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Bank Federal Farm Credit Bank, 1.79% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-01-21 2020-05-21 2020-05-21 N N N 0.0186 1999430.22 1999430.22 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.82% 3133EHK44 US3133EHK445 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0167 1000097.09 1000097.09 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.84% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-10-23 2020-10-23 N N N 0.0177 3001556.58 3001556.58 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-14 2020-05-14 N N N 0.0164 10996672.72 10996672.72 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-02-21 2020-02-21 N N N 0.0161 11999047.08 11999047.08 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-08-21 2020-08-21 N N N 0.0159 21996446.78 21996446.78 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-17 2020-07-17 N N N 0.0158 4999655.60 4999655.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-11-06 2020-11-06 N N N 0.0169 4994951.50 4994951.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-06 2020-03-06 N N N 0.0161 19998167.60 19998167.60 0.0036 N N N N Federal Home Loan Bank Federal 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2020-02-19 N N N 0.0149 37922986.54 37922986.54 0.0069 N N Y 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 0.0150 21953555.58 21953555.58 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TM1 2549001DPIFGXC1TOL40 US313384TM14 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0150 11973146.64 11973146.64 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0153 2991939.99 2991939.99 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.61% 313384TX7 2549001DPIFGXC1TOL40 US313384TX78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0153 5983620.00 5983620.00 0.0011 N N N N 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2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-09-28 2020-09-28 N N N 0.0161 999775.76 999775.76 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-17 2020-01-17 N N N 0.0156 5000039.05 5000039.05 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-01-22 2021-01-22 N N N 0.0165 3997441.40 3997441.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-01-28 2021-01-28 N N N 0.0163 7996537.92 7996537.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-17 2020-01-17 N N N 0.0159 16999858.05 16999858.05 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SD2 2549001DPIFGXC1TOL40 US313384SD24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0141 999119.17 999119.17 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 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 0.0143 11987416.68 11987416.68 0.0022 N N Y 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 0.0147 11983280.04 11983280.04 0.0022 N N Y 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 0.0165 999788.06 999788.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.82% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0154 2990120.01 2990120.01 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0154 1993240.00 1993240.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384US6 2549001DPIFGXC1TOL40 US313384US64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0155 2989340.01 2989340.01 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UT4 2549001DPIFGXC1TOL40 US313384UT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0155 15942453.28 15942453.28 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UU1 2549001DPIFGXC1TOL40 US313384UU11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0155 5978160.00 5978160.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.61% 313384UY3 2549001DPIFGXC1TOL40 US313384UY33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0155 13946613.38 13946613.38 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UZ0 2549001DPIFGXC1TOL40 US313384UZ08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0156 11953719.96 11953719.96 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0161 8998758.45 8998758.45 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHQW6 2549001DPIFGXC1TOL40 US3130AHQW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0162 3999218.08 3999218.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRB1 2549001DPIFGXC1TOL40 US3130AHRB12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0162 8998293.33 8998293.33 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-06 2020-05-06 N N N 0.0162 6999482.70 6999482.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 1000000.00 1000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 1000000.00 1000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 6000000.00 6000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 1000000.00 1000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-05-14 2021-05-14 N N N 0.0169 33955644.62 33955644.62 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 2000000.00 2000000.00 0.0004 N Y Y 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 0.0147 11982773.28 11982773.28 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384ST7 2549001DPIFGXC1TOL40 US313384ST75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0147 11982266.64 11982266.64 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SU4 2549001DPIFGXC1TOL40 US313384SU49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0147 11981760.00 11981760.00 0.0022 N N Y 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 0.0150 12968713.29 12968713.29 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.90% 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0154 1993846.66 1993846.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.82% 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0155 7970533.36 7970533.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0165 5998619.58 5998619.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPC1 2549001DPIFGXC1TOL40 US3130AHPC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0165 2999340.00 2999340.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.61% 313384WC9 2549001DPIFGXC1TOL40 US313384WC94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0158 8954469.99 8954469.99 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0160 1986570.00 1986570.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHRN5 2549001DPIFGXC1TOL40 US3130AHRN59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0161 5999508.00 5999508.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0160 4963352.80 4963352.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-26 2021-02-26 N N N 0.0170 21977079.30 21977079.30 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-26 2020-03-26 N N N 0.0162 13899345.59 13899345.59 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-27 2020-03-27 N N N 0.0160 29000030.74 29000030.74 0.0053 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 0.0150 7981422.24 7981422.24 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0153 14958400.05 14958400.05 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 0.0154 2991290.01 2991290.01 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHT94 2549001DPIFGXC1TOL40 US3130AHT945 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0166 2999355.81 2999355.81 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTA1 2549001DPIFGXC1TOL40 US3130AHTA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0167 2999242.02 2999242.02 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTR4 2549001DPIFGXC1TOL40 US3130AHTR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 5998979.94 5998979.94 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTU7 2549001DPIFGXC1TOL40 US3130AHTU74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 5998979.94 5998979.94 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHU27 2549001DPIFGXC1TOL40 US3130AHU273 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0165 11997770.76 11997770.76 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0158 3974182.24 3974182.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0166 5998185.12 5998185.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0163 11998654.08 11998654.08 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0163 11998654.08 11998654.08 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0165 5998837.68 5998837.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0160 1984551.12 1984551.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-24 2020-07-24 N N N 0.0163 8999205.03 8999205.03 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-11 2020-05-11 N N N 0.0164 11999088.48 11999088.48 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-07-23 2021-07-23 N N N 0.0170 12982746.53 12982746.53 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-06-11 2021-06-11 N N N 0.0171 14980521.30 14980521.30 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-07-08 2021-07-08 N N N 0.0169 8989772.85 8989772.85 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0159 12001836.60 12001836.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0164 9999425.80 9999425.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 5999796.78 5999796.78 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 2999898.39 2999898.39 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 11999593.56 11999593.56 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 2999898.39 2999898.39 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-22 2021-02-22 N N N 0.0166 7998123.44 7998123.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-01 2020-10-01 N N N 0.0167 6997890.41 6997890.41 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-17 2020-07-17 N N N 0.0166 5999340.12 5999340.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-29 2020-07-29 N N N 0.0166 13998014.10 13998014.10 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-12-23 2020-12-23 N N N 0.0165 25597423.87 25597423.87 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0165 11999977.44 11999977.44 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-06 2020-04-06 2020-04-06 N N N 0.0166 5999686.98 5999686.98 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-04-07 2020-04-07 N N N 0.0166 11999366.88 11999366.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-02-07 2020-02-07 N N N 0.0158 10000563.30 10000563.30 0.0018 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 0.0144 1997735.00 1997735.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-06-10 2020-06-10 N N N 0.0165 10000053.70 10000053.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 4999813.35 4999813.35 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 5999776.02 5999776.02 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 5999776.02 5999776.02 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-02-10 2020-02-10 N N N 0.0172 2999714.82 2999714.82 0.0005 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 0.0145 13982970.54 13982970.54 0.0025 N N Y 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 0.0165 2999840.70 2999840.70 0.0005 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 0.0166 2999836.68 2999836.68 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 0.0161 3000033.72 3000033.72 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 0.0163 5999972.82 5999972.82 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 0.0163 5999972.40 5999972.40 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 0.0157 3982206.68 3982206.68 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 0.0169 6000065.64 6000065.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-02-28 2020-02-28 N N N 0.0170 3999680.00 3999680.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-03-12 2021-03-12 N N N 0.0170 13992963.74 13992963.74 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-07 2020-10-07 N N N 0.0170 10996352.73 10996352.73 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0171 8999846.19 8999846.19 0.0016 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 0.0142 16834451.16 16834451.16 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 0.0143 7991275.52 7991275.52 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 0.0165 2999842.44 2999842.44 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 0.0157 8962319.97 8962319.97 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 0.0158 1990318.34 1990318.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-16 2020-10-16 N N N 0.0167 12999948.78 12999948.78 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-05-11 2020-05-11 N N N 0.0166 4000081.04 4000081.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-05-11 2020-05-11 N N N 0.0166 12000243.12 12000243.12 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 11998974.84 11998974.84 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-07-06 2020-07-06 N N N 0.0169 11998832.16 11998832.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-09-01 2020-09-01 N N N 0.0164 2000479.76 2000479.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-06-01 2020-06-01 N N N 0.0165 28003279.08 28003279.08 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-06-04 2021-06-04 N N N 0.0170 7997688.24 7997688.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 2000229.74 2000229.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 6000302.10 6000302.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 10001148.70 10001148.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 1000114.87 1000114.87 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 16000805.60 16000805.60 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 3000344.61 3000344.61 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 3000151.05 3000151.05 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-09-11 2020-09-11 N N N 0.0169 1999867.16 1999867.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-02-12 2020-02-12 N N N 0.0174 5999486.64 5999486.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-03-12 2020-03-12 N N N 0.0168 2999938.53 2999938.53 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 5999809.26 5999809.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 11999618.52 11999618.52 0.0022 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 5999840.46 5999840.46 0.0011 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 2999821.50 2999821.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 23997985.44 23997985.44 0.0043 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 0.0167 2999944.62 2999944.62 0.0005 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 0.0167 2999943.12 2999943.12 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-02-07 2020-02-07 N N N 0.0172 2999868.54 2999868.54 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-05-08 2020-05-08 N N N 0.0165 19002105.01 19002105.01 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-02-10 2020-02-10 N N N 0.0172 30998522.85 30998522.85 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-02-11 2020-02-11 N N N 0.0173 8999498.25 8999498.25 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-09-11 2020-09-11 N N N 0.0169 8999402.40 8999402.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0174 2999929.74 2999929.74 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0178 16999309.46 16999309.46 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0174 5999847.24 5999847.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 1999940.58 1999940.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-22 2020-03-24 2020-03-24 N N N 0.0170 2999863.11 2999863.11 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 3000680.61 3000680.61 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-07-07 2020-07-07 N N N 0.0165 7001669.57 7001669.57 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 8001814.96 8001814.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 5000985.90 5000985.90 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-08-07 2020-08-07 N N N 0.0166 2000453.74 2000453.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-07-08 2020-07-08 N N N 0.0165 7001651.65 7001651.65 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-12-11 2020-12-11 N N N 0.0171 11997943.56 11997943.56 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-08-12 2020-08-12 N N N 0.0169 12000569.76 12000569.76 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0171 8999594.01 8999594.01 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-04-09 2021-04-09 N N N 0.0170 10001149.80 10001149.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 7001807.75 7001807.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 2000516.50 2000516.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 1000258.25 1000258.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-08-12 2020-08-12 N N N 0.0169 28003038.00 28003038.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-04-16 2020-04-16 N N N 0.0167 6000511.38 6000511.38 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-04-17 2020-04-17 N N N 0.0167 5000497.70 5000497.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-03-17 2020-03-17 N N N 0.0169 2000055.10 2000055.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-05-12 2020-05-12 N N N 0.0168 12001308.72 12001308.72 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-13 2020-04-13 2020-04-13 N N N 0.0170 14000719.32 14000719.32 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-04-16 2020-04-16 N N N 0.0167 1000099.62 1000099.62 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0179 999949.98 999949.98 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNQ2 2549001DPIFGXC1TOL40 US3130AHNQ27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-30 2020-03-27 2020-03-27 N N N 0.0173 5999715.54 5999715.54 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-02-12 2020-02-12 N N N 0.0174 12999552.67 12999552.67 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0174 19999772.80 19999772.80 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-07-15 2020-07-15 N N N 0.0169 3000651.12 3000651.12 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-06-15 2020-06-15 N N N 0.0170 1000112.42 1000112.42 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-07-17 2020-07-17 N N N 0.0169 7001503.67 7001503.67 0.0013 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 0.0167 1000207.56 1000207.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-05-01 2020-05-01 N N N 0.0163 25008591.75 25008591.75 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-11-16 2020-11-16 N N N 0.0171 10002471.90 10002471.90 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-04-20 2020-04-20 N N N 0.0170 2000200.12 2000200.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0181 1999877.14 1999877.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-03-20 2020-03-20 N N N 0.0171 17000822.29 17000822.29 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-03-20 2020-03-20 N N N 0.0171 16000773.92 16000773.92 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-05-20 2020-05-20 N N N 0.0171 13001610.44 13001610.44 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0178 3999863.84 3999863.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0178 1999931.92 1999931.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0182 42997620.81 42997620.81 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-02-25 2020-02-25 N N N 0.0180 5999448.00 5999448.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2021-02-01 2021-02-01 N N N 0.0170 1000646.87 1000646.87 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-05-08 2020-05-08 N N N 0.0166 13004613.44 13004613.44 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-03-24 2020-03-24 N N N 0.0173 18000894.78 18000894.78 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGCC7 2549001DPIFGXC1TOL40 US3130AGCC76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0180 5999769.00 5999769.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0173 7000346.78 7000346.78 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-08-24 2020-08-24 N N N 0.0173 10002358.10 10002358.10 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-06-24 2020-06-24 N N N 0.0171 2000535.00 2000535.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 10000501.70 10000501.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-06-10 2020-06-10 N N N 0.0167 13005676.97 13005676.97 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-19 2021-03-19 2021-03-19 N N N 0.0180 20994976.80 20994976.80 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-21 2020-08-21 2020-08-21 N N N 0.0174 12002812.32 12002812.32 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-08-24 2020-08-24 N N N 0.0173 6001799.10 6001799.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-08-26 2020-08-26 N N N 0.0174 4000951.16 4000951.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-05-26 2020-05-26 N N N 0.0174 1000120.77 1000120.77 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-19 2021-03-19 2021-03-19 N N N 0.0180 3999043.24 3999043.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2021-02-23 2021-02-23 N N N 0.0180 1899570.41 1899570.41 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-11-24 2020-11-24 N N N 0.0175 26007230.86 26007230.86 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 13001232.14 13001232.14 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 13001232.14 13001232.14 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 5000486.30 5000486.30 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 3000291.78 3000291.78 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-07-28 2020-07-28 N N N 0.0175 3000497.97 3000497.97 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-07-28 2020-07-28 N N N 0.0175 6001167.48 6001167.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 6002669.28 6002669.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 13005783.44 13005783.44 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 2000889.76 2000889.76 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 2020-01-27 2020-01-27 2020-01-27 N N N 0.0184 6999749.61 6999749.61 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-08-28 2020-08-28 N N N 0.0176 26006186.70 26006186.70 0.0047 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 0.0159 6000456.66 6000456.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0174 19003925.59 19003925.59 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 6001250.16 6001250.16 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-03-26 2020-03-26 N N N 0.0174 6001262.40 6001262.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-25 2020-03-25 N N N 0.0174 6001250.16 6001250.16 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 13002794.87 13002794.87 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-22 2021-01-22 2021-01-22 N N N 0.0179 2001398.24 2001398.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0169 12000093.60 12000093.60 0.0022 N N N 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 0.0165 18009539.82 18009539.82 0.0033 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 0.0161 18011414.34 18011414.34 0.0033 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 0.0155 14002523.22 14002523.22 0.0025 N N N 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 0.0155 14002522.24 14002522.24 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 0.0134 6996183.04 6996183.04 0.0013 N N Y 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 0.0051 6999706.42 6999706.42 0.0013 N N Y N Freddie Mac Freddie Mac, 1.56% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-03 2020-03-03 N N N 0.0157 13999481.16 13999481.16 0.0025 N N N N Freddie Mac Freddie Mac, 1.56% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-02-06 2020-02-06 N N N 0.0155 12999963.60 12999963.60 0.0024 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-09-09 2020-09-09 N N N 0.0162 25990234.40 25990234.40 0.0047 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-08 2020-05-08 N N N 0.0158 13999108.20 13999108.20 0.0025 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-09-08 2020-09-08 N N N 0.0162 26989948.98 26989948.98 0.0049 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-12-14 2020-12-14 N N N 0.0165 39972766.80 39972766.80 0.0072 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-06 2020-05-06 N N N 0.0158 25999287.86 25999287.86 0.0047 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 0.0136 10993079.13 10993079.13 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.55% G5GSEF7VJP5I7OUK5573 FEI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-31 2043-02-15 2.125 - 3.125 98059500.00 106656466.72 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 104000000.00 104000000.00 0.0188 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.55% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 1.625 - 1.625 2038000.00 2040229.06 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 2000000.00 2000000.00 0.0004 N Y 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 6015000.00 6159013.62 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2027-02-15 2046-05-15 2.25 - 3 5510000.00 6214384.92 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2046-05-15 2.125 - 3.625 3010000.00 3083571.09 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FDJ348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 5070000.00 5129596.87 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BMO CHICAGO BRH IL (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, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2046-05-15 2.25 - 2.5 8020000.00 8286230.21 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2046-05-15 2.25 - 3.625 5940000.00 6158129.93 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 Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEH934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 4900000.00 5117597.11 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 4999899.00 4999899.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2046-05-15 2.125 - 3.625 6050000.00 6148616.58 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, 1.67% 3Y4U8VZURTYWI1W2K376 FEG417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 9370000.00 9248482.34 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 9000000.00 9000000.00 0.0016 N N Y N 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 2046-05-15 2.25 - 3.625 5515000.00 6216816.92 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 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, 1.60% R0MUWSFPU8MPRO8K5P83 FCH364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2043-02-15 1.5 - 4.25 3058100.00 3068072.32 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 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 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 2044-08-15 0 - 3.125 3978800.00 4089025.95 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.61% R0MUWSFPU8MPRO8K5P83 FDC069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2046-02-15 2.25 - 3 4988400.00 5160842.31 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FEI440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2046-11-15 1.625 - 3 9229000.00 10298313.74 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 10000000.00 10000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2043-11-15 1.25 - 3.75 8138300.00 8168164.85 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 8000000.00 8000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEG013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2046-02-15 2.25 - 3 4963100.00 5148855.82 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-19 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, 1.62% R0MUWSFPU8MPRO8K5P83 FEH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-11-30 1.625 - 2.75 6122600.00 6122774.62 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 6000000.00 6000000.00 0.0011 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 2021-03-31 2046-02-15 2.25 - 4.625 6629000.00 9288148.03 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-05 2040-08-15 0 - 3.875 11056700.00 11230117.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 11000000.00 11000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2048-05-15 1.125 - 4.375 21953800.00 25517274.04 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 25000000.00 25000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2045-05-15 1.25 - 3 7842200.00 8191972.26 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 8000000.00 8000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2039-11-15 1.25 - 4.375 18703000.00 19386185.11 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 19000000.00 19000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDJ183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2048-05-15 0 - 3.875 15334200.00 15342134.44 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 15000000.00 15000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEE298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2046-02-15 1.125 - 2.75 10568600.00 11230260.86 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 11000000.00 11000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEB520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2044-08-15 1.625 - 3.375 1945000.00 2042263.72 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 2000000.00 2000000.00 0.0004 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 2021-03-31 2049-11-15 1.861 - 3.75 2993400.00 3094969.45 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 - 6 6134300.00 6131733.36 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 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 2021-03-31 2046-02-15 1.125 - 2.5 2993200.00 3095189.68 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 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, 1.69% R0MUWSFPU8MPRO8K5P83 FED570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-02-15 1.125 - 5.25 4862600.00 5105089.45 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 5000000.00 5000000.00 0.0009 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 2026-11-30 2026-11-30 1.625 - 1.625 4134300.00 4087716.22 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2021-07-31 2049-08-15 1.375 - 3.625 7329300.00 8256314.81 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FCJ258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2049-05-15 1.375 - 3.375 3011700.00 3070376.40 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2049-08-15 1.375 - 3.125 8678400.00 9201215.25 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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., 1.64% 2IGI19DL77OX0HC3ZE78 FDE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-08-15 1.75 - 4.5 8870100.00 9197704.94 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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., 1.65% 2IGI19DL77OX0HC3ZE78 FED054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-08-15 1.375 - 4.5 13809900.00 14302001.56 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 14000000.00 14000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2029-11-15 1.75 - 3.125 5777400.00 6120551.24 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0161 6000000.00 6000000.00 0.0011 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2049-05-15 1.75 - 2.875 22332500.00 23532107.93 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0161 23000000.00 23000000.00 0.0042 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.75% 549300IMBXQ8SGH3HJ31 FEI736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2026-04-30 1.625 - 2.75 5770700.00 6120935.31 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0174 6000000.00 6000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 FEI397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2029-11-15 1.625 - 1.75 11109700.00 11223755.97 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0198 11000000.00 11000000.00 0.0020 N N 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 2044-02-15 2044-02-15 3.625 - 3.625 9110200.00 11352955.87 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2044-02-15 2044-02-15 3.625 - 3.625 14077900.00 17543607.98 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0031 N N Y N Credit AG Credit AG, 1.67% 1VUV7VQFKUOQSJ21A208 FDJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 4966300.00 6188907.46 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 6000000.00 6000000.00 0.0011 N N N Y Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 14087000.00 17554948.23 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 0.0031 N N N Y Credit Agricole CIB Credit Agricole CIB, 1.57% 1VUV7VQFKUOQSJ21A208 FEI959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.5 - 2.5 30103000.00 31601196.86 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 31000000.00 31000000.00 0.0056 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.55% 7LTWFZYICNSX8D621K86 FEI964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2039-08-15 4.5 - 4.5 24460900.00 33662992.74 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 33000000.00 33000000.00 0.0060 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-02-15 2027-02-15 2.25 - 2.25 984200.00 1020176.94 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 1000000.00 1000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 1.80% 549300GKFG0RYRRQ1414 FEG275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2025-06-30 2.125 - 2.75 21930900.00 22455740.57 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y DNB BANK ASA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0178 22000000.00 22000000.00 0.0040 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.52% 549300H47WTHXPU08X20 FEJ043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2024-09-30 1.5 - 2.5 31926300.00 32640028.85 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 32000000.00 32000000.00 0.0058 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEI914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-02-28 2.625 - 2.625 82410000.00 85713581.16 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 84000000.00 84000000.00 0.0152 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEJ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 82590000.00 85722612.89 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 84000000.00 84000000.00 0.0152 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.54% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-09 2038-02-15 0 - 4.375 12260300.00 12241048.56 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0153 12000000.00 12000000.00 0.0022 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.56% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-10-31 2025-10-31 3 - 3 5722000.00 6148042.77 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 6000000.00 6000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.56% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2.875 - 2.875 15890000.00 16320154.09 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 16000000.00 16000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.67% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2040-08-15 1.375 - 4.5 1981400.00 2040335.77 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0166 2000000.00 2000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2024-01-31 0 - 2.5 7179700.00 7140652.79 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 7000000.00 7000000.00 0.0013 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 2048600.00 2040183.54 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 2000000.00 2000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 1.375 - 1.375 4061200.00 4080378.00 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 4000000.00 4000000.00 0.0007 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 2047-11-15 2 - 2.75 5030800.00 5127062.34 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 Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.71% 213800MBWEIJDM5CU638 FDJ237000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2047-11-15 1.125 - 3.625 2051700.00 2045698.74 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0170 2000000.00 2000000.00 0.0004 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 2022-07-15 2026-09-30 1.625 - 1.75 6199000.00 6155755.61 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 2022-07-15 2026-09-30 1.625 - 1.75 6198100.00 6154843.28 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 2022-07-15 2026-09-30 1.375 - 6 3239400.00 4102003.23 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 2022-07-15 2026-09-30 1.625 - 6 4128600.00 4101973.88 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, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-09-30 1.625 - 6 6473500.00 8196814.71 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0167 8000000.00 8000000.00 0.0014 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-09-30 1.625 - 6 4045700.00 5122765.14 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0167 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FDJ747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-09-30 1.375 - 1.75 3083000.00 3075736.74 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 3000000.00 3000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FED569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 5092400.00 5114270.54 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEE234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2021-04-15 2.375 - 2.375 5033600.00 5107513.81 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-08-15 1.5 - 1.75 7263100.00 7169078.50 U.S. Treasuries (including strips) Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0170 7000000.00 7000000.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.72% H7FNTJ4851HG0EXQ1Z70 FEE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2025-09-30 1.75 - 3 4762300.00 5123747.49 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0171 5000000.00 5000000.00 0.0009 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.56% RB0PEZSDGCO3JS6CEU02 FEI954000 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 19000000.00 18717414.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 18000000.00 18000000.00 0.0033 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2022-11-15 1.125 - 7.625 2739300.00 3060339.87 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 3000000.00 3000000.00 0.0005 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FEI766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-12-31 1.25 - 2.5 10853100.00 11221589.03 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0164 11000000.00 11000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.64% U7M81AY481YLIOR75625 FEG932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.625 - 2.625 13062600.00 13262760.44 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 13000000.00 13000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.65% U7M81AY481YLIOR75625 FEF427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-08-15 2 - 2.875 1872500.00 2042415.59 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.66% U7M81AY481YLIOR75625 FEF906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 2932900.00 3063158.23 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FDJ244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-02-15 2 - 2.75 17537100.00 18388767.44 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0167 18000000.00 18000000.00 0.0033 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FEE974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-15 2021-09-15 2.75 - 2.75 11922900.00 12246562.52 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 12000000.00 12000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FDJ760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-08-31 1.25 - 2.5 10095200.00 10216313.35 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0168 10000000.00 10000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FEG931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2024-07-31 1.75 - 1.75 3036000.00 3068051.10 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FEG363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2022-07-31 1.125 - 2 2056900.00 2042398.28 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-02-15 2 - 2 4995600.00 5105651.94 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 2.5 - 2.5 6010000.00 6127873.06 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEE969000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2029-05-15 2 - 3.5 4914800.00 5102802.81 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FED634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2022-07-31 1.75 - 2 4065700.00 4089353.43 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 FEA727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2025-02-15 2 - 2.75 8995900.00 9194754.48 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0171 9000000.00 9000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 FEF908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2022-08-31 1.625 - 1.625 3042800.00 3061274.14 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEE965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2023-07-31 2.75 - 2.75 5834100.00 6125963.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2022-09-30 1.125 - 1.75 9185600.00 9190521.73 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 9000000.00 9000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2028-11-15 1.25 - 3.125 8289000.00 8166801.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 8000000.00 8000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEF421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2024-09-30 2.125 - 2.125 2989500.00 3065725.46 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEB393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-10-31 2 - 2.875 8748600.00 9187469.98 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 9000000.00 9000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 FEC597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2028-11-15 1.625 - 3.125 7193600.00 7146554.95 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 7000000.00 7000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 FEF901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-15 2022-01-15 2.5 - 2.5 4957500.00 5103497.27 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0174 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.79% U7M81AY481YLIOR75625 FEG930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 2.25 - 2.25 2015000.00 2041886.17 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0177 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.89% U7M81AY481YLIOR75625 FEH282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 1967000.00 2044421.98 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0187 2000000.00 2000000.00 0.0004 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 2021-05-15 2049-08-15 1.5 - 5.25 28656100.00 28649961.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 28000000.00 28000000.00 0.0051 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 2020-08-31 2049-08-15 1.375 - 5.25 10793100.00 11275916.26 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0160 11000000.00 11000000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.65% KX1WK48MPD4Y2NCUIZ63 FDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2042-05-15 1.375 - 3.125 8847700.00 9193108.34 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y NATIXIS SA (GOV REPO) 1.0000 2 N N/A N/A N N 0.0164 9000000.00 9000000.00 0.0016 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.55% OXTKY6Q8X53C9ILVV871 FEI975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-09-30 2024-11-15 1.5 - 2.25 80783500.00 81607071.98 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 80000000.00 80000000.00 0.0145 N N Y N Norinchukin Bank Norinchukin Bank, 1.67% 5493007VSMFZCPV1NB83 FEC028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5045700.00 5105238.65 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0166 5000000.00 5000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 2082500.00 2063988.09 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 2020-11-15 2020-11-15 2.625 - 2.625 3030300.00 3066057.17 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 6059700.00 6131203.73 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, 1.68% 5493007VSMFZCPV1NB83 FEA693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 8011500.00 8137711.32 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 31000.00 32249.79 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0167 8000000.00 8000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEE910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5044200.00 5103720.95 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 5000000.00 5000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEF852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 4905400.00 5103165.61 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 5000000.00 5000000.00 0.0009 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 2951400.00 3070388.34 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 2051100.00 2026018.59 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 20800.00 21638.57 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 2026-08-15 2026-08-15 1.5 - 1.5 6153700.00 6078450.89 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 61800.00 64291.52 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 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 2021-02-28 2049-02-15 1.125 - 4.25 11103800.00 11247838.75 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-02-15 0 - 3 10996700.00 11247940.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2047-02-15 0 - 3.625 6044700.00 6133665.96 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2048-11-15 0 - 4.25 22051400.00 22491016.59 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0040 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2047-02-15 0 - 3.75 17102600.00 17378111.12 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0031 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-02-15 0 - 4.25 10680200.00 11242782.05 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FCG479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2047-02-15 1.125 - 3 5933400.00 6137035.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2020-03-15 2049-02-15 0 - 4.25 13646800.00 14311102.48 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.61% 549300QJJX6CVVUXLE15 FCG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2047-02-15 0 - 3 5921400.00 6137047.00 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2020-02-13 2049-02-15 0 - 4.25 5352000.00 6132670.22 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2043-02-15 0 - 3.125 8861800.00 9192898.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FEA844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2045-08-15 0 - 2.875 11195900.00 11233738.13 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 11000000.00 11000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FEB960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2047-02-15 1.125 - 3.625 5044700.00 5105734.99 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 5000000.00 5000000.00 0.0009 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 2020-01-23 2047-02-15 0 - 3 16341800.00 17374434.59 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0031 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 2020-01-23 2047-02-15 0 - 4.25 18255200.00 18420069.32 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0033 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 2020-02-15 2043-11-15 1.125 - 8.5 12642600.00 13285034.92 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0024 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 2021-02-28 2049-08-15 1.125 - 6.5 6039100.00 6139839.18 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.79% 549300QJJX6CVVUXLE15 FEG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2046-08-15 0 - 2.875 9169900.00 9186391.29 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0177 9000000.00 9000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.84% 549300QJJX6CVVUXLE15 FEH193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2047-02-15 0 - 4.25 12465800.00 13317468.77 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 13000000.00 13000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2046-11-15 1.375 - 7.625 15586400.00 16354860.00 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0029 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.60% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2024-12-31 1.75 - 1.75 11186900.00 11221020.04 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0159 11000000.00 11000000.00 0.0020 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 2020-01-09 2049-11-15 0 - 7.25 11022300.00 11249519.03 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 Y N Societe Generale Societe Generale, 1.67% O2RNE8IBXP4R0TD8PU41 FEH843000 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 - 7.625 3608000.00 4120584.41 U.S. Treasuries (including strips) Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0166 4000000.00 4000000.00 0.0007 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 1.55% SUVUFHICNZMP2WKHG940 FEI965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2022-03-15 2.375 - 2.375 15940200.00 16321433.09 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 16000000.00 16000000.00 0.0029 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.57%, dated 12/31/2019 due 01/02/2020 B4TYDEB6GKMZO031MB27 FEJ071000_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 2041-04-20 2045-02-20 3 - 4.5 161595772.39 37875924.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 37130000.00 37130000.00 0.0067 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.57% G5GSEF7VJP5I7OUK5573 FEI931000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 18200122.00 18361601.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 18000000.00 18000000.00 0.0033 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.65% G5GSEF7VJP5I7OUK5573 FDJ161000 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 2043-01-20 2047-10-15 3.5 - 5 21845949.00 9193043.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 9000000.00 9000000.00 0.0016 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 HOME LOAN MORTGAGE CORP 2034-08-01 2034-12-01 3 - 3.5 7804.00 7556.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 2034-01-01 4.41 - 4.41 1000.00 1133.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 348840.00 363356.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 604346.00 609786.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 5 - 5 313741.00 347234.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2039-09-01 4.218 - 4.218 1000.00 633.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1293637.00 1389061.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2069-08-20 2.5 - 5.025 1303207.00 1343707.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-01 2048-12-01 2.16 - 6.1 147062.00 25274.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2029-12-01 2.57 - 2.57 9244.00 9389.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1007405.00 1017205.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 Capital Markets Corp. BMO Capital Markets Corp., 1.65% RUC0QBLBRPRCU4W1NE59 0000772028 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 2034-08-01 2034-12-01 3 - 3.5 8892.00 8599.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2044-04-01 4.563 - 4.563 9703.00 1478.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 6922.00 7432.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-12-20 2049-12-20 2.5 - 3 8088.00 8289.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-02-01 2049-12-01 3 - 4.5 3218087.00 3035662.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-24 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 2999916.60 2999916.60 0.0005 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 2049-03-01 2049-03-01 4 - 4 1050763.00 968410.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-01-01 4.5 - 4.5 2065707.00 2099069.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 2024-11-30 2044-05-15 0 - 1.5 40400.00 22523.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-09-01 2031-09-01 2.52 - 2.52 7044363.00 7032613.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-02-01 2049-07-01 3.5 - 4.5 5423677.00 5217578.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0022 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEF382000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2049-05-15 0 - 2.875 455500.00 469162.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2023-11-01 2.5 - 2.5 322411.00 84677.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-12-01 2049-11-01 4 - 6.5 6549400.00 468026.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 1000000.00 1000000.00 0.0002 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 FEDERAL HOME LOAN MORTGAGE CORP 2033-03-07 2033-03-07 3 - 3 2527251.00 2043179.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 2000000.00 2000000.00 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 2020-02-27 2047-11-15 0 - 2.375 2840910.19 2104939.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.24 - 2.24 1000.00 975.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 3003000.00 3021553.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-08-15 2049-04-01 4 - 4.5 2000.00 1994.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 2.465 - 2.465 1474.00 1277.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2047-08-01 0 - 3.015 3976.00 2927.00 Agency Debentures and Agency Strips Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 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 FEF607000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-02-15 1.5 - 2.25 4249900.00 4258723.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-08 2028-09-08 3.25 - 3.25 2615000.00 2881128.84 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2045-03-20 3 - 3 1500.00 392.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-09-01 2036-09-01 4.303 - 4.303 270955.00 4634.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 7000000.00 7000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FDJ184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2048-02-15 0 - 2.125 31154.08 48000.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-09-25 2.19 - 2.19 1000.00 950.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2048-04-01 0 - 4 1239309.00 959007.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-05-20 2048-12-20 2.465 - 4.5 58017.00 20378.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-05-01 0 - 7 5056288.00 2036468.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 3000000.00 3000000.00 0.0005 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 US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-11-15 0 - 3.375 13116576.41 8928562.18 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-06-02 2038-03-09 3.13 - 3.46 3000.00 3129.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-01-01 2036-01-01 4.948 - 4.948 2092.00 18.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-05-28 3.5 - 3.54 120000.00 122970.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-03-20 2049-03-20 2.465 - 5 88439.00 61142.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 2036-09-01 2.555 - 2.555 1020.00 993.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-02-01 2049-03-01 0 - 6.5 1292309.00 166336.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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, 1.64% R0MUWSFPU8MPRO8K5P83 FEG010000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-07-01 2049-07-01 3.5 - 3.5 5339877.00 5103253.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEH855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2048-02-15 0 - 2.375 9976801.26 8198942.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 42000.00 43207.13 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 8000000.00 8000000.00 0.0014 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 US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-08-15 0 - 3.125 959599.40 769342.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.24 - 2.24 1104.00 1076.40 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2032-05-26 2038-04-05 3.32 - 3.98 739000.00 750897.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2045-03-01 0 - 3.5 2000.00 1388.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2033-05-18 3.5 - 4.05 2210000.00 2267052.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-03-20 2.465 - 2.475 3374.00 2976.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2043-06-01 2049-04-25 4.25 - 4.334 894821.00 301857.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0166 4000000.00 4000000.00 0.0007 N Y Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 1.67% VJW2DOOHGDT6PR0ZRO63 FEC561000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2025-02-15 1.75 - 2 3500.00 3549.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-06 2021-05-06 1.25 - 1.25 2000.00 1993.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 3 9283714.00 9183455.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BNY MELLON CAP MKTS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0166 9000000.00 9000000.00 0.0016 N N Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 1.84% VJW2DOOHGDT6PR0ZRO63 FEH275000 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 2049-06-01 2049-06-01 4 - 4 1677.00 1640.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 4127314.00 4080237.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNY MELLON CAP MKTS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 4000000.00 4000000.00 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VJW2DOOHGDT6PR0ZRO63 FEJ071000_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 2023-07-01 2023-07-01 7.25 - 7.25 118.59 1.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 4447.16 9.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 15120.99 62.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 4980.82 11.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 11875.85 1084.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 10618.84 34.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 166.03 3.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 71.15 14.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 171541.67 120399.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 7253.73 71.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 225.32 17.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 557.61 20.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 2964.77 10.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 4288.56 60.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 444.72 7.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 296.48 22.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 99.25 4.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 853.85 14.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 292764.36 305439.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 711.55 34.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 31011.52 28347.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 201.60 168.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 468.01 411.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 320.20 6.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 842.00 525.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 30081.71 123.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 4299.94 2785.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 3.5 1851380.39 1891022.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 3160.68 337.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 3273.11 131.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-09-20 2.5 - 10 3194350.19 2318497.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 293491.79 148231.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 11.86 2.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 569.98 279.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 36.40 19.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 22530.87 22934.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 2.5 - 4 1002704.87 993090.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 182807.89 31.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 71.25 37.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 1448.40 460.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2045-02-01 3 - 6.5 28227.66 1567.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 5929.55 3833.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 166.03 96.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 122971.34 3853.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 63939.52 49642.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 1909.99 486.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 30674.96 14728.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 14359.41 470.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 19448.91 12982.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 21595.40 7562.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 847923.78 857313.59 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-07 2049-11-15 0 - 7.625 9124088.69 9165402.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-01-08 2024-09-13 0 - 5.375 275486.68 282953.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 758562.55 724627.38 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-12 2034-12-18 1.32 - 5.05 3689019.27 3694999.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-06-01 1.375 - 7.5 1652740.69 986010.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-25 2050-01-01 1.25 - 9.5 6166665.32 4976417.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 26090000.00 26090000.00 0.0047 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDJ160000 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 2069-11-20 2069-11-20 3.826 - 3.826 8333569.00 9193043.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BANK OF AMERICA CORPORATION 1.0000 2 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0164 9000000.00 9000000.00 0.0016 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-10-20 2069-11-20 4.103 - 4.49 17679681.00 19416860.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 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 US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2049-08-15 0.5 - 3 207800.00 218153.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2047-10-01 3.5 - 6 13337920.00 5939920.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 13868723.00 14189951.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-03-01 3.5 - 5 1519739.00 1120583.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0038 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-06-01 4 - 5 8331558.00 8188791.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-07-15 2049-08-15 0.125 - 2.875 2827300.00 3082861.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 4.5 - 4.5 2928.00 262.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-06-01 4 - 5 23403.00 18568.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2049-02-15 0.5 - 3 2819200.00 3053524.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 24165.00 19073.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-15 2047-09-15 3.5 - 3.5 1000.00 838.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-11-01 4 - 5 32450.00 27992.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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, 1.55% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2046-02-15 0.125 - 5 1808700.00 2515947.44 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-25 2020-06-25 1.792 - 1.792 281000.00 281154.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2039-06-10 3 - 4.125 280000.00 285429.45 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 N/A 3000.00 1519.42 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 3000000.00 3000000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.56% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2047-02-15 0.125 - 4.5 17255200.00 18368458.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.56 - 3.56 1000.00 1083.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0155 18000000.00 18000000.00 0.0033 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.57%, dated 12/31/2019 due 01/02/2020 E57ODZWZ7FF32TWEFA76 FEJ071000_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 1.75 - 3.5 8229.81 8313.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-13 2045-12-01 0 - 8 241442.05 44563.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 4122.55 414.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-10-20 2.5 - 10.5 119244.24 79609.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 491421.94 208683.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 12575.89 88.46 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 112044.04 89702.23 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-11-15 0 - 8.75 7807826.32 8242542.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 546494.69 549839.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 10.57 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 115.05 0.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 5.49 5.83 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 19923.94 20759.01 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 16.92 18.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 9056000.00 9056000.00 0.0016 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.57% 7LTWFZYICNSX8D621K86 FEI950000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 5995746.00 6180539.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 6000000.00 6000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.56% FOR8UP27PHTHYVLBNG30 0000769993 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 2039-07-15 2048-04-20 3.5 - 4.5 40721312.00 27542386.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 27000000.00 27000000.00 0.0049 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.57%, dated 12/31/2019 due 01/02/2020 CYYGQCGNHMHPSMRL3R97 FEJ071000_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 2026-10-15 2026-10-15 0 - 0 9.06 7.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 395808.01 438463.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-04-13 2031-07-15 0 - 1.52 483524.63 477687.39 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-05-20 2049-08-20 3 - 5.5 2915127.80 2968007.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 507.20 508.87 Agency Debentures and Agency Strips Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 3804000.00 3804000.00 0.0007 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.55% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2025-07-15 0 - 8.625 611000.00 668719.73 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-19 2048-08-15 0 - 3 3657420.32 2679628.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-07-15 2043-10-01 0 - 4.751 19427103.00 4813938.39 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-02-15 2049-12-20 3 - 5 5192598.00 3247522.76 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-05-01 2042-12-15 0 - 3.5 38000.00 41850.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2041-10-01 3.445 - 4.291 12167512.00 807654.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 12000000.00 12000000.00 0.0022 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 2048-08-01 2048-08-01 4.5 - 4.5 3340.00 3059.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-09-01 2049-04-01 4 - 4 24576.00 8425.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 3.5 - 3.5 3171166.00 2027867.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2056-07-01 3.5 - 4 8190.00 5944.58 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 2048-08-01 2048-08-01 4.5 - 4.5 1000.00 915.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 2024.00 2040.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2049-04-01 4 - 4 757886.00 685594.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2056-07-01 3.5 - 4.5 1461681.00 1356746.59 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 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 - 3 6097263.00 6114065.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 4016.00 4048.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 15144.00 12229.19 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, 1.70% 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 2049-11-01 2049-11-01 3 - 3 5536.00 5581.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2049-04-01 4 - 4 16930473.00 5089625.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 4520115.00 4091728.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0169 9000000.00 9000000.00 0.0016 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 HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 2720.00 2742.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2049-04-01 4 - 4 17003560.00 5110382.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 4656.00 3786.08 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 2049-11-01 2049-11-01 3 - 3 9128581.00 9203260.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1387.00 1264.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 18272.00 14964.70 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 2049-11-01 2049-11-01 3 - 3 8113772.00 8180149.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-03-01 2056-07-01 3 - 4 18343.00 14952.98 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 2049-11-01 2049-11-01 3 - 3 2016.00 2032.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2049-04-01 4 - 4 13614481.00 4091927.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 4144.00 3388.95 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 2049-11-01 2049-11-01 3 - 3 839232.00 846097.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2049-04-01 4 - 4 7392693.00 2222288.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2056-07-01 3.5 - 4 4698.00 3481.45 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 - 3 7138731.00 7158403.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 4800.00 4839.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1154.00 1052.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 14271.00 11673.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0193 7000000.00 7000000.00 0.0013 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.56% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2028-06-25 0 - 6.5 25329204.00 9270803.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 9000000.00 9000000.00 0.0016 N N Y N 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 2023-04-01 2023-04-01 5 - 5 728393.00 28839.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 550912.00 504605.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-12-20 2037-12-20 6 - 6 1457058.00 45002.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-01-01 2046-01-01 4.01 - 4.01 5496264.00 5542085.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 6000000.00 6000000.00 0.0011 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.57%, dated 12/31/2019 due 01/02/2020 ZBUT11V806EZRVTWT807 FEJ071000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 5.5 160561.26 3865.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 55237.52 57361.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 20605.99 210.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2045-12-01 4 - 4.5 9468.32 5838.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 10330.23 8699.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 19403.87 2168.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-02-01 3.5 - 3.5 330149.68 302843.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 3786.29 1611.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5.5 - 5.5 421.11 115.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4 - 4 94.01 28.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2028-05-01 5 - 6 13689.89 890.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 3760.22 249.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2048-11-01 4.5 - 5 13042.53 10813.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2028-02-01 5 - 6 11424.44 364.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 3 - 6 55838.67 37382.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 36444.08 896.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 4268.40 4172.21 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-08-15 1.75 - 2.875 21749045.81 22613607.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 2428.75 96.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 1206.12 44.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 60728.43 61730.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 5608.78 5739.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 102688.87 105801.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 9065.64 7685.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 4933.89 5382.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 8423.70 6332.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 66780.01 64695.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 5 - 5 16761.87 389.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 290066.85 298445.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.5 - 5.5 9488.41 9144.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 4 - 4 8836.51 6467.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2051-02-25 2.106 - 7.5 9026926.32 2160042.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-06-01 4 - 4.5 410102.36 400690.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 7234.80 5381.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-20 2060-05-15 2 - 8 13565426.35 7754297.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 3845.33 3885.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2059-08-25 2.28 - 6.383 8422822.46 2117040.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 7 - 7 18866.06 39.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 35329000.00 35329000.00 0.0064 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.57%, dated 12/31/2019 due 01/02/2020 ZOMOLU8CGIZRYZ7PFU34 FEJ071000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2029-05-15 1.125 - 3.125 3853431.74 3938088.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 18522.66 2526.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2049-04-01 3.5 - 4.5 138751.85 118042.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2049-11-20 3 - 5 84634.56 8268.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 4989.88 5090.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-11-01 2056-06-01 3.5 - 6 951348.13 546941.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 4528000.00 4528000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.61% K5HU16E3LMSVCCJJJ255 FEJ037000 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 2039-02-01 2039-02-01 5 - 5 1464778.00 1562687.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-09-01 2050-03-01 3 - 5 7274458.00 4557859.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 6000000.00 6000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.71% K5HU16E3LMSVCCJJJ255 FDJ679000 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 3 - 3.5 2562252.00 2653222.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-03-01 2048-05-01 3 - 4.511 30826537.00 4496951.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 7000000.00 7000000.00 0.0013 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.75% K5HU16E3LMSVCCJJJ255 FEB293000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-03-01 2038-03-01 3.5 - 3.5 271164.00 227978.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-04-01 2047-07-01 3.5 - 4.943 20645374.00 9985409.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0174 10000000.00 10000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEB346000 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 - 4 3777720.00 3923564.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3.5 - 3.5 1038616.00 1090999.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 1310000.00 674819.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2032-11-01 4.1 - 4.1 49999993.00 205866.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2049-03-01 2.88 - 5 28029072.00 2304885.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2034-03-01 4 - 4 979846.00 992119.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0177 9000000.00 9000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEC616000 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 2033-11-01 2033-11-01 4 - 4 1009800.00 638709.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-02-01 3.5 - 3.5 1578738.00 1366060.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3 - 3 69999.00 60370.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-12-01 2049-04-01 4 - 5 13433453.00 5302035.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 804164.00 802103.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0177 8000000.00 8000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEC966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 999878.00 854038.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 2022900.00 2167748.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 2088992.00 1527138.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2049-01-01 3.249 - 4 3507896.00 1798762.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2044-01-01 3 - 4.608 34219560.00 1821188.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-11 2020-02-11 2020-02-11 N N N 0.0177 8000000.00 8000000.00 0.0014 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.57% 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 2047-10-01 2047-10-01 3.5 - 3.5 1125459.00 968096.63 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 N/A 970000.00 764608.32 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-08-15 0 - 2.25 1500.00 1495.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 3.5 - 3.5 155000.00 29065.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 4 - 4 41268997.00 1027842.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2020-07-01 4 - 4 658070.00 4904.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 508000.00 480524.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-01 2020-10-01 4 - 4 15126719.00 23979.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 250000.00 181439.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-07-01 2049-12-01 3 - 6 12358042.00 6723312.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 8250462.00 8156356.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 18000000.00 18000000.00 0.0033 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.61% 549300Y1PMK3RWXMWR72 FEJ036000 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 2040-08-01 2040-08-01 4.5 - 4.5 113410.00 12528.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 1000.00 909.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 3.5 - 3.5 214917.00 166101.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2048-12-01 3.5 - 4.5 4562647.00 3900825.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 4000000.00 4000000.00 0.0007 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.71% 549300Y1PMK3RWXMWR72 FDJ671000 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 - 4.5 1171683.00 1145848.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-03-01 2048-12-01 3.5 - 4.5 5836187.00 4982872.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 6000000.00 6000000.00 0.0011 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.57%, dated 12/31/2019 due 01/02/2020 OXTKY6Q8X53C9ILVV871 FEJ071000_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 8897.20 9693.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 1744441.32 132654.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4 - 5 23400.83 22686.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 1652952.38 1383713.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 52387.53 38448.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2055-09-01 2.86 - 8.5 2895812.88 2213368.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4.5 814371.69 778102.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 79.66 72.09 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2026-06-30 1.625 - 7.625 7487538.07 7709903.51 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 11352.03 11722.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 7828.21 7875.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2029-01-01 3.575 - 3.62 48590.66 51731.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 1848019.97 1404076.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 13493000.00 13493000.00 0.0024 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.57% OXTKY6Q8X53C9ILVV871 FEI974000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4.5 - 4.5 12065.00 12645.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2047-05-01 2.5 - 7.5 19601852.00 4384945.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-04-20 2049-07-20 3 - 4.5 10505956.00 10666107.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 7804.00 5530.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3 - 3 502746.00 404892.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2052-09-01 3 - 7 7892159.00 3510495.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 391627.00 397073.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 19000000.00 19000000.00 0.0034 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FEB392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-02-15 0 - 4.25 3156400.00 3600479.11 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-05-20 2048-09-20 3.5 - 3.5 3331033.00 2542369.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2049-12-01 2.5 - 4 10456.00 10249.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-12-01 2.5 - 3 8675.00 8626.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.81% 549300QJJX6CVVUXLE15 FEG283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-07-31 2024-07-31 2.125 - 2.125 900.00 925.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3.5 - 3.5 8982130.00 8164824.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0179 8000000.00 8000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 1.63% ES7IP3U3RHIGC71XBU11 FDD692000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 1056.00 953.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-12-20 3 - 4.5 2135480.00 2234775.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-25 2049-12-01 3 - 4.5 60818306.00 50909939.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0094 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 FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.15 - 3.15 7056.00 6850.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2049-12-20 3 - 4.5 564858.00 584805.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2049-09-01 3 - 4 63190231.00 52554660.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0094 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ071000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.5 - 3.125 4036788.03 4137720.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-04-20 3 - 4 8313218.31 5881783.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 22857611.51 19046811.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 28491000.00 28491000.00 0.0052 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ071000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 8727863.99 8849914.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-01-01 2.5 - 3.5 93948016.39 89944124.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 5349263.16 5377676.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 101636000.00 101636000.00 0.0184 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.57% SUVUFHICNZMP2WKHG940 FEI967000 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 12118324.00 12241068.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 12000000.00 12000000.00 0.0022 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.57% SUVUFHICNZMP2WKHG940 FEI966000 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 18177485.00 18361601.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 18000000.00 18000000.00 0.0033 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VYVVCKR63DVZZN70PB21 FEJ071000_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 2021-01-31 2026-05-31 2 - 3.125 7809691.79 7989227.21 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 35.04 35.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2052-07-25 2.75 - 5.697 829851.01 765376.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-12-20 1.5 - 6 31826405.43 26586653.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.779 - 2.625 6808.11 993.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 34639000.00 34639000.00 0.0063 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.56% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-12-20 3.5 - 4 23405831.00 24482122.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0155 24000000.00 24000000.00 0.0043 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.70% 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 2049-07-20 2049-12-20 3.5 - 4.5 23542997.00 24497340.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y WELLS FARGO SEC LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 24000000.00 24000000.00 0.0043 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796WT2 US912796WT21 U.S. Treasury Debt Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0146 11976656.64 11976656.64 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0149 50142970.21 50142970.21 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0156 6949687.92 6949687.92 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0145 20963556.18 20963556.18 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796WU9 US912796WU93 U.S. Treasury Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0147 15664969.38 15664969.38 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0156 31761066.56 31761066.56 0.0058 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 0.0154 10931041.66 10931041.66 0.0020 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 0.0153 15933566.88 15933566.88 0.0029 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 0.0157 27733875.68 27733875.68 0.0050 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 0.0148 53742529.53 53742529.53 0.0097 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 0.0149 27942261.76 27942261.76 0.0051 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 0.0149 27934231.08 27934231.08 0.0051 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 0.0148 1994741.24 1994741.24 0.0004 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 0.0146 55822529.28 55822529.28 0.0101 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 0.0144 20969579.19 20969579.19 0.0038 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 0.0137 21981135.00 21981135.00 0.0040 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 0.0125 12992934.89 12992934.89 0.0024 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 0.0000 48699000.00 48699000.00 0.0088 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 0.0112 18994804.64 18994804.64 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.53% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-31 2020-01-31 N N N 0.0155 8999712.27 8999712.27 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.56% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-04-30 2020-04-30 N N N 0.0156 3999876.40 3999876.40 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0168 3002752.23 3002752.23 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0165 12050625.00 12050625.00 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828V31 254900HROIFWPRGM1V77 US912828V319 U.S. Treasury Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0161 999899.19 999899.19 0.0002 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 0.0166 11037756.18 11037756.18 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 0.0162 11000000.00 11000000.00 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 0.0163 4004843.76 4004843.76 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 0.0162 9993711.00 9993711.00 0.0018 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 0.0165 23130071.67 23130071.67 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0163 23998853.28 23998853.28 0.0043 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 0.0164 12024738.84 12024738.84 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0165 30180050.70 30180050.70 0.0055 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 0.0163 1998896.66 1998896.66 0.0004 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 0.0166 2996484.36 2996484.36 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0163 13976206.72 13976206.72 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0166 3007634.55 3007634.55 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0167 9089200.62 9089200.62 0.0016 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 0.0166 17051458.32 17051458.32 0.0031 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 0.0165 18114952.86 18114952.86 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0167 4032053.76 4032053.76 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0166 997646.07 997646.07 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0166 2001602.48 2001602.48 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 9128283S7 254900HROIFWPRGM1V77 US9128283S79 U.S. Treasury Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0167 2000529.04 2000529.04 0.0004 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 0.0164 7016953.16 7016953.16 0.0013 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 0.0165 997935.61 997935.61 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-01-02 2021-10-31 2021-10-31 N N N 0.0173 50084003.00 50084003.00 0.0091 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 0.0167 2002812.50 2002812.50 0.0004 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2020-01-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer