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2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-14 2020-05-14 N N N 0.0011 9999030.60 9999030.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-28 2020-08-28 N N N 0.0023 23980229.52 23980229.52 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-19 2020-08-19 N N N 0.0004 16999187.40 16999187.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-11-06 2020-11-06 N N N 0.0027 4993171.75 4993171.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-05 2020-08-05 N N N 0.0020 7995430.56 7995430.56 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-22 2020-04-22 N N N 0.0010 4999792.80 4999792.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-04 2020-09-04 N N N 0.0024 25977822.00 25977822.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-21 2020-08-21 N N N 0.0004 16999667.65 16999667.65 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-28 2020-09-28 N N N 0.0026 11986477.56 11986477.56 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-25 2021-02-25 N N N 0.0013 5995389.96 5995389.96 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-09 2021-02-09 N N N 0.0028 8982025.29 8982025.29 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-01-28 2021-01-28 N N N 0.0013 7995528.24 7995528.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-01-22 2021-01-22 N N N 0.0023 3994381.32 3994381.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-28 2020-09-28 N N N 0.0006 999979.14 999979.14 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-05-14 2021-05-14 N N N 0.0032 33905087.64 33905087.64 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-06 2020-05-06 N N N 0.0007 7000015.61 7000015.61 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-26 2021-02-26 N N N 0.0013 21989069.08 21989069.08 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt 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0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-11 2020-05-11 N N N 0.0011 11999721.00 11999721.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-07-23 2021-07-23 N N N 0.0017 12985320.66 12985320.66 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-02 2020-10-02 2020-10-02 N N N 0.0011 21997764.80 21997764.80 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-11 2020-09-11 N N N 0.0025 21985111.94 21985111.94 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 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N/A N/A 2020-04-01 2020-10-01 2020-10-01 N N N 0.0009 13001648.92 13001648.92 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-10 2020-06-10 N N N 0.0004 10001574.00 10001574.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-07 2020-10-07 N N N 0.0027 18986897.79 18986897.79 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-02-10 2022-02-10 N N N 0.0019 7990304.48 7990304.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-12 2021-03-12 N N N 0.0014 13997798.92 13997798.92 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-16 2020-10-16 N N N 0.0027 12991266.73 12991266.73 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-06-04 2021-06-04 N N N 0.0016 7998560.48 7998560.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-10 2021-03-10 N N N 0.0013 11001569.81 11001569.81 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XK0 2549001DPIFGXC1TOL40 US313384XK02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0007 11998670.04 11998670.04 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 11998576.68 11998576.68 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-24 2020-07-24 N N N 0.0019 25998355.50 25998355.50 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-04-09 2021-04-09 N N N 0.0028 9989620.30 9989620.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 313384YN3 2549001DPIFGXC1TOL40 US313384YN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0007 43992813.48 43992813.48 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0009 11997240.00 11997240.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 5998560.00 5998560.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0009 58885716.75 58885716.75 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0009 25993630.00 25993630.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-25 2020-09-25 N N N 0.0024 19998034.60 19998034.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-25 2020-09-25 N N N 0.0026 25997445.24 25997445.24 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 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 0.0007 45598936.15 45598936.15 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0011 18991581.86 18991581.86 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0009 17994555.00 17994555.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-25 2021-03-25 N N N 0.0031 29894066.64 29894066.64 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0013 13992214.46 13992214.46 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0013 18989365.32 18989365.32 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0013 25984320.44 25984320.44 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 10993008.84 10993008.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0013 11992329.96 11992329.96 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0014 5995403.34 5995403.34 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 1.58% 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 0.0007 7999424.48 7999424.48 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 1.58% 313384WZ8 2549001DPIFGXC1TOL40 US313384WZ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0007 28997349.69 28997349.69 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0007 1999720.00 1999720.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0013 36977286.07 36977286.07 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0014 7994306.64 7994306.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0028 12001465.68 12001465.68 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0013 4996876.40 4996876.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0034 4000390.96 4000390.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130AJDN6 2549001DPIFGXC1TOL40 US3130AJDN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 3002888.25 3002888.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384F20 2549001DPIFGXC1TOL40 US313384F204 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0013 1998844.44 1998844.44 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AJDU0 2549001DPIFGXC1TOL40 US3130AJDU05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 12011553.00 12011553.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 12011023.80 12011023.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 9994113.90 9994113.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% 313384XY0 2549001DPIFGXC1TOL40 US313384XY06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0007 13998094.46 13998094.46 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384VV8 2549001DPIFGXC1TOL40 US313384VV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0007 99996306.00 99996306.00 0.0142 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AJDW6 2549001DPIFGXC1TOL40 US3130AJDW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0028 3001802.67 3001802.67 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-18 2020-08-18 2020-08-18 N N N 0.0058 5999541.36 5999541.36 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AHQ22 2549001DPIFGXC1TOL40 US3130AHQ222 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0064 8999928.90 8999928.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2021-02-16 2021-02-16 N N N 0.0072 11993676.24 11993676.24 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-09-11 2020-09-11 N N N 0.0070 1999758.40 1999758.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-09-11 2020-09-11 N N N 0.0070 8998912.80 8998912.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-14 2020-12-14 2020-12-14 N N N 0.0071 8997654.96 8997654.96 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 12000075.60 12000075.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 4000025.20 4000025.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0065 1000014.28 1000014.28 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0065 6000073.20 6000073.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-12-11 2020-12-11 N N N 0.0073 11996527.32 11996527.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-06-15 2020-06-15 N N N 0.0066 1000051.24 1000051.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2021-02-11 2021-02-11 N N N 0.0073 11995886.52 11995886.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-07-15 2020-07-15 N N N 0.0065 3000352.29 3000352.29 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-11-16 2020-11-16 N N N 0.0068 10001259.10 10001259.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-08-20 2020-08-20 N N N 0.0074 5999538.18 5999538.18 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-08-13 2020-08-13 N N N 0.0077 2999718.63 2999718.63 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0071 2000034.78 2000034.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% to 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 0.0007 6999591.69 6999591.69 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2021-01-13 2021-01-13 N N N 0.0080 8996763.24 8996763.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-05-20 2020-05-20 N N N 0.0072 13000573.69 13000573.69 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-08-12 2020-08-12 N N N 0.0078 11999537.52 11999537.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-19 2021-03-19 2021-03-19 N N N 0.0076 4000209.12 4000209.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-19 2021-03-19 2021-03-19 N N N 0.0076 21001097.88 21001097.88 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-08-12 2020-08-12 N N N 0.0078 27999945.12 27999945.12 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2021-02-12 2021-02-12 N N N 0.0082 3998619.96 3998619.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2021-02-12 2021-02-12 N N N 0.0080 11997929.76 11997929.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0076 14000083.86 14000083.86 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0074 5000075.45 5000075.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-05-12 2020-05-12 N N N 0.0076 12000413.88 12000413.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-07-17 2020-07-17 N N N 0.0075 7000820.82 7000820.82 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 2999884.95 2999884.95 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 13999454.98 13999454.98 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 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 0.0007 9999494.40 9999494.40 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AHTN3 2549001DPIFGXC1TOL40 US3130AHTN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0082 5999922.84 5999922.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 2000399.26 2000399.26 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 6001197.78 6001197.78 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 13002595.19 13002595.19 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2021-02-22 2021-02-22 N N N 0.0094 5996736.90 5996736.90 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0088 23999916.48 23999916.48 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% to 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0007 8998897.50 8998897.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2021-03-24 2021-03-24 N N N 0.0094 11994712.32 11994712.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2021-03-24 2021-03-24 N N N 0.0094 2998678.08 2998678.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 5997341.16 5997341.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 1999113.72 1999113.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 11994652.32 11994652.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 2998670.58 2998670.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-21 2020-08-21 2020-08-21 N N N 0.0089 12000932.52 12000932.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2020-05-26 2020-05-26 N N N 0.0088 1000046.29 1000046.29 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 13002523.17 13002523.17 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2021-02-23 2021-02-23 N N N 0.0094 1899806.83 1899806.83 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-06-24 2020-06-24 N N N 0.0086 2000259.12 2000259.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-08-24 2020-08-24 N N N 0.0090 10000793.50 10000793.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2020-08-26 2020-08-26 N N N 0.0089 4000320.28 4000320.28 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 8997767.28 8997767.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 11997023.04 11997023.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-07-28 2020-07-28 N N N 0.0089 3000282.60 3000282.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-08-24 2020-08-24 N N N 0.0090 6000713.88 6000713.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-11-24 2020-11-24 N N N 0.0091 26004106.18 26004106.18 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-08-28 2020-08-28 N N N 0.0091 26002072.98 26002072.98 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-07-28 2020-07-28 N N N 0.0089 6000662.52 6000662.52 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHHZ9 2549001DPIFGXC1TOL40 US3130AHHZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-01 2020-05-01 N N N 0.0093 2000007.20 2000007.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0095 11999958.96 11999958.96 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-11-27 2020-11-27 N N N 0.0096 3999477.04 3999477.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0096 5999982.84 5999982.84 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2021-01-08 2021-01-08 N N N 0.0101 7997203.52 7997203.52 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 5000261.85 5000261.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 19000619.78 19000619.78 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2021-01-22 2021-01-22 N N N 0.0093 2001009.54 2001009.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 3000209.49 3000209.49 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-07-07 2020-07-07 N N N 0.0095 7000869.54 7000869.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 8000558.64 8000558.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-08-07 2020-08-07 N N N 0.0097 2000139.66 2000139.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-07-08 2020-07-08 N N N 0.0095 7000864.57 7000864.57 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 2000253.92 2000253.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 7000888.72 7000888.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 1000126.96 1000126.96 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313384VY2 2549001DPIFGXC1TOL40 US313384VY24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0007 12999443.86 12999443.86 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.05% to 1.45% 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0007 13999373.92 13999373.92 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 13001358.37 13001358.37 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 313384VP1 2549001DPIFGXC1TOL40 US313384VP17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-14 2020-04-14 2020-04-14 N N N 0.0007 5999848.32 5999848.32 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% to 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 0.0006 13999836.62 13999836.62 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 313384VJ5 2549001DPIFGXC1TOL40 US313384VJ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0006 5999906.64 5999906.64 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 23999040.72 23999040.72 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 11999513.64 11999513.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 1.54% 313384XJ3 2549001DPIFGXC1TOL40 US313384XJ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0007 32996406.63 32996406.63 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313384WD7 2549001DPIFGXC1TOL40 US313384WD77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0007 11999370.00 11999370.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% to 1.57% 313384WF2 2549001DPIFGXC1TOL40 US313384WF26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0007 13999210.54 13999210.54 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 6000006.42 6000006.42 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 3000003.21 3000003.21 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 2000094.60 2000094.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 3000141.90 3000141.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 10000473.00 10000473.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 1000047.30 1000047.30 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 16000017.12 16000017.12 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AHD59 2549001DPIFGXC1TOL40 US3130AHD592 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0146 12000478.32 12000478.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130AE2R0 2549001DPIFGXC1TOL40 US3130AE2R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0157 999949.56 999949.56 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 1999747.22 1999747.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AE6Z8 2549001DPIFGXC1TOL40 US3130AE6Z86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0164 999905.43 999905.43 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0148 1000072.13 1000072.13 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-01 2020-06-01 N N N 0.0153 28001315.72 28001315.72 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-01 2020-09-01 N N N 0.0155 2000158.84 2000158.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WU9 2549001DPIFGXC1TOL40 US313384WU92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0007 5999509.98 5999509.98 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 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 0.0007 21998117.68 21998117.68 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384XA2 2549001DPIFGXC1TOL40 US313384XA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0007 5999440.02 5999440.02 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 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 0.0007 9999047.20 9999047.20 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384VS5 2549001DPIFGXC1TOL40 US313384VS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0007 2999906.67 2999906.67 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AE3N8 2549001DPIFGXC1TOL40 US3130AE3N83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0169 999929.17 999929.17 0.0001 N N N 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 0.0007 6999523.58 6999523.58 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0007 28997124.07 28997124.07 0.0041 N N Y 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 0.0032 9023783.13 9023783.13 0.0013 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 0.0031 4010731.48 4010731.48 0.0006 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 0.0031 9024145.83 9024145.83 0.0013 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 0.0009 999702.50 999702.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0032 6001002.60 6001002.60 0.0009 N N Y 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 0.0034 3000806.34 3000806.34 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 0.0032 6015980.22 6015980.22 0.0009 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 0.0007 4999251.40 4999251.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ADZP0 2549001DPIFGXC1TOL40 US3130ADZP02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0164 3999935.32 3999935.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTA1 2549001DPIFGXC1TOL40 US3130AHTA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0038 3001910.13 3001910.13 0.0004 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 0.0037 3001930.35 3001930.35 0.0004 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 0.0036 6004738.44 6004738.44 0.0009 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 0.0036 6004738.44 6004738.44 0.0009 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 0.0036 12010681.32 12010681.32 0.0017 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 0.0031 6016842.84 6016842.84 0.0009 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 0.0030 12035950.08 12035950.08 0.0017 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 0.0030 12035950.08 12035950.08 0.0017 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 0.0029 6018733.92 6018733.92 0.0009 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 0.0007 1999665.56 1999665.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0163 14998434.15 14998434.15 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-11-04 2020-11-04 N N N 0.0159 3000389.46 3000389.46 0.0004 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 5999330.46 5999330.46 0.0009 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 0.0030 10033076.10 10033076.10 0.0014 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 0.0030 12039395.16 12039395.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-01 2020-05-01 N N N 0.0152 25002171.75 25002171.75 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0165 8999075.16 8999075.16 0.0013 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 0.0166 34996818.50 34996818.50 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-01 2021-02-01 N N N 0.0159 1000509.65 1000509.65 0.0001 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 0.0039 6003246.36 6003246.36 0.0009 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 0.0007 1999918.34 1999918.34 0.0003 N N Y 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 0.0168 11999427.48 11999427.48 0.0017 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 0.0037 3001503.06 3001503.06 0.0004 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 0.0037 3001502.88 3001502.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0170 4999468.35 4999468.35 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AF2V8 2549001DPIFGXC1TOL40 US3130AF2V81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0178 11999944.20 11999944.20 0.0017 N N Y N Freddie Mac Freddie Mac, 0.01% 3134GTC43 US3134GTC432 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-13 2020-04-13 N N N 0.0008 999976.49 999976.49 0.0001 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-08 2020-05-08 N N N 0.0008 13999411.02 13999411.02 0.0020 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-09 2020-09-09 N N N 0.0003 26000812.76 26000812.76 0.0037 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-05 2021-02-05 N N N 0.0007 3998878.68 3998878.68 0.0006 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-08 2020-09-08 N N N 0.0003 27000870.48 27000870.48 0.0038 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-06 2020-05-06 N N N 0.0008 25999218.70 25999218.70 0.0037 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-12-14 2020-12-14 N N N 0.0006 39997576.80 39997576.80 0.0057 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-12-10 2021-12-10 N N N 0.0038 17928891.72 17928891.72 0.0026 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-12-13 2021-12-13 N N N 0.0021 18993463.43 18993463.43 0.0027 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-03-11 2022-03-11 N N N 0.0023 19992147.20 19992147.20 0.0028 N N N N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2043-11-15 2.5 - 3.75 80496300.00 103625070.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 101000000.00 101000000.00 0.0144 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 7619600.00 11330036.27 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 11000000.00 11000000.00 0.0016 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.72% G5GSEF7VJP5I7OUK5573 FHI923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 4157800.00 6182480.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 6000000.00 6000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 3860000.00 4229847.99 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 4000000.00 4000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIF722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2028-08-15 0.154 - 7.625 7743600.00 9180024.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0003 9000000.00 9000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIG663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-08-15 0 - 8.75 11729300.00 16444267.84 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 16000000.00 16000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 FID857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-08-15 0.139 - 7.875 17301100.00 23603192.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 23000000.00 23000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 FIB638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2041-11-15 2.25 - 5.5 22024700.00 25501566.35 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 25000000.00 25000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.17% R0MUWSFPU8MPRO8K5P83 FIB362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-08-15 0.045 - 7.5 12335400.00 15389879.15 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0017 15000000.00 15000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.46% R0MUWSFPU8MPRO8K5P83 FHH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-08-15 0 - 8.75 32785800.00 37790353.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 37000000.00 37000000.00 0.0053 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.50% R0MUWSFPU8MPRO8K5P83 FHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2049-08-15 0 - 7.875 35518900.00 47291001.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 46000000.00 46000000.00 0.0066 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.62% R0MUWSFPU8MPRO8K5P83 FHG696000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-05-15 0 - 6.5 21794800.00 26686469.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 26000000.00 26000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2044-11-15 0.139 - 5.25 4587500.00 5110095.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 5000000.00 5000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2046-11-15 0.045 - 4.25 10256600.00 11245206.59 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 11000000.00 11000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGD815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2039-05-15 0 - 6.875 7152300.00 7157263.70 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 7000000.00 7000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 0.043 - 6.875 3654600.00 4089419.62 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 4000000.00 4000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2049-08-15 0.3 - 7.5 17675800.00 20448511.45 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 20000000.00 20000000.00 0.0028 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2029-05-15 1.5 - 2.375 27494900.00 29581773.72 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 29000000.00 29000000.00 0.0041 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.5 - 3.125 5754800.00 6120524.47 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 6000000.00 6000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.5 - 3.125 5721000.00 6120440.17 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 6000000.00 6000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.50% 2IGI19DL77OX0HC3ZE78 FHD091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2045-08-15 1.5 - 3.625 702300.00 1031085.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 Y CIBC NY BRNCH (GOV REPO) 1.0000 1 N N/A N/A N N 0.0149 1000000.00 1000000.00 0.0001 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 FIG633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-01-31 2027-02-28 1.125 - 2.625 46042200.00 49980015.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 49000000.00 49000000.00 0.0070 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 FIG660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 28392400.00 33660162.87 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 33000000.00 33000000.00 0.0047 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 FIF460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2030-02-15 1.5 - 2.375 32875800.00 34680492.42 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0009 34000000.00 34000000.00 0.0048 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.15% 549300IMBXQ8SGH3HJ31 FIE727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2030-02-15 1.5 - 1.75 7785400.00 8160244.87 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0015 8000000.00 8000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.16% 549300IMBXQ8SGH3HJ31 FIE218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2030-02-15 1.125 - 2.875 6883300.00 8160284.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0016 8000000.00 8000000.00 0.0011 N Y Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FID191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 20907200.00 23461507.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 23000000.00 23000000.00 0.0033 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 9999400.00 11221062.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 11000000.00 11000000.00 0.0016 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 20907200.00 23461507.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-24 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 23000000.00 23000000.00 0.0033 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.02% 1VUV7VQFKUOQSJ21A208 FIG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2027-02-15 1.375 - 2.25 20719000.00 22485450.18 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 22000000.00 22000000.00 0.0031 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FIG652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2024-08-31 1.25 - 1.375 17698000.00 18391796.81 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 18000000.00 18000000.00 0.0026 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.01% ANGGYXNX0JLX3X63JN86 FIG635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-11-15 2045-11-15 3 - 3 8202300.00 11330043.76 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 11000000.00 11000000.00 0.0016 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 FIG636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 22304300.00 30900072.19 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 30000000.00 30000000.00 0.0043 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.01% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-28 2025-02-28 2.75 - 2.75 913400.00 1020026.28 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0001 N Y Y N DNB Bank ASA DNB Bank ASA, 0.10% 549300GKFG0RYRRQ1414 FIE211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2027-02-28 1.125 - 2.125 26806700.00 28560631.41 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 28000000.00 28000000.00 0.0040 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.00% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-11-15 2041-11-15 3.125 - 3.125 259907700.00 359000025.45 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 359000000.00 359000000.00 0.0512 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.01% 549300H47WTHXPU08X20 FIG561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2022-07-15 0.125 - 0.125 149476200.00 166260052.37 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 163000000.00 163000000.00 0.0232 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.01% 549300H47WTHXPU08X20 FIG613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 210560000.00 222297075.00 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 218000000.00 218000000.00 0.0311 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.01% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 12207000.00 13376620.30 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 13000000.00 13000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 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 24240000.00 27546486.29 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 27000000.00 27000000.00 0.0038 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.03% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2049-08-15 0 - 2.875 1711600.00 2056109.40 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0003 2000000.00 2000000.00 0.0003 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2049-08-15 0 - 3.125 2805700.00 3060340.65 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0005 3000000.00 3000000.00 0.0004 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FHA313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 4913600.00 5110996.37 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0162 5000000.00 5000000.00 0.0007 N N 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 2026-02-15 2026-02-15 1.625 - 1.625 3885000.00 4139259.38 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 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.33% H7FNTJ4851HG0EXQ1Z70 FID327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 4434800.00 6154211.38 U.S. Treasuries (including strips) Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0033 6000000.00 6000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.39% H7FNTJ4851HG0EXQ1Z70 FIB964000 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 4675700.00 6154735.10 U.S. Treasuries (including strips) Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0039 6000000.00 6000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.54% H7FNTJ4851HG0EXQ1Z70 FHI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2022-07-15 1.75 - 1.75 5926000.00 6136543.94 U.S. Treasuries (including strips) Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0054 6000000.00 6000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.65% H7FNTJ4851HG0EXQ1Z70 FHJ901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 7888800.00 8205760.71 U.S. Treasuries (including strips) Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0065 8000000.00 8000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 5988100.00 6157451.25 U.S. Treasuries (including strips) Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0083 6000000.00 6000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.01% H7FNTJ4851HG0EXQ1Z70 FHF342000 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 2971600.00 3082213.67 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0101 3000000.00 3000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.59% H7FNTJ4851HG0EXQ1Z70 FHC062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 10503000.00 11273412.38 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0158 11000000.00 11000000.00 0.0016 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH810000 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 4947300.00 5131456.35 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0162 5000000.00 5000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH819000 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 3122700.00 4110484.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0162 4000000.00 4000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGI293000 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 11471000.00 12257839.47 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0162 12000000.00 12000000.00 0.0017 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 4710600.00 5159757.01 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 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.13% K5HU16E3LMSVCCJJJ255 FHF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2047-05-15 1.5 - 8.75 2791500.00 3070389.75 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0112 3000000.00 3000000.00 0.0004 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 FIG585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 13300000.00 15407651.98 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 15000000.00 15000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.01% 549300Y1PMK3RWXMWR72 FIE739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2027-02-28 0.5 - 2.875 10476800.00 11220117.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 11000000.00 11000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 2.625 - 2.625 22654400.00 24473831.50 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 24000000.00 24000000.00 0.0034 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2046-08-15 2.25 - 2.5 11734600.00 12263520.67 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 12000000.00 12000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2046-08-15 1.5 - 2.25 22972100.00 23550007.24 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 23000000.00 23000000.00 0.0033 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.13% U7M81AY481YLIOR75625 FIE355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 2.625 - 2.625 3781800.00 4085525.81 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 4000000.00 4000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-01-31 2027-01-31 1.5 - 1.5 965300.00 1028621.29 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0018 1000000.00 1000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID893000 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 931900.00 1020756.92 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 1000000.00 1000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.20% U7M81AY481YLIOR75625 FIB364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 33379700.00 35692582.12 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0020 35000000.00 35000000.00 0.0050 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.22% U7M81AY481YLIOR75625 FIC703000 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 2 - 2 7959900.00 8159870.85 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 8000000.00 8000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.23% U7M81AY481YLIOR75625 FIB516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 2.25 - 2.25 20755400.00 21417406.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0023 21000000.00 21000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.25% U7M81AY481YLIOR75625 FIB956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2047-02-15 2.25 - 3 5627900.00 6143509.92 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 6000000.00 6000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 FIA394000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2025-08-15 2 - 2 16968400.00 18365176.37 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 18000000.00 18000000.00 0.0026 N N Y N Natixis SA Natixis SA, 0.72% KX1WK48MPD4Y2NCUIZ63 FHI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-05-15 1.125 - 3 44164600.00 46939738.21 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 46000000.00 46000000.00 0.0066 N N Y N Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 3849500.00 4081434.99 U.S. Treasuries (including strips) Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0057 4000000.00 4000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHJ311000 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 8661000.00 9182831.13 U.S. Treasuries (including strips) Y N/A N/A 2020-06-11 2020-06-11 2020-06-11 N N N 0.0057 9000000.00 9000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 0.85% 5493007VSMFZCPV1NB83 FHF899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 7162800.00 8165044.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0085 8000000.00 8000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 1.56% 5493007VSMFZCPV1NB83 FHC054000 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 2890300.00 3064442.54 U.S. Treasuries (including strips) Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0155 3000000.00 3000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.64% 5493007VSMFZCPV1NB83 FHA753000 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 4980400.00 5108232.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0163 5000000.00 5000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGI281000 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 2989100.00 3065821.43 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 3000000.00 3000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGH753000 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 1927800.00 2043951.26 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 2000000.00 2000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGJ654000 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 7710200.00 8174744.79 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0165 8000000.00 8000000.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.20% 549300QJJX6CVVUXLE15 FID055000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2046-05-15 0.5 - 2.625 48861500.00 52022694.01 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0020 51000000.00 51000000.00 0.0073 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2023-12-31 1.75 - 6.25 27451200.00 28562119.62 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0022 28000000.00 28000000.00 0.0040 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC595000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2042-11-15 0.5 - 7.625 32973300.00 34682565.55 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 34000000.00 34000000.00 0.0048 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.35% 549300QJJX6CVVUXLE15 FIB858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-02-15 1.5 - 7.625 60773800.00 68348638.11 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 67000000.00 67000000.00 0.0095 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.87% 549300QJJX6CVVUXLE15 FHF910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2044-08-15 0 - 6.25 7664600.00 11335089.63 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0087 11000000.00 11000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGC387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-05-15 0.154 - 7.625 10552500.00 11250057.28 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 11000000.00 11000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGD108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2046-11-15 0 - 6.125 9135500.00 11311155.22 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0160 11000000.00 11000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 0.16% ES7IP3U3RHIGC71XBU11 FIB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2046-08-15 1.125 - 5.375 14752700.00 16357586.09 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0016 16000000.00 16000000.00 0.0023 N N Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2046-08-15 0 - 8.125 10245300.00 11221248.05 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 11000000.00 11000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2044-02-15 0 - 8 8778600.00 11220821.06 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 11000000.00 11000000.00 0.0016 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.03% SUVUFHICNZMP2WKHG940 FIG676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2026-11-15 1.375 - 2.875 11347000.00 12240069.88 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 12000000.00 12000000.00 0.0017 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.01%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG792000_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 2046-10-20 3 - 5.25 145267054.27 41465799.04 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 40551000.00 40551000.00 0.0058 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.01%, dated 3/31/2020 due 04/01/2020 L3I9ZG2KFGXZ61BMYR72 FIG792000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2029-02-15 1.375 - 7.125 4624435.55 5015342.37 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 4917000.00 4917000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.13% G5GSEF7VJP5I7OUK5573 FIE347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 15663349.00 13260287.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 13000000.00 13000000.00 0.0019 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.01%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG792000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2049-11-15 0 - 8.75 60658909.89 70524405.91 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 1155.38 1173.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.5 194342.22 2375.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-08-20 3 - 8 460754.28 325293.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-25 2049-10-25 3 - 8 257585.57 76962.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 69284000.00 69284000.00 0.0099 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FIF729000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-15 2048-05-15 0 - 0.125 3700514.38 3127881.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-03-09 2038-03-09 3.46 - 3.46 1000.00 1278.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 65000.00 66330.59 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2049-07-20 1.473 - 4.5 908591.00 909195.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-25 2041-07-01 0 - 5.5 15900.00 5723.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0004 4000000.00 4000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.18% R0MUWSFPU8MPRO8K5P83 FIB639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-11-15 0 - 0.125 16605361.70 12175594.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-07-25 2034-07-25 2.5 - 2.5 5639.00 5589.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 4 - 4 444362.00 106988.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2041-10-20 3.125 - 3.125 1000.00 74.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2049-10-01 3 - 5.5 1472122.00 70812.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 12000000.00 12000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.63% R0MUWSFPU8MPRO8K5P83 FHG847000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-05-15 0 - 7.875 17553832.81 16903508.10 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2038-04-05 1.68 - 3.98 766000.00 783315.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2032-07-15 N/A 1734000.00 1403346.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 2033-05-18 3.5 - 4.05 2260000.00 2356881.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-03-20 1.473 - 1.483 3385.00 2811.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2024-11-25 2035-04-25 0 - 5.5 23000.00 19665.98 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 21000000.00 21000000.00 0.0030 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.01%, dated 3/31/2020 due 04/01/2020 VJW2DOOHGDT6PR0ZRO63 FIG792000_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 2025-12-01 2026-03-01 3.5 - 3.5 102852.66 10644.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2026-12-01 3.5 - 3.5 5024.17 842.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 13674.82 43.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 213.81 4.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-06-01 3.5 - 3.5 129228.26 101150.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 3.5 545458.10 571917.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 9341.27 85.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 3.5 - 5 1004693.34 608175.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 290.17 21.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 718.09 25.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 3818.00 13.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 5522.75 76.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 572.70 8.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 381.80 30.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 65503.82 68307.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 127.81 5.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3.5 1137750.90 1198947.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 1099.58 18.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 916.32 44.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3.5 165667.57 174479.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 39936.28 32862.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 259.62 212.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 602.69 523.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 1084.31 662.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 412.34 7.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 38738.88 152.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 5537.41 3506.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-02-01 3 - 4 2904493.09 3077172.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 4070.29 415.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 4215.07 165.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 91.63 36.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-02-20 2.5 - 9.5 2988082.06 2121262.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 15.27 3.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3.5 - 3.5 16035.60 2328.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 734.02 360.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 46.87 25.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-03-01 2.5 - 4.5 1341856.64 1380318.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 61653.60 62124.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 235417.88 37.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 1865.23 585.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 91.75 49.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 26649.23 1165.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 7238.93 4592.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 213.81 118.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 158361.06 5047.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2046-09-01 3 - 3.5 291132.47 190697.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2029-04-01 3.5 - 3.5 31068.09 9693.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 2459.66 615.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 24903.58 13349.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 18491.89 550.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2028-10-01 3.5 - 3.5 44059.72 6587.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 273659.33 155770.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2033-09-01 3 - 5 78143.77 42880.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2035-04-01 2.5 - 3.5 22242.26 22508.80 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2050-02-15 0 - 8.75 14909227.38 15779391.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-06 2024-12-13 0 - 4.75 696357.38 735393.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 3.5 - 3.5 1135.37 958.64 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-27 2050-02-03 0.115 - 5.06 3541836.42 3625562.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3 88577.60 91170.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2049-06-01 1.375 - 7.5 3041212.72 1954091.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 3.5 218389.60 231232.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-25 2050-04-01 0.12 - 9.5 18031043.99 14374412.41 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 76375.27 76185.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 152.72 1.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 5727.00 11.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 19472.64 80.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 6414.24 14.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 45816000.00 45816000.00 0.0065 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG792000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 3.83 - 3.83 425335.39 496001.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 460881.22 448356.39 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 5017013.24 5714070.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 411556.66 410963.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 339716.14 380645.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-06-01 3 - 4 4127239.83 2677155.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2058-05-01 0 - 5 21655215.62 12087379.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 21762000.00 21762000.00 0.0031 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.03% 549300HN4UKV1E2R3U73 FHF347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2041-02-15 2.125 - 2.5 9328700.00 13364572.04 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 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 0.0102 13000000.00 13000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.18% 2IGI19DL77OX0HC3ZE78 FIB622000 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 2026-12-01 2048-12-01 3.38 - 4.5 6492380.00 4080265.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 4000000.00 4000000.00 0.0006 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.01%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG792000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-01 2030-03-11 0.46 - 3.5 561148.99 562652.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2046-04-01 0 - 8 64661.15 22517.24 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-15 2049-09-15 2.5 - 10.5 3058123.62 61772.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 2 - 2 308.33 118.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2050-03-01 1.25 - 7.5 974013.14 822498.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 216.75 212.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 23641.27 149.55 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-01-15 0 - 0 193858.41 166567.10 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 14661052.57 15829269.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 11.21 12.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 8584.95 9109.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-03-14 1.125 - 5.625 88248.82 103031.47 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 4.875 41286.00 43778.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 10.32 11.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 17265000.00 17265000.00 0.0025 N Y Y N Citibank NA Citibank NA, 0.03% 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 2024-09-30 2024-09-30 1.5 - 1.5 2913000.00 3060103.59 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 3000000.00 3000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.04% 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 2024-09-30 2024-09-30 1.5 - 1.5 18448400.00 19380025.75 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 19000000.00 19000000.00 0.0027 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.04% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 N/A 5421000.00 5177900.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-06-11 2026-09-11 1.5 - 3.25 3970000.00 4350502.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-08-20 2048-07-20 4 - 8 1409565.00 157515.57 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2056-04-01 2056-04-01 5.375 - 5.375 678000.00 1242786.88 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2025-11-15 0 - 2.875 1267000.00 1311308.44 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0004 12000000.00 12000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 MBNUM2BPBDO7JBLYG310 FIG792000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2050-02-15 0.22 - 3.875 17897331.05 21072647.89 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0001 20561000.00 20561000.00 0.0029 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.02% 7LTWFZYICNSX8D621K86 FIG558000 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 2049-10-01 2049-10-01 3 - 3 9053514.00 9180005.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 9000000.00 9000000.00 0.0013 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.01% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2054-12-15 2.81 - 3.5 21605438.00 22440007.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 22000000.00 22000000.00 0.0031 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 CYYGQCGNHMHPSMRL3R97 FIG792000_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 2034-05-01 2034-05-01 3.59 - 3.59 14164.61 16773.69 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2039-11-15 0.043 - 8.75 42100570.14 48145730.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-06-01 2.96 - 3.95 334728.89 393161.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2038-10-01 3.69 - 4.36 111464.10 129703.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2034-02-01 3.9 - 3.96 776663.73 931281.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 120508.85 140481.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 12520.11 13571.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 10963.32 13374.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2043-07-01 3.685 - 4.697 1434932.19 36554.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 32999.60 39042.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 14438.70 18377.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-03-01 3 - 6 9380182.92 9450270.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 58165000.00 58165000.00 0.0083 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.04% 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 2050-02-01 2050-02-01 3.5 - 3.5 11693541.00 12240068.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0004 12000000.00 12000000.00 0.0017 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG792000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2050-02-15 0 - 3 2530005.64 2816784.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 13963.51 16053.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-09-01 3.028 - 3.104 27074.24 26329.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-05-01 3.5 - 5 1210645.42 900226.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 3684000.00 3684000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.03% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-20 2024-08-31 0 - 1.25 2937200.00 3055685.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2048-10-01 4 - 7 39693.00 3211.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2045-10-01 3.5 - 3.5 1552.00 1150.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0003 3000000.00 3000000.00 0.0004 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2025-09-30 1.5 - 3 4813800.00 5476933.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3.5 - 3.5 1000.00 779.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2031-03-15 7 - 7 1000.00 320.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-03-20 2049-03-20 4.5 - 4.5 1073930.00 655738.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2045-10-01 3.5 - 3.5 12410.00 9200.40 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 0.0009 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 US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2027-02-28 0 - 2.5 7417500.00 7508741.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5.5 - 5.5 5117704.00 505239.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 177391.00 164377.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2045-10-01 3.5 - 3.5 16452.00 12197.02 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 0.0011 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 US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 8153200.00 8178034.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5 - 5 3856.00 347.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2045-10-01 3.5 - 3.5 16452.00 12197.02 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 0.0011 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 US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2025-10-31 2.25 - 3 3735700.00 4087082.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-04-01 3.468 - 3.468 8328.00 6133.83 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 0.0006 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 US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2023-03-31 0 - 2.5 3946600.00 4086098.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2049-04-01 3.468 - 3.5 8187.00 6058.91 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 0.0006 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 US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2025-05-31 0 - 2.875 1971100.00 2040703.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2040-03-01 3 - 5.5 43390.00 2085.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2045-10-01 3.5 - 3.5 4109.00 3046.29 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 0.0003 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 US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2046-11-15 0 - 3 5915000.00 6124085.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-04-01 3.468 - 3.468 12481.00 9192.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 6000000.00 6000000.00 0.0009 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.01%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG792000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 290171.90 303256.20 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 76801457.32 79574161.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 2661347.74 2534532.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 52349.91 49848.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 207626.35 216277.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 1647080.54 1734982.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 3321691.72 3495787.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 42369.27 44990.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 2162099.34 2275792.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 4359138.23 4403999.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 1446026.64 881965.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 5130624.21 5388673.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 272330.90 284750.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 72669016.92 59136677.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 157182000.00 157182000.00 0.0224 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG792000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 0.5 - 3.125 24270010.98 25685978.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 12.79 5.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 4250674.54 499845.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2048-09-01 4 - 5.5 2115668.34 1568636.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-10-20 3.5 - 4.5 1379404.97 664501.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-03-01 2050-01-01 3 - 5.5 10128596.55 8106233.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 35809000.00 35809000.00 0.0051 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.25% K5HU16E3LMSVCCJJJ255 FIG639000 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 3 - 3 2386279.00 2511880.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 5 - 5 2733700.00 1829613.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3 - 3 1099939.00 478668.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-01-01 2032-01-01 2.5 - 2.5 5000000.00 3339894.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 8000000.00 8000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 FIE212000 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 1758938.00 1860143.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 1118200.00 1188815.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3 - 3 1471980.00 1478129.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 4117672.00 4399587.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2028-02-01 2 - 2 1620234.00 611111.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 2.5 - 2.5 4438616.00 1683085.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0040 11000000.00 11000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 FIE717000 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 2037-05-01 2037-05-01 2.5 - 2.5 5000000.00 5253667.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-01-01 3 - 3 2633580.00 2529789.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2026-03-01 2.44 - 2.44 1233180.00 1210701.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2042-05-01 3.911 - 7 4439744.00 186452.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0040 9000000.00 9000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 FID081000 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 2050-03-01 3 - 3.5 2112036.00 2255772.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 5.5 - 5.5 46997280.00 2198793.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2040-01-01 3 - 3.215 15215898.00 1666199.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0050 6000000.00 6000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 FID813000 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 2035-02-01 2035-02-01 3.5 - 3.5 4050740.00 4203759.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2026-10-01 3 - 3 104882.00 5931.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 2783912.00 2931101.83 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0050 7000000.00 7000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.15% K5HU16E3LMSVCCJJJ255 FHF244000 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 2034-07-01 2034-07-01 3.38 - 3.38 574700.00 654552.65 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 N/A 19.34 14.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 2909872.00 3071561.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-05-01 5 - 5 8695700.00 1626710.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-15 2048-10-15 4.55 - 4.55 2475336.00 2810587.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-02-01 4 - 4.5 4000.00 3872.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0114 8000000.00 8000000.00 0.0011 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.01%, dated 3/31/2020 due 04/01/2020 K5HU16E3LMSVCCJJJ255 FIG792000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 2137687.50 1915801.96 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-07-15 2023-07-15 0.375 - 0.375 141798.84 158245.44 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-09-04 2026-09-04 1.4 - 1.4 172352.42 174593.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 219239.04 190709.41 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2067-03-20 2 - 6 3242490.40 1808737.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 263078.08 226150.54 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 4385000.00 4385000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 7TK5RJIZDFROZCA6XF66 FIG792000_08126 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 2035-03-01 2035-03-01 3 - 3.5 77787.01 82006.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 66904.21 71022.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 15191.86 16168.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 4747.20 5093.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1080558.93 1135879.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 9593.30 11388.21 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 6681154.88 8500645.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 256675.17 294119.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 7813.10 9624.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 95369.27 104335.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 12362.50 14430.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 2165363.60 2277347.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 29670.00 35777.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 303832.15 320208.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 119233.84 126497.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 141822.60 154081.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 12857000.00 12857000.00 0.0018 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.01% 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 2035-03-01 2035-03-01 3 - 3 2178098.00 2294295.17 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2033-01-19 2033-01-19 3.13 - 3.13 2306000.00 2794814.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2025-12-01 3.5 - 3.5 7442830.00 1009349.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 2.5 - 2.5 2721034.00 2804060.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3 2345019.00 2490379.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2037-04-01 0 - 5.5 23702590.00 6780768.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-10-20 2050-02-20 3 - 9 9469683.00 7258335.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 4.5 - 4.5 17000.00 1560.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-09-01 2049-12-01 2.5 - 6.5 54607244.00 10419298.37 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 50000.00 49825.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 8.5 - 8.5 25000.00 41.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2025-06-01 4 - 4 3551100.00 142149.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2029-03-01 3 - 3 75000.00 31772.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 4398000.00 312136.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2029-06-01 3.5 - 3.5 328250.00 108039.35 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2027-01-13 2029-05-01 1.9 - 2.95 207002.00 223184.86 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 36000000.00 36000000.00 0.0051 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.20% 549300Y1PMK3RWXMWR72 FIG640000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 2810.00 2476.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-05-15 2049-05-15 5 - 5 17790.00 18983.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 14904213.00 7118580.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0020 7000000.00 7000000.00 0.0010 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.50% 549300Y1PMK3RWXMWR72 FID806000 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 2028-09-01 2028-09-01 3.55 - 3.55 1000.00 1156.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 11738.00 10344.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2040-05-15 5 - 5 8796547.00 648380.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-04-01 2050-01-01 3.5 - 4.5 6243751.00 5460798.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0050 6000000.00 6000000.00 0.0009 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.01%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG792000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2023-02-10 2023-02-10 1.6 - 1.6 57451.56 57984.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 1438.97 1505.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4.5 - 5 189070.40 165311.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-05-01 0 - 9 6030832.30 544788.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 882858.86 928943.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2070-02-20 2.378 - 7.5 8654636.80 6944091.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-03-01 3.5 - 4.5 73987.83 65057.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 1374656.36 1057029.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 134843.92 90479.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 1382953.25 32273.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2057-02-01 1.25 - 8.5 23774684.51 17613976.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 212.19 189.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4.5 121539.20 125888.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.49 - 3.49 2440.23 2774.39 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-08-15 0 - 6.875 65938474.52 74368576.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 3.02 - 3.25 43467.96 48844.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 279424.70 6737.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2031-01-01 3.575 - 3.94 157041.48 178826.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 25415.32 28153.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 180861.50 189519.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 47146.73 38499.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 6153.63 6531.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.55 - 2.55 184210.63 201416.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 25800.33 28141.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 132351.71 148078.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2032-01-01 2.6 - 2.6 147816.97 161913.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 101002000.00 101002000.00 0.0144 N Y Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB363000 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 2026-02-01 2026-02-01 3.66 - 3.66 51152.00 57577.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2049-12-20 3.5 - 4.5 706162.00 743547.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2050-03-01 3 - 4.5 39382946.00 29801016.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-05-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0018 30000000.00 30000000.00 0.0043 N N Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB938000 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 2050-03-20 2050-03-20 4 - 4 2131956.00 2292273.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-02-01 2049-10-01 2.5 - 4 18109399.00 13008721.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0018 15000000.00 15000000.00 0.0021 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.01%, dated 3/31/2020 due 04/01/2020 O2RNE8IBXP4R0TD8PU41 FIG792000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2049-02-15 0 - 7.5 28793321.11 34358274.94 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 33552000.00 33552000.00 0.0048 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.01%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG792000_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 2022-01-15 2044-08-15 1.125 - 3.75 34161038.32 37792681.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 22007014.88 20798601.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 57380000.00 57380000.00 0.0082 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.01%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG792000_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 9273410.42 9694525.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-04-01 2.5 - 3.5 121846916.98 117556664.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 124756000.00 124756000.00 0.0178 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FIG677000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 3.5 - 3.5 30090753.00 31620035.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 31000000.00 31000000.00 0.0044 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG792000_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 2035-04-01 2035-04-01 2.5 - 2.5 80488.23 84194.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 56828.36 62520.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 41807.53 43723.72 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 31400248.66 38903316.03 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 49.32 50.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 1020.60 1067.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 454123.77 386245.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 646867.35 704597.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 17660371.36 17983605.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 565724.78 591214.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 646112.56 678419.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 9571.93 1393.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 4151859.13 4333702.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 62460000.00 62460000.00 0.0089 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.06% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2020-07-31 0.043 - 0.043 25458500.00 25500265.84 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 25000000.00 25000000.00 0.0036 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0011 20997266.01 20997266.01 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0014 5996314.50 5996314.50 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.93% 9127962A6 US9127962A61 U.S. Treasury Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0006 18999766.49 18999766.49 0.0027 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 0.0011 6998271.00 6998271.00 0.0010 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 0.0009 31993369.92 31993369.92 0.0046 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 0.0011 10998036.28 10998036.28 0.0016 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 0.0005 15999813.28 15999813.28 0.0023 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 0.0011 27989030.72 27989030.72 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-04-01 2020-04-30 2020-04-30 N N N 0.0012 3999976.80 3999976.80 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-04-01 2022-01-31 2022-01-31 N N N 0.0025 11998662.84 11998662.84 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-10-31 2021-10-31 N N N 0.0021 50140209.00 50140209.00 0.0071 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0015 10158593.80 10158593.80 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0015 6077812.50 6077812.50 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% 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 0.0013 24200625.12 24200625.12 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0018 25121061.25 25121061.25 0.0036 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 0.0012 12071472.72 12071472.72 0.0017 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 0.0013 11043439.00 11043439.00 0.0016 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 0.0011 11041729.27 11041729.27 0.0016 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 0.0011 4017645.72 4017645.72 0.0006 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 0.0016 10039062.50 10039062.50 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0009 12076875.00 12076875.00 0.0017 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 0.0009 30285937.50 30285937.50 0.0043 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 0.0011 3006316.68 3006316.68 0.0004 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 0.0011 2004620.78 2004620.78 0.0003 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 0.0012 14073281.32 14073281.32 0.0020 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 0.0015 3027773.43 3027773.43 0.0004 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 0.0013 17140781.25 17140781.25 0.0024 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 0.0014 18185625.00 18185625.00 0.0026 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 0.0014 1007187.50 1007187.50 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0011 2020468.76 2020468.76 0.0003 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 0.0016 7012793.76 7012793.76 0.0010 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 0.0012 1006250.00 1006250.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 0.90% 912828K33 254900HROIFWPRGM1V77 US912828K338 U.S. Treasury Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0110 155460566.61 155460566.61 0.0222 N Y Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 4.95% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0495 1200000.00 1200000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 4.95% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0495 600000.00 600000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.90% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0490 3000000.00 3000000.00 0.0004 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.95% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 2.75% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0275 200000.00 200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.01% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0401 800000.00 800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.60% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0460 900000.00 900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.75% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0475 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.95% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.95% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 300000.00 300000.00 0.0000 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 2.50% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0250 400000.00 400000.00 0.0001 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 11000000.00 11000000.00 0.0016 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG737000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 22000000.00 22000000.00 0.0031 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 Variable Insurance Products Fund V: Government Money Market Portfolio 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer