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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 0.0014 1828494994.81 1828494994.81 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0013 2264772115.84 2264772115.84 0.0122 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 2429610120.00 2429610120.00 0.0131 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 0.0016 1093382502.64 1093382502.64 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 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 0.0011 3320023597.77 3320023597.77 0.0179 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0012 3482142312.43 3482142312.43 0.0188 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 0.0014 615905715.04 615905715.04 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 2331203225.56 2331203225.56 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 1910255512.62 1910255512.62 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 2174107227.75 2174107227.75 0.0117 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 0.0020 1429046661.90 1429046661.90 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 277440134.93 277440134.93 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 751909269.21 751909269.21 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 2056066636.25 2056066636.25 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 1639687952.50 1639687952.50 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 2396576844.14 2396576844.14 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0016 2776743232.80 2776743232.80 0.0150 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0016 949375109.00 949375109.00 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0017 1881584605.39 1881584605.39 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0017 1847981127.04 1847981127.04 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0016 1179260529.40 1179260529.40 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0016 78947333.07 78947333.07 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0017 1223972151.50 1223972151.50 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 449807877.00 449807877.00 0.0024 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 0.0018 998778260.00 998778260.00 0.0054 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 0.0014 1348647573.75 1348647573.75 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 139396761.63 139396761.63 0.0008 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 0.0023 1086115323.41 1086115323.41 0.0059 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 0.0014 455918061.36 455918061.36 0.0025 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 0.0008 1886954919.57 1886954919.57 0.0102 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 2020-06-01 2022-01-31 2022-01-31 N N N 0.0022 1415988498.50 1415988498.50 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 0.0024 128670000.64 128670000.64 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 0.0024 717821090.20 717821090.20 0.0039 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 0.0022 151066407.00 151066407.00 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 2020-06-01 2021-07-31 2021-07-31 N N N 0.0017 228483977.88 228483977.88 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 0.0022 63844101.72 63844101.72 0.0003 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 0.0023 25223632.75 25223632.75 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 0.0021 51462187.50 51462187.50 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 0.0023 7169257.83 7169257.83 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 0.0021 26377812.50 26377812.50 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 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 1225806514.34 1225806514.34 0.0066 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 0.0026 263773975.26 263773975.26 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 0.0028 139153594.44 139153594.44 0.0008 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 0.0023 422208963.02 422208963.02 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 0.0021 109987812.50 109987812.50 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 0.0019 603392230.48 603392230.48 0.0033 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 0.0024 1226038529.76 1226038529.76 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 0.0033 639214133.14 639214133.14 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 0.0025 283341382.90 283341382.90 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 0.0027 92129294.04 92129294.04 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0021 260433438.20 260433438.20 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 0.0021 270836179.20 270836179.20 0.0015 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 0.0022 750837600.45 750837600.45 0.0040 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 0.0017 335930339.94 335930339.94 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 0.0025 310834687.50 310834687.50 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0021 413534057.49 413534057.49 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 0.0019 362779722.78 362779722.78 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0021 27131835.87 27131835.87 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 0.0023 699886718.75 699886718.75 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0024 27103359.24 27103359.24 0.0001 N Y Y N Fannie Mae Fannie Mae, 0.10% 3135G0Z48 B1V7KEBTPIMZEU4LTD58 US3135G0Z481 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-05 2020-06-05 N N N 0.0013 145999281.68 145999281.68 0.0008 N N Y N Fannie Mae Fannie Mae, 0.10% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-29 2021-01-29 N N N 0.0014 295914885.20 295914885.20 0.0016 N N N N Fannie Mae Fannie Mae, 0.12% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-30 2020-07-30 N N N 0.0011 425006957.25 425006957.25 0.0023 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-04 2021-06-04 N N N 0.0020 949407399.50 949407399.50 0.0051 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-07 2021-09-07 N N N 0.0020 546698526.42 546698526.42 0.0029 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-11 2021-06-11 N N N 0.0020 383873622.23 383873622.23 0.0021 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-10 2021-09-10 N N N 0.0020 574876699.30 574876699.30 0.0031 N N N N Fannie Mae Fannie Mae, 0.21% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-10 2021-12-10 N N N 0.0022 571898258.36 571898258.36 0.0031 N N N N Fannie Mae Fannie Mae, 0.23% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-11 2022-03-11 N N N 0.0024 572853300.54 572853300.54 0.0031 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-09 2022-03-09 N N N 0.0024 251937937.44 251937937.44 0.0014 N N N N Fannie Mae Fannie Mae, 0.25% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-05 2021-04-05 N N N 0.0019 464230802.88 464230802.88 0.0025 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-05-19 2022-05-19 N N N 0.0027 299680928.43 299680928.43 0.0016 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-06 2021-07-06 N N N 0.0020 231134682.14 231134682.14 0.0012 N N N N Fannie Mae Fannie Mae, 0.31% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-24 2021-03-24 N N N 0.0019 298291435.06 298291435.06 0.0016 N N N N Fannie Mae Fannie Mae, 0.32% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0017 83945657.04 83945657.04 0.0005 N N N N Fannie Mae Fannie Mae, 0.32% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0017 83944466.76 83944466.76 0.0005 N N N N Fannie Mae Fannie Mae, 0.32% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0017 83944070.28 83944070.28 0.0005 N N N N Fannie Mae Fannie Mae, 0.32% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0017 83943672.96 83943672.96 0.0005 N N N N Fannie Mae Fannie Mae, 0.32% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0017 83943276.48 83943276.48 0.0005 N N N N Fannie Mae Fannie Mae, 0.32% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0017 83942880.00 83942880.00 0.0005 N N N N Fannie Mae Fannie Mae, 0.33% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-05-04 2022-05-04 N N N 0.0026 431605455.87 431605455.87 0.0023 N N N N Fannie Mae Fannie Mae, 0.34% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-27 2021-10-27 N N N 0.0021 383705382.59 383705382.59 0.0021 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-06 2021-07-06 N N N 0.0020 446700741.82 446700741.82 0.0024 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-25 2021-10-25 N N N 0.0021 560267102.07 560267102.07 0.0030 N N N N Fannie Mae Fannie Mae, 0.38% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-04-27 2022-04-27 N N N 0.0025 1002387080.00 1002387080.00 0.0054 N N N N Fannie Mae Fannie Mae, 0.41% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-23 2021-09-23 N N N 0.0020 1002735570.00 1002735570.00 0.0054 N N N N Fannie Mae Fannie Mae, 0.52% 313588B95 B1V7KEBTPIMZEU4LTD58 US313588B951 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0015 430867109.77 430867109.77 0.0023 N N N N Fannie Mae Fannie Mae, 0.74% 3135G0J20 B1V7KEBTPIMZEU4LTD58 US3135G0J204 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0021 10760134.18 10760134.18 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-11-27 2020-11-27 N N N 0.0014 70998655.97 70998655.97 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.16% 3133ELDW1 US3133ELDW10 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-12-15 2020-12-15 N N N 0.0020 237949715.36 237949715.36 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133EKLJ3 US3133EKLJ34 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-09-15 2020-09-15 N N N 0.0014 119011091.99 119011091.99 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133EKVL7 US3133EKVL79 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-07-17 2020-07-17 N N N 0.0014 350026495.00 350026495.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.21% 3133EKYU4 US3133EKYU42 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-08-12 2020-08-12 N N N 0.0016 244026183.64 244026183.64 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.22% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-10-23 2020-10-23 N N N 0.0015 75021155.25 75021155.25 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 313312C81 US313312C814 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0015 70976037.50 70976037.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.27% 3133ELKX1 US3133ELKX10 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2021-02-03 2021-02-03 N N N 0.0030 169973619.40 169973619.40 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.28% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-06-06 2020-08-06 2020-08-06 N N N 0.0022 90010647.90 90010647.90 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-20 2021-04-20 N N N 0.0023 141073704.93 141073704.93 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-08 2020-10-08 N N N 0.0031 547960681.00 547960681.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2021-03-03 2021-03-03 N N N 0.0034 54985367.80 54985367.80 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0017 10992208.37 10992208.37 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0018 28977670.00 28977670.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-30 2020-12-30 N N N 0.0034 96988578.25 96988578.25 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0022 171058439.25 171058439.25 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-27 2021-04-27 N N N 0.0023 147168070.98 147168070.98 0.0008 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 0.0037 53138057.58 53138057.58 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.45% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2021-03-03 N N N 0.0096 32861863.82 32861863.82 0.0002 N N Y 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 0.0015 56981475.00 56981475.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-19 2020-08-19 N N N 0.0015 549919419.50 549919419.50 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-28 2020-08-28 N N N 0.0015 70987783.03 70987783.03 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-05 2020-06-05 N N N 0.0009 36999935.25 36999935.25 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-04 2020-09-04 N N N 0.0015 484920028.35 484920028.35 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-05 2020-08-05 N N N 0.0014 181883146.97 181883146.97 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 277933977.78 277933977.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-21 2020-08-21 N N N 0.0015 41994513.54 41994513.54 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-25 2020-08-25 N N N 0.0015 161981076.78 161981076.78 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-09 2021-02-09 N N N 0.0018 193885887.26 193885887.26 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-25 2021-02-25 N N N 0.0019 149897149.50 149897149.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-19 2020-06-19 N N N 0.0012 4999913.90 4999913.90 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 31994482.56 31994482.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-28 2021-01-28 N N N 0.0018 157924431.76 157924431.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-22 2021-01-22 N N N 0.0018 86960115.72 86960115.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-14 2021-05-14 N N N 0.0020 453619180.26 453619180.26 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-02-22 2021-02-22 N N N 0.0018 139837890.00 139837890.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0018 92989416.60 92989416.60 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 0.0015 8997037.47 8997037.47 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-26 2021-02-26 N N N 0.0019 516759109.02 516759109.02 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2021-02-16 2021-02-16 N N N 0.0019 279780130.03 279780130.03 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZL6 2549001DPIFGXC1TOL40 US313384ZL66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0012 30994962.50 30994962.50 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 44991387.45 44991387.45 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJKE8 2549001DPIFGXC1TOL40 US3130AJKE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0018 154987972.00 154987972.00 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 0.0015 61978041.46 61978041.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384E62 2549001DPIFGXC1TOL40 US313384E629 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0016 47979733.44 47979733.44 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-08 2021-07-08 N N N 0.0019 198876946.36 198876946.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-11 2021-06-11 N N N 0.0021 209042405.46 209042405.46 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-04 2021-03-04 N N N 0.0019 1340502395.13 1340502395.13 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 201899880.88 201899880.88 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-23 2021-07-23 N N N 0.0022 276741669.80 276741669.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0004 222998637.47 222998637.47 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2020-08-13 2020-08-13 N N N 0.0016 66996520.69 66996520.69 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-20 2021-04-20 2021-04-20 N N N 0.0016 394829853.91 394829853.91 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2021-03-24 2021-03-24 N N N 0.0018 70973920.28 70973920.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 69973963.50 69973963.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 139947927.00 139947927.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0017 189944360.40 189944360.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 31988097.60 31988097.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0013 268943660.64 268943660.64 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0000 293000000.00 293000000.00 0.0016 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2021-01-13 2021-01-13 N N N 0.0020 209940072.30 209940072.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-27 2020-11-27 2020-11-27 N N N 0.0017 96990462.96 96990462.96 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 71003263.87 71003263.87 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-17 2020-07-17 N N N 0.0013 152805341.89 152805341.89 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-22 2021-02-22 N N N 0.0019 19996144.00 19996144.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-29 2020-07-29 N N N 0.0014 329011524.87 329011524.87 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-23 2020-12-23 N N N 0.0017 223781205.28 223781205.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 69999650.00 69999650.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 323898380.50 323898380.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-21 2020-08-21 2020-08-21 N N N 0.0014 272012261.76 272012261.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 204009424.80 204009424.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 279841722.02 279841722.02 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-08-26 2020-08-26 N N N 0.0014 81003787.56 81003787.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 208856504.93 208856504.93 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-08-28 2020-08-28 N N N 0.0014 568027173.12 568027173.12 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 142007652.38 142007652.38 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.27% 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 73986371.42 73986371.42 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 143970880.32 143970880.32 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 85982298.62 85982298.62 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384D71 2549001DPIFGXC1TOL40 US313384D712 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0015 30988633.23 30988633.23 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJML0 2549001DPIFGXC1TOL40 US3130AJML05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0019 490935232.19 490935232.19 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJMM8 2549001DPIFGXC1TOL40 US3130AJMM87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0019 146980609.23 146980609.23 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-10 2020-06-10 N N N 0.0014 175001527.75 175001527.75 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0006 120998521.38 120998521.38 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0019 44996618.25 44996618.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2021-02-12 2021-02-12 N N N 0.0021 97872726.04 97872726.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-08-12 2020-08-12 N N N 0.0017 559999434.40 559999434.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 32000311.04 32000311.04 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0014 69003435.51 69003435.51 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-07-17 2020-07-17 N N N 0.0013 139007090.39 139007090.39 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2021-02-23 2021-02-23 N N N 0.0018 35997012.00 35997012.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-11-24 2020-11-24 N N N 0.0015 542063782.56 542063782.56 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 146010110.50 146010110.50 0.0008 N N N 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 922876677.97 922876677.97 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-07 2020-10-07 N N N 0.0016 14001040.06 14001040.06 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-02-10 2022-02-10 N N N 0.0025 135319577.69 135319577.69 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-12 2021-03-12 N N N 0.0019 325962363.30 325962363.30 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2021-01-08 2021-01-08 N N N 0.0023 179950491.00 179950491.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-12-11 2020-12-11 N N N 0.0022 301933378.80 301933378.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-11-16 2020-11-16 N N N 0.0016 223020667.64 223020667.64 0.0012 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 1032827407.79 1032827407.79 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-04 2021-06-04 N N N 0.0021 179979361.20 179979361.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-10 2021-03-10 N N N 0.0019 300012711.00 300012711.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 289967537.40 289967537.40 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 146981420.67 146981420.67 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 365952420.00 365952420.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-08 2020-07-08 2020-07-08 N N N 0.0017 145006844.00 145006844.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0024 838960323.69 838960323.69 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 41003785.53 41003785.53 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 28002585.24 28002585.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 139012833.87 139012833.87 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-09 2021-04-09 N N N 0.0020 437130837.80 437130837.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 113003154.96 113003154.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 37001377.51 37001377.51 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 73002717.79 73002717.79 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-07-07 2020-07-07 N N N 0.0019 141006580.47 141006580.47 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 176006552.48 176006552.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-01-22 2021-01-22 N N N 0.0018 59924095.97 59924095.97 0.0003 N N N 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 24996027.75 24996027.75 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0027 113991323.46 113991323.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0015 444844250.00 444844250.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 38801185.34 38801185.34 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 149004551.95 149004551.95 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 294008981.70 294008981.70 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-25 2020-09-25 N N N 0.0016 174464018.75 174464018.75 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0021 297007422.03 297007422.03 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0013 427907265.24 427907265.24 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-13 2021-04-13 N N N 0.0020 1699401936.72 1699401936.72 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0016 272887160.91 272887160.91 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 0.0016 369845421.40 369845421.40 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 0.0016 619707911.80 619707911.80 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 0.0016 272860466.97 272860466.97 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 0.0016 289850487.60 289850487.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0017 132914584.74 132914584.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-13 2021-05-13 N N N 0.0020 224210880.32 224210880.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-07 2021-04-07 N N N 0.0019 60054208.80 60054208.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0009 56998084.23 56998084.23 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 19998716.60 19998716.60 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 0.0016 898564488.44 898564488.44 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-06 2021-04-06 N N N 0.0019 149147557.68 149147557.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 218000333.54 218000333.54 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 73000111.69 73000111.69 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 36000055.08 36000055.08 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 14000021.42 14000021.42 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0017 228868070.81 228868070.81 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 290144028.50 290144028.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0016 113943253.08 113943253.08 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 0.0018 60039297.00 60039297.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0019 841023296.40 841023296.40 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0018 100057968.00 100057968.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-01 2020-09-01 N N N 0.0034 41001958.16 41001958.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 580000000.00 580000000.00 0.0031 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-11-04 2020-11-04 N N N 0.0040 71006757.78 71006757.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-01 2021-02-01 N N N 0.0038 31012688.30 31012688.30 0.0002 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 0.0023 289208340.10 289208340.10 0.0016 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 297944041.56 297944041.56 0.0016 N N Y 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 0.0011 72032319.36 72032319.36 0.0004 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 302996136.75 302996136.75 0.0016 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 606992260.75 606992260.75 0.0033 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 300994732.50 300994732.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHRN5 2549001DPIFGXC1TOL40 US3130AHRN59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0029 144088984.80 144088984.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0009 143992959.84 143992959.84 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0026 144107948.16 144107948.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0023 288267091.20 288267091.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0023 288267091.20 288267091.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0021 144152376.48 144152376.48 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 51996027.72 51996027.72 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0162 347876871.61 347876871.61 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-09-14 2020-09-14 N N N 0.0164 139990638.20 139990638.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0019 244302294.04 244302294.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0019 289355718.54 289355718.54 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0164 209987307.60 209987307.60 0.0011 N N N N Freddie Mac Freddie Mac, 0.07% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-22 2020-07-22 N N N 0.0011 61896567.03 61896567.03 0.0003 N N N N Freddie Mac Freddie Mac, 0.07% 3134GVBB3 US3134GVBB38 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-10 2020-06-10 N N N 0.0009 128998792.56 128998792.56 0.0007 N N N N Freddie Mac Freddie Mac, 0.09% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-19 2021-02-19 N N N 0.0014 955629291.88 955629291.88 0.0052 N N N N Freddie Mac Freddie Mac, 0.09% 3134GUBB5 US3134GUBB54 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-17 2020-06-17 N N N 0.0010 74999547.75 74999547.75 0.0004 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-05 2021-02-05 N N N 0.0014 660767565.96 660767565.96 0.0036 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-08 2020-09-08 N N N 0.0012 431964908.64 431964908.64 0.0023 N N N N Freddie Mac Freddie Mac, 0.09% 3134GVDN5 US3134GVDN57 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-24 2021-02-24 N N N 0.0014 199919782.00 199919782.00 0.0011 N N N N Freddie Mac Freddie Mac, 0.09% 3134GT5F6 US3134GT5F62 U.S. Government Agency Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 116999963.73 116999963.73 0.0006 N N Y 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 99982306.00 99982306.00 0.0005 N N Y N Freddie Mac Freddie Mac, 0.13% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 384815200.00 384815200.00 0.0021 N N N N Freddie Mac Freddie Mac, 0.14% 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0015 155944100.52 155944100.52 0.0008 N N N N Freddie Mac Freddie Mac, 0.20% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-10 2021-12-10 N N N 0.0024 443625878.43 443625878.43 0.0024 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-13 2021-12-13 N N N 0.0022 448157664.64 448157664.64 0.0024 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-11 2022-03-11 N N N 0.0023 448257895.68 448257895.68 0.0024 N N N N Freddie Mac Freddie Mac, 0.33% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-24 2021-06-24 N N N 0.0016 106187247.94 106187247.94 0.0006 N N N N Freddie Mac Freddie Mac, 0.37% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-22 2021-10-22 N N N 0.0020 641516569.60 641516569.60 0.0035 N N N N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 GBA671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2028-11-15 1.375 - 3.125 1732981900.00 1924748053.44 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 1887000000.00 1887000000.00 0.0102 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 GAJ468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-01-31 2047-11-15 1.5 - 3 124424800.00 148702969.05 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 145000000.00 145000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GAC081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2044-05-15 1.5 - 3.375 178700400.00 214204741.58 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 209000000.00 209000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAI287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2050-05-15 1.125 - 1.375 90217400.00 91887636.83 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 90000000.00 90000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-14 2050-05-15 0 - 7.5 292686576.00 330611420.30 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 324000000.00 324000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAE249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2047-11-15 0.244 - 7.5 266726050.00 284903916.43 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 279000000.00 279000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-02-15 0.175 - 4.75 268109274.00 287649608.01 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 282000000.00 282000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2047-11-15 0.244 - 7.625 263689752.00 346338570.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 338000000.00 338000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAF861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2048-02-15 0.244 - 4.75 850789223.00 958128304.17 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 939000000.00 939000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2048-05-15 0 - 8.75 457846163.00 577710278.77 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 564000000.00 564000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0.173 - 7.5 393998483.00 421694328.03 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 413000000.00 413000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAH569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-14 2050-05-15 0 - 7.625 752596083.00 866539749.39 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 848000000.00 848000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAC832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-08-15 0.175 - 6.5 534314762.00 642694463.42 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 629000000.00 629000000.00 0.0034 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 2020-06-15 2049-11-15 0.173 - 8 687252214.00 890461041.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 869000000.00 869000000.00 0.0047 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 0.173 - 6.875 893445778.00 1123910287.70 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 1095000000.00 1095000000.00 0.0059 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 2020-07-07 2050-05-15 0 - 7.5 515216231.00 624536660.42 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 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 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 2022-04-30 2046-11-15 0.125 - 3.125 696600900.00 783674872.88 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GAH829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2044-02-15 0.125 - 3.625 134072400.00 142804037.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 140000000.00 140000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAC419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2046-11-15 0.125 - 3.125 128886200.00 142815910.09 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 140000000.00 140000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GBA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2025-12-31 1.125 - 2.625 127276700.00 141781583.20 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 139000000.00 139000000.00 0.0007 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GAI156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 171199800.00 185643120.04 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 182000000.00 182000000.00 0.0010 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 GBA685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2028-08-15 0.625 - 2.875 674891000.00 730339885.04 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 716000000.00 716000000.00 0.0039 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.05% ANGGYXNX0JLX3X63JN86 GBA494000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2025-11-15 0 - 2.875 222649400.00 235620995.48 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 231000000.00 231000000.00 0.0012 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 GBA670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2046-11-15 1.625 - 4.375 1043380800.00 1230874733.28 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1205000000.00 1205000000.00 0.0065 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.06% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-22 2048-02-15 0 - 3 53381600.00 58278299.47 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 57000000.00 57000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 0.06% 549300GKFG0RYRRQ1414 GBA666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2026-08-15 1.5 - 2.25 742565900.00 797644042.09 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 782000000.00 782000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 GBA630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2024-10-31 1.5 - 1.625 385711900.00 405960015.11 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 398000000.00 398000000.00 0.0021 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.06% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 258520000.00 283129115.36 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 275000000.00 275000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.06% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2025-11-15 1.75 - 2.25 539020000.00 569197760.80 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 558000000.00 558000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2046-08-15 0 - 3.625 79346400.00 84670948.29 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 83000000.00 83000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.08% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2039-08-15 3.125 - 4.5 728326800.00 1123027593.51 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0008 1101000000.00 1101000000.00 0.0059 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.625 - 6.75 276304000.00 286618292.50 U.S. Treasuries (including strips) 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 Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6.75 140378500.00 143782189.28 U.S. Treasuries (including strips) Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 141000000.00 141000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6.75 140378500.00 143782189.28 U.S. Treasuries (including strips) Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0016 141000000.00 141000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 115646400.00 129506683.88 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 127000000.00 127000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-09-30 1.625 - 1.75 135783800.00 143782469.92 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 141000000.00 141000000.00 0.0008 N N N Y 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 2026-08-15 1.75 - 6.75 132830400.00 139897304.64 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 125029000.00 128722115.13 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 GBA437000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 370200000.00 427279206.52 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 418000000.00 418000000.00 0.0023 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.06% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2026-05-15 0.125 - 2.875 663700000.00 701655463.36 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 688000000.00 688000000.00 0.0037 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-25 2038-05-15 0 - 4.5 165356100.00 235621050.18 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 231000000.00 231000000.00 0.0012 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.07% 549300Y1PMK3RWXMWR72 GBA718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-08-15 1.375 - 2.875 211479400.00 215221325.35 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 211000000.00 211000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 GBA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2029-05-15 1.625 - 2.375 1325460000.00 1421597812.25 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1394000000.00 1394000000.00 0.0075 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2047-02-15 2 - 3 640455400.00 696460296.70 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0007 683000000.00 683000000.00 0.0037 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2047-02-15 1.375 - 3 260222200.00 274333521.00 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0007 269000000.00 269000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAH062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2024-03-31 1.375 - 2.75 316028900.00 341609797.74 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 335000000.00 335000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2047-02-15 1.125 - 3 331360300.00 357920631.82 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 351000000.00 351000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAF502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2047-02-15 3 - 3.125 164485200.00 169276692.89 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0008 166000000.00 166000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAI173000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2047-02-15 1.625 - 3 138660500.00 148881068.44 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 146000000.00 146000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GAI888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2047-02-15 2 - 3 229691700.00 256969185.17 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 252000000.00 252000000.00 0.0014 N N Y N Natixis SA Natixis SA, 0.05% KX1WK48MPD4Y2NCUIZ63 GBA555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2030-02-15 0.125 - 3 1363454600.00 1443306024.73 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 1415000000.00 1415000000.00 0.0076 N Y Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GAI813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2049-05-15 0.5 - 6.25 277521300.00 300044904.38 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 294000000.00 294000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAF934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 1.5 - 2.75 127301300.00 140403561.88 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 2886500.00 3456695.25 U.S. Treasuries (including strips) Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0015 141000000.00 141000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG420000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 104223400.00 115264912.85 U.S. Treasuries (including strips) Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0015 113000000.00 113000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 131888400.00 143825516.39 U.S. Treasuries (including strips) Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0015 141000000.00 141000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 193935800.00 207066087.17 U.S. Treasuries (including strips) Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0015 203000000.00 203000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GAI878000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 133440700.00 142801932.02 U.S. Treasuries (including strips) Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 140000000.00 140000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.17% 5493007VSMFZCPV1NB83 GAJ903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 66918300.00 71400412.78 U.S. Treasuries (including strips) Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 70000000.00 70000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 385700.00 461890.64 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 87130300.00 95544115.83 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 2049-08-15 2049-08-15 2.25 - 2.25 789300.00 945217.24 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 175302700.00 192230962.99 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 Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.09% X574KRZ6V5A7UBU45C31 GBA415000 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 194000000.00 211036528.49 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0009 206861000.00 206861000.00 0.0011 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.15% X574KRZ6V5A7UBU45C31 GAI849000 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 416900000.00 463909060.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0015 454928400.00 454928400.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.08% 549300QJJX6CVVUXLE15 GAI792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-25 2049-11-15 0 - 7.125 217876500.00 260477293.46 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 254000000.00 254000000.00 0.0014 N N Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAI789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2050-05-15 0 - 7.625 238638200.00 302799595.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 296000000.00 296000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAJ854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2050-05-15 0 - 7.625 496730000.00 571281368.13 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0008 559000000.00 559000000.00 0.0030 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 GAI850000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2048-05-15 2.5 - 8 211227400.00 242126670.18 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 237000000.00 237000000.00 0.0013 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.06%, dated 5/29/2020 due 06/01/2020 B4TYDEB6GKMZO031MB27 GBA811000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 4195030930.98 935245071.88 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 914378000.00 914378000.00 0.0049 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 GBA521000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-06-16 2067-09-20 2 - 4.656 18547133.00 5792677.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 1254834.00 1125376.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-25 2049-12-01 1.5 - 4.03 51930336.00 13729230.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.43 - 2.43 1049000.00 1118087.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-15 2044-05-15 1.5 - 3 28155000.00 9045872.42 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 30000000.00 30000000.00 0.0002 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAA936000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2037-01-29 2037-01-29 2.43 - 2.43 3000000.00 3284880.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2046-05-01 2.5 - 4 17968690.00 13431987.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2067-05-20 3 - 4.7 26186086.00 25598854.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3.5 - 3.5 2785174.00 2954625.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-03-01 2032-03-01 2.29 - 2.29 4000000.00 4260084.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-10-01 2 - 6.5 74884274.00 37999432.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3 - 3 3500000.00 3129065.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-05-01 2044-05-01 4 - 4 7300000.00 4209922.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 93000000.00 93000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAD216000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2049-05-15 0 - 0.284 44573299.73 36405271.13 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2038-04-05 1.68 - 3.98 198000.00 199573.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 751280.00 804489.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2039-10-01 0 - 6 5041656.00 1471263.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 2038-08-17 3.15 - 4.25 4955000.00 5412612.16 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-26 2048-07-01 1.835 - 5.625 5350447.00 5075807.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 62646237.00 58760635.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2050-05-20 3.125 - 4.5 15251687.00 4409156.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 110000000.00 110000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAC835000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-10-13 2038-04-05 1.68 - 3.98 3107000.00 3158127.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2028-03-15 N/A 172000.00 156108.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-09-09 2036-05-28 3.54 - 5.365 6620000.00 7416352.34 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2050-02-15 0 - 5 299397873.87 253345300.88 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-20 2066-05-20 1.816 - 4.5 11667310.00 8487317.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2047-08-01 3 - 5.625 54958801.00 45762635.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 310000000.00 310000000.00 0.0017 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 HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2036-05-28 3.15 - 4 3500000.00 3608681.13 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0 - 5.5 459859125.55 360497700.17 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2066-05-20 0.871 - 4 150296969.00 81936984.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-26 2049-09-01 0 - 6 41021589.00 40167757.76 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-10-13 2020-10-13 1.68 - 1.68 1807000.00 1820727.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1457469.00 1572968.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-09-15 2032-12-01 0 - 7.5 17367987.00 9927068.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 1000464.00 914177.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 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 0.06%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA811000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 31661374.52 19294077.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 21007558.26 22753941.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 23339558.60 24451955.68 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2048-05-15 3.125 - 4.375 14670930.97 20806339.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 125848271.36 93230905.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 624058865.25 545890471.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 48227838.75 45977863.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 58025626.87 61975175.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0006 817847000.00 817847000.00 0.0044 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.07%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA944000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 5955754.39 6239614.25 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2048-05-15 3.125 - 4.375 3743706.68 5309331.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 8079303.19 4923434.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 32113777.62 23790525.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 5360677.96 5806317.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 159246427.51 139299531.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 12306709.28 11732563.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 14806894.51 15814734.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0007 208697000.00 208697000.00 0.0011 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GAI136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 25200.00 26174.97 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2048-08-01 3.5 - 4 39408451.00 29978323.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-04-01 2049-05-01 3.92 - 4.07 1400000.00 1616468.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 31000000.00 31000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAI882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 39400.00 40924.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-10-01 2048-05-01 3.5 - 5 117025729.00 79520401.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 78000000.00 78000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GBA136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2047-11-01 3 - 4.327 87050297.00 66633400.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-07-01 2048-11-01 3.5 - 5.5 126898083.00 88498482.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-11-20 2049-11-20 5 - 5 11718126.00 12150085.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 164000000.00 164000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.06%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA811000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 1577116.24 5282.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 2752400.08 34260.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 3590140.04 10875.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 255166.33 284482.40 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 349100531.99 429835244.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 17264.31 206.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 3290643.16 3430855.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 91158763.90 1941557.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 73895552.41 49234037.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 6695.06 6280.19 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 6323489.09 5550007.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 278597.38 14023.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 335659.49 7489.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 518430.11 7793.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 1912398.45 16328.69 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 9467275.86 14074051.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 5.5 - 5.5 110938.48 2451.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 329069.15 356387.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 20139.57 20393.95 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 2049536.83 2125704.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-08-24 2046-09-01 0 - 10 104523073.27 40812121.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 396078.20 15166.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 768824.03 4960.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 1300.68 1516.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 943985.58 1010645.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-18 2036-07-15 1.125 - 5.625 5956277.61 7431569.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 14921.07 15522.83 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 544244000.00 544244000.00 0.0029 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.07%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA944000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2022-10-01 8.5 - 8.5 20076.03 67.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 45700.99 138.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 5.5 - 5.5 1412.20 31.20 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 4443904.73 5471624.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 16.56 19.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 256.37 259.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 35036.91 436.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 5041.91 193.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 3248.16 3621.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 9786.81 63.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 219.77 2.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 4188.91 4536.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 12016.54 12865.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-18 2036-07-15 1.125 - 5.625 75820.94 94600.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 189.94 197.60 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 26089.75 27059.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-08-24 2046-09-01 0 - 10 1330535.30 519521.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 41888.52 43673.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 1160413.19 24715.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 940659.68 626728.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 85.23 79.94 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 80495.39 70649.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 3546.43 178.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 4272.81 95.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 6599.40 99.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 24344.04 207.86 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 120514.49 179156.83 Agency Debentures and Agency Strips Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 6928000.00 6928000.00 0.0000 N Y Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-05-15 0.5 - 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4.25 2000.00 2990.37 Agency Debentures and Agency Strips Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 471000000.00 471000000.00 0.0025 N N Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2020-10-15 N/A 5000.00 4997.03 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2027-01-15 2041-02-15 2.125 - 3.875 25963300.00 39349530.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-15 2039-12-15 5.5 - 5.5 229875.00 13118.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2026-09-24 0.625 - 2.625 17030000.00 18266193.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-08-28 2032-01-15 0 - 2.01 12011000.00 12049631.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-10-09 2040-03-26 1.115 - 5.625 9760000.00 9942811.59 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2065-09-15 0 - 4.25 192000.00 188352.42 Agency Debentures and Agency Strips Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 78000000.00 78000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.09% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 3.5 - 3.5 1951656.00 2082445.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-03-01 3.5 - 4 3014395.00 2457243.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-04-01 3 - 6.5 335889424.00 285134214.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-03-01 3.5 - 4.5 12488772.00 9712256.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-03-01 3 - 3.5 6705226.00 5128635.26 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 4100.00 4213.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-04-01 3 - 4.5 12530991.00 10268378.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 3362000.00 2583351.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 4 2962346.00 2914134.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0009 314000000.00 314000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA811000_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 2043-07-01 2047-02-01 3.5 - 5 9524674.89 6419360.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 10386105.91 8299626.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 3638151.23 2582100.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 589041.02 446845.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 2518629.53 1906718.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 43541.71 20005.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 11214876.72 7358563.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 6513347.13 2785651.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 465335.53 514954.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 1821550.64 1433512.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 616744.22 249026.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 218924.69 120788.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 1049996.47 482388.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 2307710.86 732547.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 212963.61 53684.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 217708.57 93399.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 232055.13 60098.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 1299473.73 778844.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 76198.00 54359.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 4206228.00 3186917.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 1408792.17 587620.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 5068823.11 2762508.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 1935911.64 1282383.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 4269563.13 3612302.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 1904950.00 2080430.61 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 14465885.51 14974208.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 352687.89 288388.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 1509471.49 1254868.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 124251166.01 74003556.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 407887536.96 248653374.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 1560182.35 1183168.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 372532.02 350204.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0006 380990000.00 380990000.00 0.0021 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA944000_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 2047-10-01 2048-01-01 3.5 - 5 3427477.65 2738926.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 2149443.87 919281.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 1408981.61 1192081.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 41003634.87 24421620.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 761558.51 241745.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 71845.14 30822.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 76579.59 19832.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 428834.17 257023.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 1672742.23 911644.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 628645.00 686554.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 3143200.21 2118427.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 638862.53 423194.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 194387.09 147461.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 3700977.02 2428370.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 601122.71 473067.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 203529.31 82180.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 72246.47 39860.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 70279.28 17716.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 122937.82 115569.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 464909.92 193918.40 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 4773829.55 4941579.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 116389.13 95169.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 1200611.87 852108.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 831162.95 629228.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 14369.03 6601.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 498134.71 414114.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 153563.53 169937.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 346505.17 159191.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 134605349.57 82057114.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 514869.59 390452.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 25145.80 17938.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 1388080.63 1051702.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0007 125729000.00 125729000.00 0.0007 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.06%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA811000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 3381108.68 3300615.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 3622071.77 3654055.88 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 952012378.07 380073938.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 5155303.91 2948026.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 6229963.45 5926419.57 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 1033022439.81 1115190311.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 110347796.03 78170475.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 9627861.39 7078607.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 539989754.84 335534493.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1893072000.00 1893072000.00 0.0102 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.07%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA944000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 177136.21 172919.15 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 54120022.66 58424795.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 189760.26 191435.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-03-12 2047-08-01 1.2 - 5.5 5781118.58 4095349.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 504403.44 370848.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2050-01-20 3 - 5 49875907.33 19912065.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 270086.26 154447.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-05-01 2 - 5.5 28290051.25 17578644.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 326387.65 310484.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 99178000.00 99178000.00 0.0005 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.07% 7LTWFZYICNSX8D621K86 GBA672000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 149426233.00 155507814.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.05 - 3.05 94867108.00 94783646.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 243000000.00 243000000.00 0.0013 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.07% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 1480000.00 1484438.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2030-06-01 4.5 - 6.5 1733445.00 127487.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 2554928.00 27623.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-08-01 5.5 - 5.5 592771.00 29849.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-20 2054-11-15 2 - 7 952402904.00 589686023.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-03-01 3.5 - 3.5 7787328.00 3468656.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-01-01 2040-03-01 4.5 - 5 1697278.00 334003.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-06-01 3 - 3 17342.00 10951.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-04-01 2050-03-01 3 - 6 628454730.00 649858486.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2036-12-01 5.5 - 5.5 69926144.00 869431.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2044-04-01 5 - 5 11442.00 6874.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 5.5 - 5.5 1246314.00 55963.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-09-01 2035-09-01 5 - 5 434458.00 15543.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-12-01 4.5 - 5.5 3214714.00 59546.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 23795.00 20768.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2040-08-01 4.5 - 6.5 4068864.00 141263.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2025-02-01 5 - 5 852679.00 72286.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5 - 5 1054690.00 114866.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 5 - 5 11873808.00 63205.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1222000000.00 1222000000.00 0.0066 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA811000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 1214717011.72 1328738564.73 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1302679000.00 1302679000.00 0.0070 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.07%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA944000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 79041335.20 86460689.42 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 84765000.00 84765000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.14% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2049-08-20 3 - 5 153155761.00 100985498.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0014 99000000.00 99000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.15% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-06-01 4 - 4.5 72933553.00 55735562.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 83943003.00 71773999.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 125000000.00 125000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.15% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-11-01 4 - 4.5 154301550.00 127509562.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 125000000.00 125000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 76575936.00 65675709.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-02-15 2060-10-15 3.31 - 4.45 55616648.00 61825991.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0016 125000000.00 125000000.00 0.0007 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-04-15 2045-04-15 3 - 5 50270818.00 59594001.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2033-10-25 2046-12-25 3 - 4 19101509.00 20747203.66 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 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 0.06%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA811000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 568954807.67 678617994.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 406420085.98 342073577.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1000673000.00 1000673000.00 0.0054 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.07%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA944000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2040-05-15 0 - 4.75 120883558.07 144183257.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 86350454.20 72679008.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 212609000.00 212609000.00 0.0011 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.06%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA811000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1415622.57 1357691.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 15023476.44 16359825.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 9581996.60 10457207.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 2401826.68 2635798.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 1876334.83 1933855.27 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.5 898346598.39 961212957.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 12877441.88 11580226.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 884900836.87 569751727.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1544394000.00 1544394000.00 0.0083 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.07%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA944000_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 2020-09-08 2050-02-15 0 - 4.5 74978843.83 80225868.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 118152.33 113317.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 1253906.78 1365442.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 799743.69 872791.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 1074791.96 966522.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 200464.04 219992.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 156604.83 161405.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 73856618.11 47553278.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 128900000.00 128900000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAF874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2047-10-01 3.76 - 4.5 11566472.00 4218409.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-06-01 2.236 - 6 180034025.00 155931554.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 157000000.00 157000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAG455000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.75 - 3.99 19501000.00 22813589.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 19037280.00 19896954.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 2032-04-01 1.83 - 1.83 1605286.00 1639686.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2050-05-01 2.5 - 5 225329739.00 205087086.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 1574400.00 1595978.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-15 2047-10-01 4 - 5.75 21234592.00 11908163.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 4327900.00 4526341.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 30697999.00 6928053.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 269000000.00 269000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAJ337000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2050-05-01 2.623 - 3.505 83855203.00 15070508.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2050-05-01 2.5 - 4.5 421395459.00 172418166.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.86 - 3.86 6013000.00 7094794.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 2150752.00 2393996.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 9502760.00 10087135.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0016 203000000.00 203000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.06%, dated 5/29/2020 due 06/01/2020 K5HU16E3LMSVCCJJJ255 GBA811000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 59356540.80 53762859.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 6106640.00 5386010.68 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.25 - 2.25 4244114.80 5026082.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 7703710.78 5719006.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2035-05-01 0 - 2.5 8845213.09 8014887.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 76333000.00 76333000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 7TK5RJIZDFROZCA6XF66 GBA811000_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 289642301.65 337833901.39 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 2139005.44 1318726.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 28973.10 18550.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-06-15 3.5 - 4 208272729.57 128279978.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 457470000.00 457470000.00 0.0025 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.07% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 3.5 - 3.5 1141637.00 655885.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 3388265.00 3648711.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 43053.00 27085.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1402965.00 1442407.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 10826195.00 11509575.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-01-20 2043-01-20 3.5 - 3.5 155438.00 50780.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-01 2058-08-01 2.5 - 6 531571667.00 557415546.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 3 - 3 1368100.00 1428540.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 4 - 4 33384454.00 36037052.89 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-24 2050-05-15 0 - 2.75 3500.00 4465.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3 - 3 2585000.00 2059567.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.11 - 2.11 38850000.00 40315737.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3 - 3 1065513.00 1127662.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 3 - 3 4398258.00 4655700.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 2.5 - 4 88696712.00 92264069.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.89 - 1.89 26428000.00 26641802.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 764000000.00 764000000.00 0.0041 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.06%, dated 5/29/2020 due 06/01/2020 OXTKY6Q8X53C9ILVV871 GBA811000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 1006.64 1063.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 247987.75 265506.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4.126 - 4.126 2652354.40 1526254.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 16432742.48 17589443.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 179826640.90 188792915.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 15258658.47 16060422.84 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 476479306.87 542103851.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 532733.71 569300.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 1048602.06 1128745.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 5216384.08 5472594.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 997652.83 1039238.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 536450.67 569726.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 174659.35 190290.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 150416441.43 158350182.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 15498010.71 16265798.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 136485.71 144434.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 772758.74 809986.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 1726438.75 1868072.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 63630.34 69348.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 934130000.00 934130000.00 0.0050 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.07%, dated 5/29/2020 due 06/01/2020 OXTKY6Q8X53C9ILVV871 GBA944000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 23.76 25.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 5852.92 6266.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 12661.12 13446.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4.126 - 4.126 62599.91 36022.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 387839.67 415139.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 4244203.65 4455822.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 4122.25 4491.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 360129.36 379052.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 3550074.71 3737324.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 365778.47 383899.53 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 11245693.08 12794539.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 3221.29 3408.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 12573.39 13436.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 18238.37 19117.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 24748.73 26640.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 40746.79 44089.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 123115.22 129162.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 23546.24 24527.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 1501.78 1636.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 22047000.00 22047000.00 0.0001 N Y Y N RBC Financial Group RBC Financial Group, 0.07% ES7IP3U3RHIGC71XBU11 GBA674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 11001050.00 11752698.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2059-08-01 1.385 - 6 1667351558.00 861775080.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 7900.00 6535.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 120658.00 122829.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 2.5 44030031.00 43623675.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2050-02-01 0.584 - 6.5 742882190.00 308339867.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 66275194.00 57495064.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 3162481.00 3312458.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 7656500.00 8141447.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 63645.00 38912.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 2035-05-01 1.78 - 1.83 12247166.00 12509574.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-05-20 2050-05-20 0.791 - 4.5 7783292.00 2186688.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 39216156.00 36820734.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 4.5 112214466.00 101857417.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 3 - 3.5 37521486.00 39516741.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 1782040.00 1919727.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 80509035.00 84683056.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-25 2049-05-25 2.5 - 2.5 27223.00 28532.03 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.125 - 2.125 100.00 108.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 11218763.00 11398480.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 43929727.00 42238329.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1594000000.00 1594000000.00 0.0086 N Y Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 13284.00 14549.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 13995334.00 14826703.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 439478.00 453129.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 169400.00 168218.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 391523.00 398568.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2 - 2 94669.00 97689.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 6179402.00 6670497.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2048-12-01 3 - 4.5 357459788.00 183900172.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 18127211.00 19099890.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-09-01 2050-05-01 3 - 6.5 403384733.00 205872623.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 21971444.00 20108157.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 4 26295104.00 27831346.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-07 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 470000000.00 470000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 3 - 3 25600.00 27080.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 21700311.00 23424901.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 6043843.00 6231587.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2 - 2 95506.00 98553.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3 - 3 1031.00 1058.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 4 - 4 1376448.00 722781.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-06-01 4 - 4 9437526.00 8675630.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2050-05-01 0.618 - 5 936769917.00 466525741.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-06-01 6.5 - 6.5 5767815.00 2266.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 4818.00 2945.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-06-01 2023-06-01 5.5 - 5.5 1000.00 76.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 4 - 4 6435800.00 3208257.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 3787191.00 3983539.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 5 - 5 1000.00 21.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 1572979.00 1325742.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 170300.00 169111.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 233678.00 237883.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2049-03-01 4 - 4.5 3052.00 2879.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-11-01 2049-11-01 2.508 - 6.423 53912197.00 22871166.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 16359209.00 11124852.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 225625.00 247121.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2027-07-01 6 - 6 3154.00 87.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-06-25 2021-05-01 5 - 5.5 4830711.00 3925.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2022-11-01 4.5 - 6 3420388.00 871.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2026-03-01 6.5 - 6.5 5513.00 76.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 538000000.00 538000000.00 0.0029 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.06%, dated 5/29/2020 due 06/01/2020 O2RNE8IBXP4R0TD8PU41 GBA811000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-17 2049-02-15 0 - 7.5 575756723.75 656227533.88 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 641197000.00 641197000.00 0.0035 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.06%, dated 5/29/2020 due 06/01/2020 5U0XI89JRFVHWIBS4F54 GBA811000_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 4273937044.87 3522848153.97 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 3453742000.00 3453742000.00 0.0186 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.07%, dated 5/29/2020 due 06/01/2020 5U0XI89JRFVHWIBS4F54 GBA944000_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 48369385.23 39869094.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 39087000.00 39087000.00 0.0002 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAF957000 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 2049-07-01 2049-07-01 3.5 - 3.5 274998000.00 206256275.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 202000000.00 202000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAG528000 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 158333000.00 116441511.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-09-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 114000000.00 114000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAE917000 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 2047-07-01 2047-07-01 3.5 - 3.5 165421000.00 109927707.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-08-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 107523750.00 107523750.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 5493006GGLR4BTEL8O61 GAH016000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 265589000.00 206247282.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0021 202000000.00 202000000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GAI851000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 31503717.00 32637499.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4 - 4 26225502.00 23748314.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 4 - 4 42516913.00 29817375.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 2.5 - 2.5 17889389.00 18561733.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 23063331.00 24237831.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 28253980.00 29272661.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2049-03-20 3.5 - 4 600040600.00 297606470.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 3.5 - 3.5 28000000.00 22962964.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-05-01 2050-05-01 3 - 4.5 437123758.00 322887176.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 786000000.00 786000000.00 0.0042 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.06%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA811000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 563245.95 387601.60 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 170524753.28 215047105.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 209545000.00 209545000.00 0.0011 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA944000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 239974050.43 302628938.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 792638.07 545459.38 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 294886000.00 294886000.00 0.0016 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2049-05-15 2.875 - 6 477957800.00 643739547.01 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 625000000.00 625000000.00 0.0034 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 14000000.00 14000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 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., 0.11% 64970HCK8 US64970HCK86 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-04-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 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., 0.11% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 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., 0.13% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 11000000.00 11000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 18500000.00 18500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 7500000.00 7500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 7500000.00 7500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 13000000.00 13000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986MG41 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 17000000.00 17000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 19800000.00 19800000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.13% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 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., 0.08% (Park Regency Proj.) Series 2003 F, LOC Fannie Mae VRDN 212249BY1 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-10-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 50000000.00 50000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GBA771000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0007 221000000.00 221000000.00 0.0012 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 GBA781000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 192000000.00 192000000.00 0.0010 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 2020-06-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer