N-MFP2 0000798290 XXXXXXXX 2020-02-29 0000798290 213800MK2OTSN7TSAV83 S000005047 8 N N 033-07647 HSBC Global Asset Management (USA), Inc. 801-25999 PriceWaterhouseCoopers LLP New York NY HSBC Global Asset Management (USA), Inc. Citi Fund Services Ohio, Inc. DST Asset Manager Solutions, Inc./TA 0000275143 084-00896 N N N Exempt Government N 16 108 10495883930.66 11930290058.14 11223477271.90 12280634320.96 11736169349.25 13001494780.71 12907871715.57 12890097359.52 0.5821 0.6235 0.5592 0.6074 0.6508 0.6795 0.6431 0.6375 252669.83 20202211995.93 20198666526.00 21943187.64 24940641.90 20195921741.57 20195918415.33 1.0000 0.0164 1.0001 1.0001 1.0001 1.0002 C000167214 20000000.00 445229698.12 445230718.57 1.0001 1.0001 1.0001 1.0002 636809223.62 620792908.34 214000000.00 270000000.00 239000000.00 560152071.75 487250000.00 553929211.13 1577059223.62 2004874191.22 0.0149 Y HSBC, IA Fees Waived, 64206.43; Various SS Agents, SS Fees Waived, 31434.36; C000167215 10000000.00 210255950.11 210259677.24 1.0001 1.0001 1.0001 1.0002 22088044.80 59229134.43 9846349.76 6308468.56 66889558.22 59267644.50 58516838.21 14291636.00 157340790.99 139096883.49 0.0146 Y HSBC, IA Fees Waived, 9820.82; Various SS Agents, SS Fees Waived, 13635.31; C000013783 1000.00 1834252.48 1834214.33 1.0001 1.0001 1.0001 1.0002 3450.77 101165.28 4023.59 27581.24 6972.95 0.00 65058.57 66145.88 79505.88 194892.40 0.0101 Y HSBC, IA Fees Waived, 32.51; C000013784 5000000.00 1705963970.19 1706015799.45 1.0001 1.0001 1.0001 1.0001 204883027.85 171149770.71 77392189.43 21178190.59 58341854.18 117892641.49 117905451.89 187248116.01 458522523.35 497468718.80 0.0141 Y HSBC, IA Fees Waived, 30961.69; C000013787 1000.00 1964480873.74 1964295845.39 1.0002 1.0002 1.0002 1.0003 153945282.90 48158709.46 64951715.16 80756861.11 50646027.85 43401107.55 29774358.43 102143683.31 299317384.34 274460361.43 0.0116 Y HSBC, IA Fees Waived, 35074.53; C000013788 50000000.00 15868156996.93 15868282160.35 1.0001 1.0001 1.0001 1.0002 3303399232.59 4776344606.83 4567524617.28 3459342318.09 4689844638.25 3641870625.11 5694395095.88 4938047220.46 18255163584.00 16815604770.49 0.0152 Y HSBC, IA Fees Waived, 249699.20; HSBC, Admin Fees Waived, 113506.09; BANK OF MONTREAL Bank of Montreal, 1.6000% BMT220219 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2049-05-01 4.000000 174781497.00 158768810.44 Agency Mortgage-Backed Securities GNMA 2049-11-20 3.000000 93983471.00 96231190.48 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-27 2020-03-27 2020-03-27 N N N 0.0160 250000000.00 250000000.00 0.0124 N N N BANK OF MONTREAL Bank of Montreal, 1.6000% BMT120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-09-01 3.000000 110147311.00 111651765.74 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.000000 100000050.00 102071820.11 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.000000 31303006.00 31854523.20 Agency Mortgage-Backed Securities GNMA 2049-11-20 4.500000 96156774.00 101860347.40 U.S. Treasuries (including strips) GNMA 2049-12-20 3.000000 50557463.00 52014676.92 U.S. Treasuries (including strips) GNMA 2048-07-15 4.500000 101914223.00 110546867.26 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 500000000.00 500000000.00 0.0248 N Y N BANK OF NEW YORK CO. INC. (THE) Bank of New York Mellon, 1.5900% BNY120302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2044-02-15 3.625000 96161900.00 131201819.59 U.S. Treasuries (including strips) USTR 2023-10-31 2.875000 250000000.00 268179505.49 U.S. Treasuries (including strips) USTR 2022-02-15 2.500000 97680400.00 100351261.22 U.S. Treasuries (including strips) USTR 2024-02-29 2.375000 250000000.00 265267438.19 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 750000000.00 750000000.00 0.0371 N Y N BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO, INSTITUTIONAL SHARES BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares, 1.4839% 09248U700 US09248U7000 Investment Company Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-03-01 2020-03-01 N N N 0.0148 462849827.27 462849827.27 0.0229 N Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank, 1.6100% CIB120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2041-12-01 4.000000 89144.00 29645.52 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.500000 86978.00 35224.74 Agency Mortgage-Backed Securities FMAC 2030-03-01 3.000000 20010741.00 11782848.90 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.000000 633438.00 238201.49 Agency Mortgage-Backed Securities FMAC 2029-01-01 3.500000 2175670.00 743255.08 Agency Mortgage-Backed Securities FMAC 2046-12-15 3.000000 16528662.00 1740740.06 Agency Mortgage-Backed Securities FMAC 2048-11-15 3.500000 10996365.00 1540873.28 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.000000 33868.00 34143.44 Agency Mortgage-Backed Securities FMAC 2033-07-01 4.000000 2878003.00 2380951.45 Agency Mortgage-Backed Securities FMAC 2033-08-01 4.000000 3653000.00 3142870.83 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 5859565.00 4549968.69 Agency Mortgage-Backed Securities FMAC 2047-10-01 3.500000 74341373.00 62983458.91 Agency Mortgage-Backed Securities FMAC 2048-06-01 3.500000 424544.00 372128.40 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.000000 33705.00 27448.10 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.000000 4253533.00 2571782.75 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.000000 47220799.00 30357998.37 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.000000 46084193.00 36954043.26 Agency Mortgage-Backed Securities FNMA 2045-04-01 4.000000 1000.00 539.89 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.000000 398144.00 346715.02 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.500000 14934266.00 11367924.63 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.500000 38127402.00 40073240.81 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.500000 35316357.00 37391564.46 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.000000 1273138.00 1085008.38 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.000000 4702017.00 3186712.84 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 9250000.00 1169366.16 Agency Mortgage-Backed Securities GNMA 2046-11-20 3.000000 185251.00 127306.93 U.S. Treasuries (including strips) GNMA 2048-08-20 5.000000 1410688.00 766037.70 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 250000000.00 250000000.00 0.0124 N Y N CANADIAN IMPERIAL BANK OF COMMERCE Canadian Imperial Bank, 1.6100% CIB220224 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2040-07-01 4.025000 1473.00 41.71 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.500000 4896481.00 4455270.21 Agency Mortgage-Backed Securities FNMA 2045-04-01 4.000000 2000.00 1079.77 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.000000 76019.00 66199.49 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.500000 3109989.00 3268707.85 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.000000 45877039.00 38456673.54 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.500000 53076089.00 56194867.53 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.000000 150817786.00 102214214.76 Agency Mortgage-Backed Securities FNMA 2034-04-01 5.500000 1095.00 25.98 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.000000 48805072.00 50342919.82 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-04-21 2020-04-21 2020-04-21 N N N 0.0161 250000000.00 250000000.00 0.0124 N N N CITIGROUP INC. Citigroup Global Markets, 1.6100% CGM220302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2032-03-01 7.000000 2090722.00 11207.91 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.000000 10527612.00 836698.19 Agency Mortgage-Backed Securities FMAC 2032-07-01 7.000000 40000.00 9640.77 Agency Mortgage-Backed Securities FMAC 2037-05-01 5.500000 1238613.00 75283.83 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.000000 1223460.00 34058.15 Agency Mortgage-Backed Securities FMAC 2036-12-01 5.500000 1000.00 16.98 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.500000 1000.00 82.31 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.500000 325000.00 52665.23 Agency Mortgage-Backed Securities FMAC 2041-12-01 4.000000 3808270.00 1376246.30 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.000000 227852.00 105582.19 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.500000 299835.00 60672.36 Agency Mortgage-Backed Securities FMAC 2026-07-01 4.500000 670373.00 43179.84 Agency Mortgage-Backed Securities FMAC 2026-07-01 4.500000 1951229.00 222543.40 Agency Mortgage-Backed Securities FMAC 2026-08-01 3.500000 7842404.00 2363482.68 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.500000 3530296.00 2126241.61 Agency Mortgage-Backed Securities FMAC 2048-02-01 3.500000 121000.00 97375.88 Agency Mortgage-Backed Securities FMAC 2049-05-01 3.000000 25000.00 21208.26 Agency Mortgage-Backed Securities FMAC 2031-06-01 4.500000 960000.00 137510.06 Agency Mortgage-Backed Securities FMAC 2036-09-01 3.000000 50000.00 35160.61 Agency Mortgage-Backed Securities FMAC 2032-08-01 6.500000 4998510.00 40844.00 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.000000 870000.00 26079.06 Agency Mortgage-Backed Securities FMAC 2033-07-01 5.500000 4046268.00 81432.29 Agency Mortgage-Backed Securities FMAC 2033-12-01 6.500000 5048110.00 95170.29 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.500000 3720000.00 82231.09 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.500000 2189993.00 98338.37 Agency Mortgage-Backed Securities FMAC 2034-04-01 5.500000 3400000.00 125756.32 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.500000 949136.00 922693.97 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.500000 470000.00 29077.75 Agency Mortgage-Backed Securities FMAC 2034-11-01 5.500000 1523060.00 60505.99 Agency Mortgage-Backed Securities FMAC 2039-07-01 5.500000 2800000.00 414798.07 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.000000 1272000.00 190096.40 Agency Mortgage-Backed Securities FMAC 2030-10-01 7.000000 5697369.00 30899.22 Agency Mortgage-Backed Securities FMAC 2025-01-01 4.500000 697640.00 37089.38 Agency Mortgage-Backed Securities FMAC 2032-05-01 4.000000 5978913.00 3612327.48 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.000000 100000.00 50467.77 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.000000 50005.00 39834.42 Agency Mortgage-Backed Securities FMAC 2047-05-01 3.500000 12969867.00 9398325.22 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.000000 1240386.00 1089570.80 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.500000 3426326.00 2461868.98 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.000000 269000.00 186259.88 Agency Mortgage-Backed Securities FMAC 2048-08-01 5.500000 897190.00 489699.12 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.500000 1116052.00 955090.60 Agency Mortgage-Backed Securities FMAC 2049-05-01 3.500000 609101.00 525913.72 Agency Mortgage-Backed Securities FMAC 2048-02-01 3.000000 496920.00 403836.79 Agency Mortgage-Backed Securities FMAC 2034-04-01 4.000000 2186300.00 1979278.80 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.000000 30000.00 23537.19 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.500000 1056510.00 777624.03 Agency Mortgage-Backed Securities FMAC 2046-10-01 4.000000 2208593.00 2012661.75 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.000000 6422720.00 4830782.00 Agency Mortgage-Backed Securities FMAC 2035-04-01 5.000000 956717.00 37247.55 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.000000 165500.00 54135.31 Agency Mortgage-Backed Securities FMAC 2044-10-01 4.000000 30000.00 10162.66 Agency Mortgage-Backed Securities FMAC 2046-03-01 3.000000 148078.00 97404.15 Agency Mortgage-Backed Securities FMAC 2031-11-01 2.000000 125000.00 83267.90 Agency Mortgage-Backed Securities FMAC 2043-11-01 3.000000 4305000.00 2600801.50 Agency Mortgage-Backed Securities FMAC 2049-12-01 4.500000 532870.00 552556.29 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.500000 33107238.00 35146632.66 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.500000 3365236.00 3439862.35 Agency Mortgage-Backed Securities FMAC 2041-09-01 4.000000 366745.00 55455.48 Agency Mortgage-Backed Securities FMAC 2042-05-01 3.500000 90000.00 48031.71 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.500000 100000.00 84075.29 Agency Mortgage-Backed Securities FMAC 2046-07-01 3.500000 4369335.00 3257008.44 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.500000 175000.00 156049.48 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.000000 373791.00 389034.20 Agency Mortgage-Backed Securities FMAC 2047-11-01 4.000000 39000.00 33494.00 Agency Mortgage-Backed Securities FMAC 2050-01-01 4.000000 3442894.00 3750224.47 Agency Mortgage-Backed Securities FMAC 2050-01-01 3.000000 3027068.00 3141206.17 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.000000 300000.00 305814.12 Agency Mortgage-Backed Securities FNMA 2025-09-01 5.500000 3991012.00 132243.01 Agency Mortgage-Backed Securities FNMA 2033-03-01 6.000000 1000.00 9.68 Agency Mortgage-Backed Securities FNMA 2041-01-01 4.000000 377000.00 93272.40 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.000000 90675.00 52735.65 Agency Mortgage-Backed Securities FNMA 2044-10-01 4.000000 74000.00 34287.98 Agency Mortgage-Backed Securities FNMA 2027-09-01 4.000000 874192.00 301865.01 Agency Mortgage-Backed Securities FNMA 2033-07-01 3.750000 10741.00 12794.79 Agency Mortgage-Backed Securities FNMA 2045-07-01 4.000000 870000.00 414583.58 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.000000 62000.00 28931.76 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.500000 297629.00 223015.82 Agency Mortgage-Backed Securities FNMA 2033-01-01 6.000000 1496410.00 19075.55 Agency Mortgage-Backed Securities FNMA 2034-01-01 5.500000 725000.00 13707.09 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.000000 523000.00 357279.75 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.000000 52000.00 37531.98 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 11133106.00 10384983.53 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 1414442.00 1008549.56 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.280000 5971488.00 7371999.00 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.825000 698000.00 768375.68 Agency Mortgage-Backed Securities FNMA 2039-01-01 4.220000 3500000.00 4241055.00 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 11367057.00 8856866.47 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 9901504.00 7112545.76 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 347496.00 331599.12 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 1952680.00 1572730.56 Agency Mortgage-Backed Securities FNMA 2048-11-01 3.500000 2283368.00 2319835.98 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.000000 3700000.00 3003394.24 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.000000 1974128.00 1765472.45 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.500000 1018037.00 622572.12 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.500000 2882937.00 2952318.63 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.500000 6392.00 6822.26 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.000000 1274947.00 1340992.34 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 2215557.00 2388068.13 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 15010107.00 15441050.88 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 46323.00 47992.16 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 1475576.00 1581386.89 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 1326691.00 1434699.01 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.500000 1268770.00 1383637.39 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 5371229.00 5588746.02 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 4589762.00 4857741.89 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 24398283.00 25575181.50 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 15524266.00 16158808.48 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 6342651.00 6816567.26 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 9680749.00 10370141.21 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 16828207.00 17982724.96 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 11174356.00 11884764.91 Agency Mortgage-Backed Securities FNMA 2039-12-01 3.000000 1748488.00 1816966.17 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 1462966.00 1594550.77 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 1034085.00 1121750.09 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 2018818.00 2177469.57 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 1327951.00 1443444.22 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 1474619.00 1595212.65 Agency Mortgage-Backed Securities FNMA 2050-01-01 5.000000 1052771.00 1142811.14 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 1201979.00 1300767.42 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 656791.00 694738.71 Agency Mortgage-Backed Securities FNMA 2050-02-01 4.000000 1097986.00 1177255.13 Agency Mortgage-Backed Securities FNMA 2034-08-01 4.000000 4019361.00 4022686.86 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 5917336.00 6190402.99 Agency Mortgage-Backed Securities FNMA 2037-11-01 5.000000 995659.00 8598.74 Agency Mortgage-Backed Securities FNMA 2023-08-01 6.000000 1215470.00 60284.89 Agency Mortgage-Backed Securities FNMA 2040-01-01 4.500000 50000.00 8016.13 Agency Mortgage-Backed Securities FNMA 2031-11-01 3.500000 51000.00 8621.43 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.000000 36000.00 23976.32 Agency Mortgage-Backed Securities FNMA 2047-07-01 3.000000 45000.00 38421.33 Agency Mortgage-Backed Securities FNMA 2050-02-01 4.000000 1988672.00 2096874.45 Agency Mortgage-Backed Securities FNMA 2037-08-01 5.500000 1105755.00 59109.03 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.000000 9696256.00 9975730.45 U.S. Treasuries (including strips) GNMA 2050-01-20 3.500000 52512.00 55114.68 U.S. Treasuries (including strips) GNMA 2027-09-20 7.000000 8256590.00 24926.66 U.S. Treasuries (including strips) GNMA 2039-07-20 5.000000 2496827.00 26304.11 U.S. Treasuries (including strips) GNMA 2038-05-20 6.000000 1329.00 0.50 U.S. Treasuries (including strips) GNMA 2039-08-15 4.500000 2398329.00 519598.98 U.S. Treasuries (including strips) REFC 2026-10-15 0.000000 1000.00 901.81 Agency Mortgage-Backed Securities REFC 2020-10-15 0.000000 7000.00 6935.11 Agency Mortgage-Backed Securities USTR 2029-04-15 3.875000 900.00 1952.28 U.S. Treasuries (including strips) USTR 2029-01-15 2.500000 100.00 149.10 U.S. Treasuries (including strips) USTR 2045-02-15 0.750000 1000.00 1245.87 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 16081700.00 17743748.72 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 6846000.00 7748356.77 U.S. Treasuries (including strips) USTR 2028-07-15 0.750000 68713000.00 76496708.27 U.S. Treasuries (including strips) USTR 2047-02-15 0.000000 0.30 0.18 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 400000000.00 400000000.00 0.0198 N Y N CREDIT AGRICOLE SA/LONDON Credit Agricole cib NY, 1.6000% CRA120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N ADBB 2027-08-10 2.375000 35000000.00 37673212.50 Agency Mortgage-Backed Securities FMAC 2049-07-01 3.500000 292030994.00 259204260.99 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.500000 534936712.00 395202110.75 U.S. Treasuries (including strips) GNMA 2049-05-20 3.500000 500000000.00 429920415.99 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 1100000000.00 1100000000.00 0.0545 N Y N CREDIT AGRICOLE SA/LONDON Credit Agricole cib NY, 1.5900% 0000033738 CRA220127 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-04-01 4.500000 18294673.00 17421227.10 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.000000 18668488.00 17879477.18 Agency Mortgage-Backed Securities FMAC 2044-11-01 4.000000 34067320.00 16968526.88 Agency Mortgage-Backed Securities FMAC 2048-09-01 4.500000 19366000.00 17026987.49 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 18535119.00 16804632.08 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.000000 18300072.00 18171399.21 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.500000 20366170.00 16821049.58 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.000000 22679653.00 15036206.66 Agency Mortgage-Backed Securities FNMA 2033-11-01 4.000000 20101092.00 17665605.58 Agency Mortgage-Backed Securities GNMA 2046-01-20 4.000000 46500000.00 17371453.05 U.S. Treasuries (including strips) GNMA 2047-01-20 4.000000 37000000.00 18823200.18 U.S. Treasuries (including strips) GNMA 2039-10-20 5.000000 138319059.00 13177108.67 U.S. Treasuries (including strips) WLDB 2025-01-15 1.625000 815000.00 833126.39 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 200000000.00 200000000.00 0.0099 N N N DEUTSCHE BANK AG Deutsche Bank Securities, Inc., 1.6100% DBK120302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-08-27 0.000000 51806400.00 51470435.50 U.S. Treasuries (including strips) USTR 2023-02-28 2.625000 192001600.00 203111366.43 U.S. Treasuries (including strips) USTR 2020-03-31 2.250000 60058700.00 60645100.35 U.S. Treasuries (including strips) USTR 2022-04-15 2.250000 188742700.00 194773153.03 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 500000000.00 500000000.00 0.0248 N Y N DEUTSCHE BANK AG Deutsche Bank Securities, Inc., 1.5800% DBK320302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-08-27 0.000000 160397500.00 159357322.21 U.S. Treasuries (including strips) USTR 2020-07-31 2.000000 210718400.00 211520912.92 U.S. Treasuries (including strips) USTR 2021-09-30 1.500000 36706700.00 37121798.62 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 400000000.00 400000000.00 0.0198 N N N DREYFUS GOVERNMENT CASH MANAGEMENT, INSTITUTIONAL SHARES Dreyfus Government Cash Management, Institutional Shares, 1.4952% 262006208 US2620062081 Investment Company Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-03-01 2020-03-01 N N N 0.0150 71128732.61 71128732.61 0.0035 N Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.8000% 3133EJF61 US3133EJF615 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-10-12 2021-10-12 N N N 0.0180 5009232.65 5009232.65 0.0002 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7750% 3133EKKM7 US3133EKKM71 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-05-10 2021-05-10 N N N 0.0178 275083996.00 275083996.00 0.0136 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6950% 3133ELKY9 US3133ELKY92 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2022-02-03 2022-02-03 N N N 0.0170 49988036.50 49988036.50 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7500% 3133EKQ58 US3133EKQ586 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-03-18 2021-03-18 N N N 0.0175 175026652.50 175026652.50 0.0087 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.8009% 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-08 2021-10-08 2021-10-08 N N N 0.0180 18034507.44 18034507.44 0.0009 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.8219% 3133EKW85 US3133EKW857 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-04 2021-10-04 2021-10-04 N N N 0.0182 65155186.20 65155186.20 0.0032 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7500% 3133EK3X2 US3133EK3X27 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-01-25 2021-01-25 N N N 0.0175 75073590.75 75073590.75 0.0037 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7782% 3133EK3K0 US3133EK3K06 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-18 2021-10-18 2021-10-18 N N N 0.0178 50087814.50 50087814.50 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7800% 3133EK3J3 US3133EK3J33 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-04-22 2021-04-22 N N N 0.0178 50070436.00 50070436.00 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7809% 3133ELDY7 US3133ELDY75 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-10 2021-12-10 2021-12-10 N N N 0.0178 50077285.50 50077285.50 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7709% 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-09 2021-09-09 2021-09-09 N N N 0.0177 25036511.50 25036511.50 0.0012 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6700% 3133EKXH4 US3133EKXH40 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-06-29 2021-06-29 N N N 0.0167 49353786.76 49353786.76 0.0024 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7900% 3133EJE96 US3133EJE964 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-07-09 2020-07-09 N N N 0.0179 16558419.81 16558419.81 0.0008 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.5541% 3133EJVW6 US3133EJVW61 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-27 2020-04-27 2020-04-27 N N N 0.0155 10000653.90 10000653.90 0.0005 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.8974% 3133EKQL3 US3133EKQL35 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-13 2021-09-13 2021-09-13 N N N 0.0190 30019167.30 30019167.30 0.0015 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7483% 3133ELAD6 US3133ELAD65 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-18 2021-11-18 2021-11-18 N N N 0.0175 100123154.00 100123154.00 0.0050 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6785% 3133EJZP7 US3133EJZP74 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-17 2021-09-17 2021-09-17 N N N 0.0168 9002145.33 9002145.33 0.0004 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.9500% 3133EJV89 US3133EJV893 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-11-23 2021-11-23 N N N 0.0194 19597000.41 19597000.41 0.0010 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7200% 3133ELAZ7 US3133ELAZ77 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-11-27 2020-11-27 N N N 0.0172 49996325.00 49996325.00 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.5884% 3133EKNS1 US3133EKNS15 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-28 2020-05-28 2020-05-28 N N N 0.0159 100011844.00 100011844.00 0.0050 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.5750% 3133EJVM8 US3133EJVM89 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-06-01 2020-06-01 N N N 0.0158 72995388.59 72995388.59 0.0036 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7400% 3133EKPL4 US3133EKPL44 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-06-07 2021-06-07 N N N 0.0174 24994941.00 24994941.00 0.0012 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6950% 3133EKNT9 US3133EKNT97 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-03 2021-06-03 2021-06-03 N N N 0.0169 50035565.50 50035565.50 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7000% 3133EKGH3 US3133EKGH33 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-02-09 2021-02-09 N N N 0.0170 115061237.50 115061237.50 0.0057 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.8350% 3133EJ3A5 US3133EJ3A59 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-12-17 2020-12-17 N N N 0.0184 50048365.50 50048365.50 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6370% 3133EJU49 US3133EJU499 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-20 2020-07-20 2020-07-20 N N N 0.0164 75013941.00 75013941.00 0.0037 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7400% 3133EKEF9 US3133EKEF94 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-06-25 2020-06-25 N N N 0.0174 49998392.50 49998392.50 0.0025 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7000% 3133EKBB1 US3133EKBB18 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-02-22 2021-02-22 N N N 0.0170 110058276.90 110058276.90 0.0054 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7500% 3133EKHT6 US3133EKHT61 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-03-22 2021-03-22 N N N 0.0175 150021432.00 150021432.00 0.0074 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7200% 3133EKJ72 US3133EKJ722 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-09-03 2021-09-03 N N N 0.0172 179843126.40 179843126.40 0.0089 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7600% 3133ELBX1 US3133ELBX11 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2021-11-02 2021-11-02 N N N 0.0176 100150314.00 100150314.00 0.0050 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.7000% 3133EKZL3 US3133EKZL34 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-08-13 2021-08-13 N N N 0.0170 249737320.00 249737320.00 0.0124 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6818% 3133EKVM5 US3133EKVM52 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-19 2021-01-19 2021-01-19 N N N 0.0168 40026396.80 40026396.80 0.0020 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.8200% 3133EJB73 US3133EJB739 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-09-24 2020-09-24 N N N 0.0182 39886327.26 39886327.26 0.0020 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6961% 3133EKWY8 US3133EKWY81 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-26 2021-07-26 2021-07-26 N N N 0.0170 100119756.00 100119756.00 0.0050 N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Bank, 1.6000% 3133EKQX7 US3133EKQX72 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-06-17 2020-06-17 N N N 0.0160 79988042.40 79988042.40 0.0040 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.7150% 3130AHNA7 US3130AHNA74 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-06-04 2021-06-04 N N N 0.0172 15009135.75 15009135.75 0.0007 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.5000% 313384XL8 US313384XL84 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-05-29 2020-05-29 2020-05-29 N N N 0.0150 99650444.00 99650444.00 0.0049 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.7300% 3130AHUC5 US3130AHUC57 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-06 2021-01-06 2021-01-06 N N N 0.0173 149996235.00 149996235.00 0.0074 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6200% 3130AJ4R7 US3130AJ4R79 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-07 2020-08-07 2020-08-07 N N N 0.0162 249989185.00 249989185.00 0.0124 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.5600% 313384XD6 US313384XD68 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-05-22 2020-05-22 2020-05-22 N N N 0.0156 605046977.50 605046977.50 0.0299 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6210% 3130AJ4X4 US3130AJ4X48 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-10 2020-08-14 2020-08-14 N N N 0.0162 199990968.00 199990968.00 0.0099 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6450% 3130AJ2N8 US3130AJ2N83 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-03 2021-05-03 2021-05-03 N N N 0.0164 150010197.00 150010197.00 0.0074 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6050% 3130AGSE6 US3130AGSE68 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-04-22 2020-04-22 N N N 0.0160 102991144.06 102991144.06 0.0051 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6160% 3130AHYA5 US3130AHYA55 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-26 2020-10-26 2020-10-26 N N N 0.0162 174988331.00 174988331.00 0.0087 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6090% 3130AJ6K0 US3130AJ6K09 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-24 2020-08-24 2020-08-24 N N N 0.0161 199990458.00 199990458.00 0.0099 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.7130% 3130AHW66 US3130AHW667 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-14 2021-04-14 2021-04-14 N N N 0.0171 125009276.25 125009276.25 0.0062 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.4400% 313384C80 US313384C805 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-08-21 2020-08-21 2020-08-21 N N N 0.0144 25390085.36 25390085.36 0.0013 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6720% 3130AHNS8 US3130AHNS82 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-08 2020-06-08 2020-06-08 N N N 0.0167 99997242.00 99997242.00 0.0050 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.5400% 313384VZ9 US313384VZ98 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-24 2020-04-24 2020-04-24 N N N 0.0154 99779167.00 99779167.00 0.0049 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6100% 313384VC0 US313384VC04 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0161 9786933.37 9786933.37 0.0005 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.7200% 3130AHD42 US3130AHD428 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0173 100044449.00 100044449.00 0.0050 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.4900% 313384XT1 US313384XT11 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-06-05 2020-06-05 2020-06-05 N N N 0.0149 273991283.50 273991283.50 0.0136 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6220% 3130AF7L5 US3130AF7L54 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-20 2020-04-20 2020-04-20 N N N 0.0162 100005744.00 100005744.00 0.0050 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.7050% 3130AHRX3 US3130AHRX32 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-17 2020-09-17 2020-09-17 N N N 0.0171 100005806.00 100005806.00 0.0050 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6100% 3130AFSY4 US3130AFSY40 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-28 2020-04-28 2020-04-28 N N N 0.0161 149985480.00 149985480.00 0.0074 N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank, 1.6320% 3130AFUC9 US3130AFUC91 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-04 2020-08-04 2020-08-04 N N N 0.0163 150017959.50 150017959.50 0.0074 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation, 1.6100% 3134GVDN5 US3134GVDN57 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-02-24 2021-02-24 N N N 0.0161 199980022.00 199980022.00 0.0099 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation, 1.6100% 3134GT5J8 US3134GT5J84 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-06-04 2020-06-04 N N N 0.0161 100002786.00 100002786.00 0.0050 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation, 1.6000% 3134GTSL8 US3134GTSL80 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-06-05 2020-06-05 N N N 0.0160 175000294.00 175000294.00 0.0087 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation, 1.6100% 3134GT5F6 US3134GT5F62 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-06-02 2020-06-02 N N N 0.0161 35000967.75 35000967.75 0.0017 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation, 1.5800% 3134GTC43 US3134GTC432 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-04-13 2020-04-13 N N N 0.0158 14999614.50 14999614.50 0.0007 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation, 1.4700% 313396YF4 US313396YF46 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-06-17 2020-06-17 2020-06-17 N N N 0.0147 116018693.07 116018693.07 0.0057 N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation, 1.5600% 313396UL5 US313396UL59 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0156 99932000.00 99932000.00 0.0049 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 1.6800% 3135G0U76 US3135G0U763 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-04-30 2020-04-30 N N N 0.0168 36205401.40 36205401.40 0.0018 N N N FEDERATED GOVERNMENT OBLIGATIONS FUND, INSTITUTIONAL SHARES Federated Government Obligations Fund, Institutional Shares, 1.4618% 60934N104 US60934N1046 Investment Company Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2020-03-01 2020-03-01 N N N 0.0146 1339363.04 1339363.04 0.0001 N Y N FIXED INCOME CLEARING CORPORATION (STATE STREET BANK) State Street Bank & Trust Co., 1.6000% SST120302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2044-08-15 1.600000 477510000.00 605116429.83 U.S. Treasuries (including strips) USTR 2044-11-15 1.600000 403245000.00 504303842.43 U.S. Treasuries (including strips) USTR 2045-02-15 1.600000 311795000.00 356104499.25 U.S. Treasuries (including strips) USTR 2045-02-15 1.600000 131720000.00 164107577.04 U.S. Treasuries (including strips) USTR 2045-05-15 1.600000 73900000.00 92645547.90 U.S. Treasuries (including strips) USTR 2045-08-15 1.600000 552265000.00 674725345.63 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 2350000000.00 2350000000.00 0.1164 N Y N ROYAL BANK OF CANADA Royal Bank of Canada, 1.6100% RBC120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-10-01 3.000000 29803.00 29922.80 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.000000 3643267.00 3157952.15 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.000000 19149.00 15649.36 Agency Mortgage-Backed Securities FNMA 2027-03-01 3.120000 927802.00 996050.94 Agency Mortgage-Backed Securities FNMA 2027-07-01 2.960000 551150.00 595831.73 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.500000 19892.00 8036.10 Agency Mortgage-Backed Securities FNMA 2059-01-01 3.500000 9484215.00 9788769.43 Agency Mortgage-Backed Securities FNMA 2029-05-01 3.440000 415397.00 466112.40 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.000000 5146503.00 3426817.86 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 19182.00 18601.87 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.000000 214878.00 188892.14 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 1876126.00 1498396.85 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.000000 1638698.00 1417319.00 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.500000 7134733.00 7541366.54 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.500000 15978257.00 16877768.42 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.500000 32241724.00 34190148.71 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.000000 68384010.00 71623427.50 Agency Mortgage-Backed Securities FNMA 2050-01-01 2.500000 161539.00 162857.06 Agency Mortgage-Backed Securities FNMA 2036-08-01 4.265000 9033.00 923.49 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.500000 1704220.00 995155.72 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 150000000.00 150000000.00 0.0074 N Y N SOCIETE GENERALE NY Societe' Generale NY, 1.6100% 0000865845 SOC220203 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2030-06-01 5.278000 6797.00 10.93 Agency Mortgage-Backed Securities FMAC 2020-07-01 5.800000 64724.00 16.97 Agency Mortgage-Backed Securities FMAC 2029-06-01 4.077000 7427.00 11.48 Agency Mortgage-Backed Securities FMAC 2020-06-01 5.942000 20969.00 2.41 Agency Mortgage-Backed Securities FMAC 2030-11-01 5.549000 22534.00 31.85 Agency Mortgage-Backed Securities FMAC 2030-11-01 5.329000 58384.00 162.48 Agency Mortgage-Backed Securities FNMA 2026-11-01 2.350000 3703.00 0.50 Agency Mortgage-Backed Securities FNMA 2058-05-01 4.000000 1000.00 985.49 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 256781294.00 202300692.01 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 1000.00 1013.99 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 1000.00 1024.08 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 1000.00 753.91 Agency Mortgage-Backed Securities FNMA 2048-08-01 5.000000 1127.00 947.29 Agency Mortgage-Backed Securities FNMA 2026-12-01 3.000000 1000.00 209.76 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.000000 1000.00 624.76 Agency Mortgage-Backed Securities USTR 2020-10-08 0.000000 400.00 396.79 U.S. Treasuries (including strips) USTR 2021-01-28 0.000000 100.00 98.90 U.S. Treasuries (including strips) USTR 2036-02-15 0.000000 200.00 158.21 U.S. Treasuries (including strips) USTR 2028-04-15 3.625000 493600.00 1039282.16 U.S. Treasuries (including strips) USTR 2025-01-15 2.375000 200.00 309.12 U.S. Treasuries (including strips) USTR 2048-05-15 3.125000 417200.00 544681.48 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 100.00 111.52 U.S. Treasuries (including strips) USTR 2021-07-31 1.125000 200.00 199.96 U.S. Treasuries (including strips) USTR 2026-08-31 1.375000 106400.00 108274.47 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0161 200000000.00 200000000.00 0.0099 N N N SOCIETE GENERALE NY Societe' Generale NY, 1.6100% SOC120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2043-07-01 3.500000 4734099.00 3226378.15 Agency Mortgage-Backed Securities FMAC 2049-04-01 3.500000 51220608.00 44307852.29 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.000000 78244736.00 62659501.35 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.500000 576494.00 491051.61 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.000000 36012000.00 29769760.26 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.500000 48687300.00 42308053.67 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.500000 5305101.00 5347071.25 Agency Mortgage-Backed Securities FNMA 2041-04-01 4.500000 12700000.00 2706754.89 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.500000 22704521.00 9819778.20 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.500000 100471680.00 75546724.98 Agency Mortgage-Backed Securities FNMA 2046-08-01 4.000000 8822128.00 4247543.45 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.500000 941583.00 927141.93 Agency Mortgage-Backed Securities FNMA 2047-01-01 4.000000 3253990.00 2699177.97 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.500000 16915767.00 11707188.50 Agency Mortgage-Backed Securities FNMA 2058-05-01 4.000000 6991472.00 6889995.58 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.500000 1275800.00 991205.37 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.500000 1964436.00 1588883.77 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 2834316.00 2397034.21 Agency Mortgage-Backed Securities FNMA 2048-02-01 3.500000 20852988.00 18081387.09 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 19968256.00 15731644.40 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.000000 149771.00 135216.78 Agency Mortgage-Backed Securities FNMA 2033-06-01 3.500000 2864970.00 2466606.01 Agency Mortgage-Backed Securities FNMA 2033-06-01 3.500000 1920780.00 1648535.78 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 25244094.00 17774274.19 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.500000 20378764.00 17519920.60 Agency Mortgage-Backed Securities FNMA 2048-04-01 4.000000 4047455.00 3424904.05 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 12686174.00 10649523.55 Agency Mortgage-Backed Securities FNMA 2045-01-01 4.000000 4952704.00 4326248.79 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.000000 5639426.00 5413807.94 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 7406.00 7509.60 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.500000 2168288.00 2227438.12 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 40023280.00 41240893.50 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 7271040.00 7298434.21 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.000000 1415485.00 1490278.99 Agency Mortgage-Backed Securities FNMA 2034-12-01 3.000000 7756737.00 8054546.77 Agency Mortgage-Backed Securities FNMA 2049-11-01 5.000000 1023919.00 1123075.68 Agency Mortgage-Backed Securities FNMA 2047-08-01 3.500000 53026101.00 45423177.59 Agency Mortgage-Backed Securities FNMA 2048-03-01 3.500000 14284568.00 11992607.97 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.000000 59870.00 56463.19 Agency Mortgage-Backed Securities FNMA 2034-09-01 3.500000 7570000.00 7752629.98 Agency Mortgage-Backed Securities FNMA 2049-11-01 2.500000 7603622.00 7701065.32 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.000000 154308864.00 96406140.31 Agency Mortgage-Backed Securities GNMA 2044-04-20 4.000000 463421193.00 109681386.19 U.S. Treasuries (including strips) GNMA 2044-12-20 4.500000 72487808.00 15778814.29 U.S. Treasuries (including strips) GNMA 2038-11-20 5.500000 8419472.00 2118067.17 U.S. Treasuries (including strips) GNMA 2045-05-20 3.000000 250000.00 117680.67 U.S. Treasuries (including strips) GNMA 2038-10-20 6.500000 74000.00 35627.06 U.S. Treasuries (including strips) GNMA 2046-10-20 3.000000 7719197.00 5222109.45 U.S. Treasuries (including strips) GNMA 2047-01-20 3.500000 28135600.00 17911494.73 U.S. Treasuries (including strips) GNMA 2047-06-20 4.000000 33290226.00 19354190.55 U.S. Treasuries (including strips) GNMA 2031-04-20 6.500000 54451.00 40184.18 U.S. Treasuries (including strips) GNMA 2048-04-20 3.500000 37289.00 27799.49 U.S. Treasuries (including strips) GNMA 2049-11-20 3.000000 9446081.00 9671994.56 U.S. Treasuries (including strips) GNMA 2049-02-20 4.000000 1420682.00 544032.41 U.S. Treasuries (including strips) GNMA 2034-04-20 3.500000 361966.00 318121.95 U.S. Treasuries (including strips) GNMA 2049-12-20 3.500000 2728086.00 2827277.46 U.S. Treasuries (including strips) GNMA 2045-12-15 4.500000 3258652.00 1538547.85 U.S. Treasuries (including strips) GNMA 2060-07-15 4.180000 2883587.00 3224695.16 U.S. Treasuries (including strips) GNMA 2048-11-20 6.000000 927258.00 529547.79 U.S. Treasuries (including strips) GNMA 2068-12-20 4.432000 2297907.00 2776629.60 U.S. Treasuries (including strips) GNMA 2049-03-15 5.000000 4125615.00 4444964.34 U.S. Treasuries (including strips) GNMA 2069-03-20 4.549000 2763151.00 3355468.10 U.S. Treasuries (including strips) GNMA 2049-06-20 4.500000 38891.00 39364.70 U.S. Treasuries (including strips) GNMA 2049-08-20 3.500000 5748930.00 6011557.13 U.S. Treasuries (including strips) GNMA 2060-01-15 3.500000 3207900.00 3592212.77 U.S. Treasuries (including strips) GNMA 2049-10-20 3.500000 29025478.00 30626551.24 U.S. Treasuries (including strips) GNMA 2055-01-15 2.780000 715730.00 753842.25 U.S. Treasuries (including strips) GNMA 2049-11-20 4.500000 4675046.00 5037724.41 U.S. Treasuries (including strips) GNMA 2045-05-20 3.500000 22910800.00 13569726.17 U.S. Treasuries (including strips) GNMA 2058-03-15 3.530000 12437058.00 13803059.80 U.S. Treasuries (including strips) GNMA 2036-07-20 6.000000 431233.00 12764.30 U.S. Treasuries (including strips) GNMA 2047-02-15 4.500000 2859753.00 3174520.29 U.S. Treasuries (including strips) GNMA 2036-02-15 6.000000 5100000.00 595521.90 U.S. Treasuries (including strips) USTR 2020-04-23 0.000000 4500000.00 4489627.50 U.S. Treasuries (including strips) USTR 2020-08-13 0.000000 493800.00 490770.54 U.S. Treasuries (including strips) USTR 2020-05-28 0.000000 707600.00 705063.96 U.S. Treasuries (including strips) USTR 2021-01-28 0.000000 1400.00 1384.63 U.S. Treasuries (including strips) USTR 2020-08-27 0.000000 300.00 298.05 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 900000000.00 900000000.00 0.0446 N Y N SOCIETE GENERALE NY Societe' Generale NY, 1.5800% SOC220302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-04-01 4.500000 1292051.00 1066510.12 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.000000 72851.00 55915.71 Agency Mortgage-Backed Securities FMAC 2030-11-01 5.549000 30828.00 43.57 Agency Mortgage-Backed Securities FNMA 2026-11-01 2.350000 124618.00 16.78 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.000000 6959330.00 4912650.50 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.500000 6988486.00 5499376.40 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.500000 92281.00 63866.51 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.500000 1051896.00 850799.15 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 2084593.00 1642310.47 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 1366000.00 1261733.40 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 1000.00 1024.08 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 1000.00 1026.98 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.500000 19865408.00 18144855.36 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 2841.00 2141.86 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.000000 6710400.00 5928887.08 Agency Mortgage-Backed Securities FNMA 2049-12-01 3.000000 43000000.00 44337812.20 Agency Mortgage-Backed Securities FNMA 2050-02-01 4.500000 1000.00 1071.67 Agency Mortgage-Backed Securities GNMA 2044-10-20 4.500000 47187448.00 10424217.00 U.S. Treasuries (including strips) GNMA 2049-11-20 2.500000 16628553.00 16865453.33 U.S. Treasuries (including strips) GNMA 2050-02-20 2.500000 9417528.00 9620711.17 U.S. Treasuries (including strips) GNMA 2054-11-15 2.650000 108745.00 113177.61 U.S. Treasuries (including strips) GNMA 2064-09-20 4.634000 1217854.00 927999.67 U.S. Treasuries (including strips) GNMA 2066-03-20 4.509000 1000.00 738.33 U.S. Treasuries (including strips) USTR 2050-02-15 2.000000 29792900.00 31277667.48 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-20 2020-03-20 2020-03-20 N N N 0.0158 150000000.00 150000000.00 0.0074 N N N SOCIETE GENERALE NY Societe' Generale NY, 1.6100% SOC120227 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2020-07-01 5.618000 1984.00 0.73 Agency Mortgage-Backed Securities FMAC 2030-11-01 5.549000 192794.00 272.50 Agency Mortgage-Backed Securities FMAC 2030-11-01 5.329000 42458.00 118.16 Agency Mortgage-Backed Securities FMAC 2020-09-01 5.955000 1675504.00 460.27 Agency Mortgage-Backed Securities FNMA 2026-11-01 2.350000 9670.00 1.30 Agency Mortgage-Backed Securities FNMA 2057-02-01 4.500000 49370581.00 36313071.95 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.000000 23630375.00 20438980.03 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.500000 29398305.00 26090511.85 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.000000 2341000.00 1966930.86 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.500000 1257315.00 1095475.46 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 516902.00 384018.21 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 7189976.00 6601454.45 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 41169001.00 31037771.29 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.000000 1024.00 983.98 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.500000 1043.00 976.00 Agency Mortgage-Backed Securities FNMA 2034-05-01 4.000000 2713600.00 2614318.40 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.000000 70260692.00 74792712.60 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.000000 1000.00 624.76 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 1013.00 793.02 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.000000 2566984.00 2660524.90 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0161 200000000.00 200000000.00 0.0099 N N N STANDARD CHARTERED BANK Standard Charterred Bank, 1.6000% STA120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2050-02-01 3.000000 86898594.00 89117491.73 Agency Mortgage-Backed Securities FMAC 2042-04-01 4.000000 26826828.00 15424136.69 Agency Mortgage-Backed Securities FMAC 2033-03-07 3.000000 7623000.00 5995429.04 Agency Mortgage-Backed Securities FMAC 2048-08-01 4.000000 1270500.00 1094689.29 Agency Mortgage-Backed Securities FNMA 2042-04-01 4.000000 45449392.00 20115829.71 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 29512664.00 29249073.44 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.000000 20997664.00 13981371.42 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.000000 7462076.00 6788004.29 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.000000 21526565.00 19296315.38 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.000000 21477481.00 17874112.19 Agency Mortgage-Backed Securities FNMA 2048-04-01 4.000000 50000000.00 43993821.50 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.000000 19265094.00 19872137.11 U.S. Treasuries (including strips) USTR 2020-03-26 0.000000 64820800.00 64759868.45 U.S. Treasuries (including strips) USTR 2026-02-15 6.000000 32383800.00 41806380.12 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 10399800.00 15345448.30 U.S. Treasuries (including strips) USTR 2036-02-15 4.500000 8873600.00 12895720.19 U.S. Treasuries (including strips) USTR 2028-01-15 1.750000 17500000.00 24953279.94 U.S. Treasuries (including strips) USTR 2039-08-15 4.500000 200.00 302.57 U.S. Treasuries (including strips) USTR 2040-02-15 4.625000 82456000.00 127231239.45 U.S. Treasuries (including strips) USTR 2041-02-15 2.125000 6234800.00 10467039.49 U.S. Treasuries (including strips) USTR 2041-08-15 3.750000 100.00 139.55 U.S. Treasuries (including strips) USTR 2041-11-15 3.125000 11532700.00 14867258.22 U.S. Treasuries (including strips) USTR 2044-02-15 3.625000 61818800.00 85855781.93 U.S. Treasuries (including strips) USTR 2045-08-15 2.875000 713000.00 888298.03 U.S. Treasuries (including strips) USTR 2045-11-15 3.000000 33360800.00 42750458.91 U.S. Treasuries (including strips) USTR 2047-02-15 3.000000 80390000.00 103400224.93 U.S. Treasuries (including strips) USTR 2047-02-15 0.875000 5632200.00 7183716.36 U.S. Treasuries (including strips) USTR 2047-11-15 2.750000 19490000.00 24198992.39 U.S. Treasuries (including strips) USTR 2048-02-15 1.000000 100.00 129.19 U.S. Treasuries (including strips) USTR 2048-11-15 3.375000 29021700.00 40559844.99 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 950300.00 980617.09 U.S. Treasuries (including strips) USTR 2027-11-15 2.250000 57878100.00 63163087.33 U.S. Treasuries (including strips) USTR 2028-01-15 0.500000 4199900.00 4649994.66 U.S. Treasuries (including strips) USTR 2025-01-31 2.500000 65000000.00 69848355.00 U.S. Treasuries (including strips) USTR 2023-02-28 2.625000 400.00 425.14 U.S. Treasuries (including strips) USTR 2023-04-15 0.625000 49700.00 52921.85 U.S. Treasuries (including strips) USTR 2025-04-30 2.875000 35000000.00 38630550.77 U.S. Treasuries (including strips) USTR 2023-06-30 2.625000 4539000.00 4808370.62 U.S. Treasuries (including strips) USTR 2029-01-15 0.875000 170000.00 190938.61 U.S. Treasuries (including strips) USTR 2024-04-15 0.500000 100.00 105.41 U.S. Treasuries (including strips) USTR 2026-05-31 2.125000 600.00 641.87 U.S. Treasuries (including strips) USTR 2021-06-30 1.625000 2700.00 2727.26 U.S. Treasuries (including strips) USTR 2022-07-15 1.750000 100.00 102.06 U.S. Treasuries (including strips) USTR 2029-07-15 0.250000 18258800.00 19332138.00 U.S. Treasuries (including strips) USTR 2024-08-15 2.375000 22910200.00 24325459.60 U.S. Treasuries (including strips) USTR 2021-12-31 2.125000 235600.00 241252.37 U.S. Treasuries (including strips) USTR 2022-01-31 1.500000 36420900.00 36818610.62 U.S. Treasuries (including strips) USTR 2022-08-31 1.875000 100.00 103.24 U.S. Treasuries (including strips) USTR 2025-11-15 2.250000 86100.00 92476.94 U.S. Treasuries (including strips) USTR 2022-11-30 2.000000 616000.00 636700.08 U.S. Treasuries (including strips) USTR 2022-12-31 2.125000 22963500.00 23804982.95 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 552900.00 632151.86 U.S. Treasuries (including strips) USTR 2021-01-31 1.375000 200.00 200.63 U.S. Treasuries (including strips) USTR 2020-05-15 3.500000 17900.00 18148.72 U.S. Treasuries (including strips) USTR 2026-07-15 0.125000 100.00 110.73 U.S. Treasuries (including strips) USTR 2021-07-31 1.125000 200.00 200.38 U.S. Treasuries (including strips) USTR 2023-02-15 2.000000 100.00 103.18 U.S. Treasuries (including strips) USTR 2027-01-15 0.375000 3371800.00 3758528.59 U.S. Treasuries (including strips) USTR 2024-02-29 2.125000 704700.00 743852.16 U.S. Treasuries (including strips) USTR 2022-03-31 1.875000 35000000.00 35926997.95 U.S. Treasuries (including strips) USTR 2020-10-31 1.750000 328000.00 330962.90 U.S. Treasuries (including strips) USTR 2022-04-15 0.125000 1802000.00 1917090.63 U.S. Treasuries (including strips) USTR 2024-04-30 2.000000 117650000.00 123351013.89 U.S. Treasuries (including strips) USTR 2020-05-31 1.500000 7718500.00 7748760.57 U.S. Treasuries (including strips) USTR 2022-07-31 2.000000 1500.00 1540.22 U.S. Treasuries (including strips) USTR 2028-07-15 0.750000 8700000.00 9726363.36 U.S. Treasuries (including strips) USTR 2021-09-30 1.500000 50000000.00 50684426.23 U.S. Treasuries (including strips) USTR 2022-10-15 1.375000 61508600.00 62520803.34 U.S. Treasuries (including strips) USTR 2026-12-31 1.750000 56769000.00 59440522.94 U.S. Treasuries (including strips) USTR 2022-01-31 1.375000 386900.00 390505.40 U.S. Treasuries (including strips) USTR 2023-01-31 2.375000 34378600.00 35862171.46 U.S. Treasuries (including strips) USTR 2024-11-15 2.250000 20190200.00 21501440.11 U.S. Treasuries (including strips) USTR 2022-10-31 1.875000 28999800.00 29897150.05 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 1600000000.00 1600000000.00 0.0792 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.6100% TOR120302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2039-11-15 4.375000 126400700.00 187171652.85 U.S. Treasuries (including strips) USTR 2045-05-15 3.000000 9200000.00 11533247.38 U.S. Treasuries (including strips) USTR 2045-11-15 3.000000 153205600.00 192587688.73 U.S. Treasuries (including strips) USTR 2049-08-15 2.250000 107216700.00 118707496.66 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 500000000.00 500000000.00 0.0248 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.5000% 9128284Q0 US9128284Q05 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 160415625.60 160415625.60 0.0079 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.3900% 912796XG9 US912796XG90 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-08-27 2020-08-27 2020-08-27 N N N 0.0139 198932988.00 198932988.00 0.0098 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.8107% 912828YN4 US912828YN43 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-10-31 2021-10-31 N N N 0.0181 210795356.10 210795356.10 0.0104 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 3.5000% 912828ND8 US912828ND89 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0165 100400391.00 100400391.00 0.0050 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.2500% 9128284C1 US9128284C19 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0193 415264886.20 415264886.20 0.0206 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.6257% 9128285Y2 US9128285Y20 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-01-31 2021-01-31 N N N 0.0163 120085935.60 120085935.60 0.0059 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bill, 1.4900% 912796XC8 US912796XC86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-24 2020-03-24 2020-03-24 N N N 0.0151 249782100.00 249782100.00 0.0124 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.6497% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-04-30 2021-04-30 N N N 0.0165 135029416.50 135029416.50 0.0067 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 2.6250% 9128284Y3 US9128284Y39 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0165 130828967.10 130828967.10 0.0065 N Y N U.S. TREASURY SECURITIES U.S. Treasury Note, 1.7307% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-01 2021-07-31 2021-07-31 N N N 0.0173 125257557.50 125257557.50 0.0062 N Y N WELLS FARGO BANK Wells Fargo Bank, 1.6100% WFB120302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-12-01 3.000000 164812531.00 167480048.24 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.500000 335089128.00 342519952.30 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 500000000.00 500000000.00 0.0248 N Y N HSBC Funds 2020-03-06 /s/ Lauren Stuntebeck Lauren Stuntebeck Treasurer