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Federal Home Loan Bank, 1.57% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-14 2020-05-14 N N N 0.0165 10995957.39 10995957.39 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-02-21 2020-02-21 N N N 0.0162 11998505.28 11998505.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0160 1985955.56 1985955.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-17 2020-07-17 N N N 0.0160 4999344.90 4999344.90 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-04-22 2020-04-22 N N N 0.0164 4998631.55 4998631.55 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-08-21 2020-08-21 N N N 0.0168 21983791.28 21983791.28 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-11-06 2020-11-06 N N N 0.0170 4994460.85 4994460.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-06 2020-03-06 N N N 0.0162 19997418.20 19997418.20 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0153 997968.33 997968.33 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384SZ3 2549001DPIFGXC1TOL40 US313384SZ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0158 12958400.00 12958400.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0158 19934222.20 19934222.20 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0158 17936800.02 17936800.02 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.61% 313384TJ8 2549001DPIFGXC1TOL40 US313384TJ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0158 21920800.00 21920800.00 0.0039 N N N N 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2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0160 6951466.69 6951466.69 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0160 6948666.69 6948666.69 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0160 3969777.76 3969777.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-09 2021-02-09 N N N 0.0170 8987881.95 8987881.95 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-08-25 2020-08-25 N N N 0.0169 5995810.08 5995810.08 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-02-21 2020-02-21 N N N 0.0156 14000455.28 14000455.28 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SR1 2549001DPIFGXC1TOL40 US313384SR10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0157 11965866.72 11965866.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0163 999836.15 999836.15 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-28 2021-01-28 N N N 0.0164 7996263.52 7996263.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-17 2020-01-17 N N N 0.0161 4999881.45 4999881.45 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-22 2021-01-22 N N N 0.0164 3998153.84 3998153.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-28 2020-09-28 N N N 0.0165 999540.67 999540.67 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-17 2020-01-17 N N N 0.0161 16999520.94 16999520.94 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SS9 2549001DPIFGXC1TOL40 US313384SS92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0157 11965333.32 11965333.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384ST7 2549001DPIFGXC1TOL40 US313384ST75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 11964800.04 11964800.04 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SU4 2549001DPIFGXC1TOL40 US313384SU49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 11964266.64 11964266.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0159 12949155.57 12949155.57 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-06 2020-05-06 N N N 0.0163 6999375.53 6999375.53 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-05-14 2021-05-14 N N N 0.0170 33953070.14 33953070.14 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-02-26 2020-02-26 N N N 0.0159 7969422.24 7969422.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0157 14935333.35 14935333.35 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384UB3 2549001DPIFGXC1TOL40 US313384UB30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0158 1991111.12 1991111.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0160 3968177.76 3968177.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-26 2021-02-26 N N N 0.0171 21975444.04 21975444.04 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-26 2020-03-26 N N N 0.0163 13899074.26 13899074.26 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-27 2020-03-27 N N N 0.0161 29000336.69 29000336.69 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-06-11 2021-06-11 N N N 0.0170 13985070.26 13985070.26 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-07-08 2021-07-08 N N N 0.0170 8989167.42 8989167.42 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-24 2020-07-24 N N N 0.0164 8999089.74 8999089.74 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-11 2020-05-11 N N N 0.0165 11998898.88 11998898.88 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-07-23 2021-07-23 N N N 0.0170 12983948.51 12983948.51 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0164 8999444.97 8999444.97 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-03-24 2020-03-24 N N N 0.0164 2999813.31 2999813.31 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-01-23 2020-01-23 N N N 0.0171 999879.70 999879.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-01-28 2020-01-28 N N N 0.0171 1999731.58 1999731.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313384SK6 2549001DPIFGXC1TOL40 US313384SK66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0155 1994876.66 1994876.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-12-23 2020-12-23 N N N 0.0167 24594665.74 24594665.74 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-29 2020-07-29 N N N 0.0167 13997732.28 13997732.28 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-17 2020-07-17 N N N 0.0167 5999213.10 5999213.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-22 2021-02-22 N N N 0.0167 7998011.04 7998011.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0155 13962900.00 13962900.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHEA7 2549001DPIFGXC1TOL40 US3130AHEA75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0170 2999688.24 2999688.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHE82 2549001DPIFGXC1TOL40 US3130AHE822 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0169 2999694.39 2999694.39 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHFG3 2549001DPIFGXC1TOL40 US3130AHFG37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0165 2999997.06 2999997.06 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGW7 2549001DPIFGXC1TOL40 US3130AHGW77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0166 5999837.70 5999837.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGX5 2549001DPIFGXC1TOL40 US3130AHGX50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0166 5999835.90 5999835.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0160 3976355.56 3976355.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHCT8 2549001DPIFGXC1TOL40 US3130AHCT84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0172 5999908.38 5999908.38 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-06-10 2020-06-10 N N N 0.0166 10000096.70 10000096.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-01 2020-10-01 N N N 0.0170 6997621.68 6997621.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0154 16810557.01 16810557.01 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SJ9 2549001DPIFGXC1TOL40 US313384SJ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0155 7979860.00 7979860.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHE90 2549001DPIFGXC1TOL40 US3130AHE905 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0170 2999697.30 2999697.30 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0160 8949200.04 8949200.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0160 1987377.78 1987377.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-07 2020-10-07 N N N 0.0167 10999893.63 10999893.63 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-03-12 2021-03-12 N N N 0.0171 13992490.26 13992490.26 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0175 42994423.33 42994423.33 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0172 3999682.28 3999682.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0172 1999841.14 1999841.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-02-25 2020-02-25 N N N 0.0172 5999142.72 5999142.72 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGCC7 2549001DPIFGXC1TOL40 US3130AGCC76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-01-27 2020-01-27 N N N 0.0171 5999496.00 5999496.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-16 2020-10-16 N N N 0.0168 12999909.00 12999909.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% to 1.72% 313384QS1 2549001DPIFGXC1TOL40 US313384QS11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-19 2019-12-19 2019-12-19 N N N 0.0137 3997015.56 3997015.56 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% to 2.01% 313384QT9 2549001DPIFGXC1TOL40 US313384QT93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0138 34972350.00 34972350.00 0.0062 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 10000679.80 10000679.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-07-28 2020-07-28 N N N 0.0168 3000045.21 3000045.21 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0173 2999682.57 2999682.57 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0170 5999731.56 5999731.56 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0170 2999838.51 2999838.51 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0170 2999840.43 2999840.43 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0183 999859.95 999859.95 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0170 5999676.54 5999676.54 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-02-10 2020-02-10 N N N 0.0176 2999490.72 2999490.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 313384QL6 2549001DPIFGXC1TOL40 US313384QL67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 N N N 0.0126 5997103.32 5997103.32 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0166 7000476.70 7000476.70 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-03-24 2020-03-24 N N N 0.0166 18001225.26 18001225.26 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-05-26 2020-05-26 N N N 0.0167 1000081.16 1000081.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-08-26 2020-08-26 N N N 0.0169 4000129.08 4000129.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-08-28 2020-08-28 N N N 0.0169 26000698.62 26000698.62 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-07-28 2020-07-28 N N N 0.0168 6000286.68 6000286.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 5999437.02 5999437.02 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 999914.00 999914.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 1999828.00 1999828.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 999914.00 999914.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-02-07 2020-02-07 N N N 0.0182 9997516.90 9997516.90 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-01-10 2020-01-10 N N N 0.0176 8999287.20 8999287.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313384QH5 2549001DPIFGXC1TOL40 US313384QH55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2019-12-10 2019-12-10 N N N 0.0117 12995435.57 12995435.57 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-02-12 2020-02-12 N N N 0.0177 5999125.80 5999125.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-03-12 2020-03-12 N N N 0.0171 2999911.29 2999911.29 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2020-01-13 2020-01-13 N N N 0.0176 2999743.50 2999743.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-04-20 2020-04-20 N N N 0.0168 2000094.22 2000094.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-03-20 2020-03-20 N N N 0.0168 17001154.98 17001154.98 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-03-20 2020-03-20 N N N 0.0168 16001087.04 16001087.04 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-06-24 2020-06-24 N N N 0.0168 2000194.80 2000194.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-08-24 2020-08-24 N N N 0.0169 10000377.70 10000377.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 3000394.98 3000394.98 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 5000658.30 5000658.30 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0172 4999730.35 4999730.35 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0172 5999676.42 5999676.42 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-11 2020-05-11 2020-05-11 N N N 0.0172 11999427.48 11999427.48 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-11 2020-05-11 2020-05-11 N N N 0.0172 3999809.16 3999809.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-14 2020-01-14 2020-01-14 N N N 0.0177 5999461.80 5999461.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-14 2020-01-14 2020-01-14 N N N 0.0181 16997553.70 16997553.70 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 5999437.26 5999437.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 11998874.52 11998874.52 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0174 999976.61 999976.61 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 1999824.88 1999824.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0174 5999859.66 5999859.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0174 1999950.02 1999950.02 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-05-20 2020-05-20 N N N 0.0169 13001073.02 13001073.02 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-21 2020-08-21 2020-08-21 N N N 0.0170 12000550.68 12000550.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-08-24 2020-08-24 N N N 0.0169 6000660.30 6000660.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-11-24 2020-11-24 N N N 0.0173 25995913.06 25995913.06 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 13001682.98 13001682.98 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 13001682.98 13001682.98 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313384SH3 2549001DPIFGXC1TOL40 US313384SH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0155 5985160.02 5985160.02 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-04-09 2021-04-09 N N N 0.0171 10001178.00 10001178.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 2999846.91 2999846.91 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 5999693.82 5999693.82 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 11999387.64 11999387.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 2999846.88 2999846.88 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-08-12 2020-08-12 N N N 0.0174 11998341.60 11998341.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384QW2 2549001DPIFGXC1TOL40 US313384QW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0141 2997234.99 2997234.99 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384QX0 2549001DPIFGXC1TOL40 US313384QX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0141 2997103.32 2997103.32 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-01-03 2020-01-03 N N N 0.0178 11999328.84 11999328.84 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0174 11999958.00 11999958.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0174 2999989.50 2999989.50 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-02-10 2020-02-10 N N N 0.0177 30997366.24 30997366.24 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-11 2020-02-11 2020-02-11 N N N 0.0177 8999137.80 8999137.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0174 17999867.16 17999867.16 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-08-12 2020-08-12 N N N 0.0172 28001541.40 28001541.40 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-04-16 2020-04-16 N N N 0.0172 6000177.12 6000177.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-03-17 2020-03-17 N N N 0.0171 2000077.50 2000077.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0180 999695.78 999695.78 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-05-08 2020-05-08 N N N 0.0172 19001198.14 19001198.14 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-05-12 2020-05-12 N N N 0.0172 12000742.92 12000742.92 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2020-04-13 2020-04-13 N N N 0.0172 14000934.08 14000934.08 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-04-16 2020-04-16 N N N 0.0172 1000048.06 1000048.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-04-17 2020-04-17 N N N 0.0172 5000239.10 5000239.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-02-28 2020-02-28 N N N 0.0179 3999502.80 3999502.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0173 6000000.00 6000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0173 6000000.00 6000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-02-07 2020-02-07 N N N 0.0178 2999752.53 2999752.53 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-07-08 2020-07-08 N N N 0.0173 7000639.59 7000639.59 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-02-12 2020-02-12 N N N 0.0177 12999240.54 12999240.54 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-06-15 2020-06-15 N N N 0.0174 1000073.99 1000073.99 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-07-17 2020-07-17 N N N 0.0174 7000605.99 7000605.99 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-03-26 2020-03-26 N N N 0.0166 6001733.58 6001733.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0166 13003780.92 13003780.92 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-07-07 2020-07-07 N N N 0.0174 7000643.02 7000643.02 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 5000194.75 5000194.75 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 3000218.70 3000218.70 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 8000583.20 8000583.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-08-07 2020-08-07 N N N 0.0175 2000145.80 2000145.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 999858.22 999858.22 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 1999716.44 1999716.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 6999007.54 6999007.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-01-15 2020-01-15 N N N 0.0177 19999262.40 19999262.40 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-07-15 2020-07-15 N N N 0.0174 3000262.95 3000262.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-11-16 2020-11-16 N N N 0.0178 9998289.80 9998289.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0166 19005381.37 19005381.37 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 6001707.00 6001707.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-03-25 2020-03-25 N N N 0.0166 6001707.00 6001707.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-09-01 2020-09-01 N N N 0.0177 2000030.96 2000030.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-06-01 2020-06-01 N N N 0.0175 28002238.88 28002238.88 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 16001070.88 16001070.88 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 6000401.58 6000401.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 1000078.44 1000078.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 3000200.79 3000200.79 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 3000235.32 3000235.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 2000156.88 2000156.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 10000784.40 10000784.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-22 2021-01-22 2021-01-22 N N N 0.0176 2000573.62 2000573.62 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-01-27 2020-01-27 N N N 0.0184 6999470.24 6999470.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHB51 2549001DPIFGXC1TOL40 US3130AHB513 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0175 5999641.38 5999641.38 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-05-08 2020-05-08 N N N 0.0172 13004746.17 13004746.17 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-06-10 2020-06-10 N N N 0.0173 13006051.11 13006051.11 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 6002812.44 6002812.44 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 13006093.62 13006093.62 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 2000937.48 2000937.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 995244.44 995244.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0159 994844.44 994844.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-05-01 2020-05-01 N N N 0.0174 25008892.00 25008892.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2021-02-01 2021-02-01 N N N 0.0183 1000248.12 1000248.12 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFHW0 2549001DPIFGXC1TOL40 US3130AFHW03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0191 9999970.40 9999970.40 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFK89 2549001DPIFGXC1TOL40 US3130AFK898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0198 8999710.47 8999710.47 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0158 995466.67 995466.67 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384QQ5 2549001DPIFGXC1TOL40 US313384QQ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0134 25982883.42 25982883.42 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384QZ5 2549001DPIFGXC1TOL40 US313384QZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0143 5993680.02 5993680.02 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0180 18007272.72 18007272.72 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3N1 2549001DPIFGXC1TOL40 US3130AH3N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0175 18009681.12 18009681.12 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AHAT0 2549001DPIFGXC1TOL40 US3130AHAT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0180 12001774.80 12001774.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 313384PZ6 2549001DPIFGXC1TOL40 US313384PZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0000 8000000.00 8000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRU1 2549001DPIFGXC1TOL40 US3130AGRU10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0179 14004885.44 14004885.44 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRY3 2549001DPIFGXC1TOL40 US3130AGRY32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0179 14004889.08 14004889.08 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0152 6986396.69 6986396.69 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AH2S1 2549001DPIFGXC1TOL40 US3130AH2S17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0190 19001343.11 19001343.11 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313384RH4 2549001DPIFGXC1TOL40 US313384RH47 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0149 6990106.69 6990106.69 0.0012 N N Y N Freddie Mac Freddie Mac, 1.57% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-02-06 2020-02-06 N N N 0.0156 12999981.02 12999981.02 0.0023 N N N N Freddie Mac Freddie Mac, 1.57% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-03-03 2020-03-03 N N N 0.0158 13999288.94 13999288.94 0.0025 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-08 2020-05-08 N N N 0.0160 13998915.28 13998915.28 0.0025 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-09 2020-09-09 N N N 0.0163 25989092.74 25989092.74 0.0046 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-08 2020-09-08 N N N 0.0163 26988777.45 26988777.45 0.0048 N N N N Freddie Mac Freddie Mac, 1.59% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-06 2020-05-06 N N N 0.0160 25999150.06 25999150.06 0.0046 N N N N Freddie Mac Freddie Mac, 1.59% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-12-14 2020-12-14 N N N 0.0166 39970384.80 39970384.80 0.0071 N N N N Freddie Mac Freddie Mac, 1.88% 313396RX3 S6XOOCT0IEG5ABCC6L87 US313396RX35 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0153 10977651.63 10977651.63 0.0020 N N Y N Freddie Mac Freddie Mac, 2.05% 313396QR7 S6XOOCT0IEG5ABCC6L87 US313396QR75 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0135 6695295.13 6695295.13 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.62% G5GSEF7VJP5I7OUK5573 FDC099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2022-08-31 1.625 - 1.625 26428200.00 26540304.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 26000000.00 26000000.00 0.0046 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FDH628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 6160000.00 6143009.78 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2047-08-15 2.125 - 3.625 5980000.00 6127170.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FCJ149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 5400000.00 6260105.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2043-08-15 2.125 - 3.625 2990000.00 3065060.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 3000000.00 3000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-05-15 2.5 - 2.5 7830000.00 8307328.85 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 8000000.00 8000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FCI136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2043-08-15 2.375 - 3.625 5915000.00 6128395.50 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0162 6000000.00 6000000.00 0.0011 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2043-08-15 2.125 - 3.625 6045000.00 6127717.43 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 6000000.00 6000000.00 0.0011 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.69% 3Y4U8VZURTYWI1W2K376 FCC580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2044-11-15 2.25 - 3.625 5410000.00 6263330.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 7.5 4020200.00 4083378.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCJ290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 7.5 5244200.00 6140949.38 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCI670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 5.5 3877400.00 4084719.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-08-15 0 - 7.5 45540500.00 50154365.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 49000000.00 49000000.00 0.0087 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FCH364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6.125 2280800.00 3063912.30 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 3000000.00 3000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDC069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6.25 4847900.00 5103970.12 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDB871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 6.125 3156200.00 4083302.80 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDE329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 6 2738600.00 3061741.51 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 3000000.00 3000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDD699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6.25 9090600.00 9185458.26 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 9000000.00 9000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.65% R0MUWSFPU8MPRO8K5P83 FDH657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2039-08-15 0 - 8.125 2990400.00 3060711.47 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 3000000.00 3000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2049-11-15 1.125 - 7.5 6146000.00 6122870.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDG140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-08-15 0 - 6.25 2835100.00 3061043.17 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 3000000.00 3000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.71% R0MUWSFPU8MPRO8K5P83 FCD216000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-17 2049-11-15 0 - 7.5 7497600.00 8181055.93 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 8000000.00 8000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAC033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 4.5 8981700.00 12419014.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0198 12000000.00 12000000.00 0.0021 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAF415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2049-11-15 0 - 6.125 13712400.00 15517960.55 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 15000000.00 15000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAH663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 6.25 54992500.00 69969334.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 68000000.00 68000000.00 0.0121 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAG068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 7.5 11102900.00 13379806.27 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 13000000.00 13000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAC494000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-11-15 0 - 7.625 31194600.00 31773682.19 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0199 31000000.00 31000000.00 0.0055 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAI441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 5.5 12566500.00 14458490.62 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 14000000.00 14000000.00 0.0025 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2022-08-31 1.625 - 1.625 4064700.00 4081941.88 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0164 4000000.00 4000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FCI439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2048-05-15 0 - 3.625 7060200.00 8249206.60 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 8000000.00 8000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-11-15 0 - 3.125 8260700.00 9188211.71 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-05-15 0 - 3.625 3004200.00 3066217.15 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 3000000.00 3000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FCF451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-05-15 0 - 4.5 16789500.00 17373498.71 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 17000000.00 17000000.00 0.0030 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.64% 2IGI19DL77OX0HC3ZE78 FDE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-08-15 0 - 4.5 9194700.00 9184783.35 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 9000000.00 9000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.80% 2IGI19DL77OX0HC3ZE78 FBE844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2049-05-15 1.375 - 3.75 2969400.00 3069112.44 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 3000000.00 3000000.00 0.0005 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-11-15 1.625 - 2.375 12053800.00 12243363.60 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 12000000.00 12000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2044-11-15 1.625 - 3 24075500.00 24485610.41 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0162 24000000.00 24000000.00 0.0043 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2049-11-15 0 - 3.375 79250600.00 82900699.23 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 81000000.00 81000000.00 0.0144 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2049-11-15 1.75 - 2.375 11916400.00 12241701.98 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0163 12000000.00 12000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.65% 549300IMBXQ8SGH3HJ31 FDG678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2049-11-15 1.625 - 3 11778400.00 12243935.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 12000000.00 12000000.00 0.0021 N Y Y N Credit AG Credit AG, 1.62% 1VUV7VQFKUOQSJ21A208 FDD423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2020-05-15 3.5 - 3.5 11120600.00 11227137.06 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 11000000.00 11000000.00 0.0020 N N Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FDF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-05-15 2045-05-15 3 - 3 15122900.00 17518864.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 17000000.00 17000000.00 0.0030 N N Y N Credit AG Credit AG, 1.66% 1VUV7VQFKUOQSJ21A208 FCG406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2020-05-15 3.5 - 3.5 6070600.00 6128757.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 6000000.00 6000000.00 0.0011 N Y Y N Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2045-05-15 3 - 3.5 15231600.00 17521461.28 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0167 17000000.00 17000000.00 0.0030 N N N Y Credit Agricole CIB Credit Agricole CIB, 1.64% 1VUV7VQFKUOQSJ21A208 FDI284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2022-03-31 1.75 - 1.75 6084000.00 6119612.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 6000000.00 6000000.00 0.0011 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.65% 7LTWFZYICNSX8D621K86 FDI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-07-31 2025-07-31 2.875 - 2.875 36112700.00 38765362.89 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 38000000.00 38000000.00 0.0068 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.65% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-13 2020-02-13 N/A 1023400.00 1020159.92 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 1000000.00 1000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.65% 549300H47WTHXPU08X20 FDI252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2028-05-15 0.5 - 2.875 185441700.00 197880039.94 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 194000000.00 194000000.00 0.0345 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.58% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2039-05-15 0 - 4.25 22468900.00 22444924.49 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 22000000.00 22000000.00 0.0039 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.63% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2021-09-30 1.375 - 1.625 12244300.00 12241694.48 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 12000000.00 12000000.00 0.0021 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.64% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 6069000.00 6128377.00 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 6000000.00 6000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.61% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2029-11-15 0 - 7.5 3013800.00 3060467.98 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 3000000.00 3000000.00 0.0005 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.63% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 22230000.00 22444208.04 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 22000000.00 22000000.00 0.0039 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.70% 213800MBWEIJDM5CU638 FCF493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2024-05-15 2 - 2.5 5029900.00 5118929.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0169 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FCG455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.625 - 6 2426600.00 3081551.55 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0166 3000000.00 3000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDB430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 6175000.00 6154785.73 U.S. Treasuries (including strips) Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0166 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDC013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 6175100.00 6154885.41 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0166 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-31 1.375 - 6 3212900.00 4080042.35 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 4000000.00 4000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 4098600.00 4085182.96 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0166 4000000.00 4000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.76% H7FNTJ4851HG0EXQ1Z70 FCB743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-02-15 1.75 - 6 6065800.00 6133446.78 U.S. Treasuries (including strips) Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0175 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.77% H7FNTJ4851HG0EXQ1Z70 FCC564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-02-15 1.75 - 6 6066900.00 6134610.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0176 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.81% H7FNTJ4851HG0EXQ1Z70 FBH601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2026-09-30 1.375 - 6 5686900.00 6131436.30 U.S. Treasuries (including strips) Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0180 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.86% H7FNTJ4851HG0EXQ1Z70 FBF652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.625 - 6 2430200.00 3085932.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-11 2019-12-11 2019-12-11 N N N 0.0184 3000000.00 3000000.00 0.0005 N N N Y Mizuho Bank Ltd. Mizuho Bank Ltd., 1.64% RB0PEZSDGCO3JS6CEU02 FDI314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 12450000.00 12272548.40 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 12000000.00 12000000.00 0.0021 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.63% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-11-15 2 - 3.125 69980000.00 72407424.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 71000000.00 71000000.00 0.0126 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.63% 549300Y1PMK3RWXMWR72 FDF999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2027-11-15 1.125 - 2.875 8744200.00 9184250.61 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SEC CDA LTD (GOV RP) 1.0000 3 N N/A N/A N N 0.0162 9000000.00 9000000.00 0.0016 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FDI344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-11-15 0 - 3.125 7845100.00 8161152.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 8000000.00 8000000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-02-15 2 - 2.75 2823200.00 3063231.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2023-01-31 2.375 - 2.625 5982400.00 6118892.02 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-06-30 1.375 - 2 3010400.00 3059811.25 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FDH354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2022-10-15 1.375 - 1.375 6150700.00 6118812.15 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCG424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 2.5 - 2.5 8033800.00 8167569.72 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 8000000.00 8000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ690000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2029-02-15 1.75 - 2.75 9900000.00 10205980.67 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 10000000.00 10000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCI525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2025-05-31 1.75 - 2.875 21497600.00 22455658.57 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 22000000.00 22000000.00 0.0039 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2022-12-31 1.75 - 2.125 7974900.00 8165678.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 8000000.00 8000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FCI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 4094900.00 4083605.64 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FDG846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2020-07-31 2.375 - 2.625 10149700.00 10200561.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 10000000.00 10000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDB470000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 5054000.00 5102700.29 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 5000000.00 5000000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-10-31 2.25 - 2.25 3971900.00 4082049.08 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2024-10-31 2.25 - 3.5 15003100.00 15303638.60 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 15000000.00 15000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-04-30 2 - 2.25 10928600.00 11231481.33 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0161 11000000.00 11000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 2.875 - 2.875 11667100.00 12241489.50 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 12000000.00 12000000.00 0.0021 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2026-09-30 1.625 - 2.25 19442300.00 19378778.37 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0162 19000000.00 19000000.00 0.0034 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.65% U7M81AY481YLIOR75625 FDI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.5 - 1.5 27553700.00 27539653.58 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 27000000.00 27000000.00 0.0048 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCG388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2049-02-15 0 - 7.25 26579500.00 28606615.01 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0157 28000000.00 28000000.00 0.0050 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-28 2049-02-15 0 - 6.875 10972500.00 11233791.67 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0157 11000000.00 11000000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-05-15 0 - 6.625 27664000.00 28613099.20 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 28000000.00 28000000.00 0.0050 N N Y N Natixis SA Natixis SA, 1.61% KX1WK48MPD4Y2NCUIZ63 FCJ729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2049-05-15 0 - 6.875 10451000.00 11263515.58 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 11000000.00 11000000.00 0.0020 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.57% OXTKY6Q8X53C9ILVV871 FDH684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2029-08-15 1.25 - 6.125 51647300.00 54071861.32 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0156 53000000.00 53000000.00 0.0094 N N Y N Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 2023000.00 2060931.25 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 2000000.00 2000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 1200.00 1246.64 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3030200.00 3060265.25 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0167 3000000.00 3000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDF989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 6059400.00 6119520.57 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 2400.00 2493.28 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0167 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 1.78% 5493007VSMFZCPV1NB83 FCC569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 2950800.00 3065489.27 U.S. Treasuries (including strips) Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0177 3000000.00 3000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ119000 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 2051200.00 2032530.85 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 11500.00 11946.97 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0179 2000000.00 2000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 33900.00 35217.59 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 6153700.00 6097691.66 U.S. Treasuries (including strips) Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N N N 0.0179 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.03% 5493007VSMFZCPV1NB83 FAJ450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 6001400.00 6060945.11 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 78800.00 81862.73 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0201 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAB991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 116800.00 121339.68 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 8927100.00 9103549.66 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0205 9000000.00 9000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAD181000 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 6188300.00 6133408.56 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 14600.00 15167.46 U.S. Treasuries (including strips) Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0205 6000000.00 6000000.00 0.0011 N N N N Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAH123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 5915500.00 6145418.80 U.S. Treasuries (including strips) Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0205 6000000.00 6000000.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2048-02-15 0 - 8.5 10573000.00 11232629.75 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 11000000.00 11000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-08-15 0 - 8.5 11080500.00 11232470.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 11000000.00 11000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-02-15 0 - 4.25 22064000.00 22465588.25 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 22000000.00 22000000.00 0.0039 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-19 2047-02-15 0 - 8.5 16988300.00 17354195.79 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 17000000.00 17000000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 5595300.00 6129379.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 8322200.00 11227178.51 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 11000000.00 11000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.25 6074400.00 6128598.21 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-08-15 0 - 6 5754400.00 6154548.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6 5802600.00 6134042.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC065000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 13546900.00 14311445.49 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 14000000.00 14000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FDE668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 6 13716600.00 17403869.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 17000000.00 17000000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FCB689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 16922100.00 18453023.21 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 18000000.00 18000000.00 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FDG018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2029-11-15 0 - 3.125 11919700.00 13266121.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 13000000.00 13000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCD228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 5749000.00 6131153.54 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCB184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 6 15962400.00 17425549.54 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 17000000.00 17000000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.80% 549300QJJX6CVVUXLE15 FBE847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 6069500.00 6137000.23 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 6000000.00 6000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2046-11-15 1.875 - 3.75 15369500.00 16334802.74 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 16000000.00 16000000.00 0.0028 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.61% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2021-05-15 3.125 - 3.125 11980700.00 12241710.61 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 12000000.00 12000000.00 0.0021 N N Y N Societe Generale Societe Generale, 1.60% O2RNE8IBXP4R0TD8PU41 FDI325000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2048-11-15 1.25 - 8.75 7087300.00 8240545.92 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0159 8000000.00 8000000.00 0.0014 N N Y N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FCI040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-11-15 0 - 8.75 10405900.00 11249916.85 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0162 11000000.00 11000000.00 0.0020 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-17 2049-05-15 0 - 8.75 10681200.00 11247493.78 U.S. Treasuries (including strips) Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0172 11000000.00 11000000.00 0.0020 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2049-05-15 0 - 8.75 7003300.00 7153844.39 U.S. Treasuries (including strips) Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0172 7000000.00 7000000.00 0.0012 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCC501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-05-15 0 - 8.75 10333300.00 11288543.62 U.S. Treasuries (including strips) Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0172 11000000.00 11000000.00 0.0020 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 1.58% SUVUFHICNZMP2WKHG940 FDH660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-31 2024-05-31 2 - 2 15913900.00 16323640.84 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 16000000.00 16000000.00 0.0028 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.65%, dated 11/29/2019 due 12/02/2019 B4TYDEB6GKMZO031MB27 FDI478000_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 2045-11-20 3 - 5.25 172951155.63 39075050.12 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 38205000.00 38205000.00 0.0068 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.65%, dated 11/29/2019 due 12/02/2019 L3I9ZG2KFGXZ61BMYR72 FDI478000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2028-02-15 1.5 - 7.875 7288317.96 7430690.48 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 7284000.00 7284000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FCI450000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2.5 - 2.5 19199120.00 19402255.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 19000000.00 19000000.00 0.0034 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FCG385000 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 2049-11-01 2049-11-01 3 - 3 12052664.00 12256864.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 12000000.00 12000000.00 0.0021 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FDA749000 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 2049-11-01 2049-11-01 3 - 3 17066271.00 17355413.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 17000000.00 17000000.00 0.0030 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.60% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-02-01 2048-02-01 3 - 3 3204204.00 3054873.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2049-11-20 2 - 3.5 6049.00 5805.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 5.75 - 5.75 3614.00 0.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-27 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 3000000.00 3000000.00 0.0005 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.62% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-01 2049-11-01 2.16 - 6.1 2597192.00 2268884.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 2.5 - 2.5 10566.00 10450.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 2719.00 2764.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2069-08-20 3 - 5.113 2746777.00 2819428.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2044-08-01 2.207 - 4.721 4008.00 611.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3.5 4209.00 4287.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 5000000.00 5000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FCI991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-06-01 3.5 - 4 116016.00 107820.77 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-26 2044-02-15 0 - 2.5 2912100.00 2956904.30 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 3000000.00 3000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FCH344000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-07-15 2029-07-15 0.25 - 0.25 7400.00 7494.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 3.5 - 3.5 1000.00 798.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 4 - 4 11800007.00 12247276.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-30 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 12000000.00 12000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.65% 3Y4U8VZURTYWI1W2K376 FDI458000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2020-11-30 0 - 1.625 200.00 199.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 536775.00 532966.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.5 - 4.5 1490962.00 1507114.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 1999977.80 1999977.80 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FCH365000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2049-05-15 0 - 3.375 2614482.62 2065547.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2049-08-01 0 - 7.125 7976.00 7081.18 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 3003000.00 3046969.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-04-01 0 - 4.5 5443.00 4231.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2049-01-20 2.424 - 4 3606.00 2712.28 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FDD700000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2049-03-20 2.424 - 4.5 223816.00 152942.28 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-11-15 0 - 6.25 12712015.29 8928949.56 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-06-02 2036-06-02 3.13 - 3.13 2000.00 2030.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2031-03-15 N/A 50000.00 44506.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-05-28 3.5 - 3.54 120000.00 122903.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2049-04-25 0 - 7.125 29769.00 20611.22 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 9000000.00 9000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDE855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2046-04-15 0 - 3.5 4149.00 2494.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-04-20 2049-01-20 2.424 - 4 211526.00 158321.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-15 2049-04-25 4.25 - 7.125 6249.00 7716.02 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2049-02-15 0 - 3.375 985916.29 1160431.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.265 - 2.265 1000.00 983.07 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2032-05-26 2038-04-05 3.32 - 3.98 423000.00 425513.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-07-15 3.5 - 5.5 2260000.00 2338108.01 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAH689000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2023-10-15 2032-07-15 0 - 6.5 1562.00 789.32 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2049-11-15 0 - 2.375 20980495.16 21423923.93 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-12-20 2049-07-20 2.5 - 3.5 274936.00 271456.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-15 2030-05-15 0 - 7.125 19000.00 19978.53 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 21000000.00 21000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAC499000 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 2028-03-23 2048-11-01 0 - 7.125 4911065.00 1871659.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2049-03-20 2.424 - 4.5 47814.00 28766.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2048-04-01 0 - 4 514309.00 429438.97 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1017.97 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-02-15 0 - 6.875 7488401.14 6424616.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2036-07-15 3.5 - 5.5 445000.00 510892.00 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0200 9000000.00 9000000.00 0.0016 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAI443000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2049-11-15 0 - 6.875 10000895.63 9267257.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2049-04-01 4 - 6.5 603074.00 300713.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 110000.00 112999.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-11-20 2.424 - 4 350453.00 285634.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-15 2048-07-01 0 - 7.125 2812616.00 2406932.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 12000000.00 12000000.00 0.0021 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.65%, dated 11/29/2019 due 12/02/2019 VJW2DOOHGDT6PR0ZRO63 FDI478000_08066 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 2021-10-01 2034-09-01 6 - 10 31208.82 130.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2049-12-01 3 - 5 1859963.05 1886319.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 3279.11 354.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 3395.75 138.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 373568.12 188375.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-11-20 2.5 - 10 2622696.41 1723921.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 12.30 2.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 591.34 293.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 37.76 19.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 23072.51 23671.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 3 - 4.5 428390.30 424744.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 229091.02 230507.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 189657.35 33.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 1502.67 484.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 73.92 40.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 123.03 1.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 4613.79 9.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 15687.55 65.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 12320.81 1155.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 5167.44 11.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 11016.71 36.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 3 - 3 9227.57 2028.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 172.25 4.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 73.82 14.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3 - 5 2891.75 2471.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 184389.39 137267.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 7525.52 75.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 233.77 17.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 578.51 20.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 3075.86 11.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 4449.24 63.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 461.38 7.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 307.59 23.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 102.97 4.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 885.85 15.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 738.21 36.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 76332.69 79722.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 209.16 176.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 485.54 426.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 873.54 551.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 332.19 6.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 154.85 119.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2042-11-01 3 - 6.5 27452.09 847.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-03-01 3.5 - 4.5 848.94 458.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 172.25 101.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 5.5 - 5.5 4306.20 17.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 3157.11 2440.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 1981.55 511.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 24123.66 14278.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 14897.43 506.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 20177.62 13702.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 22404.54 7985.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2.5 - 2.5 9473.07 9508.64 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8 670485.18 706200.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-12-04 2024-11-27 0 - 5.625 3723337.37 3734193.34 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-02-12 2025-06-04 1.59 - 5.05 2985242.39 2992764.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-06-01 0 - 7.5 1903291.97 1313914.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-25 2049-11-01 0 - 9.5 9570248.76 8466763.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 21531000.00 21531000.00 0.0038 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.67% 549300HN4UKV1E2R3U73 FDG007000 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 2030-09-25 2033-11-28 3.05 - 4 9330000.00 9704503.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2027-01-04 2027-01-04 N/A 5620000.00 4872635.54 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2032-12-28 2032-12-28 3.34 - 3.34 4694000.00 4814520.54 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0166 19000000.00 19000000.00 0.0034 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.69% 549300HN4UKV1E2R3U73 FCE987000 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 2028-04-13 2039-06-03 3.65 - 4.03 5610000.00 5713872.61 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2031-07-15 2038-04-05 2.55 - 3.98 6453000.00 6547381.98 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0168 12000000.00 12000000.00 0.0021 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FDB020000 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 2044-06-01 2048-09-01 3.5 - 5 1520309.00 1125190.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2047-10-01 3.5 - 6 13539853.00 6076587.57 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2048-02-15 1 - 2.5 14057800.00 14236727.56 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 21000000.00 21000000.00 0.0037 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.74% 2IGI19DL77OX0HC3ZE78 FBJ988000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-02-15 0 - 2.125 7471800.00 7566904.47 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-02-01 4 - 4.5 638466.00 609702.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 8000000.00 8000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.76% 2IGI19DL77OX0HC3ZE78 FBJ966000 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 2044-10-01 2044-10-01 4 - 4 1804.00 991.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2048-08-01 4 - 5 1203584.00 999941.88 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2028-04-15 2049-02-15 1 - 3.625 10700.00 21385.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 1000000.00 1000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2044-10-01 4 - 4.5 15447.00 7148.87 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2049-02-15 0.125 - 4.375 2844400.00 3076997.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-09-01 4 - 5 15968.00 12795.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 3000000.00 3000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.79% 2IGI19DL77OX0HC3ZE78 FBH824000 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 2044-10-01 2044-10-01 4 - 4 12694.00 6979.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-02-15 0 - 1.875 2850400.00 3076417.91 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-15 2047-09-15 3.5 - 3.5 1000.00 849.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-11-01 4 - 5 15784.00 12734.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 3000000.00 3000000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.58% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2024-09-06 2.625 - 2.625 2000.00 2099.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2020-02-26 2020-02-26 N/A 100000.00 99615.60 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2029-04-15 2047-02-15 0.875 - 3.875 2189000.00 2988157.05 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0157 3000000.00 3000000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.59% 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 2019-12-05 2049-05-15 0 - 3.625 18315100.00 18364994.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0158 18000000.00 18000000.00 0.0032 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.65%, dated 11/29/2019 due 12/02/2019 E57ODZWZ7FF32TWEFA76 FDI478000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.708 - 3.5 44398.78 44488.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 9302.10 938.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-12-01 0 - 10 510414.92 65642.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-09-20 2.5 - 10.5 269003.94 183238.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 1380405.45 767848.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 28376.16 200.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 25.82 28.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8.75 17743905.32 18917239.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-26 2043-06-22 0 - 5.5 439552.92 450807.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 178.16 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 259.42 1.47 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 44931.47 48403.85 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 252815.40 204351.12 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 20244000.00 20244000.00 0.0036 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.65%, dated 11/29/2019 due 12/02/2019 1VUV7VQFKUOQSJ21A208 FDI478000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2048-02-15 1.125 - 4.75 16273283.72 17163658.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 273496.48 276822.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-04-01 3 - 4.5 5192870.98 4567367.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2049-08-20 3 - 4.5 5646622.42 2904703.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2048-09-01 3 - 4.5 2822538.32 2018706.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 26371000.00 26371000.00 0.0047 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.66% 7LTWFZYICNSX8D621K86 FDI291000 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 5919784.00 6180855.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 6000000.00 6000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.62% FOR8UP27PHTHYVLBNG30 0000769993 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 2049-12-01 2049-12-01 3 - 3 18795842.00 19382616.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0161 19000000.00 19000000.00 0.0034 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.65% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-10-01 2047-10-01 3.5 - 3.5 13962503.00 12241683.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 12000000.00 12000000.00 0.0021 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.65%, dated 11/29/2019 due 12/02/2019 CYYGQCGNHMHPSMRL3R97 FDI478000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2022-04-15 2022-04-15 0 - 0 1053.05 1011.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 4.18 - 4.18 27957.14 31779.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2049-10-01 3.5 - 4.5 1373886.60 1170099.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-08-20 2047-08-20 4 - 4.5 2346191.01 1295468.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2048-11-01 3 - 5.5 2573021.76 1494469.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 3914000.00 3914000.00 0.0007 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.65% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 2.5 9130357.00 9181263.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0164 9000000.00 9000000.00 0.0016 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2048-02-01 3.5 - 4 2406727.00 2041672.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1000.00 919.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0163 2000000.00 2000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2048-02-01 3.5 - 4 2407947.00 2042416.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0163 2000000.00 2000000.00 0.0004 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.65%, dated 11/29/2019 due 12/02/2019 KBVRJ5K57JZ3E2AVWX40 FDI478000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 338377.92 339510.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2052-07-01 3 - 7 4220186.58 2847186.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 413.80 418.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2049-04-01 3.5 - 4.5 321949.88 302781.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 3421000.00 3421000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.69% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 234632.00 239513.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-04-01 3 - 4 7240487.00 5881923.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0168 6000000.00 6000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2034-08-01 4 - 4 1000.00 900.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 5427704.00 5108412.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0172 5000000.00 5000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 6890993.00 7242179.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2049-04-01 3.5 - 4.5 5365571.00 1962236.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 9000000.00 9000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 5476120.00 5755231.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-03-01 3.5 - 4.5 2512914.00 2425072.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1400.00 1287.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 8000000.00 8000000.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1216.00 1230.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 4110546.00 4084321.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 5256.00 4539.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0177 4000000.00 4000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.79% 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 2045-08-01 2048-06-01 3.5 - 4 3615307.00 3066847.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0178 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.79% 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 2045-08-01 2048-06-01 3.5 - 4 3615397.00 3067151.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0178 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.95% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 7012176.00 7158061.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-03-01 3.5 - 4.5 4071.00 3440.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1603.00 1473.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0194 7000000.00 7000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.10% 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 2048-10-01 2048-10-01 4.5 - 4.5 5441832.00 5121709.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2034-08-01 4 - 4 1000.00 900.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0208 5000000.00 5000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1319.00 1212.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2048-10-01 3.5 - 4.5 3490035.00 3284259.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 1848934.00 1837138.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0208 5000000.00 5000000.00 0.0009 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.57% 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 2037-09-01 2037-09-01 6 - 6 6358928.00 146314.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 5888512.00 5454282.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 6 - 6 1240710.00 983751.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2040-12-01 4 - 4 780374.00 154418.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-04-01 2047-04-01 4 - 5 3134716.00 1773158.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2028-03-01 3 - 6 7557200.00 675360.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 9000000.00 9000000.00 0.0016 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.62% 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 2033-07-01 2033-07-01 4 - 4 1243542.00 1174246.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2037-03-01 3 - 7.5 6819752.00 293938.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 2122752.00 2066437.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-08-01 2049-08-01 4.5 - 4.5 1146660.00 1229714.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 6 - 6 15242240.00 318743.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2024-12-01 4 - 4 536496.00 17608.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0161 5000000.00 5000000.00 0.0009 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.65%, dated 11/29/2019 due 12/02/2019 ZBUT11V806EZRVTWT807 FDI478000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 40888.10 44200.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 492307.60 501302.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 2 - 2 6807.50 851.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 233141.79 234555.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 44977.12 44674.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2054-09-15 2 - 7.5 5821208.81 2827290.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-08-20 2061-03-15 2 - 7.5 20831276.26 13669523.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 2100.80 1871.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 14593.09 12795.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 47.65 35.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 19809.81 636.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 59799.76 1504.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2059-08-25 0 - 6 8363738.40 6699574.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 280355.96 287914.51 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2024-03-31 2.125 - 2.5 28833945.96 29613456.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2025-08-01 5 - 5.5 25795.53 640.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 6854.70 2929.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 4.5 - 4.5 31298.48 23565.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 52855000.00 52855000.00 0.0094 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCH402000 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 2043-07-01 3.5 - 3.5 6711900.00 3644654.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-06-01 2047-03-01 3 - 5.5 30397553.00 2483151.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0163 6000000.00 6000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCI443000 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 2049-03-01 2049-03-01 4 - 4 2927456.00 2986321.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-07-01 2047-01-01 2.5 - 4 4817530.00 4162135.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0163 7000000.00 7000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCI444000 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 2027-11-01 2042-09-01 3.03 - 4.607 76678284.00 9675650.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2042-08-01 2.5 - 4 5674904.00 1557639.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0163 11000000.00 11000000.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.66% K5HU16E3LMSVCCJJJ255 FDA724000 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 2046-06-01 2046-06-01 4 - 4 581100.00 395129.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-08-01 2049-01-01 3.5 - 5.5 14155258.00 3688632.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0165 4000000.00 4000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.67% K5HU16E3LMSVCCJJJ255 FDB444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-04-01 2041-04-01 4.719 - 4.719 40072960.00 4944827.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3.5 - 3.5 2174100.00 1180566.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0166 6000000.00 6000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.65%, dated 11/29/2019 due 12/02/2019 K5HU16E3LMSVCCJJJ255 FDI478000_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 2026-01-15 2029-01-15 0 - 0 931666.67 804835.28 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 23156.24 13248.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-11-20 2069-08-20 2 - 5.14 4200058.21 2033208.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 2795000.00 2795000.00 0.0005 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.65%, dated 11/29/2019 due 12/02/2019 7TK5RJIZDFROZCA6XF66 FDI478000_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 2020-01-15 2049-02-15 1 - 7.125 13056738.50 15260135.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 13873.47 13657.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 21413.40 21981.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2048-09-15 1.875 - 3.5 27578.05 12007.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-05-16 2049-07-20 3 - 5 807199.84 822909.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-11-01 2.5 - 4 6036926.71 6108234.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 21715000.00 21715000.00 0.0039 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.65% 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 2048-12-01 2048-12-01 6 - 6 1779146.00 1979480.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-07-01 2056-05-01 2.887 - 4 13800094.00 10430693.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 1112275.00 1161673.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2044-09-01 4 - 4 21208430.00 7306936.14 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2026-08-31 1.25 - 7.125 2600.00 3274.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 3327786.00 3601315.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 24000000.00 24000000.00 0.0043 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCH403000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2048-12-01 4 - 4.5 4301565.00 3890444.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 3.5 - 3.5 240052.00 192705.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2047-08-15 2.125 - 2.75 2000.00 2057.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0163 4000000.00 4000000.00 0.0007 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCI448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2022-09-30 1.125 - 2.25 3000.00 3020.75 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 3.5 - 3.5 351840.00 282445.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-12-01 4.5 - 4.5 6459026.00 5841783.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0163 6000000.00 6000000.00 0.0011 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.65%, dated 11/29/2019 due 12/02/2019 OXTKY6Q8X53C9ILVV871 FDI478000_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 2049-06-01 2049-06-01 4.5 - 4.5 18894.91 20399.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 3062902.62 420156.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4 - 5 49696.16 49000.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-08-20 2.5 - 7.5 3154368.03 2566607.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 107879.84 82229.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2055-09-01 2.86 - 8 4449907.03 3822720.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 3901780.49 3068440.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 169.18 153.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 296248.34 300755.17 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2028-01-15 0 - 2.75 2807589.80 2955704.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 24108.21 25164.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 103183.12 110782.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3.5 - 4.5 745619.34 749352.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 13884000.00 13884000.00 0.0025 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.59% OXTKY6Q8X53C9ILVV871 FDH685000 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 2049-04-01 2049-04-01 4.5 - 4.5 174915.00 145087.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-10-01 3.5 - 3.5 3675325.00 3601249.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4.5 - 4.5 12065.00 12637.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2024-07-15 0.125 - 1.375 4200700.00 4189098.89 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-04-20 2049-07-20 3 - 4.5 1640280.00 1651416.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2047-05-01 2.5 - 7.5 19600828.00 4456942.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2049-11-01 3 - 7 9221054.00 4922296.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3 - 3 502746.00 405779.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0158 19000000.00 19000000.00 0.0034 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.63% OXTKY6Q8X53C9ILVV871 FDI328000 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 3.5 - 3.5 1024.00 1049.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2049-11-01 3 - 4 17358222.00 17429137.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 306990.00 319370.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2036-12-01 3 - 3.5 10499535.00 7753906.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0162 25000000.00 25000000.00 0.0045 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.65%, dated 11/29/2019 due 12/02/2019 549300QJJX6CVVUXLE15 FDI478000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-08-15 0 - 8.75 3434221.37 3937142.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 86258.17 64807.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2049-11-20 3 - 4 5611998.23 4500604.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 49861.68 52436.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 1824.63 1695.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 18310.12 16251.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3.5 - 3.5 25.40 23.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 6120.08 6757.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 8386000.00 8386000.00 0.0015 N Y Y N RBC Financial Group RBC Financial Group, 1.63% ES7IP3U3RHIGC71XBU11 FDD692000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2024-09-30 2.125 - 2.5 33900.00 34821.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2048-11-01 3.5 - 4.5 60804969.00 53036398.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0162 52000000.00 52000000.00 0.0093 N N Y N RBC Financial Group RBC Financial Group, 1.64% ES7IP3U3RHIGC71XBU11 FDD686000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-09-30 2027-11-15 2.125 - 2.25 33400.00 34692.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-11-01 4 - 4 60904312.00 53036719.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0163 52000000.00 52000000.00 0.0093 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.65%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI478000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2044-08-15 1.5 - 3.75 10756755.64 11273057.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 47686076.29 40282973.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-01-20 3 - 4.5 17334277.06 10306538.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 60627000.00 60627000.00 0.0108 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.65%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI478000_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 2049-05-01 2049-11-01 2.5 - 3.5 84815241.47 82301082.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 7996083.75 8145347.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 5076684.78 5122999.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 93411000.00 93411000.00 0.0166 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.60% SUVUFHICNZMP2WKHG940 FDH662000 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 2048-01-01 2048-01-01 3.5 - 3.5 16730974.00 14283173.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 14000000.00 14000000.00 0.0025 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.60% SUVUFHICNZMP2WKHG940 FDH661000 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 2048-01-01 2048-01-01 3.5 - 3.5 10755627.00 9182040.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 9000000.00 9000000.00 0.0016 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.65%, dated 11/29/2019 due 12/02/2019 VYVVCKR63DVZZN70PB21 FDI478000_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 2020-05-15 2025-11-15 2 - 8.75 12492863.37 12869392.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2049-11-20 1.5 - 6 77326837.77 56665322.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 68162000.00 68162000.00 0.0121 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.60% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 4.5 - 4.5 18613754.00 19384306.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 19000000.00 19000000.00 0.0034 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0153 20933995.74 20933995.74 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0158 10914156.22 10914156.22 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.68% 912796WK1 US912796WK12 U.S. Treasury Debt Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0142 12987413.40 12987413.40 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0156 15910201.60 15910201.60 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0159 27690732.16 27690732.16 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0154 53664097.49 53664097.49 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0154 27903088.92 27903088.92 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0154 27894778.24 27894778.24 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0154 1991840.28 1991840.28 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0154 27860466.76 27860466.76 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0153 55740356.00 55740356.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.92% to 2.05% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0140 58939318.50 58939318.50 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0153 20939940.00 20939940.00 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0151 21950347.32 21950347.32 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0150 12974609.44 12974609.44 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.07% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0146 48633581.17 48633581.17 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0149 18968579.70 18968579.70 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0123 29986852.20 29986852.20 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-01-31 2020-01-31 N N N 0.0159 8999517.15 8999517.15 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.58% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0167 9043242.21 9043242.21 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0169 11044257.84 11044257.84 0.0020 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 0.0165 10998281.25 10998281.25 0.0020 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 0.0166 4005000.00 4005000.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0166 9989843.80 9989843.80 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0166 11997187.44 11997187.44 0.0021 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 0.0167 12026250.00 12026250.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.60% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0168 21131250.00 21131250.00 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0170 11071757.84 11071757.84 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 2995546.86 2995546.86 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 1998281.24 1998281.24 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-04-30 2020-04-30 N N N 0.0163 3999454.72 3999454.72 0.0007 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 0.0168 12084375.00 12084375.00 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 0.0167 6020390.64 6020390.64 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 0.0168 997734.38 997734.38 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% to 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0170 7019687.50 7019687.50 0.0012 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 0.0167 997539.06 997539.06 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2019-12-02 2021-10-31 2021-10-31 N N N 0.0179 49048722.17 49048722.17 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0171 2003593.76 2003593.76 0.0004 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FDI432000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 10000000.00 10000000.00 0.0018 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI428000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0156 5000000.00 5000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI435000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 12000000.00 12000000.00 0.0021 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDI430000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0157 2000000.00 2000000.00 0.0004 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 9000000.00 9000000.00 0.0016 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. Government Agency securities as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2019-12-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer