24 2021-03-24 N N N 0.0017 19994313.60 19994313.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2021-03-24 2021-03-24 N N N 0.0018 4998163.40 4998163.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 1999256.10 1999256.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 9996280.50 9996280.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0017 19994143.20 19994143.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 4998140.25 4998140.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0013 19995811.20 19995811.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-11 2020-09-11 N N N 0.0015 3999901.08 3999901.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0000 23000000.00 23000000.00 0.0017 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2021-01-13 2021-01-13 N N N 0.0020 14995719.45 14995719.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-12-14 2020-12-14 N N N 0.0019 14997009.30 14997009.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-27 2020-11-27 2020-11-27 N N N 0.0017 6999311.76 6999311.76 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 5000229.85 5000229.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-23 2020-12-23 N N N 0.0017 999916.02 999916.02 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-17 2020-07-17 N N N 0.0013 9000314.64 9000314.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-29 2020-07-29 N N N 0.0014 17000595.51 17000595.51 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 4999975.00 4999975.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 22999885.00 22999885.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-08-12 2020-08-12 N N N 0.0017 19999585.60 19999585.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-21 2020-08-21 2020-08-21 N N N 0.0014 18000811.44 18000811.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 13000600.60 13000600.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0011 3000107.91 3000107.91 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 14996876.85 14996876.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-08-26 2020-08-26 N N N 0.0014 5000233.80 5000233.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 19995835.80 19995835.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 9000485.01 9000485.01 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-08-28 2020-08-28 N N N 0.0014 37001770.08 37001770.08 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.27% 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 4999079.15 4999079.15 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 11997573.36 11997573.36 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 7998353.36 7998353.36 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384D71 2549001DPIFGXC1TOL40 US313384D712 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0015 1999266.66 1999266.66 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-10 2020-06-10 N N N 0.0014 15000130.95 15000130.95 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-01 2020-10-01 N N N 0.0016 29000719.78 29000719.78 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0006 8999890.02 8999890.02 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0019 2999774.55 2999774.55 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0019 14898880.27 14898880.27 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2021-02-12 2021-02-12 N N N 0.0017 19999937.80 19999937.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2021-02-12 2021-02-12 N N N 0.0021 6998049.87 6998049.87 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0014 4000199.16 4000199.16 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 2000019.44 2000019.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-07-17 2020-07-17 N N N 0.0013 9000459.09 9000459.09 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2021-02-23 2021-02-23 N N N 0.0018 2999751.00 2999751.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-11-24 2020-11-24 N N N 0.0015 34004001.12 34004001.12 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 8000554.00 8000554.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 0.20% 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0012 97986906.22 97986906.22 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-07 2020-10-07 N N N 0.0016 40903038.46 40903038.46 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-02-10 2022-02-10 N N N 0.0025 13981358.58 13981358.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-12 2021-03-12 N N N 0.0019 19997691.00 19997691.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2021-01-08 2021-01-08 N N N 0.0023 12996424.35 12996424.35 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-12-11 2020-12-11 N N N 0.0022 19995588.00 19995588.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-11-16 2020-11-16 N N N 0.0016 16001482.88 16001482.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-16 2020-10-16 N N N 0.0016 37004098.86 37004098.86 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-14 2021-05-14 N N N 0.0020 11898615.55 11898615.55 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2021-02-11 2021-02-11 N N N 0.0021 7999204.88 7999204.88 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2021-03-19 2021-03-19 N N N 0.0017 7001252.58 7001252.58 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2021-03-19 2021-03-19 N N N 0.0017 28283914.80 28283914.80 0.0021 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 83994096.48 83994096.48 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-10 2021-03-10 N N N 0.0019 24001016.88 24001016.88 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-04 2021-06-04 N N N 0.0021 11998624.08 11998624.08 0.0009 N N N 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 23997313.44 23997313.44 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 10998609.71 10998609.71 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 108985830.00 108985830.00 0.0083 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-08 2020-07-08 2020-07-08 N N N 0.0017 9000424.80 9000424.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0024 60997115.31 60997115.31 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-07 2021-05-07 N N N 0.0020 50009151.00 50009151.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 48756069.86 48756069.86 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 3000276.99 3000276.99 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 2000184.66 2000184.66 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 9000830.97 9000830.97 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-11-12 2021-11-12 N N N 0.0024 20997732.00 20997732.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-09 2021-04-09 N N N 0.0020 28008383.20 28008383.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 7000195.44 7000195.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 2000074.46 2000074.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 11000409.53 11000409.53 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-07-07 2020-07-07 N N N 0.0019 9000420.03 9000420.03 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 5000186.15 5000186.15 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-01-22 2021-01-22 N N N 0.0018 4001609.08 4001609.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0027 8999315.01 8999315.01 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0015 36987050.00 36987050.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 7000213.85 7000213.85 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 2000061.10 2000061.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 15000458.25 15000458.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0021 15000374.85 15000374.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0013 34992416.55 34992416.55 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-13 2021-04-13 N N N 0.0020 26021466.64 26021466.64 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-25 2020-09-25 N N N 0.0016 46770160.47 46770160.47 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0016 25989253.42 25989253.42 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 33985795.48 33985795.48 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0016 51975502.28 51975502.28 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0016 21988755.58 21988755.58 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0016 23987626.56 23987626.56 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0017 10992935.58 10992935.58 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-13 2021-05-13 N N N 0.0020 17016004.31 17016004.31 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-07 2021-04-07 N N N 0.0019 4003613.92 4003613.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0009 4999831.95 4999831.95 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 1999871.66 1999871.66 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0016 74963667.00 74963667.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-06 2021-04-06 N N N 0.0019 11010893.52 11010893.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 4000006.12 4000006.12 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 2000003.06 2000003.06 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 1000001.53 1000001.53 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 13000019.89 13000019.89 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0017 15990782.24 15990782.24 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 0.0013 25012416.25 25012416.25 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0016 9995022.20 9995022.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0018 5003274.75 5003274.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0019 83101111.43 83101111.43 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0018 8004637.44 8004637.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-01 2020-09-01 N N N 0.0034 3000143.28 3000143.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 36000000.00 36000000.00 0.0027 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-11-04 2020-11-04 N N N 0.0040 6000571.08 6000571.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-01 2021-02-01 N N N 0.0038 2000818.60 2000818.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0016 19990933.40 19990933.40 0.0015 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 0.0008 27999230.00 27999230.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 41999464.50 41999464.50 0.0032 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 20999732.25 20999732.25 0.0016 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 20999632.50 20999632.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0029 15009206.70 15009206.70 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 0.0028 7004589.34 7004589.34 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 0.0028 14909768.74 14909768.74 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 0.0029 10006179.50 10006179.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0009 9999511.10 9999511.10 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0026 10007496.40 10007496.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0023 21019475.40 21019475.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0023 21019475.40 21019475.40 0.0016 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 0.0021 10010581.70 10010581.70 0.0008 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 2999770.83 2999770.83 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 0.0162 24998338.00 24998338.00 0.0019 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 9999331.30 9999331.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0019 17021061.47 17021061.47 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0019 21025848.06 21025848.06 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0164 14999093.40 14999093.40 0.0011 N N N N Freddie Mac Freddie Mac, 0.07% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-22 2020-07-22 N N N 0.0011 4999722.70 4999722.70 0.0004 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-05 2021-02-05 N N N 0.0014 5997890.16 5997890.16 0.0005 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-09 2020-09-09 N N N 0.0015 20996500.14 20996500.14 0.0016 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-08 2020-09-08 N N N 0.0012 34997156.95 34997156.95 0.0027 N N N N Freddie Mac Freddie Mac, 0.09% 3134GT5F6 US3134GT5F62 U.S. Government Agency Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 2999999.07 2999999.07 0.0002 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-14 2020-12-14 N N N 0.0013 53990484.12 53990484.12 0.0041 N N N N Freddie Mac Freddie Mac, 0.10% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-10 2020-09-10 N N N 0.0012 6629680.77 6629680.77 0.0005 N N N N Freddie Mac Freddie Mac, 0.13% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 13993280.00 13993280.00 0.0011 N N N N Freddie Mac Freddie Mac, 0.14% 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0015 11995700.04 11995700.04 0.0009 N N N N Freddie Mac Freddie Mac, 0.20% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-10 2021-12-10 N N N 0.0024 60962330.67 60962330.67 0.0046 N N N N Freddie Mac Freddie Mac, 0.33% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-24 2021-06-24 N N N 0.0016 8014131.92 8014131.92 0.0006 N N N N Freddie Mac Freddie Mac, 0.37% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-22 2021-10-22 N N N 0.0020 43101894.52 43101894.52 0.0033 N N N N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 GBA671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-11-30 2026-05-31 2.125 - 2.875 125282500.00 141780597.29 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 139000000.00 139000000.00 0.0105 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 GAJ468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-11-15 2.25 - 4.75 9141700.00 11238935.97 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 11000000.00 11000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GAC081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2030-05-15 0.625 - 2.25 16217900.00 16321172.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 16000000.00 16000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAH569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2045-08-15 0.244 - 6.875 42446573.00 63244538.73 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 62000000.00 62000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAC832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-11-15 0.175 - 6.875 46262900.00 47943220.87 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 47000000.00 47000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2050-05-15 0 - 7.5 20291910.00 20400695.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAF861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-08-15 0.173 - 7.5 64734442.00 70483939.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 69000000.00 69000000.00 0.0052 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-08-15 0.269 - 5.5 34830109.00 42842444.05 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 42000000.00 42000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-08-15 0.284 - 4.375 21701001.00 25501587.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 25000000.00 25000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-02-15 0.173 - 7.625 27921969.00 30601124.22 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 30000000.00 30000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAE249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2040-11-15 1.5 - 4.375 20750723.00 21421132.40 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 21000000.00 21000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GAH829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2025-02-28 0.125 - 1.375 9678600.00 10200325.88 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAC419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2046-11-15 0.125 - 2.875 9087600.00 10204244.92 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 10000000.00 10000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GBA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2026-02-28 1.625 - 2.5 9066900.00 10200118.81 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 10000000.00 10000000.00 0.0008 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 GBA664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-20 2050-05-15 0 - 2.75 155095900.00 164406216.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 161000000.00 161000000.00 0.0122 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAI697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2049-08-15 1.25 - 2.875 60704600.00 64368937.57 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 63000000.00 63000000.00 0.0048 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAJ300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-20 2049-08-15 0 - 2.75 50712500.00 51000755.96 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0009 50000000.00 50000000.00 0.0038 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GAJ842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2049-08-15 1.625 - 2.625 41490000.00 48190869.17 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 47000000.00 47000000.00 0.0036 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GAI156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-30 2048-11-15 1.5 - 3.375 11035700.00 13317211.77 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 13000000.00 13000000.00 0.0010 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 GBA685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2024-02-15 1.5 - 2.75 50182000.00 54015332.15 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 53000000.00 53000000.00 0.0040 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.05% ANGGYXNX0JLX3X63JN86 GBA494000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-25 2021-08-15 0 - 2.75 16695200.00 17340083.86 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 17000000.00 17000000.00 0.0013 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 GBA670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-11-15 2041-11-15 3.125 - 3.125 68093100.00 91670462.44 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 89000000.00 89000000.00 0.0068 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.06% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-16 2021-04-22 N/A 4081200.00 4080051.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 4000000.00 4000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 0.06% 549300GKFG0RYRRQ1414 GBA666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2026-08-15 1.5 - 2.625 55904900.00 59160333.97 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 58000000.00 58000000.00 0.0044 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 GBA630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2022-12-15 1.625 - 1.625 29327500.00 30600026.64 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 30000000.00 30000000.00 0.0023 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.06% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-02-15 2 - 2 19778000.00 20502899.02 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 20000000.00 20000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.06% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.25 - 2.25 38700000.00 41804106.80 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 41000000.00 41000000.00 0.0031 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-09 2026-11-30 0 - 2.875 5763300.00 6120121.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 6000000.00 6000000.00 0.0005 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.08% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2022-11-15 1.625 - 1.625 79761000.00 82620607.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0008 81000000.00 81000000.00 0.0061 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-11-15 1.625 - 1.875 19736100.00 20406354.26 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 20000000.00 20000000.00 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 2.625 - 6.75 9956200.00 10197844.71 U.S. Treasuries (including strips) Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 10000000.00 10000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 9116500.00 10209117.48 U.S. Treasuries (including strips) Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0016 10000000.00 10000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 8204800.00 9188149.74 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 9000000.00 9000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-15 1.5 - 6 10116500.00 10197877.16 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 10000000.00 10000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 9930100.00 10223415.97 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 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 GBA437000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 27600000.00 31855500.00 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 31000000.00 31000000.00 0.0024 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.06% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2025-11-15 2.25 - 2.25 47290000.00 52015144.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 51000000.00 51000000.00 0.0039 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2040-02-15 0.25 - 4.625 11607700.00 17340100.28 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 17000000.00 17000000.00 0.0013 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.07% 549300Y1PMK3RWXMWR72 GBA718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-05-15 1.125 - 3 16016500.00 16320114.92 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 16000000.00 16000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 GBA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 2.125 - 2.125 102019800.00 105058502.67 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 103000000.00 103000000.00 0.0078 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2047-02-15 1.125 - 3 49016800.00 50990422.57 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0007 50000000.00 50000000.00 0.0038 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2047-02-15 2.75 - 3 18733500.00 20419320.62 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0007 20000000.00 20000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2047-02-15 1.125 - 3 25489700.00 26516324.83 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 26000000.00 26000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAH062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2047-02-15 1.75 - 3 23544900.00 24481397.50 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 24000000.00 24000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAF502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2047-02-15 1.375 - 3 11823900.00 12240165.28 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0008 12000000.00 12000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAI173000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2047-02-15 1.75 - 3 10791900.00 11223914.29 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 11000000.00 11000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GAI888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2047-02-15 2.625 - 3 17405500.00 19376473.33 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 19000000.00 19000000.00 0.0014 N N Y N Natixis SA Natixis SA, 0.05% KX1WK48MPD4Y2NCUIZ63 GBA555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2026-11-15 0.5 - 2.125 100753000.00 107100510.16 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 105000000.00 105000000.00 0.0080 N Y Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GAI813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2028-11-15 1.125 - 3.125 19919400.00 21420302.65 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 21000000.00 21000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAF934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 9302200.00 10200475.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0015 10000000.00 10000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG420000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 7212300.00 8160406.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0015 8000000.00 8000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 9559600.00 10200426.46 U.S. Treasuries (including strips) Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0015 10000000.00 10000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 14339700.00 15300538.71 U.S. Treasuries (including strips) Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0015 15000000.00 15000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GAI878000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 9559400.00 10200213.07 U.S. Treasuries (including strips) Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 10000000.00 10000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.17% 5493007VSMFZCPV1NB83 GAJ903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 4779900.00 5100052.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 5000000.00 5000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 32700.00 39159.51 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7415500.00 8131584.43 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 14339500.00 16181250.89 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 144700.00 173283.83 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 Y N RBC Dominion Securities RBC Dominion Securities, 0.08% 549300QJJX6CVVUXLE15 GAI792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-15 2049-11-15 1.5 - 7.125 2922300.00 3060080.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 3000000.00 3000000.00 0.0002 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.09% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-11-15 2039-11-15 4.375 - 4.375 5199100.00 8160103.92 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 8000000.00 8000000.00 0.0006 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.06% 6PJDTY319315T5LR2241 GBA627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2026-11-15 2 - 2.5 719340000.00 785198545.61 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 770000000.00 770000000.00 0.0584 N Y Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAJ854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2049-11-15 0 - 7.625 38891400.00 41944032.84 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0008 41000000.00 41000000.00 0.0031 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.06%, dated 5/29/2020 due 06/01/2020 B4TYDEB6GKMZO031MB27 GBA814000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 310019510.67 69116110.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 67574000.00 67574000.00 0.0051 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 GBA521000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-10-15 2042-12-15 1.5 - 3 2971000.00 834205.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2039-11-01 3 - 3 204100.00 196425.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-04-25 2042-12-25 0.418 - 5.5 7597362.00 1026150.30 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 2000000.00 2000000.00 0.0002 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAA936000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-11-20 2065-09-20 3.125 - 4.643 10212728.00 1188807.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2049-05-01 2.5 - 3.5 3398123.00 2228859.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2026-12-11 2026-12-11 2.125 - 2.125 85000.00 92996.43 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2048-07-01 1.5 - 4 8682775.00 3630002.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 7000000.00 7000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAC835000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2031-10-01 7 - 7 1344437.00 101970.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-12-24 2030-12-24 4 - 4 10000.00 10665.37 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2066-05-20 0.851 - 3.5 9860156.00 2566835.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 6.625 - 6.625 135000.00 209772.37 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2048-11-15 0 - 0.284 27554083.45 20789766.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 23000000.00 23000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAD216000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 10000.00 10223.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-10-20 2066-05-20 1.816 - 3.5 2838151.00 696131.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-07-01 2046-07-01 3 - 3 2098804.00 1780085.45 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-05-15 0 - 0.284 6551067.60 5706649.96 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 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 0.06%, dated 5/29/2020 due 06/01/2020 VJW2DOOHGDT6PR0ZRO63 GBA814000_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 2030-02-01 2030-04-01 7 - 7 10710.98 23.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 15598.76 136.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 1304.06 114.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 1199.12 42.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 637.56 32.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 463476.07 478644.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 1530.14 73.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 1810.67 1060.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-04-01 2.5 - 4 7805179.62 8171593.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-08-01 3 - 6 15717.52 3416.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 134813.47 98846.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 1225.72 598.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-05-01 2.5 - 4 1115636.75 1140219.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 393118.47 58.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 153.22 78.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3 - 4.5 40038.66 23685.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 357.03 193.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 872.79 84.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 6166.90 3483.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-05-01 2 - 3.5 14783.98 15265.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 2.5 - 2.5 66852.99 65356.65 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-11-30 2050-02-03 0.2 - 5.05 7372469.54 7468839.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 535.55 530.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-05-01 0.17 - 9.5 13564388.74 10613780.42 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 25.50 22.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 255.02 2.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 9563.37 18.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 32516.88 128.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 22835.25 72.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 357.03 8.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2048-12-01 4 - 5 52330.02 28117.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 6375.58 22.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 9222.31 126.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 956.34 14.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 109383.21 112941.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 213.43 8.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 1836.17 30.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 238243.16 240993.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 66688.60 51051.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 433.54 326.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 1006.42 860.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 688.56 13.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 9246.79 5805.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 64689.09 246.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 7038.64 267.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2050-05-20 2 - 9.5 7595904.31 6192052.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 153.01 55.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-02-01 2.5 - 3 55051.53 30568.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-08-01 3 - 3.5 5178.73 2471.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2038-04-01 3 - 5 21068.34 14787.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 2.5 - 6.5 58527.17 10022.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 264443.21 8401.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 2.5 - 6.5 17264.90 8339.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-06-25 2048-04-01 3 - 4.5 152471.51 89780.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2024-07-01 4 - 4.5 53066.17 1112.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 444659.30 243053.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2031-10-01 2.5 - 5 3187.79 1875.23 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 178.52 184.89 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 39161403.49 40058224.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-01 2032-05-04 0 - 5.25 1327906.50 1402897.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 30602.80 24637.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 3.5 - 3.5 2362.79 1858.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2049-06-01 0.27 - 7.5 2467205.64 1425811.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 76507000.00 76507000.00 0.0058 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.06%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA814000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 1724824.96 1807032.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 2339818.42 1425858.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 9300357.55 6889890.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 3564102.54 3397826.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 4288172.35 4580049.33 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2048-05-15 3.125 - 4.375 1084201.65 1537616.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 1552486.98 1681547.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 46118794.61 40342044.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 60440000.00 60440000.00 0.0046 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GAI136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 3 - 3 3530.00 1455.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-04-20 2050-04-20 4.5 - 4.5 1878932.00 2038607.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 2000000.00 2000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAI882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 3800.00 3947.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-01-01 3.5 - 3.5 7689873.00 6116195.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 6000000.00 6000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GBA136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-15 2022-04-15 0.125 - 0.125 100.00 106.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 14834.00 12272.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-11-20 2049-11-20 5 - 5 7908730.00 8200265.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2048-08-01 3.5 - 4 2569966.00 1987615.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 2671789.00 2039883.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 12000000.00 12000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.06%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA814000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 116552.86 390.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 203409.29 2531.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 29271.17 1120.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 56818.03 366.57 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 25799407.06 31765905.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 1275.88 15.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 96.12 112.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 24319.04 26337.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 1488.36 1507.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-18 2036-07-15 1.125 - 5.625 440183.89 549211.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 1102.70 1147.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 243186.80 253548.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 6736861.85 143485.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 5461067.12 3638519.15 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 467321.74 410159.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 20589.05 1036.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 24806.08 553.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 38313.29 575.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 141331.05 1206.73 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 699655.49 1040107.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 265320.38 803.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 18857.43 21023.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 5.5 - 5.5 8198.63 181.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 69762.91 74689.24 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 151465.93 157094.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-08-24 2046-09-01 0 - 10 7724517.92 3016118.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 494.78 464.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 40221000.00 40221000.00 0.0031 N Y Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2046-08-15 0.375 - 8 17053275.00 20167746.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-12-20 2036-07-15 1.625 - 5.5 4320000.00 4566557.74 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-03-16 2049-02-01 0 - 5.5 12634700.00 10982137.31 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 8000.00 7992.34 Agency Debentures and Agency Strips Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 35000000.00 35000000.00 0.0027 N N Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 1000.00 1060.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-10-09 2036-03-14 1.115 - 5.625 35000.00 41184.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-15 2063-11-20 3 - 10 1890171.00 34041.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 3 - 3 3000.00 2754.46 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2023-09-15 2065-09-15 N/A 6000.00 3220.51 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 27000.00 26372.11 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0.125 - 8.125 1960600.00 2832437.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-06-19 2048-10-01 0 - 4.5 468513.00 80294.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2023-03-01 5.5 - 5.5 137567.00 1163.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2050-02-01 0.18 - 7.25 4355306.00 3111341.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 3646.00 3398.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 6000000.00 6000000.00 0.0005 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.09% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 400.00 411.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2037-09-01 6.5 - 7 34540073.00 301726.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2037-09-01 3 - 6.5 92124598.00 3034337.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2037-07-01 5.55 - 5.82 4472585.00 321593.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-06-01 2037-10-01 3 - 7.5 217643488.00 19353477.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2037-09-01 5.5 - 5.5 4599000.00 139494.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2037-08-01 5.55 - 5.55 706531.00 110866.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-09-01 6 - 6 28875000.00 198527.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0009 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 0.06%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA814000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 1069060.80 1106626.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 26064.41 21312.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 767556.10 613360.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 143068.13 94770.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 43531.43 33022.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 3217.83 1478.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 828804.09 543814.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 111553.27 92737.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 9182434.79 5469025.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 45578.76 18403.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 77597.05 35649.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 15738.48 3967.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 30143787.21 18376031.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 115300.91 87438.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 27530.94 25880.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 5631.20 4017.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 310849.51 235520.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 140780.00 153748.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 703894.45 474404.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 268867.39 190822.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 186132.27 140910.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 481350.70 205865.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 315530.12 266957.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 34389.32 38056.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 134616.60 105939.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 16179.02 8926.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 170544.91 54136.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 16089.14 6902.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 17149.39 4441.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 96033.97 57558.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 104112.84 43426.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 374597.19 204155.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 28156000.00 28156000.00 0.0021 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.06%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA814000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 249871.04 243922.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 267678.72 270042.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 8154934.08 5776962.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 711519.19 523123.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 70355715.85 28088262.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 380987.80 217865.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 39906377.93 24796704.34 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 76342529.69 82414908.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 460407.39 437974.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 139902000.00 139902000.00 0.0106 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.07% 7LTWFZYICNSX8D621K86 GBA672000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 17815044.00 18540108.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 18000000.00 18000000.00 0.0014 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.07% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-09-01 2046-01-01 3.88 - 4.5 88429734.00 91800535.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 90000000.00 90000000.00 0.0068 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA814000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 89769472.54 98195842.28 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 96270000.00 96270000.00 0.0073 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.14% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-11-30 2025-11-30 2.875 - 2.875 401100.00 461235.68 U.S. Treasuries (including strips) FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-01-25 2021-01-25 0.871 - 0.871 6675000.00 6679158.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0014 7000000.00 7000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.15% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-01-25 2021-01-25 0.871 - 0.871 9175000.00 9180715.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 9000000.00 9000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.15% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-01-25 2021-01-25 0.871 - 0.871 9175000.00 9180715.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 9000000.00 9000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-01-25 2021-01-25 0.871 - 0.871 9175000.00 9180715.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0016 9000000.00 9000000.00 0.0007 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-10-15 2043-03-15 3.5 - 5.5 28730368.00 5813914.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2035-09-25 2035-09-25 N/A 2727267.00 366178.14 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 6000000.00 6000000.00 0.0005 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.06%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA814000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 371024036.39 442537059.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 265032685.79 223071354.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 652554000.00 652554000.00 0.0495 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.06%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA814000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 104617.52 100336.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 1110266.85 1209025.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 708129.92 772809.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 951670.33 855803.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 177500.10 194791.14 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.5 66389723.52 71035681.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 138665.13 142916.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 65396053.15 42105863.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 114134000.00 114134000.00 0.0087 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAF874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2041-10-01 3 - 4.16 30505372.00 5446769.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 3288032.00 3659900.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-03-01 2049-10-01 3.5 - 4 2983900.00 3134091.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 12000000.00 12000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAG455000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3 - 3 1227278.00 848803.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2049-07-01 2.707 - 4.5 3852639.00 2928364.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 6381320.00 6397378.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 3.5 - 3.5 4874712.00 4176778.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 2747916.00 2397176.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-07-01 2048-01-01 2.823 - 4 5878590.00 3652676.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 20000000.00 20000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAJ337000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2050-03-01 2.852 - 4.5 42606825.00 15300340.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0016 15000000.00 15000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.06%, dated 5/29/2020 due 06/01/2020 K5HU16E3LMSVCCJJJ255 GBA814000_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 4386441.60 3973069.16 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.25 - 2.25 313639.60 371426.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 569303.35 422633.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 451280.00 398025.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2035-05-01 0 - 2.5 653660.24 592299.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 5641000.00 5641000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 7TK5RJIZDFROZCA6XF66 GBA814000_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 21405178.34 24966639.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 2141.17 1370.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-06-15 3.5 - 4 15391794.96 9480161.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 158077.02 97456.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 33808000.00 33808000.00 0.0026 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.07% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 3 - 3 3400000.00 2909725.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2050-05-01 2 - 5.5 31377477.00 22253615.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-05-01 4 - 4.5 478171.00 510428.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 1028661.00 1039258.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-09-01 2.5 - 3.5 2482905.00 2115121.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 4 3595899.00 3991046.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 34000.00 28145.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-09-01 2047-06-01 3 - 5.5 17533390.00 13093256.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 3.5 10696237.00 11179744.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 56000000.00 56000000.00 0.0042 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.06%, dated 5/29/2020 due 06/01/2020 OXTKY6Q8X53C9ILVV871 GBA814000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 74.39 78.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 18326.77 19621.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4.126 - 4.126 196014.08 112793.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 1214411.21 1299893.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 13289533.93 13952158.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 12907.66 14062.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 1145332.74 1202073.76 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 35212735.35 40062515.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 39370.04 42072.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 57108.35 59859.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 127587.14 138054.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 4702.40 5124.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 39644.73 42103.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 1127644.15 1186896.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 11116063.74 11702382.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 10086.56 10673.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 77493.71 83416.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 385500.80 404435.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 73728.46 76801.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 69034000.00 69034000.00 0.0052 N Y Y N RBC Financial Group RBC Financial Group, 0.07% ES7IP3U3RHIGC71XBU11 GBA674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 15106.00 9235.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 516904.00 520518.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 4 - 4 232322.00 115812.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 5 - 5 5497449.00 2598060.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 100000.00 61806.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 319113.00 324855.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-07-01 2050-02-01 1.385 - 8 362034198.00 95630859.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 493535.00 527058.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5.5 - 5.5 482457.00 331487.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2049-06-01 3 - 7 138290051.00 19568891.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 73500.00 72987.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4 - 4 570142.00 603453.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 118000000.00 118000000.00 0.0090 N Y Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 5 - 5 6299.00 2976.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 1000.00 1031.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-09-01 2059-08-01 3 - 5 45456599.00 35565025.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 127453.00 134060.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-07 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 35000000.00 35000000.00 0.0027 N N Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 162300.00 161167.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 219791.00 240732.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 39099787.00 40314374.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-11-01 2040-11-01 4 - 4 284603.00 87409.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 40000000.00 40000000.00 0.0030 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.06%, dated 5/29/2020 due 06/01/2020 O2RNE8IBXP4R0TD8PU41 GBA814000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-17 2049-02-15 0 - 7.5 42549806.24 48496792.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 47386000.00 47386000.00 0.0036 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.06%, dated 5/29/2020 due 06/01/2020 5U0XI89JRFVHWIBS4F54 GBA814000_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 315851949.41 260345074.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 255238000.00 255238000.00 0.0194 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GAI851000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-03-01 2050-03-01 3 - 3 56835879.00 59160888.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 58000000.00 58000000.00 0.0044 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.06%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA814000_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 2024-11-15 2047-11-15 1.375 - 7.5 12602287.48 15892622.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 41625.55 28644.91 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 15486000.00 15486000.00 0.0012 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-08-15 2048-11-15 3.375 - 3.625 32415300.00 47380501.32 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 46000000.00 46000000.00 0.0035 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 2300000.00 2300000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 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., 0.11% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 5995000.00 5995000.00 0.0005 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.13% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 900000.00 900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 500000.00 500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 600000.00 600000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 700000.00 700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 1600000.00 1600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 1000000.00 1000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 1700000.00 1700000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.13% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 700000.00 700000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GBA781000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 14000000.00 14000000.00 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2020-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer