N-MFP2 0000823535 XXXXXXXX 2020-01-31 0000823535 549300GBOACVX8TTUG24 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N Y Exempt Government N 26 82 1627251509.28 1696307277.52 2114062852.93 1877350762.71 1923312851.77 3227704749.65 3408772803.62 3446538999.46 3295044239.59 3412947451.19 0.2900 0.2900 0.3700 0.3300 0.3400 0.5800 0.6000 0.6100 0.5900 0.6100 980.33 5575435174.92 5575081029.58 25438574.08 94993944.03 5505526639.96 5505164571.80 1.0000 0.0164 1.0001 1.0001 1.0001 1.0001 1.0001 C000048773 1.00 2192395929.72 2192497036.04 1.0000 1.0000 1.0000 1.0000 1.0000 23064959.45 32980687.65 105542721.30 24634428.23 34344182.62 28132071.20 15742951.75 78720031.69 41626828.10 36876614.62 216498242.88 193053638.18 0.0139 N C000048775 1.00 1199008944.86 1199019672.07 1.0000 1.0000 1.0000 1.0001 1.0001 19957689.75 13801822.49 25152424.83 10789000.05 17567676.89 19982881.95 10162639.16 17115821.87 34992862.38 22281781.03 98236235.84 77288692.31 0.0130 N C000048776 1.00 221212388.02 221210576.98 1.0001 1.0001 1.0001 1.0001 1.0001 1883647.80 2096571.91 2928514.76 1408082.89 635296.08 3005274.91 1234976.90 1054447.49 3839128.03 2956709.64 9649659.02 10201308.04 0.0115 N C000048774 1.00 1892909377.36 1892437286.71 1.0003 1.0003 1.0003 1.0003 1.0003 7423256.25 15213391.37 5990603.38 10195532.04 958218.13 18730732.80 2683214.49 31563566.87 16037835.99 6849832.95 30780337.82 76614031.98 0.0137 N Fannie Mae Fannie Mae, 1.62% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-01-29 2021-01-29 N N N 0.0164 13997901.54 13997901.54 0.0025 N N N N Fannie Mae Fannie Mae, 1.64% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-30 2020-07-30 N N N 0.0160 20003512.60 20003512.60 0.0036 N N N N Fannie Mae Fannie Mae, 1.66% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-10-30 2020-10-30 N N N 0.0160 12004356.00 12004356.00 0.0022 N N N N Fannie Mae Fannie Mae, 1.68% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-30 2020-04-30 N N N 0.0159 4000802.68 4000802.68 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.62% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2020-02-29 2020-04-29 2020-04-29 N N N 0.0171 2999254.29 2999254.29 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.65% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2020-02-17 2020-04-17 2020-04-17 N N N 0.0173 3999261.84 3999261.84 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.66% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-05-21 2020-05-21 N N N 0.0173 1999556.62 1999556.62 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.71% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-10-23 2020-10-23 N N N 0.0164 3001392.33 3001392.33 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.73% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-12-03 2020-12-03 N N N 0.0175 4999007.25 4999007.25 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.75% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-08-06 2020-08-06 N N N 0.0177 3999595.00 3999595.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHTN3 2549001DPIFGXC1TOL40 US3130AHTN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-04-24 2020-04-24 N N N 0.0155 5999729.88 5999729.88 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-03-23 2020-03-23 N N N 0.0158 8999753.67 8999753.67 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-03-24 2020-03-24 N N N 0.0158 2999914.56 2999914.56 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0155 1991713.88 1991713.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384SZ3 2549001DPIFGXC1TOL40 US313384SZ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0119 12994962.50 12994962.50 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0125 19990527.80 19990527.80 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0134 37973822.18 37973822.18 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 0.0136 21982950.00 21982950.00 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 0.0139 11989149.96 11989149.96 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 0.0144 2996100.00 2996100.00 0.0005 N N Y 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 0.0144 5991940.02 5991940.02 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0147 26950860.00 26950860.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0154 6971609.19 6971609.19 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0155 6968861.69 6968861.69 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0155 3981334.44 3981334.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SR1 2549001DPIFGXC1TOL40 US313384SR10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0040 11999483.28 11999483.28 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHNQ2 2549001DPIFGXC1TOL40 US3130AHNQ27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-03-27 2020-03-27 N N N 0.0160 5999818.74 5999818.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0155 999966.18 999966.18 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 0.0148 2994279.99 2994279.99 0.0005 N N Y 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 0.0148 1996013.34 1996013.34 0.0004 N N Y 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 0.0149 2993499.99 2993499.99 0.0005 N N Y 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 0.0149 15964640.00 15964640.00 0.0029 N N Y 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 0.0149 5986480.02 5986480.02 0.0011 N N Y 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 0.0150 13966026.62 13966026.62 0.0025 N N Y 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 0.0151 11970360.00 11970360.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0154 996162.22 996162.22 0.0002 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 0.0153 9001676.79 9001676.79 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 0.0154 4000564.56 4000564.56 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 0.0154 9001313.19 9001313.19 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0161 992125.00 992125.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-14 2020-05-14 N N N 0.0167 10997483.75 10997483.75 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-21 2020-02-21 N N N 0.0164 11999635.44 11999635.44 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SS9 2549001DPIFGXC1TOL40 US313384SS92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0063 11998966.68 11998966.68 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 0.0079 11998449.96 11998449.96 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 0.0091 11997933.36 11997933.36 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-04-28 2020-04-28 N N N 0.0160 23999735.76 23999735.76 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0142 12986006.93 12986006.93 0.0024 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 0.0147 1996620.00 1996620.00 0.0004 N N Y 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 0.0150 7981626.64 7981626.64 0.0014 N N Y 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 0.0156 5999938.50 5999938.50 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 0.0156 3000003.36 3000003.36 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 0.0155 8967030.03 8967030.03 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 0.0157 1989446.12 1989446.12 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 0.0152 6001388.52 6001388.52 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 0.0157 4970562.50 4970562.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-08-21 2020-08-21 N N N 0.0160 22001171.50 22001171.50 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-17 2020-07-17 N N N 0.0160 5000150.00 5000150.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-11-06 2020-11-06 N N N 0.0164 4998662.00 4998662.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-06 2020-03-06 N N N 0.0165 19999050.00 19999050.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-22 2020-04-22 N N N 0.0167 4999236.75 4999236.75 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0166 2999946.48 2999946.48 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-22 2021-02-22 2021-02-22 N N N 0.0163 5998743.42 5998743.42 0.0011 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 0.0140 7992077.76 7992077.76 0.0015 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 0.0144 14979199.95 14979199.95 0.0027 N N Y 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 0.0146 2995449.99 2995449.99 0.0005 N N Y 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 0.0158 2999986.71 2999986.71 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 0.0157 3000068.10 3000068.10 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 0.0156 6000372.36 6000372.36 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 0.0156 6000372.36 6000372.36 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 0.0156 12000673.44 12000673.44 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 0.0156 3979764.44 3979764.44 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 0.0158 6000340.56 6000340.56 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 0.0155 12002628.12 12002628.12 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 0.0155 12002628.12 12002628.12 0.0022 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 0.0157 1987440.00 1987440.00 0.0004 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 0.0157 6000941.58 6000941.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-08-25 2020-08-25 N N N 0.0160 6000689.58 6000689.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-09 2021-02-09 N N N 0.0166 8996320.35 8996320.35 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-21 2020-02-21 N N N 0.0159 14000098.42 14000098.42 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-10 2020-06-10 2020-06-10 N N N 0.0163 11999154.24 11999154.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2021-02-16 2021-02-16 N N N 0.0164 11997526.32 11997526.32 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0166 5999773.50 5999773.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0164 5998636.62 5998636.62 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-09-14 2020-09-14 N N N 0.0164 5999098.62 5999098.62 0.0011 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 12001596.60 12001596.60 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 0.0157 10002462.10 10002462.10 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-09-28 2020-09-28 N N N 0.0166 999765.52 999765.52 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-01-28 2021-01-28 N N N 0.0164 7999018.72 7999018.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-01-22 2021-01-22 N N N 0.0166 3999015.92 3999015.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-03-09 2020-03-09 N N N 0.0164 4999902.25 4999902.25 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-03-09 2020-03-09 N N N 0.0164 5999882.70 5999882.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-03-09 2020-03-09 N N N 0.0164 5999882.70 5999882.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-09-11 2020-09-11 N N N 0.0164 1999884.16 1999884.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-09-11 2020-09-11 N N N 0.0164 8999478.72 8999478.72 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0167 5999885.16 5999885.16 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-03-12 2020-03-12 N N N 0.0163 2999965.02 2999965.02 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-13 2020-08-13 2020-08-13 N N N 0.0164 2999885.07 2999885.07 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-04-20 2020-04-20 N N N 0.0159 2000141.50 2000141.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2021-03-24 2021-03-24 N N N 0.0165 2999321.49 2999321.49 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2021-03-24 2021-03-24 N N N 0.0165 11997285.00 11997285.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0165 2999318.16 2999318.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0165 11997272.88 11997272.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2021-03-26 2021-03-26 N N N 0.0165 1999545.40 1999545.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-09-11 2020-09-11 N N N 0.0165 8998744.77 8998744.77 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-05-14 2021-05-14 N N N 0.0173 33958550.60 33958550.60 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-06 2020-05-06 N N N 0.0165 6999637.54 6999637.54 0.0013 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 2020-02-07 2020-04-07 2020-04-07 N N N 0.0165 11999573.16 11999573.16 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 2020-02-07 2020-02-07 2020-02-07 N N N 0.0160 10000062.60 10000062.60 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-05-11 2020-05-11 N N N 0.0163 4000061.72 4000061.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-12-11 2020-12-11 N N N 0.0166 11998129.92 11998129.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-05-11 2020-05-11 N N N 0.0163 12000185.16 12000185.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-08-12 2020-08-12 N N N 0.0164 12000488.40 12000488.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-13 2021-01-13 2021-01-13 N N N 0.0166 8998312.50 8998312.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2020-04-16 2020-04-16 N N N 0.0160 6000363.66 6000363.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-17 2020-03-17 2020-03-17 N N N 0.0162 2000031.48 2000031.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-17 2020-04-17 2020-04-17 N N N 0.0160 5000355.40 5000355.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-05-20 2020-05-20 N N N 0.0161 13001249.82 13001249.82 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-03-20 2020-03-20 N N N 0.0161 17000501.16 17000501.16 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-20 2020-03-20 2020-03-20 N N N 0.0161 16000471.68 16000471.68 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-03-23 2020-03-23 N N N 0.0161 7000209.51 7000209.51 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-03-24 2020-03-24 N N N 0.0161 18000555.66 18000555.66 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-27 2020-03-27 2020-03-27 N N N 0.0161 10000318.30 10000318.30 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-07-28 2020-07-28 N N N 0.0161 3000419.10 3000419.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0167 34995376.85 34995376.85 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-26 2021-02-26 N N N 0.0174 21978778.80 21978778.80 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-26 2020-03-26 N N N 0.0166 13899536.30 13899536.30 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-27 2020-03-27 N N N 0.0159 29002032.90 29002032.90 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0167 30999717.90 30999717.90 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-11 2020-02-11 2020-02-11 N N N 0.0168 8999896.86 8999896.86 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-08-12 2020-08-12 N N N 0.0164 28002602.60 28002602.60 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2020-04-16 2020-04-16 N N N 0.0160 1000070.86 1000070.86 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-08-21 2020-08-21 N N N 0.0161 12002433.12 12002433.12 0.0022 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 0.0154 3000078.27 3000078.27 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-08-24 2020-08-24 N N N 0.0161 10002045.00 10002045.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHE82 2549001DPIFGXC1TOL40 US3130AHE822 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0153 3000079.95 3000079.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-06-24 2020-06-24 N N N 0.0159 2000438.96 2000438.96 0.0004 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 0.0150 3000165.33 3000165.33 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-08-26 2020-08-26 N N N 0.0161 4000822.80 4000822.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-05-26 2020-05-26 N N N 0.0161 1000094.88 1000094.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-07-28 2020-07-28 N N N 0.0161 6000982.56 6000982.56 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-08-28 2020-08-28 N N N 0.0161 26005376.54 26005376.54 0.0047 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 0.0153 6000398.94 6000398.94 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 0.0153 6000412.20 6000412.20 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 0.0154 3987788.88 3987788.88 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 0.0161 6001048.32 6001048.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-07-23 2021-07-23 N N N 0.0174 12983744.54 12983744.54 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-24 2020-07-24 N N N 0.0162 9001502.73 9001502.73 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-11 2020-05-11 N N N 0.0167 11999347.08 11999347.08 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-07-08 2021-07-08 N N N 0.0173 8990336.07 8990336.07 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-06-11 2021-06-11 N N N 0.0175 14981653.50 14981653.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-04-06 2020-04-06 N N N 0.0167 5999790.00 5999790.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2021-01-08 2021-01-08 N N N 0.0168 7998517.76 7998517.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-05-12 2020-05-12 N N N 0.0163 12000997.56 12000997.56 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-13 2020-04-13 2020-04-13 N N N 0.0164 14000498.40 14000498.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-15 2020-06-15 2020-06-15 N N N 0.0163 1000091.73 1000091.73 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-17 2020-07-17 2020-07-17 N N N 0.0162 7001265.81 7001265.81 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2021-02-23 2021-02-23 N N N 0.0164 1900474.85 1900474.85 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-11-24 2020-11-24 N N N 0.0163 26006542.38 26006542.38 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-08-24 2020-08-24 N N N 0.0161 6001560.24 6001560.24 0.0011 N N N 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 0.0154 3000080.61 3000080.61 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 13000781.56 13000781.56 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 13000781.56 13000781.56 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-27 2020-03-27 2020-03-27 N N N 0.0161 5000308.85 5000308.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-27 2020-03-27 2020-03-27 N N N 0.0161 3000185.31 3000185.31 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 0.0153 8974880.01 8974880.01 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 0.0154 1993109.44 1993109.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 11999793.24 11999793.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 5999896.62 5999896.62 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 2999948.31 2999948.31 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-03-04 2020-03-04 N N N 0.0168 2999948.31 2999948.31 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0163 19001588.02 19001588.02 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0169 12999897.30 12999897.30 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-15 2020-07-15 2020-07-15 N N N 0.0162 3000546.90 3000546.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-16 2020-11-16 2020-11-16 N N N 0.0164 10002238.00 10002238.00 0.0018 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 0.0168 11999153.28 11999153.28 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 11999025.12 11999025.12 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-12-23 2020-12-23 N N N 0.0163 25610167.55 25610167.55 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-29 2020-07-29 N N N 0.0170 13998335.96 13998335.96 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-07-17 2020-07-17 N N N 0.0170 5999442.30 5999442.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-22 2021-02-22 N N N 0.0170 7998291.84 7998291.84 0.0015 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 0.0169 5999981.34 5999981.34 0.0011 N N Y 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 0.0171 2999979.66 2999979.66 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-07-08 2020-07-08 N N N 0.0163 7001377.67 7001377.67 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2021-03-19 2021-03-19 N N N 0.0165 21005343.87 21005343.87 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2021-03-19 2021-03-19 N N N 0.0165 4001017.88 4001017.88 0.0007 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 23998326.00 23998326.00 0.0044 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 0.0159 3000454.83 3000454.83 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0159 3000455.88 3000455.88 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-10-01 2020-10-01 N N N 0.0159 7004151.00 7004151.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-10 2020-06-10 N N N 0.0169 10000025.50 10000025.50 0.0018 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 2020-02-07 2020-02-07 2020-02-07 N N N 0.0170 2999984.31 2999984.31 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-10-07 2020-10-07 N N N 0.0162 11005919.98 11005919.98 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-03-12 2021-03-12 N N N 0.0170 13998412.68 13998412.68 0.0025 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 2020-02-07 2020-08-07 2020-08-07 N N N 0.0167 3000583.05 3000583.05 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 2020-02-07 2020-07-07 2020-07-07 N N N 0.0166 7001391.18 7001391.18 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 2020-02-07 2020-08-07 2020-08-07 N N N 0.0167 8001554.80 8001554.80 0.0015 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 2020-02-07 2020-08-07 2020-08-07 N N N 0.0167 5000844.60 5000844.60 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 2020-02-08 2020-08-07 2020-08-07 N N N 0.0167 2000388.70 2000388.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-11-09 2020-11-09 N N N 0.0167 2000466.54 2000466.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-11-09 2020-11-09 N N N 0.0167 1000233.27 1000233.27 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-09 2020-11-09 2020-11-09 N N N 0.0167 7001632.89 7001632.89 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-10-16 2020-10-16 N N N 0.0171 12999948.13 12999948.13 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-23 2020-03-23 2020-03-23 N N N 0.0161 19002375.57 19002375.57 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 6000793.26 6000793.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-03-25 2020-03-25 N N N 0.0161 6000793.26 6000793.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-03-26 2020-03-26 N N N 0.0161 6000806.52 6000806.52 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-27 2020-03-27 2020-03-27 N N N 0.0161 13001776.19 13001776.19 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-06-04 2021-06-04 N N N 0.0174 7997823.36 7997823.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-22 2021-01-22 2021-01-22 N N N 0.0166 2001289.30 2001289.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0163 1000256.08 1000256.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-03 2020-04-03 N N N 0.0171 3000098.19 3000098.19 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-03 2020-04-03 N N N 0.0171 16000523.68 16000523.68 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-04-03 2020-04-03 N N N 0.0171 6000196.38 6000196.38 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0164 13003481.14 13003481.14 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-10 2020-06-10 2020-06-10 N N N 0.0163 13004567.55 13004567.55 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-06-12 2020-06-12 N N N 0.0164 2000713.70 2000713.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-06-12 2020-06-12 N N N 0.0164 13004639.05 13004639.05 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-06-12 2020-06-12 N N N 0.0164 6002141.10 6002141.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-02-28 2020-02-28 N N N 0.0178 3999856.80 3999856.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 2000181.34 2000181.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 3000272.01 3000272.01 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-04-09 2021-04-09 N N N 0.0174 10001035.00 10001035.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 1000090.67 1000090.67 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-06-03 2020-06-03 N N N 0.0172 10000906.70 10000906.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-09-01 2020-09-01 N N N 0.0173 2000416.36 2000416.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-06-01 2020-06-01 N N N 0.0173 28002583.84 28002583.84 0.0051 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 0.0124 6000028.02 6000028.02 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2020-05-01 2020-05-01 N N N 0.0172 25006288.75 25006288.75 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-01 2021-02-01 2021-02-01 N N N 0.0179 1000594.64 1000594.64 0.0002 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 0.0153 18008116.02 18008116.02 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 0.0150 18009430.20 18009430.20 0.0033 N N N N Freddie Mac Freddie Mac, 1.60% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-02-06 2020-02-06 N N N 0.0159 12999994.41 12999994.41 0.0024 N N Y N Freddie Mac Freddie Mac, 1.60% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-03-03 2020-03-03 N N N 0.0161 13999727.00 13999727.00 0.0025 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-08 2020-05-08 N N N 0.0162 13999361.88 13999361.88 0.0025 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-09-09 2020-09-09 N N N 0.0166 25991442.88 25991442.88 0.0047 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2021-02-05 2021-02-05 N N N 0.0166 3997977.92 3997977.92 0.0007 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-09-08 2020-09-08 N N N 0.0166 26991200.97 26991200.97 0.0049 N N N N Freddie Mac Freddie Mac, 1.62% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-05-06 2020-05-06 N N N 0.0162 25999531.48 25999531.48 0.0047 N N N N Freddie Mac Freddie Mac, 1.62% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-03 2020-12-14 2020-12-14 N N N 0.0164 39991913.60 39991913.60 0.0073 N N N N Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFB068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-02-15 2029-02-15 2.625 - 2.625 10161600.00 11232714.21 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 11000000.00 11000000.00 0.0020 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFA584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2023-11-30 2.875 - 2.875 4840000.00 5134309.36 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 5000000.00 5000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 FFB447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2048-05-15 2.625 - 3.125 6731000.00 8355908.27 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 8000000.00 8000000.00 0.0015 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 2026-01-31 2046-05-15 2.5 - 2.625 7630000.00 8377019.57 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 0.0015 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 2022-06-15 2026-01-31 1.75 - 2.625 6090000.00 6156308.53 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 Y N BNP Paribas, SA BNP Paribas, SA, 1.56% R0MUWSFPU8MPRO8K5P83 FFB217000 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 - 7.5 3559400.00 4084661.80 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2048-11-15 2.75 - 4.5 2582300.00 3063786.20 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 3000000.00 3000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA131000 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 - 6.25 9991500.00 10213964.87 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 10000000.00 10000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFC996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2046-08-15 0 - 7.5 7882600.00 9214875.09 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 9000000.00 9000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFD428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2040-05-15 2.75 - 4.5 4925500.00 5104527.98 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2039-08-15 0 - 5 4824900.00 5105447.24 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFI676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-05-15 1.625 - 6.125 9862300.00 11288572.30 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 11000000.00 11000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGA464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2049-11-15 0 - 7.5 15431500.00 16322261.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 16000000.00 16000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FFJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2039-08-15 0 - 8.75 8827400.00 9181642.71 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0016 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 2021-02-28 2047-08-15 1.125 - 7.5 4932400.00 5110685.31 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-08-15 0 - 6 24855400.00 25553990.46 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2047-08-15 0 - 6.375 18374400.00 19414119.91 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 19000000.00 19000000.00 0.0035 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 2021-06-15 2043-11-15 1.756 - 4.5 8065900.00 8179932.59 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 8000000.00 8000000.00 0.0015 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 2020-06-18 2045-08-15 0 - 6.375 5716400.00 6131582.51 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2040-05-15 0 - 4.375 6493700.00 8175124.90 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 8000000.00 8000000.00 0.0015 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 2022-01-31 2047-11-15 1.69 - 6.25 9474600.00 11292087.22 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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, 1.64% R0MUWSFPU8MPRO8K5P83 FEB520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2042-08-15 0 - 4.5 2005000.00 2048269.90 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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, 1.64% R0MUWSFPU8MPRO8K5P83 FEE298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2049-05-15 0 - 4.375 9934400.00 11327424.54 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 BofA Securities, Inc. BofA Securities, Inc., 1.56% 549300HN4UKV1E2R3U73 FFB482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-08-15 2041-08-15 3.75 - 3.75 3856200.00 5155829.90 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 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 0.0155 5000000.00 5000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-02-15 1.375 - 4.625 6761600.00 8204514.33 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 8000000.00 8000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2044-08-15 1.5 - 4.25 13607700.00 14281921.54 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 14000000.00 14000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.58% 549300IMBXQ8SGH3HJ31 FFJ036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2026-09-30 1.625 - 2.125 21869300.00 22445968.05 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0157 22000000.00 22000000.00 0.0040 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.59% 549300IMBXQ8SGH3HJ31 FFJ609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2022-09-15 1.5 - 1.5 6062300.00 6121412.35 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0158 6000000.00 6000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FGA786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2026-09-30 1.125 - 3 53338100.00 56107566.91 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 55000000.00 55000000.00 0.0100 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FGA255000 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 1.75 - 3.125 7747700.00 8161517.01 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0159 8000000.00 8000000.00 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FGA793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2026-12-31 1.75 - 3.125 21861300.00 22443055.71 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0161 22000000.00 22000000.00 0.0040 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 2025-05-31 2025-05-31 2.875 - 2.875 5675300.00 6137940.35 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 2025-05-31 2025-05-31 2.875 - 2.875 16098200.00 17410496.59 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 Y N Credit Agricole CIB Credit Agricole CIB, 1.59% 1VUV7VQFKUOQSJ21A208 FGA783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 22591000.00 23438007.34 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 23000000.00 23000000.00 0.0042 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.59% 7LTWFZYICNSX8D621K86 FGA798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2025-08-15 2 - 2 42117800.00 43865890.13 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 43000000.00 43000000.00 0.0078 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 960800.00 1020141.52 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 1000000.00 1000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FGA775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 178882700.00 186660097.52 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 183000000.00 183000000.00 0.0332 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.59% 549300H47WTHXPU08X20 FGA684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2022-03-31 1.875 - 1.875 250865000.00 254895611.46 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 250000000.00 250000000.00 0.0454 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-08-31 1.5 - 1.5 21429000.00 21577501.79 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 21000000.00 21000000.00 0.0038 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2022-08-15 1.5 - 1.5 5090000.00 5140969.16 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 5000000.00 5000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.59% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-11-15 2028-11-15 3.125 - 3.125 22440000.00 25523071.47 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 25000000.00 25000000.00 0.0045 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.63% 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 2024-10-31 0 - 2.25 9746100.00 10201438.86 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 10000000.00 10000000.00 0.0018 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.63% 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 2049-05-15 0 - 4.375 4651400.00 5100706.01 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 5000000.00 5000000.00 0.0009 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FFB091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2023-02-15 1.75 - 2 4001900.00 4114854.74 U.S. Treasuries (including strips) Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0162 4000000.00 4000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFF556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 5008900.00 5109499.17 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0160 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFE331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 7614300.00 8209141.04 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 8000000.00 8000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.61% H7FNTJ4851HG0EXQ1Z70 FFH823000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 8720400.00 11268865.81 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 11000000.00 11000000.00 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.64% H7FNTJ4851HG0EXQ1Z70 FFD100000 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 4872600.00 5149143.48 U.S. Treasuries (including strips) Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 3189400.00 4121476.13 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 4000000.00 4000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 4051600.00 4115508.18 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 2026-02-15 2026-02-15 6 - 6 6364500.00 8224473.24 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 0.0015 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 2026-02-15 2026-02-15 6 - 6 3999700.00 5168579.73 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 2026-02-15 2026-02-15 1.625 - 1.625 3034600.00 3089962.74 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 5137732.45 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 5121572.21 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 2026-08-15 2026-08-15 1.5 - 1.5 7133100.00 7201183.92 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 2025-09-30 2025-09-30 3 - 3 4685300.00 5134447.69 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., 1.59% RB0PEZSDGCO3JS6CEU02 FGA682000 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 1.5 - 1.5 19200000.00 19401787.85 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 19000000.00 19000000.00 0.0035 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.59% 7TK5RJIZDFROZCA6XF66 0000812291 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 1.25 - 1.25 65515000.00 65269318.75 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 64000000.00 64000000.00 0.0116 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 FFA635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2022-07-31 2 - 2.5 6062300.00 6128261.36 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFD840000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-09-30 1.25 - 1.5 46075200.00 46099422.07 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 45000000.00 45000000.00 0.0082 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFC556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2024-09-30 1.5 - 2.75 5855000.00 6145358.86 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 6000000.00 6000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-08-31 2 - 2.75 22200200.00 23520846.22 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 23000000.00 23000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB117000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2022-07-31 2 - 2.25 4025200.00 4085827.06 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0155 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FFB119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-31 2026-08-31 1.375 - 1.375 5130800.00 5133998.19 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2022-04-15 2.25 - 2.25 49270300.00 49972084.98 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 49000000.00 49000000.00 0.0089 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA790000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 8.75 - 8.75 13742600.00 14267527.68 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 14000000.00 14000000.00 0.0025 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2024-05-31 2 - 2 6944800.00 7150629.83 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0158 7000000.00 7000000.00 0.0013 N N Y N Natixis SA Natixis SA, 1.55% KX1WK48MPD4Y2NCUIZ63 FFA585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2045-02-15 1.125 - 2.75 20117200.00 21450839.37 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0154 21000000.00 21000000.00 0.0038 N N Y N Natixis SA Natixis SA, 1.56% KX1WK48MPD4Y2NCUIZ63 FFC960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2048-02-15 1.125 - 3.125 10740900.00 11230314.52 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 11000000.00 11000000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2049-08-15 1.125 - 5.5 28189100.00 28688041.49 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0159 28000000.00 28000000.00 0.0051 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.55% OXTKY6Q8X53C9ILVV871 FFJ086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2022-12-31 2.125 - 2.125 78701400.00 80600917.53 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0154 79000000.00 79000000.00 0.0143 N N Y N Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG590000 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 5063100.00 5102122.32 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 5000000.00 5000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFG184000 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 2025400.00 2041010.16 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0160 2000000.00 2000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.61% 5493007VSMFZCPV1NB83 FFH815000 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 3037600.00 3061011.39 U.S. Treasuries (including strips) Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0160 3000000.00 3000000.00 0.0005 N N N Y 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 5041800.00 5112563.93 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 2026-08-15 2026-08-15 1.5 - 1.5 2031200.00 2046854.86 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 3028000.00 3070499.34 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 6055100.00 6140086.05 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 7893500.00 8181767.22 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 0.0015 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 5040500.00 5111245.68 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 2026-08-15 2026-08-15 1.5 - 1.5 5071600.00 5110687.83 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 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 2021-03-15 2048-02-15 1.375 - 3.75 10779500.00 11264224.12 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0158 11000000.00 11000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-02-15 1.125 - 6.5 11053400.00 11265006.36 U.S. Treasuries (including strips) Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 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 2021-09-30 2047-02-15 1.125 - 3.375 6043700.00 6142443.51 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 2020-02-06 2048-02-15 0 - 6.125 21447100.00 22522889.72 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 2021-04-30 2047-02-15 1.375 - 3.375 15959400.00 17473607.67 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 2021-03-15 2046-08-15 1.125 - 6.125 10901800.00 11259399.29 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2044-05-15 1.125 - 6.125 9114200.00 9206231.84 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 2022-12-15 2044-11-15 1.5 - 3.375 10583600.00 11265948.48 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 2020-08-15 2047-02-15 1.125 - 8.75 4989800.00 5113675.51 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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 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 2021-10-31 2046-11-15 1.5 - 2.875 16003700.00 16377144.12 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 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., 1.57% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 - 2.875 14656200.00 16324350.08 U.S. Treasuries (including strips) Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0156 16000000.00 16000000.00 0.0029 N N Y N Societe Generale Societe Generale, 1.58% O2RNE8IBXP4R0TD8PU41 FFB084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-25 2046-08-15 0 - 5.5 10121100.00 11275445.38 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 11000000.00 11000000.00 0.0020 N N Y N Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2049-05-15 2.875 - 3.125 7163900.00 8161089.00 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0158 8000000.00 8000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FFI632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2046-11-15 0 - 3.125 10098600.00 11279591.33 U.S. Treasuries (including strips) Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 11000000.00 11000000.00 0.0020 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.59%, dated 1/31/2020 due 02/03/2020 B4TYDEB6GKMZO031MB27 FGB030000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-02-20 3 - 5.25 216979828.20 37801324.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 36962000.00 36962000.00 0.0067 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFA125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2049-01-20 3.5 - 4.5 20081796.00 12256442.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0155 12000000.00 12000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.56% G5GSEF7VJP5I7OUK5573 FFJ063000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2045-09-20 3.5 - 3.5 62382121.00 27547160.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 27000000.00 27000000.00 0.0049 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.60% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-01-20 2050-01-20 4 - 4 4888398.00 5100907.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 5000000.00 5000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGA472000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2048-07-01 3.5 - 4 3185996.00 2730078.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 824887.00 837440.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3 - 3 7000000.00 1070823.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-08 2020-05-08 1.5 - 1.5 120000.00 120375.08 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-04-20 2042-04-20 4 - 4 3174434.00 1362098.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 6000000.00 6000000.00 0.0011 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 2050-01-01 2050-01-01 3 - 3 3008714.00 3071832.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 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, 1.61% 3Y4U8VZURTYWI1W2K376 FGA471000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-07-15 2029-07-15 4 - 4 490100.00 440045.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-07-20 2049-11-20 4 - 5.5 361662.00 255581.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-01 2042-10-01 3.5 - 3.5 775524.00 329300.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 1000000.00 1000000.00 0.0002 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 2025-07-31 2029-07-15 0.25 - 2.875 15300.00 16481.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-07-01 2047-07-01 4 - 4 1307905.00 1005799.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 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 BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA135000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-15 2048-08-15 N/A 2706986.64 2083225.04 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 3003000.00 3040086.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1000.00 906.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 2.358 - 2.358 1474.00 1258.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2029-05-15 N/A 2000.00 1655.88 Agency Debentures and Agency Strips Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0156 5000000.00 5000000.00 0.0009 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FEJ726000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2032-05-26 2038-04-05 3.32 - 3.98 739000.00 752865.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2045-03-01 0 - 3.5 2000.00 1405.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2033-05-18 3.5 - 4.05 2210000.00 2276469.52 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-11-20 2049-03-20 2.358 - 3 7026.00 3914.72 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-11-15 0 - 6.25 2465715.60 2092804.60 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGA332000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-02-01 2048-03-01 0 - 6 19026.00 7572.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-03-20 2049-07-20 2.358 - 5 1106138.00 1033109.90 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2036-06-02 2038-03-09 3.13 - 3.46 3000.00 3188.67 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2048-08-15 0 - 1 10945415.17 7062980.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-05-28 3.5 - 3.54 120000.00 123309.74 Agency Debentures and Agency Strips Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 8000000.00 8000000.00 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-04-20 3 - 3 1000.00 610.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 42000.00 43320.73 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2048-08-15 N/A 9613377.72 8210277.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 8000000.00 8000000.00 0.0015 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 2029-01-15 2048-11-15 0 - 4.5 12907014.17 7209079.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 11000.00 11345.90 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2045-03-20 3 - 3 1500.00 357.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-09-01 2036-09-01 4.303 - 4.303 264817.00 4517.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 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 FEG010000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-04-15 2048-08-15 0 - 4.5 152329.22 161995.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-07-01 2049-07-01 3.5 - 3.5 5339845.00 4948499.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-12-20 2046-12-20 3 - 3 1000.00 654.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 2031-03-01 3.96 - 3.96 1000.00 1130.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 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 FGA465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2048-04-01 0 - 4 652309.00 543103.83 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-03-01 0 - 7 4635545.00 1649161.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-05-20 2048-12-20 2.358 - 4.5 57017.00 19675.48 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2048-08-15 0 - 4.375 850616.81 847741.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-09-25 2.126 - 2.126 1000.00 939.48 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0163 3000000.00 3000000.00 0.0005 N N N Y BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VJW2DOOHGDT6PR0ZRO63 FGB030000_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 2031-10-01 2032-05-01 6.5 - 6.5 4386.87 8.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 116.98 1.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 11714.86 1039.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 4913.30 10.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 10474.90 34.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 163.78 3.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 70.19 13.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 4.5 13379.08 8976.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 7155.40 68.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 222.27 16.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 550.06 19.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 2924.58 10.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 4230.42 59.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 438.69 6.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 292.46 22.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3.5 202035.81 209064.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 97.90 4.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 842.28 14.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 701.90 34.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 30591.14 27436.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 198.87 163.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 461.66 405.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 315.85 6.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 830.58 513.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 29673.93 119.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 4241.65 2688.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2050-02-01 3 - 5 2748833.66 2853498.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 3117.84 329.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 3228.74 127.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2050-01-20 2.5 - 9.5 4146909.08 3366960.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 289513.32 145414.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 11.70 2.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 562.26 275.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 35.90 18.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 22225.45 22511.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 2.5 - 4.5 1398719.98 1431184.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 180329.81 30.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 1428.76 449.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 70.28 37.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2045-02-01 3 - 6.5 27845.02 1528.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 5849.17 3742.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 163.78 93.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-12-01 3 - 3 38832.06 30096.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 121304.38 3810.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 1884.10 475.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 28787.04 13316.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 14164.76 450.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 19185.27 12714.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 21302.66 7365.78 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 46.79 48.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 2.5 - 2.5 651316.36 659534.30 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-04 2049-11-15 0 - 7.625 11688626.49 11823355.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-03 2026-03-13 0 - 5.375 4452315.48 4513578.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 476176.52 447894.88 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-03 2045-01-30 1.576 - 5.05 1417124.40 1439936.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 436189.33 442593.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-02-15 2049-06-01 1.375 - 7.5 1045309.43 511084.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2050-02-01 1.2 - 9.5 8997753.85 7818577.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 14916.02 61.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 35095000.00 35095000.00 0.0064 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.56% 549300HN4UKV1E2R3U73 FEJ751000 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 2032-02-20 2049-11-15 3 - 6 16127743.00 12256973.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0155 12000000.00 12000000.00 0.0022 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.57% 549300HN4UKV1E2R3U73 FFB483000 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 2041-01-20 2050-01-20 3.5 - 5 41595979.00 24507758.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 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 0.0156 24000000.00 24000000.00 0.0044 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.57% 2IGI19DL77OX0HC3ZE78 FFC994000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2047-10-01 3.5 - 4 3679.00 2063.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 10600706.00 10697912.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 4310.00 3585.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-04-01 2049-03-01 3.5 - 5.5 11155405.00 2568582.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 13000000.00 13000000.00 0.0024 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-09-01 2049-03-01 3.5 - 4.5 23670.00 19148.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 3393450.00 3057401.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 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 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 2026-05-31 2044-02-15 0.75 - 5 2219900.00 2778156.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2039-06-10 3 - 4.125 280000.00 286676.84 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2065-09-15 0 - 4.25 10000.00 9550.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2029-05-15 1.5 - 6.25 4000.00 4400.07 Agency Debentures and Agency Strips Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 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 RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 9000.00 8897.61 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-02-15 1.375 - 8.125 17067500.00 18344665.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.56 - 3.56 1000.00 1120.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-07 2021-07-07 1.875 - 1.875 10000.00 10087.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-30 2023-01-30 1.75 - 1.75 1000.00 1000.36 Agency Debentures and Agency Strips Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 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 1.59%, dated 1/31/2020 due 02/03/2020 E57ODZWZ7FF32TWEFA76 FGB030000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 5362.91 521.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 55350.87 62535.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2045-12-01 0 - 8 479651.62 225394.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-02-15 2049-10-20 2.5 - 10.5 5870071.74 117290.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 149.67 0.72 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2023-12-20 2029-08-27 2.59 - 3.5 14455.51 14649.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-12-01 1.375 - 9.5 1035594.20 667251.27 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 26332.73 28718.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 16358.78 115.13 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 142990.94 118664.58 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 8.75 7107151.98 7978562.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 7.14 7.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 9015000.00 9015000.00 0.0016 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 MBNUM2BPBDO7JBLYG310 FGB030000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.13 169489.04 180741.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 82777.20 91796.66 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-04 2025-01-31 0 - 1.69 3690513.86 3685182.87 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-10-01 3.77 - 4.21 148023.47 169216.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.35 - 2.35 28611.91 29499.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2034-01-01 3.55 - 4.045 193985.95 218179.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2039-11-01 3.836 - 4.014 2289.39 1.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 91837.97 99744.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-01 2050-02-01 2.5 - 11 6469568.14 4556477.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.59 - 3.63 147908.88 165675.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0158 9015000.00 9015000.00 0.0016 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.59%, dated 1/31/2020 due 02/03/2020 1VUV7VQFKUOQSJ21A208 FGB030000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2045-08-15 0 - 4.25 10102835.01 10564931.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-03-01 3 - 4 1110699.50 709896.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 41826.04 42144.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-08-01 3 - 4.5 1884667.32 1393468.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2049-12-20 3 - 5 2112887.15 1098193.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 13523000.00 13523000.00 0.0025 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.60% 7LTWFZYICNSX8D621K86 FGA799000 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 5995400.00 6180824.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 6000000.00 6000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.57% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2030-06-01 4.5 - 4.5 1000000.00 91776.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-06-01 7 - 7 973974.00 25139.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 516814.00 495728.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 5.5 - 5.5 1282096.00 421862.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2034-04-01 3.5 - 5 877961.00 258834.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-06-20 2046-10-20 2.9 - 6.5 41450569.00 18964603.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 4.5 - 4.5 71707.00 6937.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.46 - 2.46 1591360.00 1632490.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-10-01 2037-12-01 5.5 - 6 2049634.00 112751.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2049-08-01 2.5 - 7 32752314.00 2415273.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-08-01 6 - 6 3000000.00 62076.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0156 24000000.00 24000000.00 0.0044 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.57% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2030-01-01 7.5 - 7.5 804937.00 8589.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 11496.00 6062.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-07-01 2030-07-01 6 - 6 3990012.00 63227.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 59000.00 29013.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2040-07-01 5 - 5 5600000.00 1059287.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2048-05-01 4.5 - 5.5 5691792.00 2538022.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-08-20 2054-01-15 3 - 5 4614359.00 3195756.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2022-03-01 6 - 6 2017576.00 12451.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-10-01 2049-07-01 2 - 7 60842484.00 10421730.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 5 - 5 1450000.00 186377.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2038-08-01 3.5 - 3.5 50000.00 36804.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2036-06-01 6 - 6 869950.00 24055.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 1888168.00 1990549.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 5 - 5 9440336.00 4554767.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2034-07-01 5.5 - 5.5 380520.00 18846.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5 - 5 1705000.00 269097.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2036-11-01 5.5 - 5.5 544000.00 10916.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-09-01 2021-09-01 5 - 5 3828224.00 20019.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2024-01-01 6 - 6 970000.00 39760.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0156 24000000.00 24000000.00 0.0044 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.59% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 9537212.00 9683837.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-12-01 2046-12-01 3 - 3 82254.00 61028.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2035-12-01 6.5 - 6.5 145000.00 122708.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2038-09-01 5.5 - 6 7000999.00 280684.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2025-02-01 4 - 4 628199.00 19683.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-03-01 2047-08-01 3 - 3.5 3311944.00 2617259.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 3.5 - 3.5 2095030.00 1757716.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-05-01 5 - 5 100000.00 13671.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2056-09-01 3.5 - 7 47816199.00 26930369.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 5 - 5 272112.00 50116.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2027-08-01 5 - 6 10311348.00 288464.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 41000000.00 41000000.00 0.0074 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.59% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2049-08-01 2.5 - 6.5 30261430.00 29489904.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 4 - 4 1118742.00 1201854.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 5635144.00 6034728.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0158 36000000.00 36000000.00 0.0065 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 CYYGQCGNHMHPSMRL3R97 FGB030000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2033-10-01 4.03 - 4.18 55533.77 64938.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3.93 - 3.93 18029.33 20791.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 2.5 - 2.5 22714.18 22737.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 251119.77 260965.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2048-09-01 3.5 - 6.5 1385928.51 779532.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 23737.82 24731.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-15 2045-12-15 4 - 4 11892.47 8193.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.24 - 4.24 13522.00 15771.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.775 - 3.775 7355.97 8468.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-01-01 3 - 4.564 7171258.34 5553595.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 84362.71 88688.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 45268.27 48718.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 6761000.00 6761000.00 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.56% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 1910476.00 2080440.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 417588.00 434420.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 5 - 5 1126950.00 1236311.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3 - 3 2738688.00 2636146.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2048-11-01 4 - 4.5 1735655.00 1484812.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-09-01 2046-12-01 3.5 - 3.5 10890524.00 4371050.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 12000000.00 12000000.00 0.0022 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.59%, dated 1/31/2020 due 02/03/2020 KBVRJ5K57JZ3E2AVWX40 FGB030000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 97.64 97.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 227.04 219.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 46509.89 47620.33 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2028-08-15 0 - 2.875 147848.54 149344.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 55594.27 58759.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 2.35 - 5 7039560.53 3367012.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 2.309 - 7 519940.88 317460.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 45941.13 36522.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2048-11-20 3.875 - 5 300.70 166.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 70208.05 71948.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 15912.77 16084.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 3985000.00 3985000.00 0.0007 N Y 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-03-20 2049-03-20 4.5 - 4.5 11627182.00 8158954.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 11092.00 9967.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 8000000.00 8000000.00 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 9889662.00 6120931.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 6410.00 5760.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 6000000.00 6000000.00 0.0011 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-03-20 4.5 - 5 12318638.00 8159969.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 9962.00 8951.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0163 8000000.00 8000000.00 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6589807.00 4078577.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 4272.00 3838.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0163 4000000.00 4000000.00 0.0007 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6588009.00 4077465.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-12-01 2042-12-01 2.88 - 2.88 8887.00 3836.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0163 4000000.00 4000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 3293553.00 2038453.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-04-01 2043-04-01 4 - 4 2138.00 1921.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-12-01 2042-12-01 2.88 - 2.88 13423.00 5794.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 9910361.00 6133742.48 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 2035-05-01 2049-04-01 4 - 7.5 63624.00 8215.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2049-03-20 3.875 - 4.5 13102433.00 9190386.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-12-01 2042-12-01 2.88 - 2.88 5111.00 2206.25 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 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 498176.00 504700.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-06-01 2049-05-01 2.5 - 6.5 8536673.00 5616891.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 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 1.59%, dated 1/31/2020 due 02/03/2020 ZBUT11V806EZRVTWT807 FGB030000_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 2023-01-01 2023-01-01 2 - 2 5216.37 590.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 29319.24 27338.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-11-01 2021-11-01 6 - 6 29097.10 149.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-04-01 5 - 5 6911.05 5170.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 4 - 6 189041.80 147341.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 15179.63 463.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 50557.11 1247.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-08-01 5 - 5.5 78049.53 1990.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-08-01 2036-08-01 6 - 7 60667.77 1059.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 3369.29 133.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3 237941.51 245481.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2034-03-01 5 - 5 8129.71 154.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 1673.19 62.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 84245.62 86238.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.5 - 4 14189.60 12729.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 41511.14 41825.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 4 - 4.5 268463.11 285136.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 11685.79 8814.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3 - 5.5 56768.19 53469.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 5 - 5 23280.64 4503.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-12-01 5 - 5.5 35878.75 29473.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.64 - 2.64 95542.97 99955.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 18732.77 16862.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 550377.60 530043.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 7666.52 5245.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2059-06-15 2.5 - 7 5793990.07 5347901.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-10-01 4 - 4 103802.88 103285.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 367.13 186.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 2.5 - 4.5 2431264.90 2458119.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2033-02-01 6 - 7 29604.34 116.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 6 475410.59 10353.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 28585.69 280.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 4 - 4 130.41 44.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2045-01-01 3.5 - 5.5 211358.28 123621.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 14330.63 12045.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 40981.37 4594.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 277228.94 242646.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-06-01 5.5 - 5.5 1630.34 428.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 5252.54 2233.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 135.46 84.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3.5 - 3.5 10954.37 4458.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2033-06-01 2.5 - 6 112941.89 8313.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 27622.59 28875.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2039-08-15 1.75 - 4.5 19975568.66 21690285.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 7780.78 7950.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 43.44 31.89 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 40359.03 40784.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2050-01-01 2.344 - 7.5 4318151.72 1152033.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2058-01-01 2 - 7.5 21066898.34 15452778.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 5216.37 346.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 47344000.00 47344000.00 0.0086 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.59%, dated 1/31/2020 due 02/03/2020 ZOMOLU8CGIZRYZ7PFU34 FGB030000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 421.59 417.49 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2046-08-15 1.125 - 3.125 8063536.20 8463483.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-02-01 2050-01-01 3 - 5.5 3304900.32 3183291.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 3 - 3 39116.53 33255.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2049-04-01 4 - 4.5 294187.44 275521.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 11720000.00 11720000.00 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.62% K5HU16E3LMSVCCJJJ255 FFB370000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2036-09-01 4 - 4 1513109.00 836303.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 5014272.00 5285551.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-09-01 2049-06-01 3.955 - 4.5 40458296.00 2047692.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 8000000.00 8000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FFI623000 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 2041-06-01 2041-06-01 4 - 4 439999.00 139276.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2044-08-01 2.5 - 3.798 30316863.00 4392522.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-12-01 2047-05-01 3.5 - 4.585 13822455.00 1590152.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0163 6000000.00 6000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA346000 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 2047-09-01 2047-09-01 2.98 - 2.98 7510704.00 3809923.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.52 - 3.52 2094800.00 2333509.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-08-01 2044-08-01 4.025 - 4.025 17936187.00 997875.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0164 7000000.00 7000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA344000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2044-08-01 3.062 - 3.875 11524935.00 205623.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-10-01 2050-01-01 2.742 - 4 18769982.00 9996246.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0164 10000000.00 10000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA347000 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 2020-08-01 2043-08-01 3.585 - 6 34301225.00 333085.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2028-05-01 2.5 - 2.5 75000.00 25144.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2032-07-01 2.5 - 2.5 3170000.00 2265983.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 1091920.00 1239555.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-02-01 2022-02-01 6 - 6 12440112.00 73956.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2026-10-01 3 - 3 105491.00 6011.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2043-04-01 3.5 - 4.5 14828192.00 4217758.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0164 8000000.00 8000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA788000 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 2021-02-01 2044-06-01 3.5 - 5.5 16487531.00 467812.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2048-08-01 2.646 - 4 3642591.00 2119811.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 5400000.00 5573497.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 8000000.00 8000000.00 0.0015 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 7TK5RJIZDFROZCA6XF66 FGB030000_08126 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 2049-02-20 2049-12-20 3 - 4 5394498.26 4598546.40 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2023-08-15 0 - 2.5 11922560.14 11956227.83 U.S. Treasuries (including strips) Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 16228000.00 16228000.00 0.0029 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.59% 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 2040-08-01 2040-08-01 4.5 - 4.5 721840.00 116815.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 3.5 - 3.5 4934997.00 3727361.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2049-01-01 3 - 4.602 26443548.00 2199068.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5 - 5 1815900.00 1831106.23 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2028-02-15 0 - 2.75 19823900.00 21981608.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2041-11-01 4 - 4 4540447.00 1727892.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 1500000.00 1084849.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2049-01-01 2.5 - 8 25536747.00 2015955.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 34000000.00 34000000.00 0.0062 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FGA345000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 1600.00 1661.50 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2048-12-01 4 - 4.5 7438664.00 6119507.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0164 6000000.00 6000000.00 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FGA905000 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 2042-12-01 2042-12-01 3.5 - 3.5 14039032.00 7140981.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 7000000.00 7000000.00 0.0013 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.59%, dated 1/31/2020 due 02/03/2020 OXTKY6Q8X53C9ILVV871 FGB030000_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 2020-11-01 2049-04-01 2.5 - 9 3731674.36 280089.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 8673.45 9151.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 90953.46 90649.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 2752858.94 2346922.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 110013.13 77668.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-25 2055-09-01 2.86 - 8.5 6012395.30 4887887.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 4.5 2543630.96 2565169.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 167.85 150.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.21 - 3.21 53693.29 58554.34 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2025-01-15 1.375 - 2.875 935457.60 1012242.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 473.53 474.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 23918.67 25457.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 102371.89 110937.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 115309.12 119960.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 2882727.23 2118561.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 235.96 233.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 13433000.00 13433000.00 0.0024 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.56% OXTKY6Q8X53C9ILVV871 FFJ087000 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 12526.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2047-05-01 2.5 - 7.5 16303475.00 4297575.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 4 11685704.00 8929035.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3 - 3 502746.00 406075.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2052-09-01 2.5 - 6 7595972.00 5117805.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 3 - 3.5 609418.00 622020.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 19000000.00 19000000.00 0.0035 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.59% OXTKY6Q8X53C9ILVV871 FGA258000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 1000.00 1105.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-03-01 2050-02-01 3 - 4 4020792.00 4043576.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2050-01-20 3.5 - 3.5 29398287.00 30577351.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 62777.00 64093.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0158 34000000.00 34000000.00 0.0062 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 2027-11-15 2047-02-15 0.75 - 6.125 4823800.00 6099039.26 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2049-11-20 2.5 - 4 81745.00 49778.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-09-01 2049-08-01 3 - 5 43087.00 20001.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 4325.00 4313.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 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, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.59%, dated 1/31/2020 due 02/03/2020 549300QJJX6CVVUXLE15 FGB030000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 6.5 2868225.13 3087793.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 9071.37 6166.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 5.81 4.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2050-01-20 2.5 - 5 7256228.96 4779816.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 19713.76 20127.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 13154.33 8780.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 109978.26 91481.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 88882.24 77089.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2049-08-01 3 - 5.5 542887.06 191549.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 31466.99 23489.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 8114000.00 8114000.00 0.0015 N Y Y N RBC Financial Group RBC Financial Group, 1.60% ES7IP3U3RHIGC71XBU11 FGA442000 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 2049-12-01 2049-12-01 3 - 3 12696807.00 12984192.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-08-01 2042-08-01 3.5 - 3.5 30796527.00 12519207.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0159 25000000.00 25000000.00 0.0045 N N Y N RBC Financial Group RBC Financial Group, 1.60% ES7IP3U3RHIGC71XBU11 FGA264000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4 37879749.00 16195369.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3 - 3 1000.00 961.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 9150829.00 9308203.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0159 25000000.00 25000000.00 0.0045 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 FARM CREDIT 2029-07-02 2029-07-02 2.93 - 2.93 21000.00 21110.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2049-01-01 2.299 - 4.5 328526.00 172306.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.84 - 3.84 9940000.00 11340963.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2049-10-20 3 - 4.5 15505589.00 15734431.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1995349.00 2029664.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-01 2050-01-01 3 - 4.5 33674670.00 23924040.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 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 Societe Generale Societe Generale, 1.59% O2RNE8IBXP4R0TD8PU41 FGA286000 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 2046-02-15 1.75 - 4.25 6894700.00 7141469.41 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0158 7000000.00 7000000.00 0.0013 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB030000_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 1.75 - 3.75 9635252.13 10337982.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-11-01 2.5 - 4 6775657.14 5819072.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-11-20 3 - 4.5 12102956.14 7876580.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 23480000.00 23480000.00 0.0043 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.59%, dated 1/31/2020 due 02/03/2020 5U0XI89JRFVHWIBS4F54 FGB030000_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 7249585.61 7361729.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 4507575.76 4534673.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-01-01 2.5 - 3.5 83613191.74 79800532.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 89250000.00 89250000.00 0.0162 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.56% SUVUFHICNZMP2WKHG940 FFJ052000 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 2049-08-01 2049-08-01 3.5 - 3.5 31761296.00 30607956.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 30000000.00 30000000.00 0.0054 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.59%, dated 1/31/2020 due 02/03/2020 VYVVCKR63DVZZN70PB21 FGB030000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 87938.97 90201.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 35460.29 36657.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-27 2049-10-25 3.361 - 3.912 63501.43 56185.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4 16164992.88 16602773.76 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2029-11-15 1.75 - 3.125 5665476.09 5811006.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-10-01 3.5 - 3.5 25815.31 26696.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 69113.62 71510.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 212071.21 219086.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 83460.96 85595.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 3.5 300936.41 311602.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 10922.25 11265.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 4 - 4 8230.61 8439.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 32414.61 33557.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 12400.70 12835.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3.5 462384.19 474464.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 8065.63 8286.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3.5 - 4.5 494691.02 511404.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 23890000.00 23890000.00 0.0043 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 2046-06-20 2048-09-20 3.5 - 5.5 43888561.00 24486365.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 24000000.00 24000000.00 0.0044 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.60% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 17292437.00 18362448.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0159 18000000.00 18000000.00 0.0033 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 0.0125 11992658.28 11992658.28 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 0.0146 30253460.03 30253460.03 0.0055 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 0.0150 6960300.27 6960300.27 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 0.0116 20991420.24 20991420.24 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 0.0132 15685904.23 15685904.23 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 0.0151 31808676.48 31808676.48 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 0.0150 10946632.84 10946632.84 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 0.0150 15954948.96 15954948.96 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 0.0154 27775601.84 27775601.84 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 0.0144 53812800.04 53812800.04 0.0098 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 0.0128 27980519.28 27980519.28 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 0.0134 27972544.32 27972544.32 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 0.0141 1997365.58 1997365.58 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 0.0144 55893588.24 55893588.24 0.0102 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 0.0075 20997440.52 20997440.52 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-02-03 2020-04-30 2020-04-30 N N N 0.0155 4000123.64 4000123.64 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 3001314.99 3001314.99 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 0.0162 12043125.00 12043125.00 0.0022 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 0.0167 11029648.41 11029648.41 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 0.0158 11001718.75 11001718.75 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 0.0160 4004531.24 4004531.24 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 0.0156 9997265.60 9997265.60 0.0018 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 0.0160 12023906.28 12023906.28 0.0022 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 0.0160 23116796.76 23116796.76 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 0.0160 24002812.56 24002812.56 0.0044 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 0.0162 30161718.60 30161718.60 0.0055 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 0.0164 2997304.68 2997304.68 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 1999062.50 1999062.50 0.0004 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 0.0157 13984140.66 13984140.66 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 0.0158 3008203.14 3008203.14 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 0.0159 9085429.71 9085429.71 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0161 18104765.58 18104765.58 0.0033 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 0.0161 17050468.75 17050468.75 0.0031 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 0.0158 4030625.00 4030625.00 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 0.0156 998632.81 998632.81 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 0.0156 2002968.76 2002968.76 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 0.0170 7011484.34 7011484.34 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 0.0157 998710.94 998710.94 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-02-03 2021-10-31 2021-10-31 N N N 0.0166 50152028.00 50152028.00 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 0.0166 2001887.04 2001887.04 0.0004 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA917000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 11000000.00 11000000.00 0.0020 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FGA920000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 22000000.00 22000000.00 0.0040 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA927000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 9000000.00 9000000.00 0.0016 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA930000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 5000000.00 5000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGA921000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-02-07 2020-02-07 2020-02-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 8000000.00 8000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2020-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer