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Bank Federal Home Loan Bank, 1.57% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-17 2020-07-17 N N N 0.0158 117991872.16 117991872.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-11-06 2020-11-06 N N N 0.0169 123874797.20 123874797.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-04-22 2020-04-22 N N N 0.0163 105977294.80 105977294.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-08-21 2020-08-21 N N N 0.0159 525915045.74 525915045.74 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0157 47734146.72 47734146.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-02-21 2020-02-21 N N N 0.0157 329896295.22 329896295.22 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-08-25 2020-08-25 N N N 0.0160 127985392.64 127985392.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-09 2021-02-09 N N N 0.0169 202745710.02 202745710.02 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0136 32979237.39 32979237.39 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384SZ3 2549001DPIFGXC1TOL40 US313384SZ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0148 351390649.28 351390649.28 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0149 508075879.96 508075879.96 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0149 962046290.12 962046290.12 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.61% 313384TJ8 2549001DPIFGXC1TOL40 US313384TJ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0150 563607645.07 563607645.07 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TM1 2549001DPIFGXC1TOL40 US313384TM14 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0150 324272721.50 324272721.50 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0153 80782379.73 80782379.73 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.61% 313384TX7 2549001DPIFGXC1TOL40 US313384TX78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0153 160560470.00 160560470.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0154 704732884.31 704732884.31 0.0046 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 0.0157 174046006.75 174046006.75 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0157 173977319.25 173977319.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0157 105357434.36 105357434.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-09-28 2020-09-28 N N N 0.0161 33992375.84 33992375.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-01-22 2021-01-22 N N N 0.0165 97437634.13 97437634.13 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-17 2020-01-17 N N N 0.0156 123900967.66 123900967.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-01-28 2021-01-28 N N N 0.0163 178922535.96 178922535.96 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-17 2020-01-17 N N N 0.0159 425996442.90 425996442.90 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SD2 2549001DPIFGXC1TOL40 US313384SD24 0001026214 U.S. Government Agency 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0.0154 78739826.93 78739826.93 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0154 65776920.00 65776920.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384US6 2549001DPIFGXC1TOL40 US313384US64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0155 81708626.94 81708626.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UT4 2549001DPIFGXC1TOL40 US313384UT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0155 455356321.81 455356321.81 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UU1 2549001DPIFGXC1TOL40 US313384UU11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0155 164399400.00 164399400.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.61% 313384UY3 2549001DPIFGXC1TOL40 US313384UY33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0155 371577627.91 371577627.91 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UZ0 2549001DPIFGXC1TOL40 US313384UZ08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0156 328727298.90 328727298.90 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0161 230968133.55 230968133.55 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRB1 2549001DPIFGXC1TOL40 US3130AHRB12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0162 230956195.47 230956195.47 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHQW6 2549001DPIFGXC1TOL40 US3130AHQW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0162 115977324.32 115977324.32 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 30000000.00 30000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 45000000.00 45000000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-06 2020-05-06 N N N 0.0162 176986919.70 176986919.70 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 49000000.00 49000000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 147000000.00 147000000.00 0.0010 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 38000000.00 38000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-05-14 2021-05-14 N N N 0.0169 791965475.99 791965475.99 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SS9 2549001DPIFGXC1TOL40 US313384SS92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0147 319540620.80 319540620.80 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384ST7 2549001DPIFGXC1TOL40 US313384ST75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0147 319527110.40 319527110.40 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SU4 2549001DPIFGXC1TOL40 US313384SU49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0147 319513600.00 319513600.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0150 352150445.49 352150445.49 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.90% 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0154 73268880.14 73268880.14 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.82% 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0155 215204400.72 215204400.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0165 161962728.66 161962728.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPC1 2549001DPIFGXC1TOL40 US3130AHPC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0165 80982180.00 80982180.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.61% 313384WC9 2549001DPIFGXC1TOL40 US313384WC94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0158 241770689.73 241770689.73 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0160 64563525.00 64563525.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHRN5 2549001DPIFGXC1TOL40 US3130AHRN59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0161 160986798.00 160986798.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0160 154856607.36 154856607.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-27 2020-03-27 N N N 0.0160 698000739.88 698000739.88 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-26 2020-03-26 N N N 0.0162 333984275.28 333984275.28 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-26 2021-02-26 N N N 0.0170 526450945.05 526450945.05 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-02-26 2020-02-26 N N N 0.0150 223479822.72 223479822.72 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0153 398890668.00 398890668.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384UB3 2549001DPIFGXC1TOL40 US313384UB30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0154 79767733.60 79767733.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTA1 2549001DPIFGXC1TOL40 US3130AHTA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0167 80979534.54 80979534.54 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHT94 2549001DPIFGXC1TOL40 US3130AHT945 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0166 80982606.87 80982606.87 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTU7 2549001DPIFGXC1TOL40 US3130AHTU74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 164971948.35 164971948.35 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTR4 2549001DPIFGXC1TOL40 US3130AHTR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 164971948.35 164971948.35 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHU27 2549001DPIFGXC1TOL40 US3130AHU273 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0165 323939810.52 323939810.52 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0158 111277102.72 111277102.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0166 161950998.24 161950998.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0163 329962987.20 329962987.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0163 329962987.20 329962987.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0165 164968036.20 164968036.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0160 59536533.60 59536533.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-24 2020-07-24 N N N 0.0163 219980567.40 219980567.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-07-23 2021-07-23 N N N 0.0170 311486049.44 311486049.44 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-11 2020-05-11 N N N 0.0164 305876763.84 305876763.84 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-07-08 2021-07-08 N N N 0.0169 215754548.40 215754548.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-06-11 2021-06-11 N N N 0.0171 346549392.74 346549392.74 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0164 274984209.50 274984209.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0159 329050353.45 329050353.45 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 156994682.41 156994682.41 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 313989364.82 313989364.82 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 77997358.14 77997358.14 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 77997358.14 77997358.14 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-01 2020-10-01 N N N 0.0167 172947862.99 172947862.99 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-12-23 2020-12-23 N N N 0.0165 623537247.13 623537247.13 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-29 2020-07-29 N N N 0.0166 353949785.10 353949785.10 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-22 2021-02-22 N N N 0.0166 219948394.60 219948394.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-17 2020-07-17 N N N 0.0166 158982513.18 158982513.18 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0165 289999454.80 289999454.80 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-06 2020-04-06 2020-04-06 N N N 0.0166 158991704.97 158991704.97 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-04-07 2020-04-07 N N N 0.0166 317983222.32 317983222.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-02-07 2020-02-07 N N N 0.0158 262014758.46 262014758.46 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313384SK6 2549001DPIFGXC1TOL40 US313384SK66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0144 44749264.00 44749264.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-06-10 2020-06-10 N N N 0.0165 232001245.84 232001245.84 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 156794146.66 156794146.66 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 156994139.19 156994139.19 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 124995333.75 124995333.75 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-02-10 2020-02-10 N N N 0.0172 72993060.62 72993060.62 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0145 356498830.27 356498830.27 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHEA7 2549001DPIFGXC1TOL40 US3130AHEA75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0166 78995699.24 78995699.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHE82 2549001DPIFGXC1TOL40 US3130AHE822 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0165 78995805.10 78995805.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHFG3 2549001DPIFGXC1TOL40 US3130AHFG37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0161 86000966.64 86000966.64 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGW7 2549001DPIFGXC1TOL40 US3130AHGW77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0163 155999293.32 155999293.32 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGX5 2549001DPIFGXC1TOL40 US3130AHGX50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0163 155999282.40 155999282.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AG4P7 2549001DPIFGXC1TOL40 US3130AG4P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0165 9017174.88 9017174.88 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0157 94577408.65 94577408.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VQ9 2549001DPIFGXC1TOL40 US313384VQ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0157 7963715.52 7963715.52 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 0.0169 157001717.58 157001717.58 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-02-28 2020-02-28 N N N 0.0170 93992480.00 93992480.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-03-12 2021-03-12 N N N 0.0170 342827611.63 342827611.63 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-07 2020-10-07 N N N 0.0170 254915449.65 254915449.65 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0171 223996171.84 223996171.84 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0142 409676609.45 409676609.45 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SJ9 2549001DPIFGXC1TOL40 US313384SJ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0143 193788431.36 193788431.36 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHE90 2549001DPIFGXC1TOL40 US3130AHE905 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0165 78995850.92 78995850.92 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0157 235011945.88 235011945.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0158 59709550.20 59709550.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-16 2020-10-16 N N N 0.0167 318798743.93 318798743.93 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-05-11 2020-05-11 N N N 0.0166 310006280.60 310006280.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-05-11 2020-05-11 N N N 0.0166 92001863.92 92001863.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 321972491.54 321972491.54 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-07-06 2020-07-06 N N N 0.0169 322968565.64 322968565.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-06-01 2020-06-01 N N N 0.0165 628073545.08 628073545.08 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-09-01 2020-09-01 N N N 0.0164 47011274.36 47011274.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-06-04 2021-06-04 N N N 0.0170 191844546.66 191844546.66 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 77003876.95 77003876.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 356017924.60 356017924.60 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 39004479.93 39004479.93 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 154007753.90 154007753.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 15001723.05 15001723.05 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 231026534.97 231026534.97 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 77008844.99 77008844.99 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-09-11 2020-09-11 N N N 0.0169 48896752.06 48896752.06 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-03-12 2020-03-12 N N N 0.0168 76998422.27 76998422.27 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-02-12 2020-02-12 N N N 0.0174 123989390.56 123989390.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 295990590.16 295990590.16 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 147995295.08 147995295.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0170 153995905.14 153995905.14 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0173 76995418.50 76995418.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 643945942.64 643945942.64 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0167 78998541.66 78998541.66 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0167 78998502.16 78998502.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-02-07 2020-02-07 N N N 0.0172 78996538.22 78996538.22 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-05-08 2020-05-08 N N N 0.0165 473052403.67 473052403.67 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-02-10 2020-02-10 N N N 0.0172 785962547.10 785962547.10 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-02-11 2020-02-11 N N N 0.0173 215987958.00 215987958.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-09-11 2020-09-11 N N N 0.0169 230984661.60 230984661.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0174 73998266.92 73998266.92 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0178 406983467.66 406983467.66 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0174 147996231.92 147996231.92 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 58998247.11 58998247.11 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-22 2020-03-24 2020-03-24 N N N 0.0170 80996303.97 80996303.97 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 123024253.14 123024253.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 188042651.56 188042651.56 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-07-07 2020-07-07 N N N 0.0165 156037207.56 156037207.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 78017695.86 78017695.86 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-07-08 2020-07-08 N N N 0.0165 158037280.10 158037280.10 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-08-07 2020-08-07 N N N 0.0166 39008847.93 39008847.93 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-12-11 2020-12-11 N N N 0.0171 323944476.12 323944476.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-08-12 2020-08-12 N N N 0.0169 314014908.72 314014908.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0171 242989038.27 242989038.27 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-04-09 2021-04-09 N N N 0.0170 255029319.90 255029319.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 32008264.00 32008264.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 160041320.00 160041320.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 48012396.00 48012396.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-08-12 2020-08-12 N N N 0.0169 620067270.00 620067270.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-04-16 2020-04-16 N N N 0.0167 138011761.74 138011761.74 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-04-17 2020-04-17 N N N 0.0167 108010750.32 108010750.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-03-17 2020-03-17 N N N 0.0169 38001046.90 38001046.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-05-12 2020-05-12 N N N 0.0168 312034026.72 312034026.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-13 2020-04-13 2020-04-13 N N N 0.0170 308015825.04 308015825.04 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-04-16 2020-04-16 N N N 0.0167 31003088.22 31003088.22 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0179 18999049.62 18999049.62 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNQ2 2549001DPIFGXC1TOL40 US3130AHNQ27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-30 2020-03-27 2020-03-27 N N N 0.0173 158992461.81 158992461.81 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-02-12 2020-02-12 N N N 0.0174 318989023.21 318989023.21 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-07-15 2020-07-15 N N N 0.0169 79017146.16 79017146.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0174 471994638.08 471994638.08 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-06-15 2020-06-15 N N N 0.0170 34003822.28 34003822.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-07-17 2020-07-17 N N N 0.0169 154033080.74 154033080.74 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0167 38968086.54 38968086.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-05-01 2020-05-01 N N N 0.0163 631216855.77 631216855.77 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-11-16 2020-11-16 N N N 0.0171 256063280.64 256063280.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-04-20 2020-04-20 N N N 0.0170 46004602.76 46004602.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0181 57996437.06 57996437.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-03-20 2020-03-20 N N N 0.0171 389018815.93 389018815.93 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-03-20 2020-03-20 N N N 0.0171 389018815.93 389018815.93 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-05-20 2020-05-20 N N N 0.0171 312038650.56 312038650.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0182 1034942733.45 1034942733.45 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0178 43998502.24 43998502.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0178 102996493.88 102996493.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-02-25 2020-02-25 N N N 0.0180 153985832.00 153985832.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2021-02-01 2021-02-01 N N N 0.0170 31920635.15 31920635.15 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-05-08 2020-05-08 N N N 0.0166 315111787.20 315111787.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-03-24 2020-03-24 N N N 0.0173 404020082.84 404020082.84 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGCC7 2549001DPIFGXC1TOL40 US3130AGCC76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0180 159993840.00 159993840.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0173 155007678.70 155007678.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-06-24 2020-06-24 N N N 0.0171 56014980.00 56014980.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-08-24 2020-08-24 N N N 0.0173 237055886.97 237055886.97 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 223011187.91 223011187.91 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-06-10 2020-06-10 N N N 0.0167 315137557.35 315137557.35 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-19 2021-03-19 2021-03-19 N N N 0.0180 564864852.00 564864852.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-21 2020-08-21 2020-08-21 N N N 0.0174 316074057.76 316074057.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-08-24 2020-08-24 N N N 0.0173 158047376.30 158047376.30 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-05-26 2020-05-26 N N N 0.0174 31003743.87 31003743.87 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-08-26 2020-08-26 N N N 0.0174 95022590.05 95022590.05 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-19 2021-03-19 2021-03-19 N N N 0.0180 112972971.53 112972971.53 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2021-02-23 2021-02-23 N N N 0.0180 40990729.90 40990729.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-11-24 2020-11-24 N N N 0.0175 582161860.02 582161860.02 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 307029097.46 307029097.46 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 309029287.02 309029287.02 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 77007489.02 77007489.02 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 107010406.82 107010406.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-07-28 2020-07-28 N N N 0.0175 76012615.24 76012615.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-07-28 2020-07-28 N N N 0.0175 154029965.32 154029965.32 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 317141026.96 317141026.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 158070291.04 158070291.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 42018684.96 42018684.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0184 154994455.65 154994455.65 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-08-28 2020-08-28 N N N 0.0176 617146815.15 617146815.15 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHB51 2549001DPIFGXC1TOL40 US3130AHB513 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0159 158012025.38 158012025.38 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0174 478098759.58 478098759.58 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 160033337.60 160033337.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-03-26 2020-03-26 N N N 0.0174 160033664.00 160033664.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-25 2020-03-25 N N N 0.0174 159033129.24 159033129.24 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 318068366.82 318068366.82 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-22 2021-01-22 2021-01-22 N N N 0.0179 63044044.56 63044044.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AHAT0 2549001DPIFGXC1TOL40 US3130AHAT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0169 305002379.00 305002379.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0165 449137912.51 449137912.51 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3N1 2549001DPIFGXC1TOL40 US3130AH3N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0161 448284090.24 448284090.24 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRU1 2549001DPIFGXC1TOL40 US3130AGRU10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0155 315956912.54 315956912.54 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRY3 2549001DPIFGXC1TOL40 US3130AGRY32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0155 316056952.68 316056952.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0134 165409756.16 165409756.16 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313384RH4 2549001DPIFGXC1TOL40 US313384RH47 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0051 167992954.08 167992954.08 0.0011 N N Y N Freddie Mac Freddie Mac, 1.56% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-02-06 2020-02-06 N N N 0.0155 313999120.80 313999120.80 0.0021 N N N N Freddie Mac Freddie Mac, 1.56% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-03 2020-03-03 N N N 0.0157 361886587.99 361886587.99 0.0024 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-09-09 2020-09-09 N N N 0.0162 586779522.80 586779522.80 0.0039 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-09-08 2020-09-08 N N N 0.0162 615770687.84 615770687.84 0.0040 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-08 2020-05-08 N N N 0.0158 315979870.80 315979870.80 0.0021 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-06 2020-05-06 N N N 0.0158 626982826.47 626982826.47 0.0041 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-12-14 2020-12-14 N N N 0.0165 905383168.02 905383168.02 0.0060 N N N N Freddie Mac Freddie Mac, 1.66% 3137EAEE5 S6XOOCT0IEG5ABCC6L87 US3137EAEE51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0161 23797658.56 23797658.56 0.0002 N N N N Freddie Mac Freddie Mac, 1.88% 313396RX3 S6XOOCT0IEG5ABCC6L87 US313396RX35 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0136 248843336.67 248843336.67 0.0016 N N Y N Freddie Mac Freddie Mac, 1.92% 3134G3QR4 S6XOOCT0IEG5ABCC6L87 US3134G3QR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 19759253.07 19759253.07 0.0001 N N N N Barclays Bank PLC Barclays Bank PLC, 1.55% G5GSEF7VJP5I7OUK5573 FEI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2046-11-15 1.25 - 3.125 2838994500.00 2921915653.06 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 2858000000.00 2858000000.00 0.0188 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.55% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 1.625 - 1.625 58068000.00 58131511.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 57000000.00 57000000.00 0.0004 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2047-08-15 2.375 - 2.75 143990000.00 147475055.11 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 144000000.00 144000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2047-08-15 2.125 - 3.625 72075000.00 73803859.66 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 71900000.00 71900000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FCJ149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2046-05-15 2.25 - 3 132405000.00 149108418.72 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 144000000.00 144000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDJ348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2046-05-15 2.25 - 2.625 139215000.00 142133490.47 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 139000000.00 139000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2024-05-31 2 - 2 206585000.00 209807765.04 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 204000000.00 204000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FCI136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2046-05-15 2.25 - 3.625 141935000.00 147517734.93 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0162 144000000.00 144000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEH934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2024-01-31 2.5 - 2.5 139615000.00 145669100.36 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 141997131.60 141997131.60 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2046-05-15 2.25 - 3.625 135765000.00 149191039.48 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 144000000.00 144000000.00 0.0009 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.67% 3Y4U8VZURTYWI1W2K376 FEG417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2027-02-15 1.5 - 2.25 235665000.00 232613264.01 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 228000000.00 228000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.69% 3Y4U8VZURTYWI1W2K376 FCC580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2046-05-15 2.25 - 3.625 131605000.00 148188049.56 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0168 143000000.00 143000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FCH364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-05-15 0 - 5 56031600.00 74985874.31 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 73000000.00 73000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FEI440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2047-02-15 0 - 4.625 243226900.00 292274813.94 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 285000000.00 285000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDB871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-11-15 0 - 4.625 91661700.00 97248904.43 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 94900000.00 94900000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDC069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2036-02-15 1.375 - 4.5 130197500.00 131862512.84 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 129000000.00 129000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDJ183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2049-11-15 1.25 - 3.875 379402000.00 410718261.26 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 400000000.00 400000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2046-11-15 0 - 8.125 650568800.00 677073904.29 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 663000000.00 663000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2046-11-15 0 - 3 215597800.00 227653003.53 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 221900000.00 221900000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDD699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-02-15 0 - 4.75 214564300.00 236200880.06 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 230000000.00 230000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2048-05-15 0 - 6 274559600.00 297922411.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 291000000.00 291000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2045-02-15 1.125 - 4.5 491695000.00 523527437.19 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 511000000.00 511000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2048-05-15 1.25 - 6.625 203234800.00 216800955.82 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 212000000.00 212000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-13 2048-05-15 0 - 4.75 159209300.00 165883700.19 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 161900000.00 161900000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEG013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2045-05-15 1.25 - 3 128650100.00 140686514.84 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 137000000.00 137000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEE298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2048-11-15 0 - 8.125 270756000.00 298494964.71 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 291000000.00 291000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEB520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-05-15 1.125 - 4.375 52858600.00 59802112.58 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 58000000.00 58000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.65% R0MUWSFPU8MPRO8K5P83 FDH657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-05-15 0 - 8.125 81754600.00 91816906.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 89000000.00 89000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2046-02-15 0 - 4.375 147377100.00 161555693.66 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0166 157900000.00 157900000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDG140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2040-08-15 1.625 - 4.625 63317700.00 68460574.17 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0166 67000000.00 67000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.69% R0MUWSFPU8MPRO8K5P83 FED570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-05-15 0 - 4.625 143144200.00 148964796.22 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 145900000.00 145900000.00 0.0010 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2038-02-15 2038-02-15 4.375 - 4.375 83346500.00 112410862.28 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-08 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0164 110000000.00 110000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FCI439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2049-08-15 1.125 - 3.75 196155300.00 206291685.64 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 201000000.00 201000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2049-08-15 1.375 - 4.75 70760200.00 73782725.85 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 72000000.00 72000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-08-15 1.375 - 3.625 218710600.00 235036020.18 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 229000000.00 229000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.64% 2IGI19DL77OX0HC3ZE78 FDE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-08-15 1.375 - 3.75 219973400.00 229437371.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 224000000.00 224000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.65% 2IGI19DL77OX0HC3ZE78 FED054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-08-15 1.125 - 4.25 337290700.00 367668527.17 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 359000000.00 359000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2026-06-30 1.5 - 2.25 157201000.00 158114251.64 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0161 155000000.00 155000000.00 0.0010 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-05-15 1.375 - 3.125 611143700.00 634497103.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0161 622000000.00 622000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.75% 549300IMBXQ8SGH3HJ31 FEI736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2029-11-15 1.625 - 2.75 156050000.00 158123139.89 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0174 155000000.00 155000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 FEI397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2029-11-15 1.625 - 2.625 314539900.00 318346116.87 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0198 312000000.00 312000000.00 0.0021 N N Y N Credit AG Credit AG, 1.62% 1VUV7VQFKUOQSJ21A208 FDD423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2025-07-31 1.625 - 2.875 293151800.00 294354965.48 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 288000000.00 288000000.00 0.0019 N N Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FDF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-04-30 2025-09-30 2.75 - 3 434102700.00 460900276.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 451000000.00 451000000.00 0.0030 N N Y N Credit AG Credit AG, 1.67% 1VUV7VQFKUOQSJ21A208 FDJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 134486600.00 148533354.42 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 144000000.00 144000000.00 0.0009 N N N Y Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-04-30 2026-06-30 1.875 - 2.875 426323400.00 439725781.59 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0167 430000000.00 430000000.00 0.0028 N N N Y Credit Agricole CIB Credit Agricole CIB, 1.57% 1VUV7VQFKUOQSJ21A208 FEI959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2029-05-15 1.875 - 2.5 835110000.00 857393878.86 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 841000000.00 841000000.00 0.0055 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.55% 7LTWFZYICNSX8D621K86 FEI964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2046-05-15 2 - 6.5 826366500.00 928667709.46 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 908000000.00 908000000.00 0.0060 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2026-11-15 1.375 - 6.5 38669000.00 41823665.39 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 41000000.00 41000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 1.80% 549300GKFG0RYRRQ1414 FEG275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2022-12-31 1.875 - 2.25 593643200.00 601200551.57 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y DNB BANK ASA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0178 589000000.00 589000000.00 0.0039 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.52% 549300H47WTHXPU08X20 FEJ043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-07-15 2029-07-15 0.25 - 0.25 887607800.00 902700083.87 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 885000000.00 885000000.00 0.0058 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.52% 549300H47WTHXPU08X20 FEI913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2044-05-15 0.625 - 3.375 3723291900.00 4080000002.89 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 4000000000.00 4000000000.00 0.0263 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEI914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-04-30 0.006 - 2.75 2261150000.00 2337603923.61 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 2291000000.00 2291000000.00 0.0151 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEJ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2024-01-31 2.5 - 2.875 2229630000.00 2337900244.30 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 2291000000.00 2291000000.00 0.0151 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.54% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 327916800.00 332548451.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0153 326000000.00 326000000.00 0.0021 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.56% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-10-31 2025-10-31 3 - 3 151610000.00 162898420.80 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 159000000.00 159000000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.56% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2025-05-15 1.75 - 2.125 443720000.00 450964082.82 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 442000000.00 442000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.67% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2040-08-15 0 - 4.5 58543100.00 60188380.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0166 59000000.00 59000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2022-01-15 2 - 2.5 163696100.00 168315050.13 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 165000000.00 165000000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-16 2023-07-31 0 - 2.75 93351000.00 94868434.45 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 93000000.00 93000000.00 0.0006 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-02-15 2037-02-15 4.75 - 4.75 43854200.00 61205443.14 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 60000000.00 60000000.00 0.0004 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.65% 213800MBWEIJDM5CU638 FCJ052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2047-11-15 1.75 - 3.625 147576100.00 149246618.89 U.S. Treasuries (including strips) Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0164 146000000.00 146000000.00 0.0010 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.67% 213800MBWEIJDM5CU638 FDE634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2047-11-15 1.75 - 2.75 50886500.00 51105662.19 U.S. Treasuries (including strips) Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0166 50000000.00 50000000.00 0.0003 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.70% 213800MBWEIJDM5CU638 FCF493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2047-11-15 1.75 - 3.625 116428900.00 117656322.55 U.S. Treasuries (including strips) Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0169 115000000.00 115000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.71% 213800MBWEIJDM5CU638 FDJ237000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2025-05-15 1.125 - 2.125 56370100.00 56202206.26 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0170 55000000.00 55000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.65% H7FNTJ4851HG0EXQ1Z70 FCJ060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-31 1.375 - 6 100535000.00 103227492.44 U.S. Treasuries (including strips) Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0164 101000000.00 101000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDB430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 148199000.00 147160258.32 U.S. Treasuries (including strips) Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0166 144000000.00 144000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDC013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 144778800.00 147249784.32 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0166 144000000.00 144000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-31 1.375 - 6 82251700.00 104202258.62 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 102000000.00 102000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-09-30 1.625 - 2.625 102518000.00 104267008.03 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0166 102000000.00 102000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-02-15 1.75 - 6 134481000.00 170459315.15 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0167 167000000.00 167000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-07-15 1.75 - 2.375 145975000.00 148085576.66 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0167 145000000.00 145000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FDJ747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 87414800.00 88906735.28 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 87000000.00 87000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FED569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 1.625 - 6.75 114856500.00 149049775.74 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 146000000.00 146000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEE234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2026-08-15 1.5 - 2.375 147321000.00 147998929.76 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 145000000.00 145000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-02-15 1.75 - 6 179981000.00 204098776.41 U.S. Treasuries (including strips) Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0170 200000000.00 200000000.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.72% H7FNTJ4851HG0EXQ1Z70 FEE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-15 1.75 - 6.75 113153400.00 148975368.64 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0171 146000000.00 146000000.00 0.0010 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.56% RB0PEZSDGCO3JS6CEU02 FEI954000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 522000000.00 514236325.53 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 501000000.00 501000000.00 0.0033 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-08-15 0 - 8.125 77953400.00 83647217.71 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 82000000.00 82000000.00 0.0005 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FEI766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-08-15 1.125 - 3 285084700.00 301961531.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0164 296000000.00 296000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.64% U7M81AY481YLIOR75625 FEG932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2026-05-15 1.5 - 2.75 349135300.00 353966802.04 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 347000000.00 347000000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.65% U7M81AY481YLIOR75625 FEF427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2024-05-31 1.125 - 2 46612100.00 46935364.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 46000000.00 46000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.66% U7M81AY481YLIOR75625 FEF906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-02-15 2 - 2.875 69642300.00 72439795.23 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 71000000.00 71000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FDJ244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-05-31 2 - 2.875 445773100.00 467713777.66 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0167 458000000.00 458000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FEE974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2024-10-31 2 - 2.25 324952100.00 332680823.46 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 326000000.00 326000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FDJ760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2039-08-15 1.5 - 4.5 271314600.00 276691174.61 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0168 271000000.00 271000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FEG931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2023-05-31 1.875 - 2.75 67894400.00 69368916.75 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 68000000.00 68000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FEG363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2024-07-31 1.75 - 1.75 65624100.00 66316894.62 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 65000000.00 65000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEE969000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2022-08-31 1.625 - 1.625 134935000.00 135754248.22 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 133000000.00 133000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2024-11-30 1.875 - 2.625 121878800.00 123509134.25 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 121000000.00 121000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FED634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2039-08-15 2 - 4.5 104196400.00 110223746.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 108000000.00 108000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2039-08-15 2 - 4.5 156325500.00 161156617.20 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 157900000.00 157900000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 FEA727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2023-12-31 2.5 - 2.625 222801700.00 230727510.80 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0171 226000000.00 226000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 FEF908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2029-02-15 1.625 - 2.625 75607300.00 76523049.10 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 75000000.00 75000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEF421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2022-08-31 1.5 - 1.625 68159000.00 68384894.59 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 67000000.00 67000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEE965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2039-08-15 1.25 - 4.5 160951200.00 166323663.91 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 163000000.00 163000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEB393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2025-06-30 1.75 - 2.75 235818800.00 243865943.17 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 238900000.00 238900000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2039-08-15 1.75 - 4.5 208285500.00 209292906.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 205000000.00 205000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2022-03-31 1.875 - 2.875 232855200.00 236857732.97 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 232000000.00 232000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 FEC597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2039-08-15 2.125 - 4.5 194559400.00 201092873.17 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 197000000.00 197000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 FEF901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2023-06-30 2.5 - 2.625 142051500.00 146817789.39 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0174 143900000.00 143900000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.79% U7M81AY481YLIOR75625 FEG930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2024-08-31 1.25 - 2.5 57928900.00 57127256.31 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0177 56000000.00 56000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.89% U7M81AY481YLIOR75625 FEH282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2028-05-15 1.875 - 2.875 48497800.00 49985625.64 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0187 49000000.00 49000000.00 0.0003 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2049-05-15 1.375 - 6.125 682426100.00 735319768.76 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 719000000.00 719000000.00 0.0047 N N Y N Natixis SA Natixis SA, 1.61% KX1WK48MPD4Y2NCUIZ63 FCJ729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-05-15 1.125 - 6.625 285088600.00 293592848.50 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0160 287000000.00 287000000.00 0.0019 N N Y N Natixis SA Natixis SA, 1.65% KX1WK48MPD4Y2NCUIZ63 FDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2049-02-15 1.375 - 5.25 221911300.00 227733767.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y NATIXIS SA (GOV REPO) 1.0000 2 N N/A N/A N N 0.0164 222900000.00 222900000.00 0.0015 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.55% OXTKY6Q8X53C9ILVV871 FEI975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-05-15 2042-11-15 2.75 - 5 1715263600.00 2243382654.49 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 2187000000.00 2187000000.00 0.0144 N N Y N Norinchukin Bank Norinchukin Bank, 1.67% 5493007VSMFZCPV1NB83 FEC028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 143455800.00 143640359.89 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 4239700.00 4410627.32 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0166 145000000.00 145000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 44772800.00 44374802.49 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 43000000.00 43000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 72750900.00 73577939.88 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 5800.00 6033.83 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0167 72000000.00 72000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDF989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 141909000.00 143357421.09 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 3643100.00 3789974.85 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0167 144000000.00 144000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FEA693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-11-15 1.5 - 2.625 189937800.00 190766126.63 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 31610600.00 32885009.78 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0167 219000000.00 219000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEE910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 143598400.00 144781890.07 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 4079800.00 4244280.80 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 146000000.00 146000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEF852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 149291700.00 151053324.14 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 148000000.00 148000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.78% 5493007VSMFZCPV1NB83 FCC569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 75076800.00 74409422.05 U.S. Treasuries (including strips) Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0177 72000000.00 72000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 57667100.00 58509167.24 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 838900.00 872721.00 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0179 58000000.00 58000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 143941200.00 146208816.55 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 2151700.00 2238447.72 U.S. Treasuries (including strips) Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N N N 0.0179 145000000.00 145000000.00 0.0010 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-05-15 1.125 - 4.5 238398500.00 293464071.61 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 287000000.00 287000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-08-15 0 - 3.75 276724300.00 294833530.43 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 288000000.00 288000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-05-15 0 - 4.25 423319200.00 441268099.61 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 431000000.00 431000000.00 0.0028 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2047-02-15 1.125 - 4.625 570256000.00 588016808.69 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 575000000.00 575000000.00 0.0038 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2047-02-15 0 - 8.5 139550200.00 147116967.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 143900000.00 143900000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2048-11-15 0 - 4.75 140386600.00 147307791.52 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 144000000.00 144000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2047-08-15 0 - 5.375 142753200.00 147432344.98 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 143900000.00 143900000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2049-05-15 0 - 8.5 140705700.00 147419196.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 144000000.00 144000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC065000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2049-02-15 0 - 5.375 353944700.00 367860664.17 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 359000000.00 359000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2045-08-15 1.125 - 3 288200400.00 294351194.69 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 288000000.00 288000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FEA844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2039-05-15 0 - 4.25 288213800.00 298204172.33 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 292000000.00 292000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-02-15 1.125 - 3.75 214426300.00 227784913.18 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 223000000.00 223000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FEB960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-05-15 0 - 5.375 136637500.00 143136323.81 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 140000000.00 140000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FDE668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-08-15 0 - 8.5 435265600.00 461861736.73 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 451900000.00 451900000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FDG018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-08-15 0 - 4.625 323609900.00 336570892.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 329000000.00 329000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FCB689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-02-15 0 - 4.25 464388200.00 478413839.25 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 467000000.00 467000000.00 0.0031 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCD228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2049-02-15 0 - 8.5 138370300.00 147356428.51 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 144000000.00 144000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.79% 549300QJJX6CVVUXLE15 FEG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2042-11-15 0 - 3.625 225462300.00 231702909.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0177 227000000.00 227000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.84% 549300QJJX6CVVUXLE15 FEH193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2048-08-15 0 - 4.75 336182000.00 349831731.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 342000000.00 342000000.00 0.0022 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-11-15 1.125 - 7.625 408994300.00 426954866.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 417000000.00 417000000.00 0.0027 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.60% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2026-04-30 2.375 - 2.5 308049000.00 318268363.94 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0159 312000000.00 312000000.00 0.0021 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.57% 6PJDTY319315T5LR2241 FEI962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-15 2023-03-31 1.5 - 2.5 479790000.00 484356272.08 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 475000000.00 475000000.00 0.0031 N Y Y N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FCI040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-11-15 0 - 8.125 273746800.00 290450730.59 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0162 284000000.00 284000000.00 0.0019 N N Y N Societe Generale Societe Generale, 1.67% O2RNE8IBXP4R0TD8PU41 FEH843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-07 2049-11-15 0 - 8 169707900.00 185903765.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0166 182000000.00 182000000.00 0.0012 N N N Y Societe Generale Societe Generale, 1.80% O2RNE8IBXP4R0TD8PU41 FEH851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-09 2049-05-15 0 - 8 368057900.00 392091315.27 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0178 384000000.00 384000000.00 0.0025 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.80% 5493006GGLR4BTEL8O61 FEF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2024-09-30 1.5 - 2 25769000.00 25650848.97 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 25000000.00 25000000.00 0.0002 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.55% SUVUFHICNZMP2WKHG940 FEI965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2027-11-15 1.875 - 2.875 427367100.00 444758302.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 436000000.00 436000000.00 0.0029 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.57%, dated 12/31/2019 due 01/02/2020 B4TYDEB6GKMZO031MB27 FEJ068000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2045-02-20 3 - 4.5 4429739214.42 1038272629.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1017825000.00 1017825000.00 0.0067 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.58%, dated 12/31/2019 due 01/02/2020 B4TYDEB6GKMZO031MB27 FEJ099000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2045-02-20 3 - 4.5 75026919.48 17585323.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 17239000.00 17239000.00 0.0001 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.57%, dated 12/31/2019 due 01/02/2020 L3I9ZG2KFGXZ61BMYR72 FEJ068000_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 2020-03-31 2027-11-15 1.375 - 2.625 83433126.87 85074330.46 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 83399000.00 83399000.00 0.0005 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.57% G5GSEF7VJP5I7OUK5573 FEI931000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2024-12-31 1.75 - 1.75 31300.00 31395.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2047-04-01 3 - 4 111274809.00 79742476.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 2125594.00 2281058.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 50180730.00 38917635.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-02-01 2049-03-01 3 - 4.5 861204080.00 372750558.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 484000000.00 484000000.00 0.0032 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.65% G5GSEF7VJP5I7OUK5573 FDJ161000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 4 - 4 36131980.00 31875745.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2049-10-01 3.5 - 4.5 248835452.00 215314973.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 242000000.00 242000000.00 0.0016 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.62% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3 - 3 125000.00 112626.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-12-01 3 - 3.5 246145.00 240094.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2045-11-01 3 - 3 5000.00 3634.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-06-01 3 - 3 5000.00 3563.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 113923.00 125081.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2049-12-01 2.324 - 4.949 48136362.00 9599153.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1000.00 1073.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-04-20 2069-09-20 2.5 - 6.1 103386092.00 68013288.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2049-12-01 2.432 - 6.1 238070873.00 24266113.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1376913.00 1373384.73 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 2000.00 1981.64 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2020-02-27 N/A 100.00 99.76 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 2034-01-01 4.41 - 4.41 3457713.00 3917702.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1833270.00 1909557.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-03-01 3 - 3 1970283.00 1429959.51 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-12-10 2021-12-10 1.67 - 1.67 3000000.00 2999153.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-12-01 2029-12-01 2.34 - 2.57 15827974.00 15887542.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 127000000.00 127000000.00 0.0008 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.65% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-12-01 3 - 3.5 4090122.00 4244418.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 1985857.00 1518843.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2049-11-01 2.948 - 4.563 12362461.00 9577220.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 1862290.00 1999661.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-12-20 2.5 - 5 27611553.00 28776051.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2050-01-01 2.5 - 4.5 34244361.00 34333684.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2029-12-01 2.57 - 2.57 149929.00 152280.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-24 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 78997803.80 78997803.80 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FCI991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 3.5 - 3.5 22926626.00 18284832.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2049-10-01 4 - 4.5 69792115.00 62492141.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 79000000.00 79000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FCH344000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 1.125 - 1.125 3719600.00 4438345.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 6210000.00 4466338.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2049-02-01 3.5 - 5 85749205.00 60607832.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-12-20 2069-05-20 3 - 5.5 265769430.00 173458913.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-02-01 2049-11-01 3 - 6.5 224017154.00 77282846.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 4.5 - 4.5 4860802.00 5009989.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-30 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 318000000.00 318000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEF382000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-11-20 3.5 - 5 31956849.00 33679922.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 6.5 - 6.5 41198.00 2938.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 33000000.00 33000000.00 0.0002 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.65% 3Y4U8VZURTYWI1W2K376 FDI458000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2044-08-15 0 - 3.125 6088700.00 7196296.13 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-10-15 2049-06-20 4 - 4.5 12832179.00 13030198.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 1000.00 991.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-09-01 2031-09-01 2.58 - 2.58 13180000.00 13227039.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 4 - 4 4153636.00 3913273.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-10-01 2031-10-01 2.665 - 2.665 12500000.00 12657747.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 48900000.00 48900000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FCH365000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-11-15 0 - 3.125 63444591.16 47124013.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.24 - 2.24 1032.00 1006.20 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2032-05-26 2038-04-05 3.32 - 3.98 9463000.00 9528081.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 3055000.00 2252332.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-06-01 2033-07-19 4 - 4.2 670000.00 685700.66 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2049-07-20 2.425 - 4.5 71121519.00 55277230.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2049-12-01 0 - 4.25 15222897.00 15733731.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0161 127000000.00 127000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEG010000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2048-11-15 0 - 3 145475903.39 97769997.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1293.00 1294.35 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2022-06-02 2038-04-05 1.875 - 3.98 1072000.00 1102407.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-04-01 0 - 4 18550248.00 13834929.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2033-10-24 3.93 - 4.1 550000.00 592952.99 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-02-20 4 - 4.5 16587301.00 11975862.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2043-06-01 0 - 4.334 2970496.00 2228075.56 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 124000000.00 124000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEF607000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-05-15 0 - 3.625 66764195.30 68569087.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 7197000.00 7284823.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-05-15 2048-07-01 2.17 - 5 20768615.00 4334415.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2038-08-17 3.17 - 4.25 14140000.00 14534824.26 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-03-20 3.5 - 8 88463235.00 69555421.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-07-01 2059-10-25 2.181 - 4.5 49086408.00 41522876.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 201000000.00 201000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FDJ184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 27760896.00 28790098.68 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-08-15 0 - 2.375 71964120.06 49296949.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.24 - 2.24 1000.00 975.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 745000.00 754091.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 0 - 6.25 1156000.00 1557404.16 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-06-20 2.465 - 4.5 890858.00 902066.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2043-06-01 0 - 4.334 5239004.00 3951114.32 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 83000000.00 83000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FDD700000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 2.24 - 2.24 223000.00 212946.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-11-15 0 - 3.875 202324196.58 175833805.78 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 3228000.00 3247943.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2048-10-01 2.17 - 7 34312235.00 5264500.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2049-08-20 2.465 - 5 96438318.00 13931382.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2049-07-01 0 - 6.5 45702732.00 31126593.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 223000000.00 223000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEH855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2048-11-15 0 - 4.625 224683632.74 197502984.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 N/A 2454500.00 2196578.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2048-11-20 3 - 4.625 24955523.00 20064259.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2049-04-25 2049-04-25 4.25 - 4.25 1000.00 108.73 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-07 2020-01-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 213900000.00 213900000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDE855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2049-05-15 0 - 2.25 30989224.63 22756701.95 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-06-02 2036-06-02 3.13 - 3.13 1000.00 1001.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 5 - 5 1590230.00 1085279.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2033-07-11 3.5 - 5.365 2320000.00 2609587.88 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2035-08-15 2048-06-20 3 - 5 67174391.00 52476105.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2049-04-25 0 - 4.334 42287699.00 20420474.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0166 97000000.00 97000000.00 0.0006 N Y Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 1.67% VJW2DOOHGDT6PR0ZRO63 FEC561000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-05-15 1.625 - 3.5 30600.00 30860.26 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-12-19 2022-12-19 1.78 - 1.78 15204000.00 15203040.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 3.5 71047464.00 69357408.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-09-29 2020-09-29 1.625 - 1.625 5000.00 5019.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2022-06-10 1.75 - 2.125 410000.00 412236.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-12-20 2049-09-15 3 - 3.5 4010446.00 4152137.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-13 2050-01-01 1.4 - 4 49249503.00 47721347.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 3 99355647.00 98967512.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BNY MELLON CAP MKTS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0166 231000000.00 231000000.00 0.0015 N N Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 1.84% VJW2DOOHGDT6PR0ZRO63 FEH275000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 9122388.00 9223408.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 4 - 4 1042999.00 1020000.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 89662759.00 88640056.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNY MELLON CAP MKTS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 96900000.00 96900000.00 0.0006 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VJW2DOOHGDT6PR0ZRO63 FEJ068000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 3250.90 41.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 121908.58 249.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 414507.05 1715.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 136537.61 303.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 325548.90 29720.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 291091.03 955.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 4551.25 105.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 1950.54 388.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 4702418.00 3300465.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 198844.27 1946.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 6176.70 466.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 15285.71 548.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 81272.39 291.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 117560.83 1656.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 12190.86 207.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 8127.24 625.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 2720.67 115.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 23406.45 397.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 8025457.65 8372913.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 19505.37 955.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 850109.16 777085.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 5526.52 4605.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 12829.33 11281.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 8777.42 173.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 23081.36 14418.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 824620.52 3375.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 117872.92 76363.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 3.5 50751310.83 51838016.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 86642.87 9261.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 89724.71 3608.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-09-20 2.5 - 10 87565721.40 63556251.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 8045398.64 4063415.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 325.09 62.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 15624.78 7673.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 997.70 523.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 617631.78 628698.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 2.5 - 4 27486834.71 27223291.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 5011255.34 870.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 1953.14 1041.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 39704.49 12622.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2045-02-01 3 - 6.5 773796.02 42958.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 162544.77 105080.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 4551.25 2632.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 3370974.76 105641.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 1752754.09 1360847.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 52357.95 13336.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 840883.12 403735.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 393630.12 12904.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 533146.85 355887.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 591988.06 207295.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 23243869.02 23501269.04 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-07 2049-11-15 0 - 7.625 250115786.05 251248300.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-01-08 2024-09-13 0 - 5.375 7551830.14 7756513.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 20794237.69 19863983.51 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-12 2034-12-18 1.32 - 5.05 101125929.99 101289877.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-06-01 1.375 - 7.5 45306062.89 27029194.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-25 2050-01-01 1.25 - 9.5 169044865.37 136416972.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 715197000.00 715197000.00 0.0047 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDJ160000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 5 - 5 146598173.00 104595567.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 39977254.00 35453886.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 3.5 - 3.5 99998596.00 106119815.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BANK OF AMERICA CORPORATION 1.0000 2 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0164 241000000.00 241000000.00 0.0016 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.67% 549300HN4UKV1E2R3U73 FDG007000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 48000066.00 53062517.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2043-05-01 3 - 3 65665578.00 34698416.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 5 - 5 69929114.00 46712311.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-12-01 2049-05-01 3 - 4.5 431370792.00 307296302.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 51553625.00 51827463.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-08 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0166 483000000.00 483000000.00 0.0032 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FDB020000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2049-05-15 1 - 3 42818100.00 44946571.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 26825.00 26959.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2048-12-01 3 - 4.5 76996349.00 51472758.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 33232998.00 34002743.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 17150770.00 15945020.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 6274592.00 5701334.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-11-01 2.381 - 5.5 507842711.00 409347078.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 549000000.00 549000000.00 0.0036 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.74% 2IGI19DL77OX0HC3ZE78 FBJ988000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2047-10-01 3 - 4 83039255.00 60857787.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 18495772.00 18924172.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-11-01 3.5 - 4.5 94374616.00 88812093.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 26703297.00 27936935.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 192000000.00 192000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 26246.00 25764.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 4354419.00 1633818.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.46 - 2.46 3122.00 3136.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-05-01 2049-09-01 3.5 - 5 77209248.00 62843717.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 63000000.00 63000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.79% 2IGI19DL77OX0HC3ZE78 FBH824000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-04-15 2049-02-15 1 - 3.625 27900.00 57018.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2047-02-01 3 - 4 47182386.00 16092991.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 128634.00 119590.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-15 2058-08-15 3.4 - 4 161561.00 140113.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-11-01 3.5 - 5 57311298.00 48100061.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 63000000.00 63000000.00 0.0004 N N Y N Citibank NA Citibank NA, 1.55% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2048-02-15 0 - 7.875 53925900.00 76383486.05 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-10-03 2029-10-03 2 - 2 5000000.00 4922451.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2028-11-16 1.875 - 3.25 45000.00 47551.35 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-06-20 2047-06-20 4 - 4 814329.00 498267.97 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 N/A 3000.00 1519.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2049-01-01 1.5 - 6.5 2863590.00 2457127.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 82000000.00 82000000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.56% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 8.875 - 8.875 1000.00 1078.84 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2045-08-15 0.125 - 8.75 469468300.00 500996192.65 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-06-21 2021-07-27 1.75 - 2.092 262000.00 262218.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2034-02-01 5.5 - 8.5 2995.00 37.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2023-12-08 2028-11-16 3.25 - 3.375 140000.00 151315.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2047-06-20 4 - 10.5 7428.00 1025.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2041-02-01 1.5 - 6.5 303224.00 154560.68 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0155 491000000.00 491000000.00 0.0032 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.57%, dated 12/31/2019 due 01/02/2020 E57ODZWZ7FF32TWEFA76 FEJ068000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.75 - 3.5 452974.11 457566.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-13 2045-12-01 0 - 8 13289123.96 2452782.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 226908.00 22789.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-10-20 2.5 - 10.5 6563278.81 4381773.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 27048176.39 11486069.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 692185.24 4869.03 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 6166975.12 4937267.76 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-11-15 0 - 8.75 429747726.88 453674758.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 30079415.09 30263494.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 582.01 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 6332.27 33.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 302.18 321.08 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 1096626.46 1142589.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 931.33 1007.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 498448000.00 498448000.00 0.0033 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.58%, dated 12/31/2019 due 01/02/2020 E57ODZWZ7FF32TWEFA76 FEJ099000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.75 - 3.5 5477.15 5532.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-13 2045-12-01 0 - 8 160685.87 29657.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 2743.67 275.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-10-20 2.5 - 10.5 79360.10 52982.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 327053.89 138884.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 8369.58 58.87 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 74568.18 59699.13 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-11-15 0 - 8.75 5196308.44 5485622.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 363706.21 365932.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 7.04 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 76.57 0.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 3.65 3.88 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 13259.89 13815.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 11.26 12.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 6027000.00 6027000.00 0.0000 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.57% 7LTWFZYICNSX8D621K86 FEI950000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 77022.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.8 - 3.8 40000000.00 41360044.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2045-04-15 3.5 - 3.5 120425416.00 125436732.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 162000000.00 162000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.56% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-04-01 6 - 6 1834082.00 240632.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2021-12-01 6 - 6 7980464.00 13585.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2049-04-01 3.5 - 8.5 106595308.00 98399876.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2022-09-01 6.5 - 6.5 1000000.00 23282.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-03-15 2049-12-20 3 - 8.5 477483966.00 408374406.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3 - 3 27531300.00 25777733.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 5 - 5 1850540.00 47120.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2027-10-01 3 - 3 475000.00 108177.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-03-01 2024-03-01 4.5 - 4.5 3302776.00 75013.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2049-02-01 2.5 - 6.5 247346126.00 76721678.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 18559456.00 19405994.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 3 - 3 134120192.00 130778357.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 745000000.00 745000000.00 0.0049 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.57%, dated 12/31/2019 due 01/02/2020 CYYGQCGNHMHPSMRL3R97 FEJ068000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2026-10-15 2026-10-15 0 - 0 248.25 217.71 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 10848822.90 12017992.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-04-13 2031-07-15 0 - 1.52 13253074.50 13093079.91 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-05-20 2049-08-20 3 - 5.5 79901629.81 81351017.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 13902.00 13947.77 Agency Debentures and Agency Strips Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 104265000.00 104265000.00 0.0007 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.58%, dated 12/31/2019 due 01/02/2020 CYYGQCGNHMHPSMRL3R97 FEJ099000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2026-10-15 2026-10-15 0 - 0 5.42 4.75 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 236818.88 262340.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-04-13 2031-07-15 0 - 1.52 289301.28 285808.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-05-20 2049-08-20 3 - 5.5 1744172.15 1775810.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 303.47 304.47 Agency Debentures and Agency Strips Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 2276000.00 2276000.00 0.0000 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.55% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-02-15 2040-02-15 4.625 - 4.625 46539000.00 65276474.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-02-20 2063-11-20 3 - 6.5 199382359.00 154637542.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2024-09-06 2.625 - 2.625 110000000.00 115308545.00 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 328000000.00 328000000.00 0.0022 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 1276639.00 1338722.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2049-04-01 4 - 4.5 95308775.00 64059770.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-12-01 2056-07-01 3.5 - 4 62436.00 51017.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0163 64000000.00 64000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 4 - 4.5 14322443.00 13119902.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-11-01 3 - 3.5 24052614.00 24844843.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-09-01 2049-04-01 4 - 4.5 32196719.00 27419996.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-12-01 2056-07-01 3.5 - 4 90540.00 64767.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0163 64000000.00 64000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.69% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-01 2056-07-01 3.5 - 4 199617650.00 163475808.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0168 160000000.00 160000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.70% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 16669.00 16714.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 5327020.00 5495384.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 35636532.00 32641159.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 136864.00 137983.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2043-09-01 4 - 4 6414526.00 1987242.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2056-07-01 3.5 - 4.5 281280935.00 196540309.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0169 232000000.00 232000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-02-01 2049-02-01 3 - 4.5 159059183.00 129969533.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0172 127000000.00 127000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2057-09-01 3 - 4.5 334844332.00 196682438.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 192000000.00 192000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3380566.00 3389881.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3.5 9616242.00 9630504.86 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2025-09-30 2036-02-15 1.625 - 4.5 730900.00 982699.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 139536.00 140677.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 4 - 4 49998100.00 46106002.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-06-20 3.5 - 3.5 17011135.00 10860464.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2056-07-01 3.5 - 4.5 177034999.00 158352613.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 224000000.00 224000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 2.5 - 2.5 27413861.00 26837843.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 64944.00 65475.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2049-04-01 3.5 - 4.5 75593837.00 43062934.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-04-01 2056-07-01 3.5 - 4.5 53589632.00 28370125.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0177 96000000.00 96000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.79% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2049-05-01 4 - 4 100418432.00 81916472.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0178 80000000.00 80000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.95% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-05-01 2056-07-01 3.5 - 5 256226453.00 180424332.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0193 176000000.00 176000000.00 0.0012 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.56% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4.5 - 4.5 1083196.00 726402.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-25 2049-01-01 0 - 5.5 63908310.00 56446620.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 10324576.00 9308258.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-08-01 2049-11-01 3 - 6.5 280468310.00 186765127.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 248000000.00 248000000.00 0.0016 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.57% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-02-01 2049-05-01 2.5 - 7 354897916.00 167294590.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 164000000.00 164000000.00 0.0011 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.57%, dated 12/31/2019 due 01/02/2020 ZBUT11V806EZRVTWT807 FEJ068000_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 2040-09-01 2040-09-01 5 - 5 179915.77 11927.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2048-11-01 4.5 - 5 624048.27 517413.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2028-02-01 5 - 6 546627.46 17434.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 3 - 6 2671722.67 1788659.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 1743746.48 42884.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 204230.66 199628.30 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-08-15 1.75 - 2.875 1040630495.85 1081997344.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 116209.03 4618.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 57709.42 2150.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 2905684.24 2953636.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 268364.16 274608.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 4913372.90 5062311.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 433765.40 367748.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 236072.51 257533.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 403050.18 303011.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 3195234.91 3095509.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 5 - 5 802008.35 18629.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 13878880.65 14279795.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.5 - 5.5 453993.69 437553.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 4 - 4 422802.05 309444.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2051-02-25 2.106 - 7.5 431912962.73 103351962.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-06-01 4 - 4.5 19622240.96 19171899.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 346164.59 257513.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-20 2060-05-15 2 - 8 649067387.86 371021263.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 183988.34 185902.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2059-08-25 2.28 - 6.383 403008297.26 101294402.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 7 - 7 902687.77 1891.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 5.5 7682403.20 184954.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 2642959.72 2744567.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 985938.40 10048.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2045-12-01 4 - 4.5 453032.58 279350.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 494272.51 416244.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 928420.41 103756.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-02-01 3.5 - 3.5 15796730.90 14490219.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 181163.30 77099.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5.5 - 5.5 20149.13 5538.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4 - 4 4497.89 1365.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2028-05-01 5 - 6 655022.75 42584.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1690393000.00 1690393000.00 0.0111 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.58%, dated 12/31/2019 due 01/02/2020 ZBUT11V806EZRVTWT807 FEJ099000_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 2040-09-01 2040-09-01 5 - 5 606.57 40.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2048-11-01 4.5 - 5 2103.92 1744.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2028-02-01 5 - 6 1842.90 58.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 3 - 6 9007.46 6030.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 5878.88 144.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 688.54 673.03 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-08-15 1.75 - 2.875 3508387.22 3647851.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 391.79 15.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 194.56 7.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 9796.24 9957.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 904.76 925.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 16564.97 17067.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 1462.40 1239.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 795.90 868.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 1358.85 1021.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 10772.43 10436.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 5 - 5 2703.90 62.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 46791.33 48142.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.5 - 5.5 1530.60 1475.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 4 - 4 1425.44 1043.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2051-02-25 2.106 - 7.5 1456153.67 348441.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-06-01 4 - 4.5 66154.53 64636.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 1167.06 868.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-20 2060-05-15 2 - 8 2188269.26 1250863.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 620.30 626.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2059-08-25 2.28 - 6.383 1358704.33 341504.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 7 - 7 3043.33 6.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 5.5 25900.50 623.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 8910.49 9253.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 3324.00 33.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2045-12-01 4 - 4.5 1527.36 941.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 1666.39 1403.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 3130.08 349.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-02-01 3.5 - 3.5 53257.18 48852.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 610.77 259.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5.5 - 5.5 67.93 18.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4 - 4 15.16 4.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2028-05-01 5 - 6 2208.35 143.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 5699000.00 5699000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.57%, dated 12/31/2019 due 01/02/2020 ZOMOLU8CGIZRYZ7PFU34 FEJ068000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2029-05-15 1.125 - 3.125 1082741980.79 1106528814.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 5204519.94 709950.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2049-04-01 3.5 - 4.5 38986665.25 33167770.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2049-11-20 3 - 5 23780723.29 2323286.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1402063.06 1430277.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-11-01 2056-06-01 3.5 - 6 267310966.97 153680262.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1272283000.00 1272283000.00 0.0084 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.61% K5HU16E3LMSVCCJJJ255 FEJ037000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 11048256.00 11118807.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-09-01 2.481 - 4.704 122278286.00 39434707.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2039-11-01 3 - 3 1803430.00 1834272.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1553584.00 1555809.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-12-01 2049-09-01 2.5 - 5 194051525.00 113351364.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 164000000.00 164000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.71% K5HU16E3LMSVCCJJJ255 FDJ679000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.53 - 3.53 20390200.00 22127071.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.78 - 3.78 12500000.00 13738187.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 1508876.00 1636767.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2049-04-01 2.5 - 4.654 155972262.00 49185025.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 5 5094960.00 4035750.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 1473650.00 1576475.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-11-01 2049-12-01 3 - 5 192893702.00 88497991.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 177000000.00 177000000.00 0.0012 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.75% K5HU16E3LMSVCCJJJ255 FEB293000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 2034-02-01 3.96 - 3.96 12807000.00 14261388.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 2.5 - 2.5 656385.00 621972.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-11-01 3 - 3.5 60713872.00 61702896.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 4 - 4 7060416.00 4017320.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.52 - 3.52 28681000.00 30923634.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2049-09-01 2.5 - 4.875 207791438.00 164404297.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 5 - 5 3992804.00 3915309.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0174 274000000.00 274000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEB346000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3.5 - 3.5 5395712.00 5611143.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 2600068.00 2684038.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2049-03-01 2.5 - 4 14911326.00 11120118.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 6040460.00 5086274.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-06-01 2039-06-01 4.5 - 4.5 1108906.00 1183162.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-12-01 2.325 - 5 344081277.00 166840070.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 25469120.00 25247383.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.36 - 3.36 1865300.00 2007715.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 3055336.00 3308853.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4.5 - 4.5 562975.00 433229.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3806336.00 3859147.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 1372050.00 740461.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-11-01 2022-11-01 6 - 6 5100000.00 89110.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2029-01-01 3 - 3 498368.00 225127.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2039-11-01 3 - 3 494284.00 504798.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5 - 5 1014104.00 865747.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0177 225000000.00 225000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEC616000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.53 - 3.53 20609700.00 22365268.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-06-01 3.22 - 3.35 13350000.00 14332688.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.81 - 3.81 19326000.00 21318413.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 1011512.00 1093926.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 3.5 - 3.5 208990.00 124091.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-04-01 2037-04-01 4 - 4 1199464.00 1146000.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2048-06-01 4 - 6 39140976.00 24242041.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-08-01 2049-12-01 2.5 - 6 548092537.00 129821161.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0177 210000000.00 210000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEC966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 5 3222724.00 3455474.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 2101880.00 2321612.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 3122112.00 3156698.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 2230044.00 2076264.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2048-12-01 3 - 6 100653160.00 48235035.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 1211176.00 1270647.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 3.5 - 3.5 5496050.00 4150883.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 2822800.00 2849194.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2040-12-01 4 - 4 951022.00 268517.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2049-12-01 2.5 - 5 162512886.00 106605953.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-12-01 2.5 - 3.5 4230032.00 4301223.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 1477668.00 1520594.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-07-01 3.29 - 3.36 24274700.00 26126655.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 1194428.00 1302982.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 4 4702444.00 4805604.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 1856148.00 1985659.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-11 2020-02-11 2020-02-11 N N N 0.0177 210000000.00 210000000.00 0.0014 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.57%, dated 12/31/2019 due 01/02/2020 K5HU16E3LMSVCCJJJ255 FEJ068000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2026-01-15 2030-04-15 0 - 0 50909533.33 42239704.82 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-11-20 2046-11-20 3.5 - 3.5 199274.02 192455.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-20 2049-11-20 2.5 - 5.45 109343869.26 62835861.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 103195000.00 103195000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.57%, dated 12/31/2019 due 01/02/2020 7TK5RJIZDFROZCA6XF66 FEJ068000_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 2049-08-01 2049-08-01 4 - 4 8940440.05 9580390.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-05-01 3.83 - 4.04 490544.92 529758.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 4805432.28 5256033.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 508066.74 522953.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 3 - 3.225 20624461.06 21647439.01 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-05-15 0.125 - 8.125 291192662.24 337712920.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 2048-10-01 3.34 - 4.59 1642680.04 1742140.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.48 - 3.48 24204.52 25714.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2049-01-01 3.5 - 4.5 634803.86 624534.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-20 2049-12-20 2 - 4 7914257.18 6538358.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2048-12-01 4.5 - 4.5 225908.85 194786.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 44315360.40 45102652.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 419545000.00 419545000.00 0.0028 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.57% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2020-08-01 4 - 4 2001076.00 13222.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2034-08-01 3.26 - 3.26 1530000.00 1623765.08 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-08-15 0 - 6.125 42500.00 43914.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.88 - 3.88 640000.00 707874.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-05-01 2027-05-01 3.85 - 3.85 2350000.00 2530504.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 12880144.00 13254101.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 4 - 4.5 19705847.00 21317593.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 2031-10-01 2.33 - 2.64 48687000.00 48719575.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1777035.00 1920524.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 13130856.00 13365944.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 1138440.00 1202282.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 3000000.00 1516639.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 14578144.00 10994962.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2 - 2 750025.00 741822.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2048-08-01 2.5 - 5 91204183.00 29176101.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 885654.00 888174.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2028-02-01 2.5 - 2.5 11015000.00 3609099.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-02-01 2050-01-01 2.5 - 7 431147248.00 334417759.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 4390008.00 4524457.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2026-04-01 4 - 5.5 9204105.00 324475.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-05-01 4.5 - 4.5 100000.00 14393.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 4 - 4 100000.00 63855.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2026-01-01 4 - 4 1006407.00 283635.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2048-05-01 3.5 - 4 18963037.00 14454130.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2024-05-01 4 - 4 59695.00 1562.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2029-01-01 2.5 - 2.5 46332.00 20969.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 3.5 - 3.5 319639.00 232796.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 496000000.00 496000000.00 0.0033 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.61% 549300Y1PMK3RWXMWR72 FEJ036000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 774239.00 772668.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2040-08-01 4.5 - 6 7341279.00 827798.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 37994288.00 34545143.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2049-07-01 3.5 - 4.5 81561198.00 81164881.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 115000000.00 115000000.00 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.71% 549300Y1PMK3RWXMWR72 FDJ671000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-11-01 4 - 4.5 8946728.00 988356.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1974236.00 1930979.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2040-05-15 5 - 5 5742428.00 474429.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2049-05-01 3.5 - 4.5 247597472.00 161060247.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 161000000.00 161000000.00 0.0011 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.57%, dated 12/31/2019 due 01/02/2020 OXTKY6Q8X53C9ILVV871 FEJ068000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 805158.15 877205.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 157864376.14 12004636.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4 - 5 2117674.07 2053000.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 149585023.97 125220075.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 4740844.14 3479413.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2055-09-01 2.86 - 8.5 262058510.17 200300285.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4.5 73697107.60 70414943.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 7209.19 6524.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2026-06-30 1.625 - 7.625 677589732.66 697712840.87 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 1027309.27 1060873.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 708418.78 712671.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2029-01-01 3.575 - 3.62 4397244.15 4681501.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 167237795.39 127062839.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1221058000.00 1221058000.00 0.0080 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.57% OXTKY6Q8X53C9ILVV871 FEI974000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 1305876.00 1345562.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 336000.00 346578.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.62 - 3.62 96410.00 102958.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2048-08-01 3 - 4 32603382.00 24916120.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4.5 41728788.00 44164191.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 21512511.00 16344635.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2052-09-01 2.5 - 6 213321544.00 205300430.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3 - 4.5 227797293.00 225892717.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2033-11-01 4 - 4 886195.00 812090.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 509000000.00 509000000.00 0.0033 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FEB392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2024-10-15 0.125 - 1.875 60700.00 61257.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-09-01 2049-12-01 2.5 - 5.5 88216013.00 75666718.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 82465514.00 81524904.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 154000000.00 154000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.81% 549300QJJX6CVVUXLE15 FEG283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2049-11-20 2.5 - 3.5 256370319.00 226599389.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0179 222000000.00 222000000.00 0.0015 N N Y N RBC Financial Group RBC Financial Group, 1.63% ES7IP3U3RHIGC71XBU11 FDD692000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-05-01 3.18 - 3.18 11300000.00 11991413.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-11-01 3.77 - 3.83 35735000.00 39329697.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2029-04-01 3.495 - 3.495 14167476.00 15310826.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 153800.00 79226.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2049-01-01 3 - 5 6315003.00 5059349.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-01-20 2049-12-20 3 - 5 97762723.00 94087422.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1732448.00 1775390.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.3 - 2.3 4602321.00 4573255.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-03-01 2051-06-01 2.5 - 5 1441377360.00 1194512933.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 11003008.00 10877506.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0162 1347900000.00 1347900000.00 0.0089 N N Y N RBC Financial Group RBC Financial Group, 1.64% ES7IP3U3RHIGC71XBU11 FDD686000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 31410000.00 31400424.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-09-25 2.17 - 2.17 42852.00 42523.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 31953934.00 31654679.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 3517.00 3607.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-07-01 4 - 4 9892803.00 9009771.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 52600541.00 27096096.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-05-01 2.04 - 6.5 783632090.00 519908309.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 20755045.00 20685489.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-12-15 2049-12-20 2.065 - 4.5 67495683.00 60428010.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 2.242 - 6 914104703.00 679849512.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2029-12-01 2.55 - 2.55 1080.00 1094.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0163 1348000000.00 1348000000.00 0.0089 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 1.57%, dated 12/31/2019 due 01/02/2020 O2RNE8IBXP4R0TD8PU41 FEJ068000_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 2020-05-31 2048-05-15 0 - 6.75 491317204.71 516635666.63 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 505861000.00 505861000.00 0.0033 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ068000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-08-15 1.5 - 3.125 259234590.06 265716262.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-04-20 3 - 4 533858533.98 377716585.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 1467870867.59 1223148788.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1829636000.00 1829636000.00 0.0120 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ068000_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 239255246.73 242600988.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-01-01 2.5 - 3.5 2575378793.15 2465620867.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 146638315.79 147417218.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 2786128000.00 2786128000.00 0.0183 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.80% 5493006GGLR4BTEL8O61 FEG383000 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 2048-01-01 2048-01-01 3.5 - 3.5 160440000.00 134118176.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 131125000.00 131125000.00 0.0009 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 FEF364000 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 2.5 - 2.5 41451000.00 40978205.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 40000000.00 40000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 FEF359000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 450000.00 455781.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 277280000.00 213355867.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 209000000.00 209000000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 FEE906000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 600000.00 607708.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-07-01 2047-09-01 3.5 - 3.5 261527000.00 211268837.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 207057500.00 207057500.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 5493006GGLR4BTEL8O61 FED556000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 100000.00 101284.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-09-01 3 - 3.5 136980000.00 108516960.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0181 106000000.00 106000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.57% SUVUFHICNZMP2WKHG940 FEI966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 88712152.00 72243436.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-02-20 2047-02-20 2.5 - 2.5 82968257.00 65126674.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2048-11-01 3.5 - 4.5 627402972.00 363493571.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 491000000.00 491000000.00 0.0032 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.57% SUVUFHICNZMP2WKHG940 FEI967000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-03-01 2049-11-01 2.5 - 4 334232238.00 292184828.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 42776772.00 42404352.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 328000000.00 328000000.00 0.0022 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VYVVCKR63DVZZN70PB21 FEJ068000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2026-05-31 2 - 3.125 214086425.56 219008014.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 960.60 975.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2052-07-25 2.75 - 5.697 22748635.98 20981205.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-12-20 1.5 - 6 872454581.22 728817710.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.779 - 2.625 186630.05 27232.02 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 949556000.00 949556000.00 0.0062 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.58%, dated 12/31/2019 due 01/02/2020 VYVVCKR63DVZZN70PB21 FEJ099000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2026-05-31 2 - 3.125 5131232.87 5249193.74 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 23.02 23.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2052-07-25 2.75 - 5.697 545240.31 502878.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-12-20 1.5 - 6 20911029.80 17468334.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.779 - 2.625 4473.16 652.70 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 22759000.00 22759000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.56% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-10-20 2049-12-20 3.5 - 5 637035992.00 668157902.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0155 655000000.00 655000000.00 0.0043 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.70% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-12-20 3 - 5 651290132.00 670614682.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y WELLS FARGO SEC LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 657000000.00 657000000.00 0.0043 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796WT2 US912796WT21 U.S. Treasury Debt Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0146 327361948.16 327361948.16 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0149 1173586651.64 1173586651.64 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0156 183471761.09 183471761.09 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0145 525985607.20 525985607.20 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796WU9 US912796WU93 U.S. Treasury Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0147 426645917.50 426645917.50 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0156 847623463.82 847623463.82 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0154 239489185.46 239489185.46 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 0.0153 399335019.93 399335019.93 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0157 650755582.92 650755582.92 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0148 1315136531.15 1315136531.15 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0149 660634903.04 660634903.04 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0149 658449732.60 658449732.60 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0148 41395867.58 41395867.58 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0146 1365658305.60 1365658305.60 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0144 507264106.12 507264106.12 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0137 523550670.00 523550670.00 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0125 293840219.82 293840219.82 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.07% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0000 1121503000.00 1121503000.00 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0112 470871209.76 470871209.76 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.53% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-31 2020-01-31 N N N 0.0155 270991336.13 270991336.13 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.56% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-04-30 2020-04-30 N N N 0.0156 87997280.80 87997280.80 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0168 73066970.93 73066970.93 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0165 310303593.75 310303593.75 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828V31 254900HROIFWPRGM1V77 US912828V319 U.S. Treasury Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0161 28997076.51 28997076.51 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0166 257882121.66 257882121.66 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0163 101122304.94 101122304.94 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0162 297800000.00 297800000.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0162 282722084.19 282722084.19 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0164 293604040.01 293604040.01 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.60% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0165 569200894.14 569200894.14 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0163 648969990.73 648969990.73 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0165 825927387.49 825927387.49 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0166 70916796.52 70916796.52 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0163 50971864.83 50971864.83 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 0.0163 359388172.80 359388172.80 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0166 94239215.90 94239215.90 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0167 253487706.18 253487706.18 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0165 435765254.91 435765254.91 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0166 398201703.12 398201703.12 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0167 105841411.20 105841411.20 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0166 28931736.03 28931736.03 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0166 49039260.76 49039260.76 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 9128283S7 254900HROIFWPRGM1V77 US9128283S79 U.S. Treasury Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0167 57015077.64 57015077.64 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% to 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0164 165399610.20 165399610.20 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0165 28940132.69 28940132.69 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-01-02 2021-10-31 2021-10-31 N N N 0.0173 1283152156.86 1283152156.86 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0167 43060468.75 43060468.75 0.0003 N Y Y N Fidelity Hereford Street Trust: Fidelity Government Money Market Fund 2020-01-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer