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75025612.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.68% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0061 46001711.20 46001711.20 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.69% 3133EKLV6 US3133EKLV61 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0065 283005725.09 283005725.09 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.71% 3133ELSY1 US3133ELSY11 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0034 53163862.75 53163862.75 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.76% 3133EKVL7 US3133EKVL79 U.S. Government Agency Debt Y N/A N/A 2020-05-17 2020-07-17 2020-07-17 N N N 0.0070 350043760.50 350043760.50 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.79% 3133ELDW1 US3133ELDW10 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-12-15 2020-12-15 N N N 0.0083 237941973.22 237941973.22 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.80% 3133EKLJ3 US3133EKLJ34 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-09-15 2020-09-15 N N N 0.0077 119014284.76 119014284.76 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.84% 3133EKYU4 US3133EKYU42 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-08-12 2020-08-12 N N N 0.0078 244037234.40 244037234.40 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.96% 3133ELKX1 US3133ELKX10 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2021-02-03 2021-02-03 N N N 0.0098 169970260.20 169970260.20 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.98% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-12-03 2020-12-03 N N N 0.0103 126866410.84 126866410.84 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.99% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2021-03-03 2021-03-03 N N N 0.0103 54983873.45 54983873.45 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.00% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-08-06 2020-08-06 N N N 0.0094 90015557.40 90015557.40 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.47% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0054 32888213.60 32888213.60 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.62% 313312C57 US313312C574 U.S. Government Agency Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0012 56979290.19 56979290.19 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.66% 3133EK7L4 US3133EK7L43 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0019 67552232.18 67552232.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-28 2020-08-28 N N N 0.0023 70953448.14 70953448.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-05 2020-06-05 N N N 0.0005 36999276.28 36999276.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-14 2020-05-14 N N N 0.0011 232793188.27 232793188.27 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-19 2020-08-19 N N N 0.0017 549765496.50 549765496.50 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-05 2020-08-05 N N N 0.0020 181820866.22 181820866.22 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-04 2020-09-04 N N N 0.0024 599587668.00 599587668.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-28 2020-09-28 N N N 0.0026 277739569.60 277739569.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-21 2020-08-21 N N N 0.0021 41977947.90 41977947.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-25 2020-08-25 N N N 0.0021 161917081.92 161917081.92 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-25 2021-02-25 N N N 0.0026 149732583.00 149732583.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-19 2020-06-19 N N N 0.0005 4999950.45 4999950.45 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-09 2021-02-09 N N N 0.0028 193649948.34 193649948.34 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-28 2020-09-28 N N N 0.0006 31999425.60 31999425.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-01-28 2021-01-28 N N N 0.0013 157920393.28 157920393.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-01-22 2021-01-22 N N N 0.0023 86890375.65 86890375.65 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-06 2020-05-06 N N N 0.0006 170000314.50 170000314.50 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-05-14 2021-05-14 N N N 0.0032 452825928.76 452825928.76 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-26 2021-02-26 N N N 0.0013 516767267.28 516767267.28 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0009 198986070.00 198986070.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-07-24 2020-07-24 N N N 0.0005 201916812.21 201916812.21 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-07-08 2021-07-08 N N N 0.0017 198796546.38 198796546.38 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-11 2020-05-11 N N N 0.0011 284998560.75 284998560.75 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-04 2021-03-04 N N N 0.0032 1338360536.52 1338360536.52 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-11 2021-06-11 N N N 0.0023 317481058.98 317481058.98 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-07-23 2021-07-23 N N N 0.0017 276706945.08 276706945.08 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-11 2020-09-11 N N N 0.0025 93948270.86 93948270.86 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-07-29 2020-07-29 N N N 0.0020 328930261.87 328930261.87 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-12-23 2020-12-23 N N N 0.0015 433685754.43 433685754.43 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-22 2021-02-22 N N N 0.0025 220655598.45 220655598.45 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-07-17 2020-07-17 N N N 0.0005 152819758.57 152819758.57 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0012 125962619.58 125962619.58 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-10-01 2020-10-01 N N N 0.0009 151018512.60 151018512.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-10 2020-06-10 N N N 0.0008 175007752.50 175007752.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% to 1.58% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0008 429292487.25 429292487.25 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 92991351.00 92991351.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384C64 2549001DPIFGXC1TOL40 US313384C649 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0012 8996699.97 8996699.97 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-12 2021-03-12 N N N 0.0014 325953183.14 325953183.14 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2022-02-10 2022-02-10 N N N 0.0019 135342955.50 135342955.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-10-07 2020-10-07 N N N 0.0015 235979135.24 235979135.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 44987400.00 44987400.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJKE8 2549001DPIFGXC1TOL40 US3130AJKE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0015 154993375.30 154993375.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0012 154940066.15 154940066.15 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-10-16 2020-10-16 N N N 0.0026 303826488.96 303826488.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 0.20% 313384XC8 2549001DPIFGXC1TOL40 US313384XC85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 235888205.00 235888205.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0010 222979557.59 222979557.59 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-04 2021-06-04 N N N 0.0016 179970228.00 179970228.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-10 2021-03-10 N N N 0.0015 245999982.78 245999982.78 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XK0 2549001DPIFGXC1TOL40 US313384XK02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0009 289980425.00 289980425.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0010 292974769.77 292974769.77 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.27% 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 73979773.58 73979773.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 143958240.00 143958240.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 85974773.62 85974773.62 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0010 120988236.38 120988236.38 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0012 922790783.59 922790783.59 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-09 2021-04-09 N N N 0.0022 436832987.34 436832987.34 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 313384YN3 2549001DPIFGXC1TOL40 US313384YN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0010 1032745065.00 1032745065.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384XH7 2549001DPIFGXC1TOL40 US313384XH72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0009 296981437.50 296981437.50 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 289940065.70 289940065.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 146967660.00 146967660.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 365918261.22 365918261.22 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-25 2020-09-25 N N N 0.0024 294975624.15 294975624.15 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-13 2021-04-13 N N N 0.0020 1698726794.94 1698726794.94 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-05-13 2021-05-13 N N N 0.0028 223929054.72 223929054.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-07 2021-04-07 N N N 0.0024 60005631.60 60005631.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0009 263987460.00 263987460.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313384ZK8 2549001DPIFGXC1TOL40 US313384ZK83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0012 24993750.00 24993750.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0012 444829418.15 444829418.15 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-06 2021-04-06 N N N 0.0028 148971912.01 148971912.01 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0012 427870174.76 427870174.76 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-03-25 2021-03-25 N N N 0.0024 840379444.80 840379444.80 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0013 272877756.06 272877756.06 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0013 369832985.70 369832985.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0013 619693273.60 619693273.60 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 272856068.94 272856068.94 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0013 289846059.30 289846059.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0013 132919793.02 132919793.02 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 1.58% 313384WZ8 2549001DPIFGXC1TOL40 US313384WZ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0009 694970462.50 694970462.50 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0010 56993349.81 56993349.81 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YL7 2549001DPIFGXC1TOL40 US313384YL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0010 19997111.20 19997111.20 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0013 898545501.56 898545501.56 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0013 228873477.50 228873477.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0052 289780124.90 289780124.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0013 113941131.54 113941131.54 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0031 60010365.60 60010365.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0077 99834949.00 99834949.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-07-28 2020-07-28 N N N 0.0039 71005037.45 71005037.45 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-08-28 2020-08-28 N N N 0.0041 568036113.44 568036113.44 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-07-28 2020-07-28 N N N 0.0039 142011808.72 142011808.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 69971338.50 69971338.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 139942677.00 139942677.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 31986897.60 31986897.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 279885354.00 279885354.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0044 29000611.32 29000611.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-11-27 2020-11-27 N N N 0.0049 96988906.11 96988906.11 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 208852120.12 208852120.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-08-26 2020-08-26 N N N 0.0046 81005122.44 81005122.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 279835846.92 279835846.92 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0052 288969027.87 288969027.87 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384ZT9 2549001DPIFGXC1TOL40 US313384ZT92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 297917552.34 297917552.34 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2021-03-24 2021-03-24 N N N 0.0058 272890223.97 272890223.97 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2021-03-24 2021-03-24 N N N 0.0058 70971450.19 70971450.19 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AJDW6 2549001DPIFGXC1TOL40 US3130AJDW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0041 72011993.04 72011993.04 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-08-24 2020-08-24 N N N 0.0054 204012937.68 204012937.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-08-24 2020-08-24 N N N 0.0054 146013880.22 146013880.22 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-11-24 2020-11-24 N N N 0.0055 542075169.98 542075169.98 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2021-02-22 2021-02-22 N N N 0.0068 139830801.26 139830801.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-23 2021-02-23 2021-02-23 N N N 0.0064 35996660.64 35996660.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-08-21 2020-08-21 N N N 0.0064 272016646.40 272016646.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-08-18 2020-08-18 N N N 0.0069 138891764.62 138891764.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0069 139991544.00 139991544.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2021-04-20 2021-04-20 N N N 0.0071 394823559.21 394823559.21 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0067 283004853.45 283004853.45 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-16 2021-02-16 2021-02-16 N N N 0.0080 279765653.60 279765653.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-17 2020-07-17 2020-07-17 N N N 0.0070 139011709.36 139011709.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2021-03-19 2021-03-19 N N N 0.0073 506024434.74 506024434.74 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2021-03-19 2021-03-19 N N N 0.0073 101004877.29 101004877.29 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2021-01-22 2021-01-22 N N N 0.0067 59927206.58 59927206.58 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% to 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0000 165000000.00 165000000.00 0.0009 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 323892802.94 323892802.94 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 69998483.80 69998483.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-09-11 2020-09-11 N N N 0.0080 44995605.30 44995605.30 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-08-13 2020-08-13 N N N 0.0080 66995140.49 66995140.49 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0078 84000132.72 84000132.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0078 282000445.56 282000445.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-12-11 2020-12-11 N N N 0.0083 301922902.42 301922902.42 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-08-12 2020-08-12 N N N 0.0080 301991100.06 301991100.06 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2021-01-13 2021-01-13 N N N 0.0083 209932321.20 209932321.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-14 2020-12-14 2020-12-14 N N N 0.0083 208951879.84 208951879.84 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-16 2020-11-16 2020-11-16 N N N 0.0077 223024534.46 223024534.46 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2021-02-11 2021-02-11 N N N 0.0084 277913942.32 277913942.32 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2021-02-12 2021-02-12 N N N 0.0084 97869487.51 97869487.51 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-08-12 2020-08-12 N N N 0.0080 559999199.20 559999199.20 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2021-02-12 2021-02-12 N N N 0.0082 277956684.82 277956684.82 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-07-15 2020-07-15 N N N 0.0076 69005776.68 69005776.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-06-15 2020-06-15 N N N 0.0077 32000977.28 32000977.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0078 276002558.52 276002558.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2021-01-08 2021-01-08 N N N 0.0087 179943712.20 179943712.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 139015344.21 139015344.21 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 28003090.92 28003090.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 41004525.99 41004525.99 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 297032987.79 297032987.79 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 38804417.38 38804417.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 294033471.90 294033471.90 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 149016963.65 149016963.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0087 408002521.44 408002521.44 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-07-08 2020-07-08 N N N 0.0086 145012390.25 145012390.25 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHHZ9 2549001DPIFGXC1TOL40 US3130AHHZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0093 38000000.00 38000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-01 2020-06-01 N N N 0.0094 580014094.00 580014094.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 113004518.87 113004518.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0088 297005874.66 297005874.66 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-01 2020-09-01 N N N 0.0095 41002631.38 41002631.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 37001972.84 37001972.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-07-07 2020-07-07 N N N 0.0093 141012061.14 141012061.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 73003892.36 73003892.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 176009384.32 176009384.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 36000907.56 36000907.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 14000352.94 14000352.94 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 218005495.78 218005495.78 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-06-03 2020-06-03 N N N 0.0097 73001840.33 73001840.33 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0103 593000000.00 593000000.00 0.0032 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-01 2021-02-01 N N N 0.0099 31014317.04 31014317.04 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 606983908.43 606983908.43 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 302991828.09 302991828.09 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0117 300990042.92 300990042.92 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 1.54% 313384XJ3 2549001DPIFGXC1TOL40 US313384XJ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0009 768950015.00 768950015.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AHD59 2549001DPIFGXC1TOL40 US3130AHD592 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0146 282003756.24 282003756.24 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AE6Z8 2549001DPIFGXC1TOL40 US3130AE6Z86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0153 14000000.00 14000000.00 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0148 37000519.11 37000519.11 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WU9 2549001DPIFGXC1TOL40 US313384WU92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0008 135995920.00 135995920.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0008 460983865.00 460983865.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384XA2 2549001DPIFGXC1TOL40 US313384XA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0009 139993700.00 139993700.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0008 167997900.00 167997900.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0009 61996745.00 61996745.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHRN5 2549001DPIFGXC1TOL40 US3130AHRN59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0041 144218665.44 144218665.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0010 143981199.36 143981199.36 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0041 144234816.48 144234816.48 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0041 288511957.44 288511957.44 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0041 288511957.44 288511957.44 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 51991910.88 51991910.88 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0041 144270338.40 144270338.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0163 347871099.95 347871099.95 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-11-04 2020-11-04 N N N 0.0159 71008024.42 71008024.42 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-09-14 2020-09-14 N N N 0.0164 139987835.40 139987835.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0041 289578953.70 289578953.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0042 244492797.04 244492797.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0165 209983319.70 209983319.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0166 838942755.03 838942755.03 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0170 113989762.80 113989762.80 0.0006 N N N N Freddie Mac Freddie Mac, 0.02% 3134GT2M4 S6XOOCT0IEG5ABCC6L87 US3134GT2M41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-20 2020-05-20 N N N 0.0008 577479845.25 577479845.25 0.0031 N N N N Freddie Mac Freddie Mac, 0.02% 3134GVBB3 US3134GVBB38 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-10 2020-06-10 N N N 0.0008 128990472.06 128990472.06 0.0007 N N N N Freddie Mac Freddie Mac, 0.04% 3134GUBB5 US3134GUBB54 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-17 2020-06-17 N N N 0.0008 74995589.25 74995589.25 0.0004 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-08 2020-09-08 N N N 0.0003 583015274.60 583015274.60 0.0031 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-08 2020-05-08 N N N 0.0008 269997850.80 269997850.80 0.0014 N N N N Freddie Mac Freddie Mac, 0.04% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-19 2021-02-19 N N N 0.0008 955716909.28 955716909.28 0.0051 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTPQ0 S6XOOCT0IEG5ABCC6L87 US3134GTPQ05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-22 2020-05-22 N N N 0.0003 50000000.00 50000000.00 0.0003 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-09 2020-09-09 N N N 0.0008 547930941.04 547930941.04 0.0029 N N N N Freddie Mac Freddie Mac, 0.04% 3134GVDN5 US3134GVDN57 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-24 2021-02-24 N N N 0.0013 199856156.00 199856156.00 0.0011 N N N N Freddie Mac Freddie Mac, 0.04% 3134GT5F6 US3134GT5F62 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-02 2020-06-02 N N N 0.0008 74997243.75 74997243.75 0.0004 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-05 2021-02-05 N N N 0.0007 660832694.29 660832694.29 0.0035 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-06 2020-05-06 N N N 0.0008 546997653.37 546997653.37 0.0029 N N Y N Freddie Mac Freddie Mac, 0.05% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-10 2020-09-10 N N N 0.0011 475895832.16 475895832.16 0.0025 N N N N Freddie Mac Freddie Mac, 0.13% 313396ZQ9 S6XOOCT0IEG5ABCC6L87 US313396ZQ91 U.S. Government Agency Debt Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0012 99973333.00 99973333.00 0.0005 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-12-10 2021-12-10 N N N 0.0040 442094454.51 442094454.51 0.0024 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-12-13 2021-12-13 N N N 0.0034 446932962.56 446932962.56 0.0024 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2022-03-11 2022-03-11 N N N 0.0023 447831525.12 447831525.12 0.0024 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-24 2021-06-24 N N N 0.0028 106000060.42 106000060.42 0.0006 N N N N Freddie Mac Freddie Mac, 0.32% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-10-22 2021-10-22 N N N 0.0034 639808889.60 639808889.60 0.0034 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 0.19% 9127962L2 US9127962L27 U.S. Treasury Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0006 2745948594.88 2745948594.88 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0007 529986363.10 529986363.10 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962K4 US9127962K44 U.S. Treasury Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 515997131.04 515997131.04 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 0.11% 9127962N8 US9127962N82 U.S. Treasury Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0009 543966946.56 543966946.56 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 0.27% 9127962W8 US9127962W81 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 4125392570.28 4125392570.28 0.0220 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 154972580.50 154972580.50 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 22997882.16 22997882.16 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 279665104.27 279665104.27 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0011 2472264282.50 2472264282.50 0.0132 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0011 1999262500.00 1999262500.00 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0008 854450684.29 854450684.29 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0010 2058915819.86 2058915819.86 0.0110 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0012 1093438416.98 1093438416.98 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0010 615886360.32 615886360.32 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0012 1429280238.10 1429280238.10 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.17% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0009 3079835951.16 3079835951.16 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962M0 US9127962M00 U.S. Treasury Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0008 2548793252.07 2548793252.07 0.0136 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0016 998819440.00 998819440.00 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 1348563099.37 1348563099.37 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0016 1086226122.00 1086226122.00 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0009 879811900.00 879811900.00 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796SZ3 US912796SZ37 U.S. Treasury Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0010 455901326.16 455901326.16 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0009 1886816017.50 1886816017.50 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0009 349955665.50 349955665.50 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0012 724681000.00 724681000.00 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0008 504934420.70 504934420.70 0.0027 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 0.0007 229988355.10 229988355.10 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-05-01 2022-01-31 2022-01-31 N N N 0.0020 1416257658.82 1416257658.82 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 9128282Z2 254900HROIFWPRGM1V77 US9128282Z22 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0013 128880000.00 128880000.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 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 0.0014 719540625.00 719540625.00 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.42% 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 151300782.00 151300782.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-07-31 2021-07-31 N N N 0.0019 228447082.92 228447082.92 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% to 0.42% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0015 63989296.56 63989296.56 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% to 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0018 655285894.80 655285894.80 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 25271484.50 25271484.50 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828N48 254900HROIFWPRGM1V77 US912828N480 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0016 51541875.00 51541875.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0016 7192500.00 7192500.00 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0016 26430625.00 26430625.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-10-31 2021-10-31 N N N 0.0019 1226117462.44 1226117462.44 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0014 264466993.49 264466993.49 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0015 139498594.44 139498594.44 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 423251213.02 423251213.02 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 9128283L2 254900HROIFWPRGM1V77 US9128283L27 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0015 110175156.25 110175156.25 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0012 604193558.01 604193558.01 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0013 1228703630.88 1228703630.88 0.0066 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 0.0014 640522658.38 640522658.38 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0012 283711014.86 283711014.86 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0013 92269036.52 92269036.52 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0012 260749608.60 260749608.60 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0012 271281841.20 271281841.20 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0010 752544144.36 752544144.36 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0014 68071028.04 68071028.04 0.0004 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 0.0014 354406013.22 354406013.22 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0009 336339025.11 336339025.11 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0013 311414062.50 311414062.50 0.0017 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 0.0019 51027446.67 51027446.67 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0015 414403593.75 414403593.75 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0011 363425468.75 363425468.75 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0012 27168750.00 27168750.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0013 701081250.00 701081250.00 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0012 27141328.26 27141328.26 0.0001 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.04%, dated 4/30/2020 due 05/01/2020 B4TYDEB6GKMZO031MB27 FJJ335000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 3431108355.62 947907971.46 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 926708000.00 926708000.00 0.0049 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJH621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-07-20 2048-10-20 3.5 - 5 578865405.00 319262128.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 313000000.00 313000000.00 0.0017 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJH625000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2048-10-20 3.5 - 5 514758548.00 319262128.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0006 313000000.00 313000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJJ221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-07-20 2049-02-20 3.5 - 4 532934089.00 320280533.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 314000000.00 314000000.00 0.0017 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 FJJ111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION 2024-11-25 2024-11-25 1.5 - 1.5 2490151.00 2566594.49 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-09-20 2070-01-20 2.33 - 2.35 46474089.00 44434685.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2050-03-25 2050-03-25 3 - 3 5615725.00 5528808.22 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 51000000.00 51000000.00 0.0003 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 FII047000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-02-20 1.168 - 1.168 127825315.00 92708214.94 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 90000000.00 90000000.00 0.0005 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.04%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ335000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 636.23 608.83 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 2623339340.83 3055800885.14 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 67440.84 67940.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 1291555.74 1337139.48 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 43345437.20 29446338.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 167073961.08 61877644.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 11899224.58 588957.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 3074955000.00 3074955000.00 0.0164 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.04%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ389000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 17365.10 17493.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 332558.00 344295.19 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 11160859.27 7582030.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 43019267.71 15932650.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-07-01 0 - 6.5 3063888.14 151648.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 163.82 156.76 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 675474123.41 786827076.50 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 791759000.00 791759000.00 0.0042 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.07% R0MUWSFPU8MPRO8K5P83 FJH054000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-09-09 2037-03-30 2.35 - 5.365 7615000.00 8360926.90 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-02-15 0 - 4.375 236860651.93 197188551.67 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2038-04-05 1.68 - 3.98 2108000.00 2143542.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2048-12-01 0 - 3.474 1915220.00 1433551.39 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-20 2050-04-20 2.5 - 4.5 62715061.00 15173950.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-25 2034-07-25 2.5 - 2.5 1371.00 1359.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-05 2050-03-01 0.937 - 5.625 121567480.00 91761055.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0007 308000000.00 308000000.00 0.0016 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.07% R0MUWSFPU8MPRO8K5P83 FJH639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2048-02-15 0 - 4.375 34689014.21 28193732.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 62646264.00 62064945.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2049-09-01 0 - 6 9965803.00 1910574.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 751280.00 809483.13 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-10-13 2038-04-05 1.68 - 3.98 198000.00 199528.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 2038-08-17 2.35 - 4.25 4975000.00 5462425.07 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2050-04-20 2.5 - 4.5 4802356.00 3181565.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-26 2050-03-01 0.937 - 5.625 12957728.00 10681451.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 110000000.00 110000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.63% R0MUWSFPU8MPRO8K5P83 FHG847000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-10-13 2020-10-13 1.68 - 1.68 1807000.00 1820386.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-09-15 2048-12-01 0 - 7.5 21405740.00 11825122.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2049-07-20 1.385 - 4 129601971.00 75342727.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1457469.00 1572674.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 1000464.00 986937.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-26 2059-08-25 0 - 6 97794266.00 84892443.40 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-08-15 0 - 5.5 371569217.94 320798885.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2036-05-28 3.54 - 4.2 1935000.00 2024476.51 Agency Debentures and Agency Strips Y N/A N/A 2020-05-07 2020-05-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 487000000.00 487000000.00 0.0026 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.04%, dated 4/30/2020 due 05/01/2020 8NAV47T0Y26Q87Y0QP81 FJJ389000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2047-02-15 0.625 - 3 169483.63 193054.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 204795.14 192241.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 1111377.19 1079618.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-20 2070-03-20 2.059 - 5.237 251325.67 262507.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 484173.64 313088.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 136427.94 100012.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0004 2098000.00 2098000.00 0.0000 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.04%, dated 4/30/2020 due 05/01/2020 8NAV47T0Y26Q87Y0QP81 FJJ335000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2047-02-15 0.625 - 3 87320019.97 99463969.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-20 2070-03-20 2.059 - 5.237 129486029.21 135246929.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 249452118.55 161306811.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 105512933.25 99045203.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 70289327.91 51527746.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 572594985.24 556232456.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0004 1080915000.00 1080915000.00 0.0058 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJF437000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2028-08-15 1.375 - 2.875 506000.00 604199.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 236865.00 214947.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-04-01 2049-05-01 3.92 - 4.07 1400000.00 1673199.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-05-01 4 - 4 347775.00 339896.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-07-01 3.5 - 4 685321.00 596868.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2047-11-01 3.5 - 4 313283.00 222742.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-11-15 2064-06-20 3 - 6 55203033.00 55814537.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-03-01 2050-04-01 3 - 4.5 251903314.00 167998739.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 223000000.00 223000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 FJI726000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2048-11-01 4 - 4 194716478.00 136680835.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-29 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 134000000.00 134000000.00 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.04%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ335000_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 342869.66 2214.07 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 2812429.16 2461750.99 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 207503554.59 217442012.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 7170.44 85.94 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 2117704.67 2167788.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 124507.62 131707.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 10301113.07 10610524.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 14874198.47 14822131.42 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 41734651.45 879462.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 149.69 169.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 14610539.97 13456915.80 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 580059.77 652254.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 2985.77 2884.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 257419000.00 257419000.00 0.0014 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.04%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ389000_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 12227.32 78.96 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 7399930.20 7754352.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 4440.15 4696.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 530439.25 528582.45 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 521036.74 479896.54 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 100296.01 87790.23 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 75520.96 77307.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 255.71 3.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 1488328.76 31363.11 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 20685.92 23260.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 106.48 102.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 367355.24 378389.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 5.34 6.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 9180000.00 9180000.00 0.0000 N Y Y N Citibank NA Citibank NA, 0.05% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2041-02-15 0.375 - 2.375 32929200.00 46399692.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-09-29 2020-09-29 1.625 - 1.625 20000.00 20150.23 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-07-15 2020-10-15 N/A 4000.00 3995.42 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-15 2050-03-20 3 - 5.5 2268244.00 2189852.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 2287.00 27.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-10-09 2040-03-26 1.115 - 2.34 27185000.00 27226414.64 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 5000.00 7983.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2026-09-24 0.625 - 1.875 5015000.00 5028095.48 Agency Debentures and Agency Strips Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 79000000.00 79000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.05% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2049-02-15 0 - 3.875 420315300.00 460819609.09 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2028-09-19 2.65 - 4.55 77000.00 82415.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2040-03-26 1.006 - 4.625 13125000.00 13212016.30 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 2000.00 3193.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2025-09-15 0 - 2.375 7748000.00 7747613.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2026-09-24 0.625 - 2.875 689000.00 698910.21 Agency Debentures and Agency Strips Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 472000000.00 472000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.05% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-07-01 3.5 - 4.5 34436871.00 21255362.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-05-01 4 - 4 1313092.00 1078242.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 1833481.00 1518022.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-05-01 3.5 - 5 14225793.00 11849819.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-08-01 3 - 5.5 322525148.00 280391608.18 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2021-09-30 1.5 - 1.5 400.00 408.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 5000000.00 5080733.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-05-01 4.5 - 4.5 153377.00 127196.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0005 315000000.00 315000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 MBNUM2BPBDO7JBLYG310 FJJ335000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2048-02-01 3 - 5 3094400.39 2697113.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2040-04-01 2.5 - 4 5274143.66 5385641.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 13644851.04 11219769.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-08-01 3.5 - 3.5 3340841.63 2379322.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2046-06-01 3 - 3.5 714765.74 477399.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2042-04-01 4 - 6.5 33026140.53 2553207.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 11919868.39 8518515.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2044-04-01 4 - 4 775594.49 755576.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2043-05-01 3.5 - 3.5 650129.86 241002.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-08-01 2048-04-01 2.5 - 7 498980643.10 221285426.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2045-02-01 4 - 6.5 4874558.33 1682205.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2040-04-01 4 - 5.5 7290610.97 995086.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-10-01 3.5 - 4 4808912.42 3929155.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-06-01 3.5 - 4 449674.09 229981.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-08-01 5 - 5.5 921194.52 103857.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2039-07-01 5.5 - 5.5 12821516.15 765198.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2040-03-01 2.5 - 4 11064113.88 11403010.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-09-01 5.5 - 5.5 1147401.36 116031.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-12-01 4 - 4 468100.55 214128.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-03-01 3.5 - 3.5 1030414.93 1034037.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 846156.00 155978.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2048-03-01 3 - 5 9777442.58 7238184.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2028-11-15 0.425 - 3.125 175609213.67 193936665.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4 - 4 1625047.96 1094623.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2039-01-01 5.5 - 7 21045479.78 579176.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 4 - 4 6425144.56 2805126.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2048-04-01 2.5 - 7 165328891.84 61301467.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 4 - 4 1451871.98 1438341.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 4 - 4 352565.00 154480.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 5.5 - 5.5 80992.64 25590.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2048-02-01 3.5 - 4 3203575.39 2647502.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-03-01 3.5 - 4.5 2723919.16 2168097.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4 - 4 69066.36 48281.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5.5 - 5.5 1504069.93 131639.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 309270.02 171465.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-07-01 5.5 - 5.5 3225075.65 539353.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-02-01 3.5 - 6.5 29652145.38 24965238.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0004 564104000.00 564104000.00 0.0030 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.04%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ389000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 680363.58 683648.30 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 41182670.69 20710880.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 13796817.11 9100828.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1550687.12 1625408.99 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 55953252.11 61208604.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 4830581.40 3980018.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 429514.12 332734.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 95659000.00 95659000.00 0.0005 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.04%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ335000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 689314305.08 754057455.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 59510193.56 49031716.07 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 507348598.31 255147037.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 169969448.42 112117365.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 19103640.48 20024174.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 8381717.40 8422183.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 5291385.53 4099113.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 1178468000.00 1178468000.00 0.0063 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 FJJ105000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.8 146483376.00 149762857.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2045-04-15 3.05 - 3.05 59722443.00 60299991.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 56943.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 204000000.00 204000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-12-01 2029-12-01 3 - 3 43164300.00 18792437.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 5 - 5 1112174.00 17290.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 5 - 5 1051864.00 1170282.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2050-03-01 2 - 4.5 983196750.00 1030232276.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-04-15 2049-10-20 2.5 - 3 471351.00 389172.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1030000000.00 1030000000.00 0.0055 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ335000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 15921410.64 15353091.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 586417.92 613922.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 1027812.22 1035647.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 2712898.01 2483899.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 182142566.03 154250763.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 117152313.39 104702986.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 4420832.79 4670187.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 24875764.87 19786021.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 13238726.60 13061829.90 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 11298390.41 9896976.55 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 1576303479.17 1833995934.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 10867561.54 12748298.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 4915581.00 5960354.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 1291195.43 1538409.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 491515.06 529337.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 5209494.96 5498921.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 3098869.03 2301440.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 1295499.42 1543288.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 2390863.54 2536931.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 566834.79 641375.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 4300541.58 5025334.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 2080489.42 931569.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 130205323.48 73896345.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2228395000.00 2228395000.00 0.0119 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ389000_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 2028-08-01 2028-10-01 3.69 - 3.75 92889.13 108544.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 44937.33 20121.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 3934170.55 3331724.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 537301.65 427366.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 27982.01 33334.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 343892.95 331617.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 22200.13 22369.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 2530419.94 2261521.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 95487.35 100873.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 2812357.16 1596116.89 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 244038.48 213768.78 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 34047212.93 39613215.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 51641.22 54796.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 12666.28 13260.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 58596.98 53650.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 285948.58 282127.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 234732.83 275355.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 106173.61 128740.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 27889.05 33228.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 10616.43 11433.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 112521.98 118773.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 66933.72 49709.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 12243.29 13853.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 48132000.00 48132000.00 0.0003 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.05% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2050-03-20 4.5 - 4.5 371863588.00 192316724.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.36 - 2.36 22343000.00 24358832.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 10400000.00 4912725.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2046-11-01 3 - 5 38059224.00 18075841.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-09-01 2049-07-01 3 - 6 75771041.00 56993029.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3 - 3 24303936.00 23623291.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0005 314000000.00 314000000.00 0.0017 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.04%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ335000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2047-08-15 0 - 4.625 16736989.78 19377041.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2043-06-01 3 - 5.5 3478568.64 1224184.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 147728412.68 79012357.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 262.21 277.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 97625000.00 97625000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.04%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ389000_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 2029-09-01 2043-06-01 3 - 5.5 683705.76 240611.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2058-05-01 3 - 4.5 29035726.32 15529722.10 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2047-08-15 0 - 4.625 3289622.12 3808518.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 51.54 54.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 19188000.00 19188000.00 0.0001 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-11-01 4 - 4.5 155364211.00 128521142.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0016 126000000.00 126000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2060-10-15 3.25 - 5 206215456.00 122416456.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 120000000.00 120000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 4.5 - 5 234210533.00 122416456.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 120000000.00 120000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2020-09-15 N/A 61220500.00 61208321.42 U.S. Treasuries (including strips) Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 60000000.00 60000000.00 0.0003 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.24% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2028-11-15 1.5 - 3.125 90668200.00 108133042.04 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0024 106000000.00 106000000.00 0.0006 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.05% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-04-15 2054-09-15 3 - 6 86902009.00 74524102.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2041-10-25 2041-10-25 5 - 5 6471439.00 5816232.22 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 78000000.00 78000000.00 0.0004 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.04%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ389000_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 2050-03-01 2050-04-01 2.5 - 4 3596616.69 3794102.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 3170.59 3243.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 298338.12 314607.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 7765.97 6025.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 1922078.04 1647388.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 9318103.70 9192368.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 16116532.54 16906318.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 115859124.33 86644210.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 755401.13 259668.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 49281.38 35549.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 3 - 3 2285351.06 2418624.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 9841.16 2167.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 50577.29 28882.23 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 184522322.67 213020192.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 97074.65 3970.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 325287.13 344508.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 93914.05 88451.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 2055631.63 1848931.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 170851.38 12776.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 82487.05 1541.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 388121.92 321466.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 4853914.84 1097934.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 23535442.35 5317484.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 3668.37 2914.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 30390194.55 30789174.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 139822.25 143260.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 36361.29 11583.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 5 32731.79 16151.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 38562.98 12906.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 7038.90 2865.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 1184144.21 497698.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 8930.87 6354.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 6 - 6 194702.23 153818.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 504.79 527.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 1022.62 1071.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 2838517.14 2966662.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 8364.92 8738.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 1806.29 1760.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 33490.33 36077.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 62710.22 43210.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 132737.70 133180.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 96260.62 102521.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 109124.02 102890.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 25306.35 27078.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-08-01 3 - 4.5 3255588.13 2604738.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2029-09-01 2.5 - 4.5 225563.99 75826.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 570567.31 296441.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 373870000.00 373870000.00 0.0020 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.04%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ335000_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 2028-09-01 2028-09-01 3.5 - 3.5 98077.27 21600.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 6 - 6 1940408.49 1532962.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2045-01-01 3.5 - 6 504054.84 287841.17 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 1838955183.02 2122965834.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 5030.73 5255.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 3241821.60 3433382.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 10191.49 10683.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 83365.08 87087.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 18001.52 17545.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 935950.36 881506.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 31598.24 32321.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 1322868.03 1327276.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 959336.31 1021729.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-04-01 2.5 - 3 2973246.93 3135388.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 160617862.52 168488890.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 234554947.44 52994217.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 36559.12 29042.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-02-01 2.5 - 7 1154655621.62 863498888.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 3 - 4.5 302869620.15 306845861.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 1393472.84 1427739.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 7528351.07 2587859.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 1087533.36 1025414.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 3 - 3 491139.78 354290.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2036-04-01 3 - 5 326205.99 160965.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-08-01 3 - 4.5 32445292.16 25958899.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 384319.87 128628.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2044-06-01 5 - 5.5 70149.92 28552.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3 - 3 11801217.84 4960075.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2029-09-01 2.5 - 4.5 2247977.74 755688.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 5686291.50 2954347.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 28288749.70 29565846.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 20486488.49 18426507.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 77395.92 60054.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 3868035.05 3203743.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4 92864510.07 91611431.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 3 - 3 22775879.42 24104086.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 35843993.34 37812138.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 967448.95 39571.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 333765.63 359552.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 624972.02 430638.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 1702710.16 127328.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 822068.46 15365.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 19155489.25 16417921.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2050-01-01 2.5 - 8 48374265.62 10942045.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 362377.74 115444.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 3 - 4.5 252203.88 269868.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 89005.30 63325.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 3726000000.00 3726000000.00 0.0199 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.04%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ335000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 4.5 1045640504.59 1099416155.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1360858.89 1416099.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 37870897.00 17257112.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 14442289.81 15657417.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 3358540.59 3641018.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 236578958.36 24427535.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 8452543.89 9152449.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 301868056.21 161580613.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 1264300615.45 187992058.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 2308911.47 2515798.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 1803748.38 1872887.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 829654111.66 545756636.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2030073000.00 2030073000.00 0.0108 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.04%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ389000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 4.5 14225350.25 14956937.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 515212.23 234773.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 196479.22 213010.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 3218523.51 332322.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 4106744.92 2198213.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 17200097.93 2557526.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 18513.72 19265.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 45691.05 49534.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 114992.10 124513.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 31411.44 34226.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 24538.98 25479.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 11286977.00 7424711.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 27618000.00 27618000.00 0.0001 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJG441000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-04-01 2.5 - 6 420483100.00 269289574.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0016 264000000.00 264000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJH022000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2037-11-01 3.5 - 3.5 2316908.00 899073.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 1232770.00 1263104.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4 - 4 2151548.00 1957966.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2049-04-01 2.49 - 5.5 84235332.00 25916621.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 3909008.00 3979561.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 746505.00 372063.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3.5 - 3.5 1950744.00 939398.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4.5 - 4.5 4849408.00 249843.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 7608256.00 4067361.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2025-08-01 4.5 - 4.5 2701828.00 258213.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3 - 3 947426.00 932674.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-01 2050-04-01 2 - 5.18 403109085.00 181531034.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0016 218000000.00 218000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJI653000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 6583584.00 6022348.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2049-10-01 2.808 - 4.5 137513291.00 46624067.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-03-01 3.5 - 3.5 38751.00 15351.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3447904.00 3233940.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 3 - 3 3898100.00 1786797.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 7794768.00 7216573.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 7444064.00 7822777.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-06-01 2039-06-01 4.5 - 4.5 1108906.00 1122569.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-06-01 2051-04-01 2.233 - 6 318580976.00 135257431.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 205000000.00 205000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 FJI651000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 4 4916950.00 5294808.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2048-09-01 2.309 - 4.5 88908990.00 30859480.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2050-03-01 2.5 - 5 196047291.00 101640781.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3 - 3 72784100.00 67206905.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-01-01 2040-01-01 2.5 - 2.5 3269060.00 3377648.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 684544.00 722350.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 205000000.00 205000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 FJC189000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-15 2049-06-15 5 - 5 2126068.00 2421294.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 18296800.00 15987575.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-07-01 2050-04-01 3.5 - 5 133498894.00 70066189.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2042-06-01 4 - 4.375 16394585.00 3333177.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0019 90000000.00 90000000.00 0.0005 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 FJE818000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 3.5 - 3.5 420000.00 334895.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 4443800.00 4794536.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 2.5 - 2.5 6470648.00 5447618.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-04-01 2050-04-01 2.5 - 4 99261422.00 34973659.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 3.5 - 3.5 968701.00 1026847.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 1553090.00 1402022.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2050-04-01 2.5 - 5 171413837.00 104991070.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 1187078.00 1301766.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2 - 2 1739050.00 1796644.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0019 153000000.00 153000000.00 0.0008 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.04%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ335000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 23743893.05 32140703.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 1066667.46 1155395.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 8940904.98 8161238.89 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 315209.06 322518.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 7565017.43 6607373.22 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 61276641.18 55194567.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 5618601.49 5923507.90 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 107329000.00 107329000.00 0.0006 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.04%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ389000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 159310.90 172562.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 839159.80 884698.74 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 9151902.64 8243521.47 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 47077.69 48169.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 1129864.52 986836.67 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 3546241.98 4800337.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 1335358.63 1218912.50 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 16030000.00 16030000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ335000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 285300055.38 342544980.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 79668900.11 49799602.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 128887673.71 81484496.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 463355000.00 463355000.00 0.0025 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ389000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 3525979.33 2229170.90 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 7804951.93 9371001.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 2179501.63 1362367.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 12676000.00 12676000.00 0.0001 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2039-10-05 2039-10-05 2.66 - 2.66 363000.00 421115.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 12064059.00 12680293.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-05-01 4.5 - 4.5 100000.00 13380.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 50000.00 28986.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 3 - 4.5 19089422.00 21003863.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2039-11-01 4.5 - 4.5 1000000.00 87020.14 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2029-09-15 2029-09-15 N/A 1258000.00 1112615.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-02-01 2050-03-01 2 - 6.5 430479537.00 400649733.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 22500000.00 23410383.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.72 - 2.72 1000.00 1090.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 47498.00 49473.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 69125942.00 74192256.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3.5 - 3.5 14639670.00 10559224.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 3.5 - 3.5 9791810.00 6203430.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.11 - 2.11 38850000.00 40168325.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 579000000.00 579000000.00 0.0031 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.04%, dated 4/30/2020 due 05/01/2020 OXTKY6Q8X53C9ILVV871 FJJ335000_07426 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 3.86 - 3.94 134849.11 160911.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.76 - 3.76 5594813.35 6640002.19 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-05 2022-10-13 0.875 - 2.22 6752196.03 6772031.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 92463.08 98547.64 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2070-02-20 2.45 - 9 349121939.49 228544900.47 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.5 670357.32 596008.98 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 1191516978.28 1305416356.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2049-03-01 0 - 7.5 90798936.29 46393805.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2047-07-01 0 - 6.625 83290.10 72713.42 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 1560713000.00 1560713000.00 0.0083 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.04%, dated 4/30/2020 due 05/01/2020 OXTKY6Q8X53C9ILVV871 FJJ389000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 13132000.27 14387313.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.86 - 3.94 1486.21 1773.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.76 - 3.76 61661.81 73181.09 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-05 2022-10-13 0.875 - 2.22 74417.61 74636.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 1019.06 1086.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2049-03-01 0 - 7.5 1000717.30 511317.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2070-02-20 2.45 - 9 3847758.35 2518849.29 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.5 7388.17 6568.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2047-07-01 0 - 6.625 917.96 801.39 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 17201000.00 17201000.00 0.0001 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 FJF298000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-02-01 2037-02-01 7 - 7 2249.00 60.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2050-01-01 3 - 4.5 2892.00 2201.95 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2046-08-15 0 - 3.75 61251300.00 62882347.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2050-02-20 3 - 5 580847577.00 95208697.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 3 - 3.5 9180.00 9705.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0006 155000000.00 155000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.07% 549300QJJX6CVVUXLE15 FJG481000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-26 2049-11-15 0 - 6.125 755996012.00 829587480.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2049-11-20 2.5 - 5 234625531.00 58347095.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-08-01 2049-08-01 3 - 3 13010105.00 12331922.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2050-04-01 3 - 3.5 48959696.00 51334779.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0007 932000000.00 932000000.00 0.0050 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 549300QJJX6CVVUXLE15 FJJ389000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2050-02-15 0 - 7.25 3113824.26 3528935.22 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 3452000.00 3452000.00 0.0000 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.04%, dated 4/30/2020 due 05/01/2020 549300QJJX6CVVUXLE15 FJJ335000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2050-02-15 0 - 7.25 2045445180.56 2318128103.65 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2267590000.00 2267590000.00 0.0121 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 FJJ159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 712750.00 664081.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2.5 - 2.5 8097547.00 8429820.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 11334542.00 11763480.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 5305048.00 2205704.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 20562047.00 7568926.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2049-06-01 3 - 5.5 215404074.00 136554519.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 17377390.00 17982197.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2041-12-01 4.5 - 4.5 15649086.00 4066790.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 1200.00 687.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 5200000.00 5346851.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2050-02-01 3.5 - 4 17878555.00 18968660.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-12-15 2050-04-20 3 - 4.5 25793656.00 20224490.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 8903635.00 8492410.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 5 - 5 11807047.00 7358231.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 5821433.00 6338157.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2051-06-01 2.85 - 5.5 577267012.00 318582341.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.77 - 1.77 6576000.00 6853617.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 570000000.00 570000000.00 0.0030 N Y Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB938000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2050-02-20 1.318 - 5 72029707.00 33642983.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 11046695.00 10292389.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1861860.00 1141489.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2049-01-01 2 - 6.423 172781835.00 84312669.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2058-05-01 0.987 - 6 530783240.00 209898989.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 5227337.00 5418897.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 5 - 5 1943235.00 2178509.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3 - 3 5879674.00 5737111.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 586477.00 508545.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 215393.00 229556.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 10333121.00 8306864.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0018 354000000.00 354000000.00 0.0019 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.04%, dated 4/30/2020 due 05/01/2020 O2RNE8IBXP4R0TD8PU41 FJJ335000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0.25 - 6.75 496276276.53 607273874.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 592320000.00 592320000.00 0.0032 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.04%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ335000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 1558036002.66 1749863528.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 2129435675.45 1837237744.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 3505626000.00 3505626000.00 0.0187 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.04%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ389000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 93945905.32 105512653.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 128399961.24 110781113.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 211381000.00 211381000.00 0.0011 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.04%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ335000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 3430410008.70 3056748206.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2989808000.00 2989808000.00 0.0159 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJE821000 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 2046-12-01 3 - 3 264621000.00 201183826.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 197142500.00 197142500.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJF319000 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 2048-01-01 2048-01-01 3.5 - 3.5 154711000.00 119889337.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 117000000.00 117000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJD545000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2045-09-20 3.5 - 3.5 249150000.00 106473289.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 104000000.00 104000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJG522000 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 250000.00 254764.29 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 3 - 3 298279000.00 198935632.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 195000000.00 195000000.00 0.0010 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 FJI164000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 37377805.00 38893713.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 4 - 4 42516913.00 29586202.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 31503717.00 32826985.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-12-20 2049-05-20 3.5 - 4.5 1081690600.00 374302961.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-04-01 2049-10-01 2.5 - 4.5 432693216.00 328153487.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 788000000.00 788000000.00 0.0042 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.04%, dated 4/30/2020 due 05/01/2020 VYVVCKR63DVZZN70PB21 FJJ335000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2022-04-08 2022-12-12 0.375 - 0.4 4509985.42 4514159.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.797 - 3.797 1235612.44 848061.44 Agency Collateralized Mortgage Obligation FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-05-01 2022-01-28 1.73 - 1.9 82116.74 84295.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-29 2036-03-25 0 - 1.011 30208516.12 29984238.04 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2045-02-15 0.125 - 2.375 79112068.88 107447110.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2036-07-15 0 - 5.625 204043375.85 208246211.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-04-25 2050-04-25 2.5 - 2.5 4453673.41 4437274.49 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 347516000.00 347516000.00 0.0019 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.06% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 540550400.00 645874804.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 628000000.00 628000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.04% G5GSEF7VJP5I7OUK5573 FJJ127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2042-05-15 1.375 - 3 2928431000.00 3206193146.89 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 3140000000.00 3140000000.00 0.0167 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJE241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2024-04-30 2 - 2.5 201124500.00 211147394.11 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 207000000.00 207000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJG180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-11-30 1.375 - 2.875 78418300.00 85681773.01 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 84000000.00 84000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2023-01-15 1.5 - 2.125 101955000.00 105423273.14 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 102900000.00 102900000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJI133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2049-05-15 0 - 6.375 718263000.00 871161767.73 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 851000000.00 851000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJJ222000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 0 - 4.75 241332500.00 290906751.46 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 284000000.00 284000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-05-15 0.17 - 7.5 485400882.00 642076933.31 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 627000000.00 627000000.00 0.0033 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2050-02-15 0.345 - 7.625 304019000.00 344230271.71 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0006 337000000.00 337000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.46% R0MUWSFPU8MPRO8K5P83 FHH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0.168 - 7.5 749354300.00 890446425.53 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 869000000.00 869000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.50% R0MUWSFPU8MPRO8K5P83 FHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0 - 6.875 864592500.00 1122892809.52 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 1095000000.00 1095000000.00 0.0058 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.62% R0MUWSFPU8MPRO8K5P83 FHG696000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-22 2049-05-15 0 - 6.5 535162400.00 623936420.20 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 610000000.00 610000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0.168 - 6.875 99824600.00 120748265.02 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 118000000.00 118000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0.168 - 6.375 372601424.00 466627353.99 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 454000000.00 454000000.00 0.0024 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJI831000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2028-08-15 1.125 - 2.875 141291400.00 154020489.39 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-29 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 151000000.00 151000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJI809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2046-11-15 0.5 - 2.875 726699500.00 783376444.53 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 768000000.00 768000000.00 0.0041 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FIH300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2026-11-30 1.625 - 2.625 264628300.00 275419969.07 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y CREDIT AG CIB (GOV REPO) 1.0000 1 N N/A N/A N N 0.0009 270000000.00 270000000.00 0.0014 N Y Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJF839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-11-30 1.625 - 2.875 265671900.00 284586489.65 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 279000000.00 279000000.00 0.0015 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJG483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2024-10-31 1.5 - 2 538194100.00 566111416.10 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 555000000.00 555000000.00 0.0030 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 FII221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2021-06-15 2.625 - 2.625 264513900.00 274403497.99 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y CREDIT AG CIB (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 269000000.00 269000000.00 0.0014 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 FJE812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.625 - 1.625 259355900.00 280511206.45 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 275000000.00 275000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FJJ146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2030-02-15 1.5 - 2.625 309521000.00 344153424.64 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 337000000.00 337000000.00 0.0018 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.04% ANGGYXNX0JLX3X63JN86 FJJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2026-02-15 0.375 - 8.75 446508900.00 456960512.53 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 448000000.00 448000000.00 0.0024 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 FJJ106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2046-11-15 1.125 - 8 879128800.00 983890852.89 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 963000000.00 963000000.00 0.0051 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-07-31 2042-05-15 2.875 - 3 22480600.00 29820074.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 29000000.00 29000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 0.04% 549300GKFG0RYRRQ1414 FJJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-15 2028-02-15 1.25 - 2.75 760035600.00 811748661.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 785000000.00 785000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.04% 549300H47WTHXPU08X20 FJJ131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-22 2047-08-15 0 - 2.875 2128787300.00 2241960069.89 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2198000000.00 2198000000.00 0.0117 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.05% 549300H47WTHXPU08X20 FJJ172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 1.5 - 1.5 703481800.00 739500068.16 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 725000000.00 725000000.00 0.0039 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.04% 549300H47WTHXPU08X20 FJJ130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-15 2022-12-31 1.625 - 2.125 2882305000.00 3032525850.16 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2973000000.00 2973000000.00 0.0159 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.04% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 387428000.00 428151844.97 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 416000000.00 416000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2027-03-31 0.625 - 2.125 843510000.00 858270641.35 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 842000000.00 842000000.00 0.0045 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2046-11-15 0.375 - 4.625 82732300.00 87720208.76 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 86000000.00 86000000.00 0.0005 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.20% 213800MBWEIJDM5CU638 FIH158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 123181200.00 137772730.93 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0020 135000000.00 135000000.00 0.0007 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.27% 213800MBWEIJDM5CU638 FIH160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 123186200.00 137778323.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 135000000.00 135000000.00 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 FII587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.5 - 6 129947300.00 138788749.12 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0015 136000000.00 136000000.00 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-02-15 2.125 - 6 111116900.00 140924812.11 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0018 138000000.00 138000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2026-02-15 1.875 - 6 136239500.00 140800877.93 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0018 138000000.00 138000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-02-15 1.625 - 6 265328700.00 276608743.48 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 271000000.00 271000000.00 0.0014 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.54% H7FNTJ4851HG0EXQ1Z70 FHI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-02-15 1.75 - 6 132901400.00 139873858.86 U.S. Treasuries (including strips) Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0054 137000000.00 137000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 124971000.00 128685147.33 U.S. Treasuries (including strips) Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0083 126000000.00 126000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 2.625 - 6.75 125235100.00 129923983.21 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0162 127000000.00 127000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2026-02-15 3 - 6 79900000.00 91115765.94 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0162 89000000.00 89000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGI293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-09-30 1.625 - 6 259971000.00 284563348.12 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0162 278000000.00 278000000.00 0.0015 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 FJJ174000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 368000000.00 430084835.16 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 421000000.00 421000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.05% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2028-08-15 1.375 - 3 772870000.00 848479306.57 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 832000000.00 832000000.00 0.0044 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.04% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 0 - 5 142780600.00 228480301.49 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 224000000.00 224000000.00 0.0012 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.05% 549300Y1PMK3RWXMWR72 FJH064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2028-11-15 0.5 - 3.125 179221700.00 213182184.65 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 209000000.00 209000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% U7M81AY481YLIOR75625 FJI258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 2.625 - 2.625 161982100.00 175392348.87 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0004 172000000.00 172000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2026-11-30 1.375 - 2.875 611828100.00 649582170.91 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 637000000.00 637000000.00 0.0034 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJF990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2044-08-15 2 - 3.125 146293600.00 157038609.74 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 154000000.00 154000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-03-15 2028-05-15 0.5 - 2.875 556149300.00 572107540.15 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 561000000.00 561000000.00 0.0030 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJH641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 57457300.00 59145305.50 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 58000000.00 58000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJI250000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2028-08-15 1.625 - 2.875 228047600.00 253916139.12 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0005 249000000.00 249000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 FJH637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2024-12-31 1.5 - 1.75 466105000.00 494560720.18 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0006 485000000.00 485000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJG577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2025-02-28 1.125 - 2 243497700.00 256971518.92 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0007 252000000.00 252000000.00 0.0013 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2025-08-15 1.75 - 2.75 394935600.00 438387055.15 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 429900000.00 429900000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJF988000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2047-02-15 2.25 - 3 316658200.00 377306894.84 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 370000000.00 370000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.875 - 1.875 150732000.00 161115809.36 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 158000000.00 158000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJH105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2029-02-15 2.125 - 2.875 286517200.00 321212348.13 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0008 315000000.00 315000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2047-02-15 1.125 - 3 279895600.00 287551864.86 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 282000000.00 282000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2047-02-15 1.625 - 3 259736700.00 295720453.17 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 290000000.00 290000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.04% KX1WK48MPD4Y2NCUIZ63 FJJ197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2049-08-15 0 - 3.625 1601755500.00 1747513759.39 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 1712000000.00 1712000000.00 0.0091 N Y Y N Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJD522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 126454800.00 139749815.08 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0018 137000000.00 137000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJE184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 123370200.00 140769227.61 U.S. Treasuries (including strips) Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0018 138000000.00 138000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 86828600.00 95957455.10 U.S. Treasuries (including strips) Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0057 94000000.00 94000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.85% 5493007VSMFZCPV1NB83 FHF899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 174670700.00 193034966.05 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0085 189000000.00 189000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.56% 5493007VSMFZCPV1NB83 FHC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 60478300.00 64435531.84 U.S. Treasuries (including strips) Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0155 63000000.00 63000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.64% 5493007VSMFZCPV1NB83 FHA753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 120984400.00 128900682.71 U.S. Treasuries (including strips) Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0163 126000000.00 126000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGH753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 36500400.00 38888703.66 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 38000000.00 38000000.00 0.0002 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 60511100.00 64470478.02 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 63000000.00 63000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGJ654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 174793600.00 186230740.28 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0165 182000000.00 182000000.00 0.0010 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.06% X574KRZ6V5A7UBU45C31 FJJ113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2029-11-15 0 - 2.375 196000000.00 215111314.91 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 210953000.00 210953000.00 0.0011 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.15% X574KRZ6V5A7UBU45C31 FJG408000 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 420550000.00 471057169.03 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0015 461920350.00 461920350.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 FJF280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2046-02-15 0.375 - 7.25 917435919.00 996564773.98 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 976000000.00 976000000.00 0.0052 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.87% 549300QJJX6CVVUXLE15 FHF910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-02-15 1.125 - 7.125 206432100.00 265335521.15 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0087 258000000.00 258000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 0.16% ES7IP3U3RHIGC71XBU11 FIB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2048-08-15 0 - 7.625 358766100.00 389076309.10 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0016 381000000.00 381000000.00 0.0020 N N Y N Societe Generale Societe Generale, 0.04% O2RNE8IBXP4R0TD8PU41 FJI137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2048-08-15 1.125 - 6.75 239803689.00 295179201.86 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 288000000.00 288000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJI684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 1.125 - 4.75 247176300.00 289242927.68 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0005 282000000.00 282000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJJ192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-02-15 0.125 - 6.875 482266500.00 566174370.63 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0005 555000000.00 555000000.00 0.0030 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FJI163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-05-15 2049-08-15 2.25 - 3 236718100.00 317241177.08 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 308000000.00 308000000.00 0.0016 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.24% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0024 14000000.00 14000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.24% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0024 28400000.00 28400000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.21% 64970HCK8 US64970HCK86 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2036-04-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 12000000.00 12000000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.21% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 8000000.00 8000000.00 0.0000 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.24% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 11000000.00 11000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.20% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0020 13000000.00 13000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.22% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0022 18500000.00 18500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.23% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0023 19800000.00 19800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.23% 64986MG41 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0023 17100000.00 17100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.24% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 7500000.00 7500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.24% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 8200000.00 8200000.00 0.0000 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.19% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 8600000.00 8600000.00 0.0000 N N Y N Contra Costa County Multi-family Hsg. Rev. FNMA Contra Costa County Multi-family Hsg. Rev., 0.13% (Park Regency Proj.) Series 2003 F, LOC Fannie Mae VRDN 212249BY1 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2033-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 50000000.00 50000000.00 0.0003 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 281000000.00 281000000.00 0.0015 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ284000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 402000000.00 402000000.00 0.0021 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJJ279000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 132000000.00 132000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Colchester Street Trust: Government Portfolio 2020-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer