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2020-11-17 2020-11-17 N N N 0.0017 99934361.00 99934361.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 28622158.55 28622158.55 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0011 15998977.76 15998977.76 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0022 40047922.40 40047922.40 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% to 1.60% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0025 39078839.67 39078839.67 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0021 19168961.49 19168961.49 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0020 15136523.40 15136523.40 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0023 52157029.08 52157029.08 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-07-01 2022-01-31 2022-01-31 N N N 0.0022 24031372.08 24031372.08 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-10-31 2021-10-31 N N N 0.0021 80253817.60 80253817.60 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 1.61% 9128285B2 254900HROIFWPRGM1V77 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9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0022 28113372.84 28113372.84 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0021 26083745.22 26083745.22 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0020 2007849.20 2007849.20 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0021 3017343.75 3017343.75 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0019 2005936.60 2005936.60 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828NM8 254900HROIFWPRGM1V77 US912828NM88 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0007 104683918.82 104683918.82 0.0112 N Y Y N Fannie Mae Fannie Mae, 0.12% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-29 2021-01-29 N N N 0.0019 20991859.35 20991859.35 0.0022 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-30 2020-07-30 N N N 0.0014 1600006.22 1600006.22 0.0002 N N N N Fannie Mae Fannie Mae, 0.15% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-11 2020-12-11 N N N 0.0018 9898530.44 9898530.44 0.0011 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-30 2020-10-30 N N N 0.0018 999915.44 999915.44 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24988125.00 0.0027 N N N N Fannie Mae Fannie Mae, 0.35% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-05-04 2022-05-04 N N N 0.0026 19031989.16 19031989.16 0.0020 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-06 2021-07-06 N N N 0.0024 15017714.55 15017714.55 0.0016 N N N N Fannie Mae Fannie Mae, 0.36% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-27 2021-10-27 N N N 0.0022 28051517.48 28051517.48 0.0030 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-26 2021-04-26 N N N 0.0019 52071808.36 52071808.36 0.0056 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-04 2021-10-04 N N N 0.0022 50595767.19 50595767.19 0.0054 N N N N Fannie Mae Fannie Mae, 0.39% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-25 2021-10-25 N N N 0.0022 38084888.58 38084888.58 0.0041 N N N N Fannie Mae Fannie Mae, 0.43% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-23 2021-09-23 N N N 0.0022 100260579.00 100260579.00 0.0107 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2020-12-03 2020-12-03 N N N 0.0014 8999991.63 8999991.63 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2021-03-03 2021-03-03 N N N 0.0019 3999060.88 3999060.88 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-05 2021-01-05 N N N 0.0020 3999552.76 3999552.76 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-08-06 2020-08-06 N N N 0.0013 6000382.26 6000382.26 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2020-10-23 2020-10-23 N N N 0.0017 4000890.00 4000890.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 313312C81 US313312C814 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0015 5998725.00 5998725.00 0.0006 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0015 999500.00 999500.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-08 2020-10-08 N N N 0.0018 3001081.32 3001081.32 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-20 2021-04-20 N N N 0.0022 11008227.89 11008227.89 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0017 1998828.88 1998828.88 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0018 14005028.66 14005028.66 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.34% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-30 2020-12-30 N N N 0.0020 11007752.91 11007752.91 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.38% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-27 2021-04-27 N N N 0.0022 11014731.97 11014731.97 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-14 2020-09-14 2020-09-14 N N N 0.0012 9999522.30 9999522.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-28 2020-08-28 N N N 0.0019 40994126.34 40994126.34 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-19 2020-08-19 N N N 0.0019 22097402.59 22097402.59 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0012 999956.47 999956.47 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-05 2020-08-05 N N N 0.0018 6999509.72 6999509.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-21 2020-08-21 N N N 0.0019 10298818.38 10298818.38 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-11-06 2020-11-06 N N N 0.0020 7997557.68 7997557.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-28 2020-09-28 N N N 0.0018 19996133.80 19996133.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-04 2020-09-04 N N N 0.0019 42993779.62 42993779.62 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-25 2020-08-25 N N N 0.0019 2999693.52 2999693.52 0.0003 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 0.0016 6999673.10 6999673.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-28 2021-01-28 N N N 0.0021 10995134.48 10995134.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-22 2021-01-22 N N N 0.0021 5997449.76 5997449.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-28 2020-09-28 N N N 0.0019 1999673.84 1999673.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0016 14899204.94 14899204.94 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0016 2999839.92 2999839.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-13 2020-08-13 2020-08-13 N N N 0.0015 4999850.60 4999850.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZL6 2549001DPIFGXC1TOL40 US313384ZL66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0011 18999050.00 18999050.00 0.0020 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 2999769.99 2999769.99 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJKE8 2549001DPIFGXC1TOL40 US3130AJKE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0016 10999715.10 10999715.10 0.0012 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 4998854.15 4998854.15 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% to 0.16% 313384E62 2549001DPIFGXC1TOL40 US313384E629 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0014 8997724.98 8997724.98 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2021-01-08 2021-01-08 N N N 0.0019 12996916.01 12996916.01 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2021-02-22 2021-02-22 N N N 0.0020 9996070.10 9996070.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0012 19998133.40 19998133.40 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-12-11 2020-12-11 N N N 0.0019 19996284.00 19996284.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2020-08-12 2020-08-12 N N N 0.0016 19999754.80 19999754.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-13 2021-01-13 2021-01-13 N N N 0.0019 14996314.05 14996314.05 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-14 2020-12-14 2020-12-14 N N N 0.0019 14997473.85 14997473.85 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2021-02-16 2021-02-16 N N N 0.0021 19992441.40 19992441.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 9996683.40 9996683.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0019 19994738.00 19994738.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 1999336.68 1999336.68 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 0.16% 313384D71 2549001DPIFGXC1TOL40 US313384D712 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0015 12996858.29 12996858.29 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384G94 2549001DPIFGXC1TOL40 US313384G947 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-23 2020-09-23 2020-09-23 N N N 0.0014 16994446.61 16994446.61 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-01 2020-09-01 N N N 0.0014 3000097.11 3000097.11 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-24 2020-07-24 N N N 0.0017 12999845.04 12999845.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-11 2021-06-11 N N N 0.0022 1998752.32 1998752.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-10-02 2020-10-02 N N N 0.0018 1999876.84 1999876.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 7000105.00 7000105.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-20 2021-04-20 2021-04-20 N N N 0.0021 34986285.60 34986285.60 0.0037 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 4999650.00 4999650.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2021-03-24 2021-03-24 N N N 0.0019 2399407.92 2399407.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 11998959.96 11998959.96 0.0013 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 7999280.00 7999280.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0014 5000108.90 5000108.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJNY1 2549001DPIFGXC1TOL40 US3130AJNY17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0019 20998587.33 20998587.33 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-11 2020-09-11 N N N 0.0019 3999783.96 3999783.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-04 2020-12-04 N N N 0.0020 999865.05 999865.05 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 11000220.00 11000220.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 2000040.00 2000040.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 9000070.02 9000070.02 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 5000100.00 5000100.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0012 9000080.37 9000080.37 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2020-08-26 2020-08-26 N N N 0.0015 5000154.05 5000154.05 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0014 9000229.77 9000229.77 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRU5 2549001DPIFGXC1TOL40 US3130AJRU58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0018 5999709.48 5999709.48 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRZ4 2549001DPIFGXC1TOL40 US3130AJRZ46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0018 7999672.16 7999672.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-15 2020-09-15 N N N 0.0020 13999407.10 13999407.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-23 2020-12-23 N N N 0.0016 1000072.90 1000072.90 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-17 2020-07-17 N N N 0.0017 9000034.56 9000034.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-29 2020-07-29 N N N 0.0018 17000024.31 17000024.31 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-25 2021-01-25 N N N 0.0020 12998503.31 12998503.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-18 2020-09-18 N N N 0.0019 11999609.52 11999609.52 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 2000149.62 2000149.62 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 9000673.29 9000673.29 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 3000224.43 3000224.43 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0014 4000063.36 4000063.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0015 9000159.66 9000159.66 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313384F38 2549001DPIFGXC1TOL40 US313384F386 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0014 2999183.34 2999183.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0019 1999750.42 1999750.42 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJRM3 2549001DPIFGXC1TOL40 US3130AJRM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0019 7999232.00 7999232.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0019 11998718.52 11998718.52 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0019 3999601.56 3999601.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-01 2020-10-01 N N N 0.0018 29000073.66 29000073.66 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2021-02-23 2021-02-23 N N N 0.0021 2999706.27 2999706.27 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-08-24 2020-08-24 N N N 0.0016 8000353.76 8000353.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-07 2020-10-07 N N N 0.0019 40901567.70 40901567.70 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-02-10 2022-02-10 N N N 0.0028 13981450.98 13981450.98 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-11 2020-12-11 N N N 0.0020 99998886.00 99998886.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0010 10999816.63 10999816.63 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 108997820.00 108997820.00 0.0116 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0026 10996977.42 10996977.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-16 2020-10-16 N N N 0.0015 37006303.32 37006303.32 0.0039 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 60998351.17 60998351.17 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-10 2021-03-10 N N N 0.0021 4000073.68 4000073.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-01 2021-02-01 N N N 0.0019 2000607.20 2000607.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-24 2020-07-24 N N N 0.0018 48752065.05 48752065.05 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-09 2021-04-09 N N N 0.0022 28007132.44 28007132.44 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-11-12 2021-11-12 N N N 0.0026 20995804.62 20995804.62 0.0022 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 8999442.54 8999442.54 0.0010 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 0.0012 34996500.00 34996500.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-25 2020-09-25 N N N 0.0018 2000517.92 2000517.92 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0014 25993630.00 25993630.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0014 33991537.74 33991537.74 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 51984630.88 51984630.88 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0014 21992727.68 21992727.68 0.0023 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 0.0014 23991973.44 23991973.44 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0015 10995141.63 10995141.63 0.0012 N N N 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 0.0014 74976958.50 74976958.50 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-07 2021-04-07 N N N 0.0022 4003203.92 4003203.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-13 2021-05-13 N N N 0.0022 17014450.17 17014450.17 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 15993866.72 15993866.72 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-06 2021-04-06 N N N 0.0022 11009627.53 11009627.53 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 0.0014 25008285.25 25008285.25 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0014 9996811.10 9996811.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0020 5002411.10 5002411.10 0.0005 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 8003356.40 8003356.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-25 2021-03-25 N N N 0.0021 54057986.82 54057986.82 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-11-04 2020-11-04 N N N 0.0040 6000459.96 6000459.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0014 19994400.00 19994400.00 0.0021 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 20999947.50 20999947.50 0.0022 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 24998729.25 24998729.25 0.0027 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-22 2020-07-22 N N N 0.0018 4999732.15 4999732.15 0.0005 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-08 2020-09-08 N N N 0.0019 34994694.00 34994694.00 0.0037 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-09 2020-09-09 N N N 0.0019 20996764.11 20996764.11 0.0022 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-05 2021-02-05 N N N 0.0021 5996283.30 5996283.30 0.0006 N N N N Freddie Mac Freddie Mac, 0.12% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-10 2020-09-10 N N N 0.0019 6629092.49 6629092.49 0.0007 N N N N Freddie Mac Freddie Mac, 0.12% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-14 2020-12-14 N N N 0.0020 53979133.32 53979133.32 0.0058 N N N N Freddie Mac Freddie Mac, 0.13% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0014 13995753.38 13995753.38 0.0015 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 11997200.04 11997200.04 0.0013 N N Y N Freddie Mac Freddie Mac, 0.15% 3134GVJG4 US3134GVJG43 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2023-04-06 N N N 0.0033 8001088.48 8001088.48 0.0009 N N Y N Freddie Mac Freddie Mac, 0.22% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-12-10 2021-12-10 N N N 0.0024 24992695.25 24992695.25 0.0027 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-06-02 2022-06-02 N N N 0.0028 77984888.28 77984888.28 0.0083 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVJH2 US3134GVJH26 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2020-07-03 2025-04-03 N N N 0.0062 1000073.29 1000073.29 0.0001 N N Y N Freddie Mac Freddie Mac, 0.35% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-24 2021-06-24 N N N 0.0023 8009405.84 8009405.84 0.0009 N N N N Freddie Mac Freddie Mac, 0.39% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-22 2021-10-22 N N N 0.0024 43084808.47 43084808.47 0.0046 N N N N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GBB485000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-17 2030-05-15 0 - 2.875 15011800.00 16321578.79 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0012 16000000.00 16000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GCH720000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-11-15 0.2 - 7.625 79422971.00 98686560.61 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 96000000.00 96000000.00 0.0102 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-05-15 0.198 - 6.5 26153756.00 30600621.55 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 30000000.00 30000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF897000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2049-05-15 0.309 - 4.75 34302800.00 35700617.00 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 35000000.00 35000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCH180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-04-15 2045-02-15 0.25 - 6.5 29323100.00 31620259.91 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0011 31000000.00 31000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCF240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-05-15 0 - 3 36241800.00 40801085.34 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 40000000.00 40000000.00 0.0043 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAC419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2046-11-15 0.125 - 3.625 9328900.00 10205256.80 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 10000000.00 10000000.00 0.0011 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 2022-06-30 2045-08-15 0.125 - 2.875 7715200.00 10301074.44 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 10000000.00 10000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCC503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2046-11-15 0.125 - 3.625 7511600.00 8160457.76 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 8000000.00 8000000.00 0.0009 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCF208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2025-05-31 0.25 - 2.25 33188900.00 33660817.91 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0011 33000000.00 33000000.00 0.0035 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCF660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2027-03-31 0.25 - 2.75 29997300.00 32640685.99 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 32000000.00 32000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCH627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2027-03-31 0.625 - 2.125 41320600.00 43860163.04 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0011 43000000.00 43000000.00 0.0046 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GCF268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 1.5 - 1.5 3860900.00 4080181.41 U.S. Treasuries (including strips) Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0013 4000000.00 4000000.00 0.0004 N N Y N Credit AG Credit AG, 0.14% 1VUV7VQFKUOQSJ21A208 GCF888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 1.5 - 1.5 12547700.00 13260351.80 U.S. Treasuries (including strips) Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0014 13000000.00 13000000.00 0.0014 N N N Y Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GCH600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2024-12-31 1.75 - 1.75 36305000.00 38732896.88 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 38000000.00 38000000.00 0.0041 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.12% 1VUV7VQFKUOQSJ21A208 GCF197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 19930000.00 21452331.70 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 21000000.00 21000000.00 0.0022 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 GCH142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-10-31 2025-10-31 3 - 3 30262000.00 34687817.50 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0013 34000000.00 34000000.00 0.0036 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 GCF754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2023-04-30 0 - 2.75 14252500.00 14276788.10 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 14000000.00 14000000.00 0.0015 N N 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 2027-05-15 2027-05-15 2.375 - 2.375 18901000.00 21408335.78 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 21000000.00 21000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2025-05-31 0.25 - 2.375 929800.00 1020015.83 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 1000000.00 1000000.00 0.0001 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-15 2046-11-15 0.25 - 2.875 3430500.00 4099254.48 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 4000000.00 4000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2022-05-15 1.75 - 2.125 33617800.00 34680550.66 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0010 34000000.00 34000000.00 0.0036 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GBC754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 9537000.00 10218325.35 U.S. Treasuries (including strips) Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 10000000.00 10000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6.75 9956400.00 10202140.55 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 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GBC760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2026-08-15 1.5 - 6 9576700.00 10262457.35 U.S. Treasuries (including strips) Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0016 10000000.00 10000000.00 0.0011 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 10248011.23 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 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GBG933000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-08-15 1.5 - 2.125 9998800.00 10195912.68 U.S. Treasuries (including strips) Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0017 10000000.00 10000000.00 0.0011 N N N N Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 8204800.00 9223153.91 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 0.0010 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 10118500.00 10201727.87 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 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 GCB713000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 7613200.00 8194726.13 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 8000000.00 8000000.00 0.0009 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.08% RB0PEZSDGCO3JS6CEU02 GCH628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 19600000.00 22729875.00 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 22000000.00 22000000.00 0.0023 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GCH581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2048-05-15 2.125 - 3.125 77779500.00 86900316.90 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 85000000.00 85000000.00 0.0091 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCD560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2047-02-15 2.875 - 3 5996400.00 7174809.25 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 7000000.00 7000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCE819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2023-01-15 1.5 - 2.25 7846300.00 8167126.03 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 8000000.00 8000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH232000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2047-02-15 2.125 - 3 1981900.00 2046814.16 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 2000000.00 2000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2047-02-15 2.625 - 3 10451400.00 11252422.43 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 11000000.00 11000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2027-08-15 1.375 - 2.25 11880900.00 12241639.17 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 12000000.00 12000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCF814000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 1.375 - 1.375 20156100.00 20399274.26 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 20000000.00 20000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF816000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-12-31 2047-02-15 1.75 - 3 1881700.00 2042834.68 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 2000000.00 2000000.00 0.0002 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCE818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 1.125 - 1.125 17636800.00 18413562.05 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0012 18000000.00 18000000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2023-02-15 2 - 2 24179700.00 25516475.38 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 25000000.00 25000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCH227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-03-31 2027-03-31 0.625 - 0.625 10079000.00 10206391.67 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 10000000.00 10000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 2 - 2 4963900.00 5100576.11 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 5000000.00 5000000.00 0.0005 N N Y N Norinchukin Bank Norinchukin Bank, 0.20% 5493007VSMFZCPV1NB83 GBD809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 13886600.00 15302170.00 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 15000481.50 15000481.50 0.0016 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBH924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 5707500.00 6120717.97 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 6000000.00 6000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBI824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7406000.00 8160951.64 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 8000000.00 8000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7405700.00 8160621.06 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 8000000.00 8000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 5554300.00 6120493.34 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 6000000.00 6000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCD486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 7609500.00 8160421.10 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 8000000.00 8000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCF239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9511800.00 10200445.94 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 10000000.00 10000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCG648000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 6364600.00 7140265.98 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 7000000.00 7000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCH644000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 3804600.00 4080049.69 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 4000000.00 4000000.00 0.0004 N N N Y SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GCH607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-05-31 1.625 - 3.125 746607000.00 785251898.44 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 770000000.00 770000000.00 0.0822 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 6/30/2020 due 07/01/2020 B4TYDEB6GKMZO031MB27 GCH834000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2045-09-20 3 - 4.5 245799021.62 48087013.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 47144000.00 47144000.00 0.0050 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.16% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 2034-07-01 3.055 - 3.055 24673.00 29016.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-08-01 2035-08-01 4.541 - 4.541 13957536.00 887991.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-02-20 2054-01-15 2.54 - 4.5 6690237.00 7096902.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-05-01 2050-05-01 2.975 - 3.5 1086847.00 1167150.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-08-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 9000000.00 9000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GBC936000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 4 - 4 10737813.00 7137916.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 2700.00 2889.33 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0014 7000000.00 7000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GBI766000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 1200.00 1284.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 4 - 4 4601795.00 3059023.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 3000000.00 3000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.16% 3Y4U8VZURTYWI1W2K376 GCD038000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-05-01 2050-05-01 3.5 - 3.5 8778515.00 9178566.40 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 1800.00 1926.22 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 9000000.00 9000000.00 0.0010 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.1%, dated 6/30/2020 due 07/01/2020 R0MUWSFPU8MPRO8K5P83 GCH834000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2050-06-01 2.659 - 3 56349.34 58718.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 227.88 194.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2049-01-20 3.5 - 5 1319711.81 237030.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2047-11-01 0 - 4.5 4593.10 3893.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-10-19 2038-10-19 4.25 - 4.25 33.44 37.25 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2049-11-15 0 - 8.75 21781674.81 23450637.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 1013.42 222.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 2081.95 1896.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 23244000.00 23244000.00 0.0025 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GCF898000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2045-02-15 0 - 2.375 3514684.80 3016078.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-15 2049-10-20 2.5 - 8 7631825.00 1942099.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 N/A 9625500.00 9347698.44 Agency Debentures and Agency Strips Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 14000000.00 14000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCD424000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2050-04-01 3 - 3.5 8592281.00 8160286.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 8000000.00 8000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GBA136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 21866.00 23186.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 16510.00 13337.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 1023.00 584.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-11-01 2049-08-01 3 - 4 9290118.00 7105950.38 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 N/A 700.00 681.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2048-09-01 3.194 - 4 6870142.00 5097926.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 12000000.00 12000000.00 0.0013 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 6/30/2020 due 07/01/2020 E57ODZWZ7FF32TWEFA76 GCH834000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 785.70 793.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 36827.47 39279.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.625 - 5.625 343940.18 408077.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 582.11 599.02 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 79958.07 83519.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-24 2045-12-01 0 - 10 5738001.70 3566327.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 261.19 235.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 10868.85 543.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 13095.00 276.08 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 361919.61 541312.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 74607.92 592.90 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 352766.20 313472.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.76 - 1.76 13.10 13.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 56.33 66.18 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2048-02-15 0 - 8.125 5701501.87 6605508.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2024-10-01 5.5 - 5.5 4393.45 94.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 9954.74 11038.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 140061.24 387.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 3519525.75 61348.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2057-09-01 0 - 10.5 2688726.97 1721634.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 20225.38 288.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 12837.89 13783.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.835 - 2.835 13.82 14.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 29993.94 192.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 61527.64 190.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 107378.70 1281.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 15452.10 570.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 673.54 8.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 13.10 15.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 13095000.00 13095000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-06-30 2032-07-15 0.35 - 6.25 2001000.00 2607838.09 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2029-04-15 2029-04-15 N/A 7000.00 6281.93 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2049-02-15 0.125 - 8.125 12586.00 17879.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-06-09 2028-11-16 3.25 - 3.25 1170000.00 1389761.41 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 54000.00 58393.39 Agency Debentures and Agency Strips Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 4000000.00 4000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-01-31 2027-01-31 1.5 - 1.5 22778600.00 24480127.88 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 24000000.00 24000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-04-30 2024-06-30 1.75 - 2.5 30488300.00 32640150.69 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 32000000.00 32000000.00 0.0034 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 MBNUM2BPBDO7JBLYG310 GCH834000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-28 2020-07-28 0 - 0 124228.88 124216.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2050-02-20 2.5 - 5.5 57612100.14 39947626.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 39286000.00 39286000.00 0.0042 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-06-01 4 - 4.5 13051702.00 9181347.08 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 0.0010 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.17% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 7230209.00 5100313.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0017 5000000.00 5000000.00 0.0005 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 6/30/2020 due 07/01/2020 ZBUT11V806EZRVTWT807 GCH834000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 363.83 283.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2048-09-01 3.5 - 5 60949.80 56857.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 3932.72 121.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3.5 - 3.5 1162.49 91.62 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2023-10-31 0.2 - 2.875 256323.24 264859.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 3 - 3 910.56 526.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2057-02-01 2 - 7 302041.78 188719.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 2.5 6520.54 6700.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 508000.00 508000.00 0.0001 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 GCA765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 4 - 4 1744716.00 1759547.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3 - 3 175000.00 153856.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-12-01 2050-01-01 2.904 - 6 16070256.00 12367726.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0019 14000000.00 14000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 GCE670000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2049-03-01 4 - 4.5 11644908.00 6194397.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-06-01 2049-07-01 3.034 - 4.5 7287944.00 1907686.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 1170616.00 613925.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4 - 4 1295200.00 1446465.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-03-01 3.5 - 3.5 79037.00 37956.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0019 10000000.00 10000000.00 0.0011 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 7TK5RJIZDFROZCA6XF66 GCH834000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 3828.70 4535.73 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 5549440.08 6518985.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-07-20 3 - 4 613868.76 432334.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2039-02-01 4.03 - 4.27 15266.32 18323.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.16 - 4.04 137056.57 152648.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.71 - 3.71 206662.39 239276.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2048-01-01 2.5 - 5 492847.05 314721.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 7512000.00 7512000.00 0.0008 N Y Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 162300.00 168529.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-05-01 3.5 - 4.5 2401565.00 1806889.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 36533613.00 38832684.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 N N/A N/A N N 0.0013 40000000.00 40000000.00 0.0043 N N Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 64518.00 68578.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-09-01 2059-08-01 3 - 5 45911909.00 35638383.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 35000000.00 35000000.00 0.0037 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GCH615000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-04-01 2050-02-01 2.5 - 4.5 63853960.00 31672259.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 4 - 4 3287476.00 3138814.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2048-12-01 3.5 - 4.5 9125208.00 5989028.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 40000000.00 40000000.00 0.0043 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-28 2025-02-28 1.125 - 1.125 15629100.00 16320400.41 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 16000000.00 16000000.00 0.0017 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.17% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 1200000.00 1200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.17% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 2300000.00 2300000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.17% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 900000.00 900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 500000.00 500000.00 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 2020-07-07 2020-07-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 1000000.00 1000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 1700000.00 1700000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.15% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0015 1600000.00 1600000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 700000.00 700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 600000.00 600000.00 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., 0.14% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 700000.00 700000.00 0.0001 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCH935000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-07 2020-07-07 2020-07-31 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 7000000.00 7000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GCH747000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0009 7000000.00 7000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GCH746000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 25000000.00 25000000.00 0.0027 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2020-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer