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2020-08-12 2020-08-12 N N N 0.0173 243958983.60 243958983.60 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.71% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-10-23 2020-10-23 N N N 0.0164 75034808.25 75034808.25 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.73% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-12-03 2020-12-03 N N N 0.0175 126874804.01 126874804.01 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.75% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-08-06 2020-08-06 N N N 0.0177 89990887.50 89990887.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-03-23 2020-03-23 N N N 0.0158 221993923.86 221993923.86 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-03-24 2020-03-24 N N N 0.0158 73997892.48 73997892.48 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0155 45809419.24 45809419.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384SZ3 2549001DPIFGXC1TOL40 US313384SZ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0119 335869800.00 335869800.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0125 485769825.54 485769825.54 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 0001026214 U.S. Government 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2020-03-16 N N N 0.0147 676766040.00 676766040.00 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0154 167318620.56 167318620.56 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0155 169243783.90 169243783.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0155 98538027.39 98538027.39 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SR1 2549001DPIFGXC1TOL40 US313384SR10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0040 305986823.64 305986823.64 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.61% 313384TJ8 2549001DPIFGXC1TOL40 US313384TJ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0136 315755100.00 315755100.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHNQ2 2549001DPIFGXC1TOL40 US3130AHNQ27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-03-27 2020-03-27 N N N 0.0160 148995498.71 148995498.71 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0155 22499239.05 22499239.05 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.82% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0148 71014340.43 71014340.43 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0148 57884386.86 57884386.86 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384US6 2549001DPIFGXC1TOL40 US313384US64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0149 72841833.09 72841833.09 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UU1 2549001DPIFGXC1TOL40 US313384UU11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0149 144673267.15 144673267.15 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.61% 313384UY3 2549001DPIFGXC1TOL40 US313384UY33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0150 343165225.52 343165225.52 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UZ0 2549001DPIFGXC1TOL40 US313384UZ08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0151 289283700.00 289283700.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0154 26896379.94 26896379.94 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0161 13889750.00 13889750.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-14 2020-05-14 N N N 0.0167 254941668.75 254941668.75 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SS9 2549001DPIFGXC1TOL40 US313384SS92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0063 305973650.34 305973650.34 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384ST7 2549001DPIFGXC1TOL40 US313384ST75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0079 305960473.98 305960473.98 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SU4 2549001DPIFGXC1TOL40 US313384SU49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0091 305947300.68 305947300.68 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-04-28 2020-04-28 N N N 0.0160 563793792.56 563793792.56 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0142 333640485.74 333640485.74 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.90% 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0147 48917190.00 48917190.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.82% 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0150 189563632.70 189563632.70 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0156 150998452.25 150998452.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPC1 2549001DPIFGXC1TOL40 US3130AHPC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0156 75000084.00 75000084.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.61% 313384WC9 2549001DPIFGXC1TOL40 US313384WC94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0155 214212384.05 214212384.05 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0157 60678106.66 60678106.66 0.0005 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 0.0152 144033324.48 144033324.48 0.0011 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 0.0157 143152200.00 143152200.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency 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213788080.08 213788080.08 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0144 375478612.08 375478612.08 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384UB3 2549001DPIFGXC1TOL40 US313384UB30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0146 75884733.08 75884733.08 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTA1 2549001DPIFGXC1TOL40 US3130AHTA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0158 71999681.04 71999681.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHT94 2549001DPIFGXC1TOL40 US3130AHT945 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0157 72001634.40 72001634.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTR4 2549001DPIFGXC1TOL40 US3130AHTR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0156 144008936.64 144008936.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTU7 2549001DPIFGXC1TOL40 US3130AHTU74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0156 144008936.64 144008936.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHU27 2549001DPIFGXC1TOL40 US3130AHU273 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0156 285015994.20 285015994.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0156 106458698.77 106458698.77 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0158 144008173.44 144008173.44 0.0011 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 0.0155 288063074.88 288063074.88 0.0022 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 0.0155 288063074.88 288063074.88 0.0022 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 0.0157 51673440.00 51673440.00 0.0004 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 0.0157 144022597.92 144022597.92 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-08-25 2020-08-25 N N N 0.0160 120013791.60 120013791.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-09 2021-02-09 N N N 0.0166 193920683.10 193920683.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-21 2020-02-21 N N N 0.0159 304502140.64 304502140.64 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-10 2020-06-10 2020-06-10 N N N 0.0163 281880131.69 281880131.69 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2021-02-16 2021-02-16 N N N 0.0164 279842301.41 279842301.41 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0166 141994639.50 141994639.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0164 139968187.80 139968187.80 0.0011 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 139978967.80 139978967.80 0.0011 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 0.0159 289038451.45 289038451.45 0.0022 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 0.0157 244060075.24 244060075.24 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-09-28 2020-09-28 N N N 0.0166 31992496.64 31992496.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-01-28 2021-01-28 N N N 0.0164 157980619.72 157980619.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-01-22 2021-01-22 N N N 0.0166 86978596.26 86978596.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-03-09 2020-03-09 N N N 0.0164 149997067.50 149997067.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-03-09 2020-03-09 N N N 0.0164 119997654.00 119997654.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-03-09 2020-03-09 N N N 0.0164 149997067.50 149997067.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-09-11 2020-09-11 N N N 0.0164 44997393.60 44997393.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-03-12 2020-03-12 N N N 0.0163 70999172.14 70999172.14 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0167 111997856.32 111997856.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-13 2020-08-13 2020-08-13 N N N 0.0164 66997433.23 66997433.23 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-04-20 2020-04-20 N N N 0.0159 42002971.50 42002971.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2021-03-24 2021-03-24 N N N 0.0165 70983941.93 70983941.93 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2021-03-24 2021-03-24 N N N 0.0165 272938233.75 272938233.75 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0165 31992726.40 31992726.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0165 69984090.40 69984090.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0165 279936367.20 279936367.20 0.0022 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 2020-04-11 2020-09-11 2020-09-11 N N N 0.0165 209970711.30 209970711.30 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-05-14 2021-05-14 N N N 0.0173 453446528.60 453446528.60 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-06 2020-05-06 N N N 0.0165 169991197.40 169991197.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-04-07 2020-04-07 N N N 0.0165 296889439.27 296889439.27 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0160 272001702.72 272001702.72 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-12-11 2020-12-11 N N N 0.0166 301952936.32 301952936.32 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-05-11 2020-05-11 N N N 0.0163 84001296.12 84001296.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-05-11 2020-05-11 N N N 0.0163 282004351.26 282004351.26 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-08-12 2020-08-12 N N N 0.0164 302012291.40 302012291.40 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-13 2021-01-13 2021-01-13 N N N 0.0166 209960625.00 209960625.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2020-04-16 2020-04-16 N N N 0.0160 126007636.86 126007636.86 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-17 2020-04-17 2020-04-17 N N N 0.0160 97006894.76 97006894.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-17 2020-03-17 2020-03-17 N N N 0.0162 35000550.90 35000550.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-03-20 2020-03-20 N N N 0.0161 356010494.88 356010494.88 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-03-20 2020-03-20 N N N 0.0161 355010465.40 355010465.40 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-05-20 2020-05-20 N N N 0.0161 283027207.62 283027207.62 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-03-23 2020-03-23 N N N 0.0161 142004250.06 142004250.06 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-03-24 2020-03-24 N N N 0.0161 372011483.64 372011483.64 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-07-28 2020-07-28 N N N 0.0161 71009918.70 71009918.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0167 838889176.49 838889176.49 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-26 2020-03-26 N N N 0.0166 306989758.48 306989758.48 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-26 2021-02-26 N N N 0.0174 516501301.80 516501301.80 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-27 2020-03-27 N N N 0.0159 651045635.10 651045635.10 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0167 683993775.60 683993775.60 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-02-11 2020-02-11 N N N 0.0168 193997776.76 193997776.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-08-12 2020-08-12 N N N 0.0164 560052052.00 560052052.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2020-04-16 2020-04-16 N N N 0.0160 28001984.08 28001984.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-08-21 2020-08-21 N N N 0.0161 272055150.72 272055150.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-08-24 2020-08-24 N N N 0.0161 204041718.00 204041718.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHE82 2549001DPIFGXC1TOL40 US3130AHE822 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0153 74001972.10 74001972.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHEA7 2549001DPIFGXC1TOL40 US3130AHEA75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0154 74001930.66 74001930.66 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHFG3 2549001DPIFGXC1TOL40 US3130AHFG37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0150 84004629.24 84004629.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-05-26 2020-05-26 N N N 0.0161 29002751.52 29002751.52 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-08-26 2020-08-26 N N N 0.0161 81016661.70 81016661.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-08-28 2020-08-28 N N N 0.0161 568117456.72 568117456.72 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-07-28 2020-07-28 N N N 0.0161 142023253.92 142023253.92 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGW7 2549001DPIFGXC1TOL40 US3130AHGW77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0153 152010106.48 152010106.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGX5 2549001DPIFGXC1TOL40 US3130AHGX50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0153 152010442.40 152010442.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0154 91719144.24 91719144.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VQ9 2549001DPIFGXC1TOL40 US313384VQ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0154 9968600.00 9968600.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHCT8 2549001DPIFGXC1TOL40 US3130AHCT84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0161 150026208.00 150026208.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-07-08 2021-07-08 N N N 0.0173 198786319.77 198786319.77 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-07-23 2021-07-23 N N N 0.0174 276653633.66 276653633.66 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-24 2020-07-24 N N N 0.0162 201933711.24 201933711.24 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-06-11 2021-06-11 N N N 0.0175 317611054.20 317611054.20 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-11 2020-05-11 N N N 0.0167 284984493.15 284984493.15 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-04-06 2020-04-06 N N N 0.0167 148994785.00 148994785.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2021-01-08 2021-01-08 N N N 0.0168 179966649.60 179966649.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-05-12 2020-05-12 N N N 0.0163 276022943.88 276022943.88 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-13 2020-04-13 2020-04-13 N N N 0.0164 290010324.00 290010324.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-15 2020-06-15 2020-06-15 N N N 0.0163 32002935.36 32002935.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-17 2020-07-17 2020-07-17 N N N 0.0162 139025135.37 139025135.37 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2021-02-23 2021-02-23 N N N 0.0164 36008997.12 36008997.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-11-24 2020-11-24 N N N 0.0163 542136383.46 542136383.46 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-08-24 2020-08-24 N N N 0.0161 146037965.84 146037965.84 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHE90 2549001DPIFGXC1TOL40 US3130AHE905 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0154 74001988.38 74001988.38 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 301018096.12 301018096.12 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 305018336.60 305018336.60 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-27 2020-03-27 2020-03-27 N N N 0.0161 77004756.29 77004756.29 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-27 2020-03-27 2020-03-27 N N N 0.0161 107006609.39 107006609.39 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0153 223374791.36 223374791.36 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0154 57800173.76 57800173.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 299994831.00 299994831.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 149997415.50 149997415.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 74998707.75 74998707.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 74998707.75 74998707.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0163 408034100.64 408034100.64 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0169 288997716.90 288997716.90 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-15 2020-07-15 2020-07-15 N N N 0.0162 69012578.70 69012578.70 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2020-11-16 2020-11-16 N N N 0.0164 223049907.40 223049907.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0168 302978620.32 302978620.32 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-07-06 2020-07-06 N N N 0.0169 300975546.76 300975546.76 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-12-23 2020-12-23 N N N 0.0163 585032265.02 585032265.02 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-17 2020-07-17 N N N 0.0170 152785797.24 152785797.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-29 2020-07-29 N N N 0.0170 328960895.06 328960895.06 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-22 2021-02-22 N N N 0.0170 200857103.83 200857103.83 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0171 69999525.40 69999525.40 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0169 139999564.60 139999564.60 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-07-08 2020-07-08 N N N 0.0163 145028537.45 145028537.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2021-03-19 2021-03-19 N N N 0.0165 101025701.47 101025701.47 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2021-03-19 2021-03-19 N N N 0.0165 506128761.82 506128761.82 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 606957661.75 606957661.75 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0159 74011245.04 74011245.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0159 74011219.14 74011219.14 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-10-01 2020-10-01 N N N 0.0159 151089543.00 151089543.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-10 2020-06-10 N N N 0.0169 225000573.75 225000573.75 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0170 67999644.36 67999644.36 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-10-07 2020-10-07 N N N 0.0162 236127010.48 236127010.48 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-03-12 2021-03-12 N N N 0.0170 325963038.12 325963038.12 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-08-07 2020-08-07 N N N 0.0167 113019087.96 113019087.96 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-07-07 2020-07-07 N N N 0.0166 141028022.34 141028022.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-08-07 2020-08-07 N N N 0.0167 176034205.60 176034205.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-08-07 2020-08-07 N N N 0.0167 73014187.55 73014187.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-08-07 2020-08-07 N N N 0.0167 37007190.95 37007190.95 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-11-09 2020-11-09 N N N 0.0167 41009564.07 41009564.07 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-11-09 2020-11-09 N N N 0.0167 139032424.53 139032424.53 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-11-09 2020-11-09 N N N 0.0167 28006531.56 28006531.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-10-16 2020-10-16 N N N 0.0171 303998787.04 303998787.04 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-03-23 2020-03-23 N N N 0.0161 437054638.11 437054638.11 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 147019434.87 147019434.87 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 146019302.66 146019302.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-03-26 2020-03-26 N N N 0.0161 147019759.74 147019759.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-27 2020-03-27 2020-03-27 N N N 0.0161 292940018.93 292940018.93 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-06-04 2021-06-04 N N N 0.0174 179951025.60 179951025.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-22 2021-01-22 2021-01-22 N N N 0.0166 59938614.54 59938614.54 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0163 37009474.96 37009474.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-03 2020-04-03 N N N 0.0171 333010899.09 333010899.09 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-03 2020-04-03 N N N 0.0171 146004778.58 146004778.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-03 2020-04-03 N N N 0.0171 73002389.29 73002389.29 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0164 297079530.66 297079530.66 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-10 2020-06-10 2020-06-10 N N N 0.0163 297104350.95 297104350.95 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-06-12 2020-06-12 N N N 0.0164 149053170.65 149053170.65 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-06-12 2020-06-12 N N N 0.0164 294104913.90 294104913.90 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-06-12 2020-06-12 N N N 0.0164 38813845.78 38813845.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-02-28 2020-02-28 N N N 0.0178 86996885.40 86996885.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 73006618.91 73006618.91 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-04-09 2021-04-09 N N N 0.0174 239024736.50 239024736.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 14001269.38 14001269.38 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 36003264.12 36003264.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 218019766.06 218019766.06 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-09-01 2020-09-01 N N N 0.0173 41008535.38 41008535.38 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-06-01 2020-06-01 N N N 0.0173 580053522.40 580053522.40 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHB51 2549001DPIFGXC1TOL40 US3130AHB513 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0124 147000686.49 147000686.49 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-05-01 2020-05-01 N N N 0.0172 593149169.15 593149169.15 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2021-02-01 2021-02-01 N N N 0.0179 31018433.84 31018433.84 0.0002 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTY31 S6XOOCT0IEG5ABCC6L87 US3134GTY311 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-12 2020-02-12 N N N 0.0159 614996150.10 614996150.10 0.0048 N N N N Freddie Mac Freddie Mac, 1.58% 3134GT2K8 S6XOOCT0IEG5ABCC6L87 US3134GT2K84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-20 2020-02-20 N N N 0.0159 1055987592.00 1055987592.00 0.0082 N N N N Freddie Mac Freddie Mac, 1.58% to 1.62% 313396VS9 S6XOOCT0IEG5ABCC6L87 US313396VS93 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0154 1594836448.00 1594836448.00 0.0124 N N N N Freddie Mac Freddie Mac, 1.59% 3134GTQA4 S6XOOCT0IEG5ABCC6L87 US3134GTQA44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-21 2020-02-21 N N N 0.0159 499996275.00 499996275.00 0.0039 N N N N Freddie Mac Freddie Mac, 1.59% 3134GT2M4 S6XOOCT0IEG5ABCC6L87 US3134GT2M41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-20 2020-05-20 N N N 0.0162 577424514.98 577424514.98 0.0045 N N N N Freddie Mac Freddie Mac, 1.60% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-06 2020-02-06 N N N 0.0159 272999882.61 272999882.61 0.0021 N N Y N Freddie Mac Freddie Mac, 1.60% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-03 2020-03-03 N N N 0.0161 1342973811.50 1342973811.50 0.0104 N N N N Freddie Mac Freddie Mac, 1.60% 3134GTZR7 S6XOOCT0IEG5ABCC6L87 US3134GTZR77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-08 2020-07-08 N N N 0.0164 449909356.50 449909356.50 0.0035 N N N N Freddie Mac Freddie Mac, 1.60% 3134GT5G4 S6XOOCT0IEG5ABCC6L87 US3134GT5G46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-04 2020-03-04 N N N 0.0161 32499344.80 32499344.80 0.0003 N N N N Freddie Mac Freddie Mac, 1.61% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-19 2021-02-19 N N N 0.0166 955495384.96 955495384.96 0.0074 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTPW7 S6XOOCT0IEG5ABCC6L87 US3134GTPW72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-08-21 2020-08-21 N N N 0.0166 499864985.00 499864985.00 0.0039 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-05 2021-02-05 N N N 0.0166 660665851.28 660665851.28 0.0051 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTPQ0 S6XOOCT0IEG5ABCC6L87 US3134GTPQ05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-22 2020-05-22 N N N 0.0165 499930475.00 499930475.00 0.0039 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-09-09 2020-09-09 N N N 0.0166 547819642.24 547819642.24 0.0042 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-08 2020-05-08 N N N 0.0162 269987693.40 269987693.40 0.0021 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-09-08 2020-09-08 N N N 0.0166 582810006.13 582810006.13 0.0045 N N N N Freddie Mac Freddie Mac, 1.61% 3134GUBB5 US3134GUBB54 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-17 2020-06-17 N N N 0.0164 74991294.75 74991294.75 0.0006 N N N N Freddie Mac Freddie Mac, 1.62% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-06 2020-05-06 N N N 0.0162 546990143.06 546990143.06 0.0042 N N N N Freddie Mac Freddie Mac, 1.62% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-09-10 2020-09-10 N N N 0.0162 475983435.20 475983435.20 0.0037 N N N N Freddie Mac Freddie Mac, 1.62% 3134GTLJ0 US3134GTLJ08 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-29 2020-04-29 N N N 0.0162 1049974191.00 1049974191.00 0.0081 N N N N Freddie Mac Freddie Mac, 1.63% 3137EAEM7 S6XOOCT0IEG5ABCC6L87 US3137EAEM77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0156 23292893.53 23292893.53 0.0002 N N N N Freddie Mac Freddie Mac, 1.64% 3134GTDA8 S6XOOCT0IEG5ABCC6L87 US3134GTDA80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-06 2020-04-06 N N N 0.0162 500008245.00 500008245.00 0.0039 N N N N Freddie Mac Freddie Mac, 1.66% 313396UL5 S6XOOCT0IEG5ABCC6L87 US313396UL59 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0148 399237332.00 399237332.00 0.0031 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFB068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-31 2044-11-15 2 - 3 233504200.00 261874499.58 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 255000000.00 255000000.00 0.0020 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFA584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2028-05-15 2.875 - 2.875 122660000.00 132173387.25 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 128900000.00 128900000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFB447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2048-05-15 2048-05-15 3.125 - 3.125 160320000.00 199105107.70 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 192000000.00 192000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-06-30 1.875 - 2.875 187595000.00 191594995.43 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 186900000.00 186900000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-06-30 1.875 - 2.625 137655000.00 139992240.42 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 136000000.00 136000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.56% R0MUWSFPU8MPRO8K5P83 FFB217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-08-15 0 - 6.125 94814700.00 104157259.95 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 102000000.00 102000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFD428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-05-15 0 - 6.125 104941800.00 118443460.92 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 116000000.00 116000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFC996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-11-15 0 - 5 194192100.00 219215319.21 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 213800000.00 213800000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2047-08-15 1.5 - 6.125 67849200.00 78635990.54 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 77000000.00 77000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2046-08-15 0 - 6 237477300.00 250598129.35 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 245000000.00 245000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFI676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-11-15 0 - 6.125 244853300.00 261594142.43 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 256000000.00 256000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2047-11-15 0 - 6.125 119669300.00 130702885.08 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 128000000.00 128000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FFJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2041-05-15 0 - 5.25 207871100.00 211177794.98 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 207000000.00 207000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGA464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2047-11-15 0 - 8.75 349193200.00 376454246.05 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 369000000.00 369000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2047-11-15 1.756 - 6 422109300.00 460318854.69 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 449900000.00 449900000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEG013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-08-15 0 - 5.375 119897600.00 124697629.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 122000000.00 122000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-02-15 0 - 7.5 258578600.00 280056287.49 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 273900000.00 273900000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2047-08-15 0 - 6.125 182229900.00 202680231.09 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 198000000.00 198000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2046-08-15 0 - 8.75 526706200.00 609041986.21 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 594000000.00 594000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2049-11-15 0 - 5 138316200.00 144467491.80 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 141000000.00 141000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-11-15 0 - 6.25 190745500.00 198420011.49 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 194000000.00 194000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEB520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2047-02-15 2 - 4.5 49105400.00 56557096.64 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 55000000.00 55000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEE298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-04 2049-05-15 0 - 8.75 262067000.00 280639603.23 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 273900000.00 273900000.00 0.0021 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.56% 549300HN4UKV1E2R3U73 FFB482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2043-08-15 2.625 - 3.625 117939500.00 129043295.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0155 126000000.00 126000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2046-11-15 1.375 - 4.625 190143200.00 195923233.25 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 192000000.00 192000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2026-11-30 1.625 - 2.75 325999700.00 339705324.59 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 333000000.00 333000000.00 0.0026 N N Y N Credit AG Credit AG, 1.67% 1VUV7VQFKUOQSJ21A208 FDJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 135741800.00 141171440.68 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 138000000.00 138000000.00 0.0011 N N N Y Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2025-04-30 2.125 - 2.875 415638100.00 428091103.32 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0167 418000000.00 418000000.00 0.0032 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.59% 7LTWFZYICNSX8D621K86 FGA798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2048-11-15 2.75 - 3.375 890776100.00 1061842979.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1033000000.00 1033000000.00 0.0080 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-08-15 2043-08-15 3.625 - 3.625 21030500.00 27813686.27 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 27000000.00 27000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FGA775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-15 2026-05-31 1.375 - 2.75 4327541300.00 4428840096.57 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 4342000000.00 4342000000.00 0.0336 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.59% 549300H47WTHXPU08X20 FGA684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2023-01-15 1.5 - 2.125 1239290000.00 1253738972.82 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1230000000.00 1230000000.00 0.0095 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2023-08-31 1.5 - 2.75 498953000.00 522911755.92 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 507000000.00 507000000.00 0.0039 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2022-08-15 1.5 - 1.5 129263000.00 130557386.30 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 127000000.00 127000000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.59% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2022-03-31 1.5 - 1.75 598100000.00 603953084.44 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 592000000.00 592000000.00 0.0046 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FFB091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2023-02-15 1.75 - 2 102966400.00 104230922.79 U.S. Treasuries (including strips) Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0162 102000000.00 102000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.65% 213800MBWEIJDM5CU638 FCJ052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-11-15 2047-11-15 2.75 - 2.75 125046300.00 144726062.66 U.S. Treasuries (including strips) Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0164 140000000.00 140000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFF556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 128127500.00 130700823.55 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0160 128000000.00 128000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFE331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 194337600.00 197402996.89 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 193000000.00 193000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFH823000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-02-15 1.625 - 6 255738500.00 262438367.33 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 257000000.00 257000000.00 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.64% H7FNTJ4851HG0EXQ1Z70 FFD100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 124743000.00 131822764.98 U.S. Treasuries (including strips) Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 129000000.00 129000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 88893200.00 97414783.71 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 95000000.00 95000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-09-30 1.625 - 2.625 95460300.00 97290888.27 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0166 95000000.00 95000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-08-31 1.375 - 2.125 96133000.00 97184935.70 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0167 95000000.00 95000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 136172300.00 140206965.51 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0167 137000000.00 137000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FDJ747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-02-15 2.625 - 6 71615600.00 83989341.55 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 82000000.00 82000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FED569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 137955700.00 139183778.98 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 136000000.00 136000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEE234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2021-04-15 2.375 - 2.375 137720200.00 140127135.49 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 137000000.00 137000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.72% H7FNTJ4851HG0EXQ1Z70 FEE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 107747300.00 139235570.07 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0171 136000000.00 136000000.00 0.0011 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FGA682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2024-09-30 1.5 - 1.5 467300000.00 472211221.88 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 463000000.00 463000000.00 0.0036 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.59% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2026-11-15 1.375 - 3 1479245000.00 1551335087.07 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1521000000.00 1521000000.00 0.0118 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 FFA635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2023-12-31 1.5 - 2.625 137143000.00 141905879.49 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 138900000.00 138900000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFC556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2026-11-15 2 - 2.875 139817800.00 149306339.57 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 146000000.00 146000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFD840000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2027-11-15 2.125 - 2.25 1033410200.00 1082660239.18 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 1059000000.00 1059000000.00 0.0082 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-08-31 2 - 2.75 524795000.00 551268858.30 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 540000000.00 540000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB117000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 86005700.00 85987236.36 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0155 84000000.00 84000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2028-08-15 2.875 - 2.875 122115400.00 129704233.57 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 126900000.00 126900000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2029-05-15 1.125 - 3.125 1131526900.00 1182034125.23 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1159000000.00 1159000000.00 0.0090 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2024-07-31 1.375 - 2 173936800.00 176407512.85 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0158 173000000.00 173000000.00 0.0013 N N Y N Natixis SA Natixis SA, 1.55% KX1WK48MPD4Y2NCUIZ63 FFA585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-08-15 1.125 - 6.375 496530400.00 524238679.97 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 513000000.00 513000000.00 0.0040 N N Y N Natixis SA Natixis SA, 1.56% KX1WK48MPD4Y2NCUIZ63 FFC960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-11-15 1.125 - 5.375 232100200.00 262424648.73 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 257000000.00 257000000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2048-08-15 1.125 - 5.5 680791100.00 707842077.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0159 691000000.00 691000000.00 0.0054 N N Y N Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG590000 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 126995200.00 131633010.09 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 129000000.00 129000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG184000 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 57721200.00 58166068.83 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 57000000.00 57000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFH815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 64396700.00 65300536.66 U.S. Treasuries (including strips) Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0160 64000000.00 64000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.67% 5493007VSMFZCPV1NB83 FEC028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 139012200.00 140083594.82 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0166 137000000.00 137000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 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 40624000.00 40937097.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 40000000.00 40000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 68993600.00 69596384.61 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0167 68000000.00 68000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDF989000 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 139124300.00 140196558.80 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0167 137000000.00 137000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FEA693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 201282800.00 208633561.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0167 204000000.00 204000000.00 0.0016 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEE910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 137959900.00 139023184.54 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 136000000.00 136000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEF852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 132875200.00 133899295.74 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 131000000.00 131000000.00 0.0010 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 1.60% X574KRZ6V5A7UBU45C31 FGA678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2031-02-15 0 - 8.75 435800000.00 472454716.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 463332750.00 463332750.00 0.0036 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2046-08-15 1.125 - 8.75 253890400.00 284750485.65 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0158 277000000.00 277000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2049-02-15 0 - 6.125 271256700.00 284914208.99 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 278000000.00 278000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-05-15 1.125 - 4.75 133394600.00 142019957.17 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 138000000.00 138000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2049-08-15 1.375 - 3.875 529514400.00 567319314.78 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 553000000.00 553000000.00 0.0043 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2046-08-15 1.25 - 6.5 400957600.00 425831787.37 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 415900000.00 415900000.00 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 267078900.00 281795768.11 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 275000000.00 275000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FEA844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-05-15 0 - 3.875 258906500.00 278936419.41 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 272000000.00 272000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2044-08-15 1.25 - 6.125 202221400.00 214128512.65 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 209000000.00 209000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FEB960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-02-15 1.375 - 6.125 131855500.00 134890869.93 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 131900000.00 131900000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-08-15 1.375 - 7.625 372188200.00 408591892.18 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 398000000.00 398000000.00 0.0031 N N Y N Societe Generale Societe Generale, 1.58% O2RNE8IBXP4R0TD8PU41 FFB084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2047-08-15 0 - 8 237764600.00 257033986.25 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 251000000.00 251000000.00 0.0019 N N Y N Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-08-15 1.125 - 3.75 176906800.00 200115805.88 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0158 195000000.00 195000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FFI632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2046-08-15 0 - 6.25 240021600.00 257898632.04 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 252000000.00 252000000.00 0.0020 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.59%, dated 1/31/2020 due 02/03/2020 B4TYDEB6GKMZO031MB27 FGB034000_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 2045-02-20 3 - 5.25 5156426232.14 898331161.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 878385000.00 878385000.00 0.0068 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFA125000 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 2044-04-15 2050-01-20 3 - 4.5 373393154.00 291090507.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 285000000.00 285000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFJ063000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 125900000.00 128171666.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-01-01 3 - 4 511203592.00 527858857.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 643000000.00 643000000.00 0.0050 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.60% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2021-12-13 2021-12-13 1.774 - 1.774 778000.00 779304.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4.5 - 4.5 2533106.00 2789641.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2043-01-01 2.376 - 4.985 18536790.00 5990120.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 1474593.00 1114958.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 2034-01-01 4.41 - 4.55 2141401.00 2497416.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3.5 - 3.5 7081.00 7261.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-15 2069-11-20 2.5 - 5.5 92146975.00 97136258.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-02-01 2046-10-01 2.433 - 6.1 24955518.00 5652811.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 319657.00 331813.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1032.00 1085.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 114000000.00 114000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGA472000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 42279724.00 42794805.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 13564135.00 12339270.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2049-07-01 4 - 4.5 99412085.00 90745372.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 143000000.00 143000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FCI991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 77223639.00 78843688.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 77000000.00 77000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FGA471000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-02-01 3 - 4 18607363.00 8138524.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-02-01 2050-01-01 3.5 - 5 48559466.00 17456231.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 3838180.00 3887199.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 28900000.00 28900000.00 0.0002 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEF382000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-07-15 2029-07-15 0.25 - 0.25 7700.00 8028.60 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-05-01 4 - 4 32165309.00 29635022.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 29000000.00 29000000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA135000 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 2033-10-24 2036-08-08 2.79 - 4.1 580000.00 616065.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-01-17 2032-07-15 0 - 2.1 671000.00 633647.99 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 980000.00 1010816.97 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-08-15 0 - 5.25 121133430.51 103814814.99 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-05 2048-12-01 0 - 6.625 11058490.00 11294870.19 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2048-12-20 2.358 - 6 11322.00 2815.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0156 114000000.00 114000000.00 0.0009 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FEJ726000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2022-06-02 2038-04-05 1.875 - 3.98 8732000.00 8841872.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-09-15 2029-09-15 N/A 4200000.00 3450581.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2036-02-25 3.9 - 4 285000.00 310552.08 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2048-12-20 2.358 - 3 1670675.00 840022.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-30 2048-07-01 0 - 4.5 2273955.00 2090561.00 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-11-15 0 - 6.125 122264155.86 103628995.66 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 116000000.00 116000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGA332000 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 2029-10-01 2046-09-01 0 - 6 6398526.00 2355020.53 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2036-06-02 2036-06-02 3.13 - 3.13 11000.00 11056.67 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-05-15 0 - 6.25 215012571.27 203310613.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-08-17 2038-08-17 4.25 - 4.25 140000.00 144072.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-09-01 0 - 4.5 4021.00 3434.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2049-04-20 2.358 - 4 19936.00 6084.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 200000000.00 200000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEF607000 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 2030-05-15 2030-05-15 N/A 5500000.00 4466594.00 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2048-08-15 0 - 6.125 102675847.25 123224974.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2048-10-01 4.5 - 6.25 11568954.00 10156382.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-10-24 2033-10-24 4.1 - 4.1 1515000.00 1653310.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-11-20 2049-11-20 3 - 4.5 73663347.00 45272608.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 180000000.00 180000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEH855000 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 2049-11-25 2049-11-25 2.176 - 2.176 2640.00 2472.69 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2048-08-15 0 - 6.125 188864515.62 170827390.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 33000.00 34037.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2044-11-01 0 - 7 3580294.00 1022113.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2031-04-09 2036-02-25 3.74 - 3.9 2155000.00 2219837.51 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-06-20 2047-11-20 3 - 3 25154486.00 18835462.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-06-25 2049-08-01 3 - 7 1115011.00 753581.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 188000000.00 188000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEG010000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2049-05-15 0 - 4.625 89612062.97 76196604.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2049-04-01 0 - 6.25 4311130.00 3658540.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-04-20 2049-07-20 2.318 - 7.5 40628425.00 31634658.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-01-01 0 - 3.5 321000.00 257861.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2031-04-09 2038-08-17 3.54 - 4.25 1395000.00 1427356.19 Agency Debentures and Agency Strips Y N/A N/A 2020-02-07 2020-02-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 110000000.00 110000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FGA465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-25 2049-10-25 3.5 - 3.5 3029.00 2344.48 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2048-02-15 2048-05-15 N/A 80918141.14 44394820.28 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 3000.00 3094.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-09-25 2.126 - 2.126 2928.00 2750.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2047-09-01 0 - 4 3313046.00 2545565.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2049-08-20 2.358 - 4.5 72458379.00 12748731.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-30 2047-12-01 0 - 5.57 16498441.00 16224086.89 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0163 74000000.00 74000000.00 0.0006 N N N Y BofA Securities, Inc. BofA Securities, Inc., 1.56% 549300HN4UKV1E2R3U73 FEJ751000 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 2029-07-01 2049-05-01 2.628 - 4.359 378724940.00 134612551.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-04-01 2024-04-01 3.11 - 3.11 8500000.00 8957569.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2033-10-01 3.78 - 3.78 19723000.00 21571262.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 2033-11-01 3.96 - 3.96 7456000.00 8535560.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-05-01 2.379 - 4.375 229003986.00 74905970.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2032-01-01 2.46 - 2.68 18638000.00 19534442.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2032-01-01 2.47 - 2.72 19540000.00 20582051.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 8227249.00 8430040.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0155 290900000.00 290900000.00 0.0023 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.57% 549300HN4UKV1E2R3U73 FFB483000 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 4.5 - 4.5 48000066.00 53063249.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2046-10-01 3 - 3 72848000.00 54248415.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2031-05-01 2.5 - 2.5 92013394.00 53632204.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2049-11-01 2.698 - 5 527773460.00 419992100.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0156 568900000.00 568900000.00 0.0044 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.57% 2IGI19DL77OX0HC3ZE78 FFC994000 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 2048-07-01 2048-07-01 4 - 4 1021.00 928.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 90304.00 75116.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.46 - 2.46 559855.00 583107.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-04-01 2049-11-01 3 - 5 394269349.00 321751852.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 315800000.00 315800000.00 0.0024 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 677249.00 682128.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 1026.00 933.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2047-10-01 3 - 4.5 61961408.00 27728041.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-05-01 2049-11-01 3.5 - 4.5 41069205.00 33098559.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 908823.00 920724.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1000.00 946.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 26111.00 21719.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 1000.00 901.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 60900000.00 60900000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.55% 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 2020-04-15 2048-08-15 0.125 - 6.25 58079000.00 72106173.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-07-29 2032-07-29 3 - 3 1000.00 1003.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-04-23 2034-02-01 1.125 - 5.5 368228.00 370387.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-07 2039-06-10 1.875 - 3.375 280000.00 292207.02 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2060-09-15 2.25 - 4.625 121000.00 123605.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-06 2040-01-01 1.5 - 6.25 897072.00 909040.37 Agency Debentures and Agency Strips Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0154 72000000.00 72000000.00 0.0006 N N Y N Citibank NA Citibank NA, 1.56% 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 2021-01-31 2048-02-15 0.125 - 8.125 360743200.00 405473873.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2032-07-15 0 - 6.25 5509000.00 5051350.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-12-12 2036-03-14 2.125 - 5.625 21670000.00 23395550.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2040-12-01 1.375 - 6.25 5348712.00 5146498.40 Agency Debentures and Agency Strips Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 429000000.00 429000000.00 0.0033 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.59%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB127000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 330131.51 2323.48 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 2885657.13 2394734.20 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 143427293.74 161012973.72 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-20 2029-08-27 2.59 - 3.5 291722.19 295632.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 108227.35 10529.87 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 531412.91 579565.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-12-01 0 - 8 9679704.85 4548619.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-15 2049-10-20 2.5 - 10.5 118462150.02 2366996.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 3020.42 14.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 144.13 156.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-12-01 1.375 - 9.5 20899014.66 13465596.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 1117019.27 1262007.99 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 181929000.00 181929000.00 0.0014 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.59%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB034000_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 BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 1315404.40 1486143.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-12-01 0 - 8 11398842.23 5356465.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-15 2049-10-20 2.5 - 10.5 139501294.58 2787380.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 3556.85 17.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 169.73 184.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 127448.77 12399.99 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 625793.04 682498.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 388763.61 2736.14 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 3398156.33 2820044.39 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 168900304.03 189609240.36 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-20 2029-08-27 2.59 - 3.5 343532.71 348137.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-12-01 1.375 - 9.5 24610726.71 15857117.14 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 214240000.00 214240000.00 0.0017 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 MBNUM2BPBDO7JBLYG310 FGB034000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 1967186.68 2181532.65 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2025-01-31 0 - 1.69 87704458.02 87577767.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-10-01 3.77 - 4.21 3517753.46 4021410.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.59 - 3.63 3515030.29 3937247.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.13 4027879.32 4295289.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2039-11-01 3.836 - 4.014 54406.99 33.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 2182514.41 2370420.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-01 2050-02-01 2.5 - 11 153748228.32 108283943.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.35 - 2.35 679957.43 701049.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2034-01-01 3.55 - 4.045 4610044.46 5184993.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0158 214240000.00 214240000.00 0.0017 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.59%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB127000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 409083012.04 427794169.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 44974336.01 28745055.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 1693615.76 1706519.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 76313765.83 56424171.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 85554820.81 44467963.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 547572000.00 547572000.00 0.0042 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.59%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB034000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 240084090.92 251065361.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 26394698.04 16870000.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 993955.23 1001528.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 44787293.91 33114418.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 50210717.08 26097516.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 321361000.00 321361000.00 0.0025 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.60% 7LTWFZYICNSX8D621K86 FGA799000 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 2045-04-15 2045-04-15 3.25 - 3.25 47964997.00 49463761.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 89719736.00 93725328.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 139000000.00 139000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.57% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-03-01 2037-03-01 5.5 - 5.5 1746320.00 30227.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 8 - 8 530700.00 2615.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-03-15 2050-01-20 3.5 - 6 723325759.00 557886259.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 41757312.00 23633417.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-02-01 2038-06-01 5.5 - 6 590427.00 24968.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0156 570000000.00 570000000.00 0.0044 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.57% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 32500000.00 28559167.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2037-06-01 5 - 5 2094544.00 54044.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 1111880.00 1116664.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2035-12-01 5.5 - 5.5 1500000.00 132950.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2048-02-01 3 - 7.5 75424865.00 46215720.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-09-20 2048-05-20 3.5 - 5.5 1906034.00 970366.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-07-01 2031-07-01 4.5 - 4.5 775000.00 169575.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2040-04-01 5 - 5 443359.00 109968.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-06-01 3 - 3 17342.00 10753.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-02-01 2056-05-01 2.5 - 6 584484142.00 466876587.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 18559456.00 19317259.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 2034-05-01 3.59 - 3.59 2076370.00 2377197.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2029-06-01 4.5 - 4.5 4240840.00 236944.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 5.5 - 5.5 3438390.00 174773.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2034-03-01 5 - 5 1920824.00 228545.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 343000.00 310936.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-09-01 2035-09-01 4 - 4 1290932.00 898855.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-05-01 3.5 - 3.5 415000.00 246739.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3 - 3 2372244.00 860861.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2033-05-01 3.5 - 6 903190.00 61808.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 16200000.00 16677944.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0156 574000000.00 574000000.00 0.0044 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.59% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 625136.00 669850.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 61987200.00 28085088.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-03-01 2037-03-01 5.5 - 5.5 700549.00 19880.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-12-01 2049-05-01 2.5 - 8 152861358.00 92825603.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 2.5 - 2.5 1521512.00 1106936.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2048-11-01 2.923 - 7 9076130.00 5258707.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-02-15 2054-09-15 2.5 - 8.5 1088546093.00 856341991.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2034-02-01 4 - 5.5 4569000.00 122359.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 965000000.00 965000000.00 0.0075 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.59% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2025-05-01 8.5 - 8.5 472374.00 9693.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 4.5 - 4.5 66672.00 51802.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2048-05-01 3 - 7 292529089.00 132012436.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 2415772.00 594251.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 4 - 4 1761492.00 352686.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-02-20 2048-11-20 2.99 - 5.5 188454579.00 139986919.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 3500000.00 2519889.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 2056300.00 1177684.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2040-04-01 5 - 5 96746.00 25090.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 489674.00 339245.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2056-06-01 2.5 - 7 376015292.00 352961037.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 186356736.00 190892969.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 15000000.00 13089610.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2037-01-01 5.5 - 5.5 1001404.00 55165.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2033-02-01 5.5 - 5.5 899912.00 15418.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3.5 - 3.5 5006330.00 5191501.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 530000.00 19649.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 30424096.00 31592097.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 5 - 5 1600000.00 82542.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5 - 5 554912.00 43681.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-03-01 2037-03-01 4 - 4 1250652.00 1074930.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5.5 - 5.5 46000.00 6372.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2028-02-01 6 - 6 970000.00 126218.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2031-11-01 7 - 7 277024.00 33175.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0158 855000000.00 855000000.00 0.0066 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 CYYGQCGNHMHPSMRL3R97 FGB034000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2033-10-01 4.03 - 4.18 1319808.03 1543319.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3.93 - 3.93 428482.67 494134.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 2.5 - 2.5 539822.17 540385.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 5968077.97 6202077.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2048-09-01 3.5 - 6.5 32937787.16 18526270.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 1075839.42 1157832.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-15 2045-12-15 4 - 4 282634.88 194716.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.24 - 4.24 321362.00 374823.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.775 - 3.775 174820.93 201265.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-01-01 3 - 4.564 170431143.43 131985997.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 2004952.67 2107746.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 564149.71 587766.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 160681000.00 160681000.00 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.56% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-09-01 2049-06-01 3.5 - 5 315490098.00 291795847.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 286000000.00 286000000.00 0.0022 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.59%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB127000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 353.42 354.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 821.80 795.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 168345.96 172365.28 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 535148.65 540564.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 201227.53 212683.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 2.35 - 5 25480206.06 12187149.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 2.309 - 7 1881964.17 1149072.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 166287.31 132195.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2048-11-20 3.875 - 5 1088.39 603.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 254123.21 260424.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 57597.45 58219.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 14424000.00 14424000.00 0.0001 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.59%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB034000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 2320.21 2326.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 5395.11 5220.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 1105196.36 1131583.29 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 3513267.24 3548824.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 1321064.85 1396273.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 378129.03 382214.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 2.309 - 7 12355152.17 7543698.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 1091681.24 867865.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2048-11-20 3.875 - 5 7145.33 3960.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1668326.60 1709695.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 2.35 - 5 167278330.06 80009005.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 94694000.00 94694000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2049-05-01 3 - 5 202512262.00 189927427.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 186000000.00 186000000.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-12-01 2049-08-01 2.88 - 4 153600441.00 146019473.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 143000000.00 143000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2049-09-01 3 - 4.5 230800986.00 204223040.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0163 200000000.00 200000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 2036813.00 2042559.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2048-10-01 3.5 - 4.5 74763845.00 66907173.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-20 2041-10-20 3.688 - 3.688 28001837.00 17782612.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 21144.00 19000.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0163 85000000.00 85000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 11251100.00 11466265.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2049-01-01 3.5 - 4 35810127.00 32095730.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 14216183.00 13454088.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 7696.00 6915.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 3.5 30828722.00 30724973.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0163 86000000.00 86000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-03-20 4.5 - 4.5 90631670.00 58079835.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 78816.00 70824.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 57000000.00 57000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.69% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-12-01 2047-07-01 2.88 - 3.5 180568803.00 155534922.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0168 152000000.00 152000000.00 0.0012 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.56% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2049-08-01 2.595 - 5.5 178620880.00 145897923.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 143000000.00 143000000.00 0.0011 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.59%, dated 1/31/2020 due 02/03/2020 ZBUT11V806EZRVTWT807 FGB034000_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 2023-01-01 2023-01-01 2 - 2 123965.95 14035.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 696765.97 649684.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-11-01 2021-11-01 6 - 6 691487.01 3559.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-04-01 5 - 5 164239.75 122873.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 4 - 6 4492541.75 3501538.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 360740.90 11020.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 1201479.93 29635.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-08-01 5 - 5.5 1854832.04 47305.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-08-01 2036-08-01 6 - 7 1441757.92 25167.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 80070.60 3172.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3 5654633.98 5833829.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2034-03-01 5 - 5 193201.05 3674.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 39763.07 1477.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 2002080.77 2049446.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.5 - 4 337213.16 302517.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 986504.14 993964.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 4 - 4.5 6379973.86 6776215.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 277710.50 209465.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3 - 5.5 1349085.07 1270695.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 5 - 5 553260.02 107015.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-12-01 5 - 5.5 852651.66 700424.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.64 - 2.64 2270560.27 2375414.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 445180.55 400738.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 13079617.21 12596373.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 182193.25 124662.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2059-06-15 2.5 - 7 137693053.06 127091850.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 4 - 4 2466855.38 2454570.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 8724.85 4440.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 2.5 - 4.5 57778540.00 58416724.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2033-02-01 6 - 7 703541.45 2769.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 6 11298040.62 246056.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 679333.38 6664.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 3099.15 1053.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2045-01-01 3.5 - 5.5 5022888.52 2937840.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 340564.70 286252.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 973914.41 109193.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 6588292.18 5766437.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-06-01 5.5 - 5.5 38744.69 10190.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 124825.53 53083.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 3219.27 2001.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3.5 - 3.5 260328.49 105945.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2033-06-01 2.5 - 6 2684042.11 197569.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 656445.55 686221.56 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2039-08-15 1.75 - 4.5 474715524.27 515465446.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 184908.84 188944.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 1032.26 757.92 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 959124.52 969242.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2050-01-01 2.344 - 7.5 102620040.24 27377851.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2058-01-01 2 - 7.5 500650763.12 367232297.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 123965.95 8226.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1125121000.00 1125121000.00 0.0087 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.59%, dated 1/31/2020 due 02/03/2020 ZOMOLU8CGIZRYZ7PFU34 FGB034000_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 2049-08-01 2049-08-01 3.5 - 3.5 10018.64 9921.30 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2046-08-15 1.125 - 3.125 191621131.08 201125450.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-02-01 2050-01-01 3 - 5.5 78537346.69 75647445.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 3 - 3 929561.61 790288.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2049-04-01 4 - 4.5 6991043.31 6547465.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 278513000.00 278513000.00 0.0022 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.62% K5HU16E3LMSVCCJJJ255 FFB370000 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 3.5 - 3.5 9862600.00 8544220.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2036-06-01 4 - 4 1292980.00 794082.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2028-04-01 2.5 - 2.5 12000000.00 4222577.51 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 100.00 106.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 2034-07-01 3.29 - 3.29 1495000.00 1671457.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.53 - 3.53 2429984.00 2724052.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2050-02-01 2.5 - 4.709 176251975.00 72768311.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2048-03-01 2.5 - 4.5 15750452.00 9958560.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 8282448.00 9036415.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 3122112.00 3032056.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 72259584.00 76168937.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 185000000.00 185000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FFI623000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.81 - 3.81 10038900.00 11449405.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 3.5 - 3.5 1450000.00 841962.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-10-01 2.416 - 3 9492969.00 5157505.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-10-01 2049-11-01 3 - 6 251117190.00 128457639.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0163 143000000.00 143000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA346000 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 2035-01-01 2035-01-01 3 - 3 1245260.00 1300351.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2049-02-01 2.5 - 4.5 113182022.00 63958205.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 8099680.00 6643064.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-05-01 2050-01-01 3 - 5 132457399.00 88267737.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0164 157000000.00 157000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA344000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.52 - 3.52 8455300.00 9418809.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2024-01-01 6 - 6 6113079.00 105215.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1448532.00 1488950.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 7337080.00 7541799.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2037-12-01 4 - 4 1195660.00 976309.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4 - 4 300000.00 210706.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2032-10-01 3 - 3 1103702.00 830939.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 3218876.00 3320594.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 2030-11-01 3.855 - 3.855 19875872.00 22486894.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.53 - 3.53 38569900.00 43237500.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 22771200.00 23325488.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2050-01-01 2.5 - 6.35 229423372.00 128040667.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1357654.00 884453.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2043-07-01 3 - 4.183 87422122.00 1560271.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 1966740.00 2184010.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 1259354.00 1272642.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0164 242000000.00 242000000.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 5396168.00 5688873.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-10-01 2031-10-01 2.7 - 2.7 3650776.00 3860148.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-03-01 2050-01-01 2.325 - 5.5 343115264.00 103203789.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-09-01 2034-09-01 2.61 - 2.61 795508.00 830654.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 2.5 - 2.5 2450000.00 682521.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-01-01 2049-07-01 3.179 - 4.5 85474330.00 45348052.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-06-01 3.35 - 3.36 13526600.00 15128137.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 1079658.00 1194118.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.78 - 3.78 12500000.00 14194962.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3.5 12011528.00 12765674.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3 - 3 1102400.00 1140468.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0164 200000000.00 200000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA788000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 3600000.00 3661200.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.72 - 3.72 19784224.00 22373781.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 3903220.00 4108420.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 4 - 4 2000000.00 1625909.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2049-12-01 2 - 5 118171960.00 106408026.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 2350404.00 2528779.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2050-01-01 2.646 - 4.5 38135550.00 22511085.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.52 - 3.52 18130800.00 20196865.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 6223232.00 6332018.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 186000000.00 186000000.00 0.0014 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.59%, dated 1/31/2020 due 02/03/2020 K5HU16E3LMSVCCJJJ255 FGB127000_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 138914576.67 120508422.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-01-28 2030-01-28 2.4 - 2.4 4729913.50 4767603.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-01-07 2025-01-07 1.625 - 1.625 6762497.95 6829255.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2069-12-20 2 - 7.5 231191054.00 127495702.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 2118203.55 1217773.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 255671000.00 255671000.00 0.0020 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 7TK5RJIZDFROZCA6XF66 FGB034000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-12-20 3 - 4 128191801.14 109277251.91 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2023-08-15 0 - 2.5 283320965.86 284121025.79 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 385633000.00 385633000.00 0.0030 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.59% 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 2049-08-01 2049-08-01 4 - 4 4276065.00 4113860.77 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 3.5 - 3.5 856000.00 1023019.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 72380.00 70411.21 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-02-12 2045-10-23 2.35 - 4.7 38705000.00 43164171.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-09-01 2026-01-01 3 - 3.5 4650000.00 336963.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 134174845.00 137610078.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2020-08-01 4 - 4 2001076.00 11226.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 600000.00 610178.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-01 2046-05-01 0 - 5.5 43500226.00 17817789.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 90943463.00 91696101.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 200000.00 187181.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2049-08-01 2.5 - 9 142400806.00 50031987.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 2034-08-01 3.14 - 3.26 1724104.00 1892997.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-03-10 2048-11-15 0 - 7.5 74738700.00 107006536.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2025-04-01 8.5 - 8.5 60000.00 42.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 2.5 - 4 4715838.00 4916853.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3 - 3 1889977.00 2018557.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 3 296764393.00 302931664.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-06-08 2029-06-08 2.75 - 2.75 445000.00 485340.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 49974735.00 50160837.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2024-01-01 3.5 - 3.5 505000.00 101444.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 3.5 - 3.5 1125459.00 941021.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 801000000.00 801000000.00 0.0062 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FGA345000 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 2041-09-01 2048-11-01 3.5 - 5.5 7416.00 3796.14 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2049-11-15 1.75 - 2.75 47100.00 51837.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2049-04-01 4 - 4.5 164417647.00 145830291.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 3 - 3 1001.00 851.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0164 143000000.00 143000000.00 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FGA905000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 185835.00 184029.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-02-01 2049-07-01 3 - 5.5 50376243.00 46043763.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 128247092.00 113584227.34 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2027-08-15 1.25 - 2.375 339200.00 349999.96 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 157000000.00 157000000.00 0.0012 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.59%, dated 1/31/2020 due 02/03/2020 OXTKY6Q8X53C9ILVV871 FGB034000_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 2020-11-01 2049-04-01 2.5 - 9 88678450.59 6655955.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 206113.50 217463.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 2161392.33 2154171.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 65418158.55 55771606.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 2614320.90 1845688.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2055-09-01 2.86 - 8.5 142876855.69 116154371.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 4.5 60446124.39 60957951.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 3988.75 3585.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.21 - 3.21 1275952.20 1391468.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2025-01-15 1.375 - 2.875 22229949.02 24054636.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 11252.85 11276.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 568396.40 604971.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 2432736.59 2636276.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 2740173.23 2850707.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 68504311.88 50344887.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 5607.18 5544.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 319218000.00 319218000.00 0.0025 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FEB392000 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 2036-09-01 2047-04-01 4.5 - 5.5 44007168.00 1003380.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 3 - 4.5 95224668.00 90731638.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1000.00 1026.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 339222.00 228487.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2029-07-15 0.125 - 3 7150900.00 7335865.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2049-11-20 2.5 - 5 305734056.00 49902270.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 145900000.00 145900000.00 0.0011 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB127000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 6.5 84496342.77 90964708.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 267237.59 181650.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 171.21 118.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2050-01-20 2.5 - 5 213764534.56 140810785.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 580756.58 592940.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 387519.29 258657.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 3239899.34 2695003.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 2618422.13 2271001.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2049-08-01 3 - 5.5 15993155.81 5642944.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 927000.19 691992.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 239034000.00 239034000.00 0.0019 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB034000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 6.5 68158700.55 73376386.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 215566.34 146527.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 138.10 95.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2050-01-20 2.5 - 5 172432467.74 113584562.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 468465.41 478293.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 312591.17 208645.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 2613454.28 2173916.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 2112141.71 1831895.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2049-08-01 3 - 5.5 12900827.21 4551862.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 747761.69 558193.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 192816000.00 192816000.00 0.0015 N Y Y N RBC Financial Group RBC Financial Group, 1.60% ES7IP3U3RHIGC71XBU11 FGA442000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-08-01 3.5 - 4.5 169189799.00 134392669.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 16676148.00 17063567.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 9842046.00 10064815.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2049-08-01 3 - 4.5 598399410.00 451580683.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0159 601000000.00 601000000.00 0.0047 N N Y N RBC Financial Group RBC Financial Group, 1.60% ES7IP3U3RHIGC71XBU11 FGA264000 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 2035-01-01 2035-01-01 3 - 3 31577274.00 32419715.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 31953934.00 31758455.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 28521162.00 25705708.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 54312292.00 27849069.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-05-15 2049-01-01 3 - 4.5 512705635.00 342636494.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 38767963.00 42693955.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-01 2049-06-01 2.161 - 3 150416733.00 85573944.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 25936484.00 25435639.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0159 601000000.00 601000000.00 0.0047 N N Y N RBC Financial Group RBC Financial Group, 1.63% ES7IP3U3RHIGC71XBU11 FDD692000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 24610179.00 25383119.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 1966.00 1008.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 3200789.00 3390540.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-01-01 2040-01-01 2.5 - 2.5 33741.00 34295.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 1025365.00 1084711.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2035-01-01 2.5 - 3 8417165.00 8593883.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 3087238.00 2818688.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2031-04-01 3.495 - 3.605 2473100.00 2781585.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-11-01 3.77 - 3.79 70982973.00 80605550.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 1.961 - 6 1301430524.00 1022249498.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 910304.00 892725.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-04-20 2049-11-20 2.108 - 5.5 124008596.00 94378594.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-07-01 2.126 - 6.5 56038622.00 39883133.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 144916.00 146162.33 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2029-07-02 2034-08-21 2.93 - 2.95 19000.00 19111.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3 - 3 18735.00 19234.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3 31618323.00 32177588.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0162 1284000000.00 1284000000.00 0.0099 N N Y N Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA286000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2049-02-15 0 - 4.25 140618146.13 152983055.88 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-10-20 2064-05-20 2.5 - 4.567 5532985.00 3339906.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-12-01 2058-05-01 2.5 - 4 19113406.00 18990127.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0158 171000000.00 171000000.00 0.0013 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB034000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.75 - 3.75 259481279.29 278406104.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 182471217.14 156709999.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 325937557.19 212119530.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 632326000.00 632326000.00 0.0049 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB127000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.75 - 3.75 125785590.24 134959547.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 88454357.14 75966404.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 158000793.45 102826609.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 306525000.00 306525000.00 0.0024 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB034000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 172282564.07 174947595.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 107120151.52 107764115.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-01-01 2.5 - 3.5 1987023235.81 1896417409.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 2120979000.00 2120979000.00 0.0164 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.70% 5493006GGLR4BTEL8O61 FFE326000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 100000.00 100537.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 139347000.00 114492290.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0169 112000000.00 112000000.00 0.0009 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.72% 5493006GGLR4BTEL8O61 FFH406000 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 2047-09-01 2047-09-01 3.5 - 3.5 125696000.00 98214115.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0171 96000000.00 96000000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.72% 5493006GGLR4BTEL8O61 FFJ116000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 300000.00 301611.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 247298000.00 186921920.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0171 183000000.00 183000000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.72% 5493006GGLR4BTEL8O61 FFI670000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-12-01 2047-07-01 3 - 3.5 240580000.00 185912010.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0171 182111250.00 182111250.00 0.0014 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.56% SUVUFHICNZMP2WKHG940 FFJ052000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 2316239.00 2333045.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 46900000.00 46003727.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-02-20 2049-07-20 3.5 - 4 450000000.00 203524359.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-11-01 3 - 4.5 551619145.00 476608220.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 714000000.00 714000000.00 0.0055 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VYVVCKR63DVZZN70PB21 FGB034000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 294698.01 305031.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 770321.28 797487.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 191676.71 196918.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 842700.59 871143.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 2089837.09 2143598.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 11756148.73 12153334.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 1509087.94 1335221.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 384155067.50 394558767.85 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 134637940.46 138096427.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 613491.29 634437.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 1642459.65 1699416.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 5039793.70 5206502.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 1983418.70 2034147.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 7151642.28 7405118.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 259563.25 267712.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 195597.39 200563.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 10988388.90 11275462.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 567737000.00 567737000.00 0.0044 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VYVVCKR63DVZZN70PB21 FGB127000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 30456.72 31524.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 79611.86 82419.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 19809.58 20351.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 87092.19 90031.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 215982.39 221538.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 1214985.15 1256033.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 155962.59 137993.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 39702007.42 40777218.51 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 13914684.36 14272115.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 63403.66 65568.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 169746.41 175632.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 520857.18 538086.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 204984.16 210226.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 739114.43 765310.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 26825.58 27667.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 20214.78 20728.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 1135638.01 1165306.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 58675000.00 58675000.00 0.0005 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.56% VYVVCKR63DVZZN70PB21 0000276523 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 2029-11-20 2049-03-20 2.5 - 5.5 842218154.00 583591694.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 572000000.00 572000000.00 0.0044 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.60% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 5810724.00 6045676.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 85000.00 88271.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 84143774.00 87326505.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-02-01 3.5 - 3.5 44687044.00 46440231.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 8513655.00 8857908.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 4 268473481.00 278764559.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 131545.00 136648.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 3256867.00 3389591.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 4385644.00 4548679.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0159 427000000.00 427000000.00 0.0033 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796WT2 US912796WT21 U.S. Treasury Debt Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0125 291821351.48 291821351.48 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0146 658840934.17 658840934.17 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0150 171024520.92 171024520.92 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0116 510791225.84 510791225.84 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796WU9 US912796WU93 U.S. Treasury Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0132 375962150.33 375962150.33 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0151 735575643.60 735575643.60 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0150 228884141.20 228884141.20 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0150 372946931.94 372946931.94 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0144 629579809.01 629579809.01 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0128 646549856.22 646549856.22 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0141 20772602.03 20772602.03 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0144 598859874.00 598859874.00 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0075 476841875.43 476841875.43 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.55% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0162 640292812.50 640292812.50 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-02-03 2020-04-30 2020-04-30 N N N 0.0155 91002812.81 91002812.81 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 2.04% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0168 200087666.00 200087666.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.62% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0160 1215139447.08 1215139447.08 0.0094 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 386037694.35 386037694.35 0.0030 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 0.0158 283044218.75 283044218.75 0.0022 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 0.0160 92104218.52 92104218.52 0.0007 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 0.0156 259928905.60 259928905.60 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0160 581968192.86 581968192.86 0.0045 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 0.0160 270537891.30 270537891.30 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0162 751026793.14 751026793.14 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 67938906.08 67938906.08 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.66% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 353834062.50 353834062.50 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0157 334520621.93 334520621.93 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 309844923.42 309844923.42 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0159 238139207.62 238139207.62 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0156 504160155.00 504160155.00 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0163 50980078.38 50980078.38 0.0004 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 0.0161 413392147.41 413392147.41 0.0032 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 0.0161 362071718.75 362071718.75 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 96735000.00 96735000.00 0.0007 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 0.0156 26963085.87 26963085.87 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 0.0156 696031644.10 696031644.10 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0170 38062343.56 38062343.56 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 0.0157 26965195.38 26965195.38 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-10-31 2021-10-31 N N N 0.0166 1225514956.21 1225514956.21 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% to 1.91% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0166 239225501.28 239225501.28 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 912828J50 254900HROIFWPRGM1V77 US912828J504 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0159 220959864.19 220959864.19 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 912828UQ1 254900HROIFWPRGM1V77 US912828UQ10 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0158 249932457.50 249932457.50 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 912828UV0 254900HROIFWPRGM1V77 US912828UV05 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0160 299761713.00 299761713.00 0.0023 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA917000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 270900000.00 270900000.00 0.0021 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA920000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 522900000.00 522900000.00 0.0041 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA927000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 215000000.00 215000000.00 0.0017 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA930000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 120000000.00 120000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA921000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 196000000.00 196000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.77% 5493006GGLR4BTEL8O61 FGA328000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0176 112375000.00 112375000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Fidelity Colchester Street Trust: Government Portfolio 2020-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer