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85004102.10 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.93% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-04-21 2020-05-21 2020-05-21 N N N 0.0086 47004366.30 47004366.30 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.97% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2020-10-23 2020-10-23 N N N 0.0090 78931566.31 78931566.31 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.04% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-08-06 2020-08-06 N N N 0.0097 94021342.70 94021342.70 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.47% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0057 39055579.12 39055579.12 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.48% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-12-03 2020-12-03 N N N 0.0152 134959315.05 134959315.05 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.49% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2021-03-03 2021-03-03 N N N 0.0153 66978333.54 66978333.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-19 2020-08-19 N N N 0.0004 466877682.18 466877682.18 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-14 2020-05-14 N N N 0.0011 276973147.62 276973147.62 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-28 2020-08-28 N N N 0.0023 670147497.46 670147497.46 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-11-06 2020-11-06 N N N 0.0027 123830659.40 123830659.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-05 2020-08-05 N N N 0.0020 213877767.48 213877767.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-04 2020-09-04 N N N 0.0024 712391811.00 712391811.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-22 2020-04-22 N N N 0.0010 105995607.36 105995607.36 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-08-21 2020-08-21 N N N 0.0004 397992219.10 397992219.10 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-28 2020-09-28 N N N 0.0026 332624752.29 332624752.29 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-25 2021-02-25 N N N 0.0013 174266001.50 174266001.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-09 2021-02-09 N N N 0.0028 202594570.43 202594570.43 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-01-28 2021-01-28 N N N 0.0013 178899944.37 178899944.37 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-01-22 2021-01-22 N N N 0.0023 97363044.68 97363044.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-28 2020-09-28 N N N 0.0006 33999290.76 33999290.76 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-05-14 2021-05-14 N N N 0.0032 790786308.78 790786308.78 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-06 2020-05-06 N N N 0.0007 177000394.71 177000394.71 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-26 2021-02-26 N N N 0.0013 526738154.78 526738154.78 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0007 213975865.08 213975865.08 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-04 2021-03-04 N N N 0.0032 1545650287.50 1545650287.50 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-07-23 2021-07-23 N N N 0.0017 311547808.76 311547808.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-06-11 2021-06-11 N N N 0.0033 345971929.22 345971929.22 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-07-08 2021-07-08 N N N 0.0017 215764153.92 215764153.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-24 2020-07-24 N N N 0.0006 220018543.80 220018543.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-11 2020-05-11 N N N 0.0011 305892887.83 305892887.83 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency 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353900437.50 353900437.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-22 2021-02-22 N N N 0.0013 219962828.80 219962828.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-01 2020-10-01 N N N 0.0009 173021943.32 173021943.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-10 2020-06-10 N N N 0.0004 232036516.80 232036516.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-12 2021-03-12 N N N 0.0014 342946073.54 342946073.54 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-02-10 2022-02-10 N N N 0.0019 233616527.23 233616527.23 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-07 2020-10-07 N N N 0.0027 254824154.55 254824154.55 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-10-16 2020-10-16 N N N 0.0027 318585833.35 318585833.35 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-06-04 2021-06-04 N N N 0.0016 191865469.51 191865469.51 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-10 2021-03-10 N N N 0.0013 281040101.51 281040101.51 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XK0 2549001DPIFGXC1TOL40 US313384XK02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0007 316964866.89 316964866.89 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 320861938.05 320861938.05 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-24 2020-07-24 N N N 0.0019 674957306.25 674957306.25 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-04-09 2021-04-09 N N N 0.0028 254735317.65 254735317.65 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% to 0.20% 313384YN3 2549001DPIFGXC1TOL40 US313384YN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0007 1144413052.48 1144413052.48 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0009 321925940.00 321925940.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 159961600.00 159961600.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZB8 2549001DPIFGXC1TOL40 US313384ZB84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0009 1528629217.50 1528629217.50 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0009 673834870.00 673834870.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-25 2020-09-25 N N N 0.0024 531847730.19 531847730.19 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-25 2020-09-25 N N N 0.0026 676933477.98 676933477.98 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0011 493781128.36 493781128.36 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0009 476855707.50 476855707.50 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-03-25 2021-03-25 N N N 0.0031 765847994.96 765847994.96 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0013 359799800.40 359799800.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0013 488726296.92 488726296.92 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0013 695080571.77 695080571.77 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 302807425.32 302807425.32 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0013 321794187.26 321794187.26 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0014 147886615.72 147886615.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 1.58% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0007 212484712.75 212484712.75 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 1.58% 313384WZ8 2549001DPIFGXC1TOL40 US313384WZ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0007 795027335.81 795027335.81 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YA1 2549001DPIFGXC1TOL40 US313384YA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0007 63491110.00 63491110.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0013 999641952.84 999641952.84 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0014 224839874.25 224839874.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0028 327039939.78 327039939.78 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0013 125921285.28 125921285.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0034 111010849.14 111010849.14 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313384F38 2549001DPIFGXC1TOL40 US313384F386 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0013 363788374.04 363788374.04 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130AJDN6 2549001DPIFGXC1TOL40 US3130AJDN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 83079908.25 83079908.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384F20 2549001DPIFGXC1TOL40 US313384F204 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0013 49971111.00 49971111.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AJDU0 2549001DPIFGXC1TOL40 US3130AJDU05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 331318670.25 331318670.25 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0028 331304073.15 331304073.15 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 258847550.01 258847550.01 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.49% to 0.50% 313384XY0 2549001DPIFGXC1TOL40 US313384XY06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0007 857883217.62 857883217.62 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% to 1.13% 313384VP1 2549001DPIFGXC1TOL40 US313384VP17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-14 2020-04-14 2020-04-14 N N N 0.0007 535186470.14 535186470.14 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384VW6 2549001DPIFGXC1TOL40 US313384VW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0007 374985416.25 374985416.25 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% to 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0007 767826834.49 767826834.49 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.50% to 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 547930738.28 547930738.28 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384YP8 2549001DPIFGXC1TOL40 US313384YP89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0007 499917360.00 499917360.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0009 249937500.00 249937500.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384ZT9 2549001DPIFGXC1TOL40 US313384ZT92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2020-07-23 2020-07-23 N N N 0.0009 335905080.00 335905080.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313384YE3 2549001DPIFGXC1TOL40 US313384YE33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0007 499926110.00 499926110.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313384A66 2549001DPIFGXC1TOL40 US313384A668 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 499810555.00 499810555.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AJDW6 2549001DPIFGXC1TOL40 US3130AJDW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0028 83049873.87 83049873.87 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-18 2020-08-18 2020-08-18 N N N 0.0058 164987387.40 164987387.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AHQ22 2549001DPIFGXC1TOL40 US3130AHQ222 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0064 229998183.00 229998183.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2021-02-16 2021-02-16 N N N 0.0072 327827150.56 327827150.56 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-09-11 2020-09-11 N N N 0.0070 230972095.20 230972095.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-09-11 2020-09-11 N N N 0.0070 48894092.88 48894092.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-14 2020-12-14 2020-12-14 N N N 0.0071 246935641.68 246935641.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 92000579.60 92000579.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 310001953.00 310001953.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0065 31000442.68 31000442.68 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0065 138001683.60 138001683.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2020-12-11 2020-12-11 N N N 0.0073 323906237.64 323906237.64 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-06-15 2020-06-15 N N N 0.0066 34001742.16 34001742.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-11 2021-02-11 2021-02-11 N N N 0.0073 327887564.88 327887564.88 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% to 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0007 481588764.27 481588764.27 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-07-15 2020-07-15 N N N 0.0065 79009276.97 79009276.97 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-11-16 2020-11-16 N N N 0.0068 256032232.96 256032232.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AETL4 2549001DPIFGXC1TOL40 US3130AETL45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0071 7999991.44 7999991.44 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-08-20 2020-08-20 N N N 0.0074 163987376.92 163987376.92 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-08-13 2020-08-13 N N N 0.0077 77992684.38 77992684.38 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0071 46000799.94 46000799.94 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% to 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0007 190188905.63 190188905.63 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2021-01-13 2021-01-13 N N N 0.0080 245911528.56 245911528.56 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-05-20 2020-05-20 N N N 0.0072 312013768.56 312013768.56 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-08-12 2020-08-12 N N N 0.0078 313987898.44 313987898.44 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-19 2021-03-19 2021-03-19 N N N 0.0076 113005907.64 113005907.64 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-19 2021-03-19 2021-03-19 N N N 0.0076 565029538.20 565029538.20 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2021-02-12 2021-02-12 N N N 0.0080 328943240.92 328943240.92 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-08-12 2020-08-12 N N N 0.0078 619998784.80 619998784.80 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2021-02-12 2021-02-12 N N N 0.0082 114960323.85 114960323.85 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0076 308001844.92 308001844.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0074 108001629.72 108001629.72 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-05-12 2020-05-12 N N N 0.0076 312010760.88 312010760.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-07-17 2020-07-17 N N N 0.0075 154018058.04 154018058.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 376985323.39 376985323.39 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 81996855.30 81996855.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% to 1.61% 313384WC9 2549001DPIFGXC1TOL40 US313384WC94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0007 271986247.68 271986247.68 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AHTN3 2549001DPIFGXC1TOL40 US3130AHTN32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0082 24999678.50 24999678.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 42008384.46 42008384.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 317063282.71 317063282.71 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0077 158031541.54 158031541.54 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2021-02-22 2021-02-22 N N N 0.0094 163910808.60 163910808.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0088 655997717.12 655997717.12 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% to 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0007 246969742.50 246969742.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2021-03-24 2021-03-24 N N N 0.0094 320758598.62 320758598.62 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2021-03-24 2021-03-24 N N N 0.0094 81963867.52 81963867.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 37983160.68 37983160.68 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 163927325.04 163927325.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 81963662.52 81963662.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 327853830.08 327853830.08 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-21 2020-08-21 2020-08-21 N N N 0.0089 316024556.36 316024556.36 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2020-05-26 2020-05-26 N N N 0.0088 31001434.99 31001434.99 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0082 315061138.35 315061138.35 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2021-02-23 2021-02-23 N N N 0.0094 40995831.53 40995831.53 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-06-24 2020-06-24 N N N 0.0086 56007255.36 56007255.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-08-24 2020-08-24 N N N 0.0090 237018805.95 237018805.95 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2020-08-26 2020-08-26 N N N 0.0089 95007606.65 95007606.65 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 327918629.76 327918629.76 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-26 2021-03-26 2021-03-26 N N N 0.0094 245938972.32 245938972.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-07-28 2020-07-28 N N N 0.0089 76007159.20 76007159.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-11-24 2020-11-24 N N N 0.0091 582091915.26 582091915.26 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-08-24 2020-08-24 N N N 0.0090 158018798.84 158018798.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-08-28 2020-08-28 N N N 0.0091 617049193.41 617049193.41 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-07-28 2020-07-28 N N N 0.0089 154017004.68 154017004.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHHZ9 2549001DPIFGXC1TOL40 US3130AHHZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-01 2020-05-01 N N N 0.0093 40900147.24 40900147.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0095 317998912.44 317998912.44 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-11-27 2020-11-27 N N N 0.0096 114984964.90 114984964.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AHNC3 2549001DPIFGXC1TOL40 US3130AHNC31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0096 9999971.40 9999971.40 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0096 158999545.26 158999545.26 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2021-01-08 2021-01-08 N N N 0.0101 209926592.40 209926592.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 123006441.51 123006441.51 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 473015429.26 473015429.26 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2021-01-22 2021-01-22 N N N 0.0093 63031800.51 63031800.51 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 78005446.74 78005446.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-07-07 2020-07-07 N N N 0.0095 156019378.32 156019378.32 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-08-07 2020-08-07 N N N 0.0097 188013128.04 188013128.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-08-07 2020-08-07 N N N 0.0097 39002723.37 39002723.37 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-07-08 2020-07-08 N N N 0.0095 158019514.58 158019514.58 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 32004062.72 32004062.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 48006094.08 48006094.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-11-09 2020-11-09 N N N 0.0098 160020313.60 160020313.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313384VY2 2549001DPIFGXC1TOL40 US313384VY24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-23 2020-04-23 2020-04-23 N N N 0.0007 337985540.36 337985540.36 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.05% to 1.45% 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0007 353984169.12 353984169.12 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 315032914.35 315032914.35 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% to 1.66% 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0006 371995658.76 371995658.76 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 313384VJ5 2549001DPIFGXC1TOL40 US313384VJ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0006 166997401.48 166997401.48 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 321986949.34 321986949.34 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 643974259.32 643974259.32 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 1.54% 313384XJ3 2549001DPIFGXC1TOL40 US313384XJ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0007 914900365.65 914900365.65 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313384WD7 2549001DPIFGXC1TOL40 US313384WD77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0007 328982727.50 328982727.50 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% to 1.57% 313384WF2 2549001DPIFGXC1TOL40 US313384WF26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0007 378978628.19 378978628.19 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AEDR8 2549001DPIFGXC1TOL40 US3130AEDR88 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0146 24000288.72 24000288.72 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 15000709.50 15000709.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 39001844.70 39001844.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 154000164.78 154000164.78 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 356000380.92 356000380.92 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 77003642.10 77003642.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 77000082.39 77000082.39 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-06-03 2020-06-03 N N N 0.0147 231010926.30 231010926.30 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AHD59 2549001DPIFGXC1TOL40 US3130AHD592 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0146 323012874.78 323012874.78 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130AE2R0 2549001DPIFGXC1TOL40 US3130AE2R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0157 15999192.96 15999192.96 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AE6Z8 2549001DPIFGXC1TOL40 US3130AE6Z86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0164 15998486.88 15998486.88 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0148 38962810.18 38962810.18 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-01 2020-09-01 N N N 0.0155 47003732.74 47003732.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-01 2020-06-01 N N N 0.0153 628029509.72 628029509.72 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WU9 2549001DPIFGXC1TOL40 US313384WU92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0007 160486891.97 160486891.97 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0007 578950460.76 578950460.76 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384XA2 2549001DPIFGXC1TOL40 US313384XA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0007 163984693.88 163984693.88 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384VS5 2549001DPIFGXC1TOL40 US313384VS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0007 93997075.66 93997075.66 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AE3N8 2549001DPIFGXC1TOL40 US3130AE3N83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0169 15998866.72 15998866.72 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0007 174988089.50 174988089.50 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0007 849915705.50 849915705.50 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0032 231610433.67 231610433.67 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHQW6 2549001DPIFGXC1TOL40 US3130AHQW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0031 116311212.92 116311212.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRB1 2549001DPIFGXC1TOL40 US3130AHRB12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0031 231619742.97 231619742.97 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0009 16994942.50 16994942.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0032 162027070.20 162027070.20 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPC1 2549001DPIFGXC1TOL40 US3130AHPC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0034 81021771.18 81021771.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHRN5 2549001DPIFGXC1TOL40 US3130AHRN59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0032 161428802.57 161428802.57 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0007 155976643.68 155976643.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTA1 2549001DPIFGXC1TOL40 US3130AHTA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0038 81051573.51 81051573.51 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHT94 2549001DPIFGXC1TOL40 US3130AHT945 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0037 81052119.45 81052119.45 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTR4 2549001DPIFGXC1TOL40 US3130AHTR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0036 165130307.10 165130307.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTU7 2549001DPIFGXC1TOL40 US3130AHTU74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0036 165130307.10 165130307.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHU27 2549001DPIFGXC1TOL40 US3130AHU273 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0036 324288395.64 324288395.64 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0031 162454756.68 162454756.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0030 330988627.20 330988627.20 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0030 330988627.20 330988627.20 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0007 59989966.80 59989966.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0029 165515182.80 165515182.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0163 410957095.71 410957095.71 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-11-04 2020-11-04 N N N 0.0159 79010255.78 79010255.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-09-14 2020-09-14 N N N 0.0164 163981699.24 163981699.24 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0030 275909592.75 275909592.75 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0030 330080083.97 330080083.97 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-01 2020-05-01 N N N 0.0152 631054814.97 631054814.97 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0165 245874731.32 245874731.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0166 985810381.69 985810381.69 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-01 2021-02-01 N N N 0.0159 31916257.84 31916257.84 0.0002 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 0.0007 7999782.24 7999782.24 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHCT8 2549001DPIFGXC1TOL40 US3130AHCT84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0039 157084946.42 157084946.42 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0007 59997550.20 59997550.20 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-07-06 2020-07-06 N N N 0.0168 322984589.67 322984589.67 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0037 79039575.84 79039575.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0037 79039580.58 79039580.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0170 126986496.09 126986496.09 0.0007 N N N N Freddie Mac Freddie Mac, 0.01% 3134GTC43 US3134GTC432 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-13 2020-04-13 N N N 0.0008 28999318.21 28999318.21 0.0002 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-08 2020-05-08 N N N 0.0008 315986705.88 315986705.88 0.0017 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-02-05 2021-02-05 N N N 0.0007 103870873.71 103870873.71 0.0006 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-09 2020-09-09 N N N 0.0003 587018349.62 587018349.62 0.0032 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-08 2020-09-08 N N N 0.0003 616019859.84 616019859.84 0.0033 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-12-14 2020-12-14 N N N 0.0006 905945114.52 905945114.52 0.0049 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-05-06 2020-05-06 N N N 0.0008 626981158.65 626981158.65 0.0034 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-12-10 2021-12-10 N N N 0.0038 484080076.44 484080076.44 0.0026 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2021-12-13 2021-12-13 N N N 0.0021 499827985.00 499827985.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2022-03-11 2022-03-11 N N N 0.0023 499803680.00 499803680.00 0.0027 N N N N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2044-05-15 1.5 - 3.375 2438389900.00 2691393585.11 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 2636000000.00 2636000000.00 0.0142 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 FIG632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2047-11-15 2 - 2.75 241403300.00 293323733.30 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 286000000.00 286000000.00 0.0015 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.72% G5GSEF7VJP5I7OUK5573 FHI923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2022-02-15 2.5 - 2.5 147387900.00 154081618.66 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 151000000.00 151000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.30% 3Y4U8VZURTYWI1W2K376 FIA356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-11-15 2047-02-15 2.5 - 3 173980000.00 233926097.90 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 227000000.00 227000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.50% 3Y4U8VZURTYWI1W2K376 FIA740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2028-05-15 2.375 - 2.875 183020000.00 212165315.12 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 208000000.00 208000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2021-10-15 1.75 - 2.875 119190000.00 123661559.30 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 121000000.00 121000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIF722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2049-11-15 0 - 6.5 206821500.00 238401717.35 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0003 233000000.00 233000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 FIG663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-05-15 0 - 8.75 365653900.00 429078084.62 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 420000000.00 420000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 FID857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2049-08-15 0 - 7.5 528677400.00 600863822.92 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 588000000.00 588000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 FIB638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0 - 8.75 536509900.00 673825620.22 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 658000000.00 658000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.17% R0MUWSFPU8MPRO8K5P83 FIB362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2049-11-15 0 - 8.75 353839400.00 406018730.17 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0017 397000000.00 397000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.46% R0MUWSFPU8MPRO8K5P83 FHH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-16 2049-08-15 0 - 8.75 868846200.00 998760590.55 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 977000000.00 977000000.00 0.0053 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.50% R0MUWSFPU8MPRO8K5P83 FHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2049-11-15 0 - 8 986293400.00 1233497034.34 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 1203000000.00 1203000000.00 0.0065 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.62% R0MUWSFPU8MPRO8K5P83 FHG696000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2049-05-15 0 - 8 578009500.00 716781084.30 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 699000000.00 699000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-08-15 0 - 5.25 236165900.00 310110273.06 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 302000000.00 302000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2047-11-15 0 - 7.5 449923700.00 557040430.50 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 542000000.00 542000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2045-11-15 0 - 7.625 126206300.00 143088125.03 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 140000000.00 140000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGD815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-08-15 0 - 8.75 155967500.00 184753797.65 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 180000000.00 180000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-05-15 0.045 - 6.25 110310100.00 123743606.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 121000000.00 121000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB993000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2045-08-15 1.5 - 3.125 135568200.00 147909011.60 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 145000000.00 145000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.5 - 3.125 132303800.00 147908881.05 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 145000000.00 145000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 FIB601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2048-05-15 1.5 - 3.125 688323100.00 759955416.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 745000000.00 745000000.00 0.0040 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.50% 2IGI19DL77OX0HC3ZE78 FHD091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2048-05-15 1.625 - 3.625 20989900.00 30933077.51 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 Y CIBC NY BRNCH (GOV REPO) 1.0000 1 N N/A N/A N N 0.0149 30000000.00 30000000.00 0.0002 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 FIG633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2029-11-15 1.125 - 2.75 1245560300.00 1308660431.88 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1283000000.00 1283000000.00 0.0069 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 FIG660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2050-02-15 0.5 - 2.875 829782100.00 895674714.21 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 878000000.00 878000000.00 0.0047 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 FIF460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2029-11-15 1.5 - 2.875 836187400.00 892511384.30 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0009 875000000.00 875000000.00 0.0047 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.15% 549300IMBXQ8SGH3HJ31 FIE727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2050-02-15 0.5 - 2.875 210177300.00 223442417.20 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0015 219000000.00 219000000.00 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.16% 549300IMBXQ8SGH3HJ31 FIE218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2029-11-15 1.125 - 2.375 207924100.00 223386951.48 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0016 219000000.00 219000000.00 0.0012 N Y Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 202144900.00 300581270.55 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 291800000.00 291800000.00 0.0016 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FID191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2024-09-30 1.875 - 2.625 569848000.00 602857768.81 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 591000000.00 591000000.00 0.0032 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2026-09-30 1.625 - 2.125 569794700.00 605917944.28 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-24 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 594000000.00 594000000.00 0.0032 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.02% 1VUV7VQFKUOQSJ21A208 FIG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2028-08-15 1.375 - 2.875 520286000.00 579799369.78 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 568000000.00 568000000.00 0.0031 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FIG652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2024-08-31 1.25 - 1.375 458629000.00 475868521.77 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 466000000.00 466000000.00 0.0025 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.01% ANGGYXNX0JLX3X63JN86 FIG635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2037-05-15 1.5 - 7.125 256046200.00 287640080.72 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 282000000.00 282000000.00 0.0015 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 FIG636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.125 - 4.375 652369900.00 809401033.19 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 789000000.00 789000000.00 0.0043 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.01% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2027-05-15 0 - 2.375 32162700.00 35700063.68 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 35000000.00 35000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 0.10% 549300GKFG0RYRRQ1414 FIE211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2027-02-28 1.125 - 2.75 697478800.00 747674617.71 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 733000000.00 733000000.00 0.0040 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.00% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2039-08-15 4.5 - 4.5 1087742900.00 1750000139.47 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 1750000000.00 1750000000.00 0.0095 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.01% 549300H47WTHXPU08X20 FIG561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2026-04-30 1.75 - 2.875 4076005600.00 4367640018.58 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 4282000000.00 4282000000.00 0.0231 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.01% 549300H47WTHXPU08X20 FIG613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2023-03-31 0.125 - 2.625 5654795000.00 5820462749.44 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 5709000000.00 5709000000.00 0.0309 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.01% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-09-30 1.125 - 1.5 352244000.00 358098240.60 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 351000000.00 351000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2022-07-31 1.75 - 1.875 698060000.00 724034980.17 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 710000000.00 710000000.00 0.0038 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.03% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2029-05-15 0 - 3.125 56848400.00 59160275.84 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0003 58000000.00 58000000.00 0.0003 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2049-08-15 0 - 2.875 83548300.00 89843914.51 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0005 88000000.00 88000000.00 0.0005 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.50% 213800MBWEIJDM5CU638 FIA367000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-10-31 1.125 - 1.25 350716500.00 357100208.86 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0050 350000000.00 350000000.00 0.0019 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.69% 213800MBWEIJDM5CU638 FIA976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-30 2022-07-31 0 - 1.875 222483000.00 222413103.70 U.S. Treasuries (including strips) Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0069 218000000.00 218000000.00 0.0012 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FHA313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 149248800.00 155244642.24 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0162 152000000.00 152000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FFB091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 120161700.00 123975113.71 U.S. Treasuries (including strips) Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0162 121000000.00 121000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.33% H7FNTJ4851HG0EXQ1Z70 FID327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 142262100.00 147977987.94 U.S. Treasuries (including strips) Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0033 145000000.00 145000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.39% H7FNTJ4851HG0EXQ1Z70 FIB964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 1.75 - 1.75 149563900.00 152044647.37 U.S. Treasuries (including strips) Y N/A N/A 2020-04-21 2020-04-21 2020-04-21 N N N 0.0039 149000000.00 149000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.54% H7FNTJ4851HG0EXQ1Z70 FHI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-09-30 1.625 - 2.375 146876900.00 153101509.46 U.S. Treasuries (including strips) Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0054 150000000.00 150000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.65% H7FNTJ4851HG0EXQ1Z70 FHJ901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.625 - 6.75 152151700.00 210160571.83 U.S. Treasuries (including strips) Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0065 206000000.00 206000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.69% H7FNTJ4851HG0EXQ1Z70 FIA847000 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 2.375 - 6.75 214012100.00 222422838.62 U.S. Treasuries (including strips) Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0069 218000000.00 218000000.00 0.0012 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-02-15 2.125 - 6 117171300.00 154066575.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0083 151000000.00 151000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.01% H7FNTJ4851HG0EXQ1Z70 FHF342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 91588400.00 94997650.67 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0101 93000000.00 93000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.59% H7FNTJ4851HG0EXQ1Z70 FHC062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-31 1.375 - 1.625 294957600.00 310059633.54 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0158 303000000.00 303000000.00 0.0016 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 148876900.00 154418635.32 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0162 151000000.00 151000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 82278500.00 108305146.34 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0162 106000000.00 106000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGI293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-09-30 1.625 - 3 325334000.00 341175935.59 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0162 334000000.00 334000000.00 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.64% H7FNTJ4851HG0EXQ1Z70 FFD100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 141166200.00 154626436.00 U.S. Treasuries (including strips) Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 151000000.00 151000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.13% K5HU16E3LMSVCCJJJ255 FHF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2021-11-15 2 - 2 74824100.00 77588137.61 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0112 76000000.00 76000000.00 0.0004 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 FIG585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 344000000.00 398513705.32 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 390000000.00 390000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.01% 549300Y1PMK3RWXMWR72 FIE739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2049-02-15 1.125 - 3 286723300.00 298860534.55 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 293000000.00 293000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2025-11-30 1.375 - 2.875 611688700.00 653633026.68 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 641000000.00 641000000.00 0.0035 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2046-08-15 1.125 - 2.25 579500500.00 606065229.87 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 593000000.00 593000000.00 0.0032 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2046-08-15 2 - 4.375 274034000.00 309193947.23 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 302000000.00 302000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.13% U7M81AY481YLIOR75625 FIE355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-08-31 1.375 - 2.75 100917000.00 110134589.42 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 108000000.00 108000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2026-10-31 1.625 - 2.5 23862500.00 25494754.43 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0018 25000000.00 25000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.18% U7M81AY481YLIOR75625 FID893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2047-02-15 2.5 - 3 37859800.00 38750333.60 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 38000000.00 38000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.20% U7M81AY481YLIOR75625 FIB364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2046-08-15 1.125 - 3.5 888954200.00 936168021.67 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0020 918000000.00 918000000.00 0.0050 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.22% U7M81AY481YLIOR75625 FIC703000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2025-05-15 1.75 - 2.5 197002000.00 209051108.49 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 205000000.00 205000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.23% U7M81AY481YLIOR75625 FIB516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2023-01-15 1.375 - 2.25 527773100.00 546602358.12 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0023 536000000.00 536000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.25% U7M81AY481YLIOR75625 FIB956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2027-11-15 1.5 - 2.25 140107300.00 150929132.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0025 148000000.00 148000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 FIA394000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2046-08-15 1.125 - 2.875 445470800.00 477280035.04 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 468000000.00 468000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 FIA395000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2025-06-30 1.5 - 2.75 595428300.00 625153358.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 613000000.00 613000000.00 0.0033 N N Y N Natixis SA Natixis SA, 0.55% KX1WK48MPD4Y2NCUIZ63 FIA751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-08-15 1.125 - 4.75 703054000.00 765600350.85 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 750000000.00 750000000.00 0.0041 N N Y N Natixis SA Natixis SA, 0.72% KX1WK48MPD4Y2NCUIZ63 FHI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-02-15 1.125 - 4.75 1131102000.00 1234513191.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 1209000000.00 1209000000.00 0.0065 N N Y N Norinchukin Bank Norinchukin Bank, 0.40% 5493007VSMFZCPV1NB83 FIB283000 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 147203600.00 150981885.10 U.S. Treasuries (including strips) Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0040 148000000.00 148000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.50% 5493007VSMFZCPV1NB83 FIA334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 218427900.00 231588329.50 U.S. Treasuries (including strips) Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0050 227000000.00 227000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHI249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 95550100.00 105095019.90 U.S. Treasuries (including strips) Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0057 103000000.00 103000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.57% 5493007VSMFZCPV1NB83 FHJ311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 236756300.00 242833140.52 U.S. Treasuries (including strips) Y N/A N/A 2020-06-11 2020-06-11 2020-06-11 N N N 0.0057 238000000.00 238000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 0.85% 5493007VSMFZCPV1NB83 FHF899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 202348300.00 230661606.63 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0085 226000000.00 226000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 1.56% 5493007VSMFZCPV1NB83 FHC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 72256000.00 76609473.13 U.S. Treasuries (including strips) Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0155 75000000.00 75000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.64% 5493007VSMFZCPV1NB83 FHA753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 151401300.00 155287327.76 U.S. Treasuries (including strips) Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0163 152000000.00 152000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGH753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 41812200.00 45989004.63 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 45000000.00 45000000.00 0.0002 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 70612800.00 77666623.28 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 76000000.00 76000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGJ654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 205072000.00 224803635.80 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0165 220000000.00 220000000.00 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.20% 549300QJJX6CVVUXLE15 FID055000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2047-02-15 0.5 - 7.625 1234369800.00 1337287447.58 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0020 1311000000.00 1311000000.00 0.0071 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2049-08-15 0 - 7.625 708763500.00 757936088.76 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0022 743000000.00 743000000.00 0.0040 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC595000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2042-11-15 0.5 - 2.75 839269400.00 909906829.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 892000000.00 892000000.00 0.0048 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.35% 549300QJJX6CVVUXLE15 FIB858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2050-02-15 0 - 7.625 1651233700.00 1784398948.64 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 1748750000.00 1748750000.00 0.0095 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.55% 549300QJJX6CVVUXLE15 FIA814000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2048-11-15 0.5 - 7.625 596464500.00 636651873.28 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 624000000.00 624000000.00 0.0034 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.87% 549300QJJX6CVVUXLE15 FHF910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2049-05-15 0 - 7.625 268290300.00 315445485.20 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0087 308000000.00 308000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGC387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2049-08-15 0 - 7.125 263392800.00 309066393.68 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 301000000.00 301000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGD108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-28 2049-08-15 0 - 7.625 284900400.00 307805220.57 U.S. Treasuries (including strips) Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0160 301000000.00 301000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 0.16% ES7IP3U3RHIGC71XBU11 FIB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2049-08-15 1.125 - 7.625 391281800.00 432696357.35 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0016 423000000.00 423000000.00 0.0023 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.02% 6PJDTY319315T5LR2241 FIG564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-15 2028-02-15 2.625 - 2.75 717210000.00 786637398.52 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 770000000.00 770000000.00 0.0042 N Y Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2048-11-15 0 - 8.75 261449500.00 294227760.31 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 288000000.00 288000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.06% O2RNE8IBXP4R0TD8PU41 FIF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2046-08-15 0 - 8.75 227266000.00 294345677.91 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 288000000.00 288000000.00 0.0016 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.03% SUVUFHICNZMP2WKHG940 FIG676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2027-02-15 1.125 - 2.25 305683200.00 322320318.53 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 316000000.00 316000000.00 0.0017 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.01%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG783000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 3808973021.33 1087253477.05 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1063267000.00 1063267000.00 0.0057 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.02%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG862000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 126470569.99 36100430.80 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 35304000.00 35304000.00 0.0002 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.01%, dated 3/31/2020 due 04/01/2020 L3I9ZG2KFGXZ61BMYR72 FIG783000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2029-02-15 1.375 - 7.125 121252004.15 131501522.20 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 128923000.00 128923000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.13% G5GSEF7VJP5I7OUK5573 FIE347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2049-03-01 4 - 4.5 370016319.00 333547227.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 327000000.00 327000000.00 0.0018 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.01%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG783000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2049-11-15 0 - 8.75 1590513844.11 1849193204.13 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 30294.65 30765.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.5 5095772.28 62285.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-08-20 3 - 8 12081259.96 8529394.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-25 2049-10-25 3 - 8 6754051.73 2018006.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1816669000.00 1816669000.00 0.0098 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FIF729000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-25 2049-10-25 3.5 - 3.5 1000.00 545.43 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2024-05-15 2049-08-15 0 - 3.125 89790640.61 78981695.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2020-10-13 1.68 - 1.68 119000.00 120843.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 1032704.00 1110561.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2058-10-15 1.055 - 7 28540259.00 3687185.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 4555000.00 4686575.73 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2049-08-20 1.473 - 5 100670429.00 16891502.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2049-08-25 0 - 6.5 14545356.00 11568191.91 Agency Debentures and Agency Strips Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0004 114000000.00 114000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.18% R0MUWSFPU8MPRO8K5P83 FIB639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-25 2049-10-25 3.5 - 3.5 1000.00 545.43 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-11-15 0 - 4.75 314005917.15 281243525.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2020-10-13 1.68 - 1.68 251000.00 254887.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 N/A 12054000.00 11513450.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2035-03-02 2035-03-02 2.52 - 2.52 5990000.00 6006694.13 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-04-15 2049-02-20 3.25 - 6.5 27149599.00 5265941.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-12-20 2041-12-20 3.542 - 3.542 3123939.00 1798779.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2049-07-25 1.397 - 5.621 41803824.00 21218309.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 319000000.00 319000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.63% R0MUWSFPU8MPRO8K5P83 FHG847000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-05-15 0 - 5.25 539924726.54 474085227.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-07-25 2034-07-25 2.5 - 2.5 3363969.00 3334219.84 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-10-13 2038-08-02 1.68 - 4.14 2410000.00 2519834.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2049-04-01 0 - 7.5 3725838.00 2912765.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2036-05-28 3.5 - 5.365 5775000.00 6531744.44 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-15 2061-04-15 3 - 6.5 82000240.00 60854685.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2046-10-01 0 - 8 50827286.00 23391829.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 558000000.00 558000000.00 0.0030 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.01%, dated 3/31/2020 due 04/01/2020 VJW2DOOHGDT6PR0ZRO63 FIG783000_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 4004.45 47.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 150166.88 298.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 510589.40 2102.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 168186.90 367.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2026-03-01 3.5 - 3.5 2696885.35 279116.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2026-12-01 3.5 - 3.5 131738.00 22093.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 358565.66 1150.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 5606.23 127.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-06-01 3.5 - 3.5 3388476.29 2652251.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 3.5 14302381.32 14996164.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 244936.19 2247.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 3.5 - 5 26343925.05 15946894.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 7608.46 562.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 18828.92 674.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 100111.25 356.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 144811.32 1998.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 15016.69 235.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 10011.12 794.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 1717566.67 1791081.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 3351.32 135.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3.5 29832808.92 31437441.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 28832.04 483.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 24026.70 1161.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3.5 4343946.47 4575008.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 1047163.68 861678.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 6807.56 5576.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 15803.16 13717.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 28431.60 17373.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 10812.02 207.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 1015766.78 4001.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 145195.75 91940.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-02-01 3 - 4 76158311.57 80686107.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 106726.60 10895.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 110522.82 4339.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 2402.67 955.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-02-20 2.5 - 9.5 78350086.41 55621341.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 400.44 78.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3.5 - 3.5 420467.25 61055.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 19246.59 9465.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 1228.97 660.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-03-01 2.5 - 4.5 35184637.41 36193135.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1616610.48 1628955.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 6172859.68 971.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 48907.95 15357.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2405.87 1291.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 698765.71 30550.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 189810.93 120415.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 5606.23 3120.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 4152363.57 132345.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2046-09-01 3 - 3.5 7633744.30 5000262.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2029-04-01 3.5 - 3.5 814632.07 254177.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 64494.47 16126.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 652993.25 350033.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 484873.22 14447.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2028-10-01 3.5 - 3.5 1155283.82 172726.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 7175583.57 4084432.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2033-09-01 3 - 5 2048996.98 1124363.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2035-04-01 2.5 - 3.5 583211.30 590200.07 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2050-02-15 0 - 8.75 390932789.35 413749230.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-06 2024-12-13 0 - 4.75 18259090.66 19282646.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 3.5 - 3.5 29770.28 25136.29 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-27 2050-02-03 0.115 - 5.06 92870003.06 95065366.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3 2322581.00 2390578.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2049-06-01 1.375 - 7.5 79743218.15 51237968.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 3.5 5726363.50 6063116.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-25 2050-04-01 0.12 - 9.5 472789511.03 376909479.90 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 2002625.44 1997639.08 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1201335000.00 1201335000.00 0.0065 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG783000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 3.83 - 3.83 10947529.32 12766384.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 11862428.72 11540057.14 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 129130801.76 147072070.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 10592884.50 10577616.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 8743811.30 9797277.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-06-01 3 - 4 106229296.81 68906186.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2058-05-01 0 - 5 557374521.71 311112001.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 560123000.00 560123000.00 0.0030 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.03% 549300HN4UKV1E2R3U73 FHF347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2049-11-20 3 - 3.5 487110346.00 350140277.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0102 343000000.00 343000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.18% 2IGI19DL77OX0HC3ZE78 FIB622000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2028-02-15 1.625 - 2.75 11941200.00 12393307.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5.5 - 5.5 1000.00 1095.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 1022.00 858.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2044-04-01 3.5 - 4.5 5078.00 2043.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 3131.00 2054.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1000.00 994.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2049-11-20 3.5 - 4 28268893.00 20001272.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2049-09-01 3 - 5 164136161.00 82865902.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0018 113000000.00 113000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.30% 2IGI19DL77OX0HC3ZE78 FIA403000 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 2049-05-01 2049-05-01 4.07 - 4.07 400000.00 503142.91 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2026-11-30 2029-02-15 1.625 - 2.625 852500.00 998842.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 2038-11-01 4.32 - 4.32 500000.00 578967.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-03-01 2050-03-01 3 - 4 39692619.00 25244579.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 137615726.00 145076065.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 169000000.00 169000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.01%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG783000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-01 2030-03-11 0.46 - 3.5 14714356.74 14753776.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2046-04-01 0 - 8 1695534.13 590443.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-15 2049-09-15 2.5 - 10.5 80189616.20 1619784.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 2 - 2 8085.09 3111.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2050-03-01 1.25 - 7.5 25540412.98 21567425.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 5683.62 5580.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 619917.55 3921.47 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-01-15 0 - 0 5083323.49 4367695.29 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 384439717.32 415072497.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 293.92 338.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 225113.12 238877.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-03-14 1.125 - 5.625 2314046.21 2701674.37 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 4.875 1082594.72 1147963.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 270.65 302.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 452720000.00 452720000.00 0.0024 N Y Y N Citibank NA Citibank NA, 0.03% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-01-15 2043-02-15 2.125 - 3.125 6359500.00 9399093.46 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-09-25 2020-09-25 0.947 - 0.947 4329000.00 4329423.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2025-02-12 1.5 - 2.75 12185000.00 12560795.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-09-09 2034-07-17 1.75 - 4.05 4680000.00 4869109.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2024-10-15 0.12 - 1.625 49857000.00 52572980.48 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0003 82000000.00 82000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.04% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.88 - 2.88 1389.00 1502.96 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 457138800.00 492954749.55 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-09-25 2036-12-04 0.947 - 3.78 34000.00 37288.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 540173.00 576293.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2032-07-15 0 - 6.25 515000.00 536152.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-12-11 2023-12-08 1.708 - 5.25 475000.00 485667.10 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2044-09-15 2044-09-15 N/A 85000.00 45776.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2056-08-01 1.5 - 5 4880224.00 3184058.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 488000000.00 488000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.04% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2044-08-15 0.625 - 4.75 78434200.00 88110541.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 2860591.00 3039965.40 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2026-09-04 2040-06-11 1.82 - 3.51 25851000.00 26011490.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 5061843.00 5426969.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-08-12 2031-03-15 0 - 6.75 6930000.00 10585834.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-07-15 1.625 - 5.5 53945000.00 57970605.51 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 N/A 1627000.00 952981.08 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2050-03-01 1.9 - 7.25 131374525.00 139401981.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0004 325000000.00 325000000.00 0.0018 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 MBNUM2BPBDO7JBLYG310 FIG783000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2050-02-15 0.22 - 3.875 469287674.80 552547969.62 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0001 539132000.00 539132000.00 0.0029 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.02% 7LTWFZYICNSX8D621K86 FIG558000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 57510.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.8 146483376.00 151908826.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2045-04-15 3.05 - 3.05 79180447.00 81843229.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 227000000.00 227000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.01% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 12176320.00 12977643.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-10-20 2050-03-20 2.5 - 6 774723626.00 484876838.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-01 2057-06-01 3.5 - 6.5 95885018.00 95785683.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 582000000.00 582000000.00 0.0031 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 CYYGQCGNHMHPSMRL3R97 FIG783000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 2034-05-01 3.59 - 3.59 371407.53 439819.60 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2039-11-15 0.043 - 8.75 1103910751.04 1262419720.23 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-06-01 2.96 - 3.95 8776860.18 10309003.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2038-10-01 3.69 - 4.36 2922678.31 3400930.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2034-02-01 3.9 - 3.96 20364746.44 24418942.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 3159838.70 3683545.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 328287.46 355851.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 287467.13 350695.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2043-07-01 3.685 - 4.697 37625074.12 958482.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 865276.06 1023730.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 378594.21 481863.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-03-01 3 - 6 245955927.46 247793689.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1525133000.00 1525133000.00 0.0082 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.04% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 27855424.00 29439947.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2047-09-01 3.5 - 4.469 48319923.00 17216926.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2050-03-01 3.46 - 4.5 328313520.00 284844967.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0004 325000000.00 325000000.00 0.0018 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG783000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2050-02-15 0 - 3 66328177.21 73846555.60 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 366075.99 420875.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-09-01 3.028 - 3.104 709794.89 690277.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-05-01 3.5 - 5 31739021.75 23600880.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 96582000.00 96582000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.03% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 2152453.00 2073441.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2023-06-30 1.375 - 1.75 68853200.00 71464788.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-10-01 2045-10-01 4 - 4 2792781.00 1658406.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2043-11-01 3.5 - 7 26700717.00 5345047.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 3.5 - 3.5 2384037.00 2078722.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0003 81000000.00 81000000.00 0.0004 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2049-07-01 3.5 - 4.5 264154430.00 221143018.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 216000000.00 216000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2049-03-20 4.5 - 5 312803784.00 170976314.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 167000000.00 167000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2057-01-01 3.5 - 4.5 326802574.00 238547792.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0163 233000000.00 233000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-28 2046-11-15 0 - 2.875 86186300.00 101582840.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 4 - 4 587952.00 470979.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2042-09-01 3.5 - 3.5 698696.00 276188.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0163 100000000.00 100000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2042-02-15 0 - 3 63579500.00 80598298.16 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-08-06 2020-08-06 1.532 - 1.532 20761000.00 20834879.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2037-08-01 7.5 - 7.5 36320.00 4319.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-04-01 2046-08-01 3.5 - 4 2721881.00 1499496.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0163 100000000.00 100000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2025-09-30 1.375 - 3 62641800.00 67775086.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2042-09-01 3.5 - 3.5 1920584.00 759190.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 67000000.00 67000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-06-20 4 - 5 281187133.00 170706940.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 167000000.00 167000000.00 0.0009 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.01%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG783000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 7608502.75 7951581.87 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 2013785984.47 2086488169.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 69782331.74 66457150.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 1372650.04 1307055.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 5444102.78 5670934.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 43187562.01 45492422.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 87096996.23 91661903.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 1110950.88 1179678.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 56691702.17 59672817.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 114299543.10 115475840.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 37915793.40 23125720.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 134528425.50 141294642.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 7140699.87 7466353.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 1905430611.41 1550603548.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 4121418000.00 4121418000.00 0.0223 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG783000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 0.5 - 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.25% K5HU16E3LMSVCCJJJ255 FIG639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 2037-08-01 3.23 - 3.83 53505238.00 62043246.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 2.905 - 2.905 4266128.00 4721736.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4 - 4 1493048.00 1633086.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 1479354.00 1648815.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2049-10-01 2.554 - 4.298 95809137.00 11736359.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2.5 - 2.5 5135440.00 5371230.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-01-01 2035-01-01 2.575 - 2.575 2253776.00 2422502.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2050-04-01 2.457 - 4.822 270480388.00 121564488.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0025 207000000.00 207000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 FIE212000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 6269384.00 6608552.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 3 - 3 700000.00 411828.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3 - 3 2759720.00 2671098.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 17206784.00 18142578.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2048-07-01 3.675 - 4.5 30361752.00 4454187.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 4427328.00 4734916.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 3.5 - 3.5 1510816.00 1595227.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-11-01 2050-04-01 2 - 5.37 961261541.00 238843189.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0040 272000000.00 272000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.40% K5HU16E3LMSVCCJJJ255 FIE717000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2033-04-01 3 - 3 4136546.00 3416893.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2049-03-01 3.844 - 4 72455127.00 19493354.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3.5 - 3.5 3020000.00 1024563.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2032-11-01 3 - 3 2746900.00 2073541.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 5643352.00 5764803.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2050-03-01 2.5 - 4.5 616659240.00 196722076.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0040 224000000.00 224000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 FID081000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 5 - 5 1015796.00 869660.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 2070400.00 2182917.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 4 - 4.5 4091396.00 4421138.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2037-06-01 4 - 4 1578002.00 1302822.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3.5 - 3.5 4121144.00 4388964.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-12-01 2033-12-01 4 - 4 3475844.00 2867221.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-10-01 2037-10-01 3.5 - 3.5 1849312.00 1452052.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2050-04-01 2.623 - 4.5 154431841.00 53199992.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 2 - 2 1026312.00 652299.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2028-05-01 2.5 - 2.5 75000.00 24842.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5 - 5 1014104.00 886710.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5.5 - 5.5 31886.00 24011.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2050-04-01 2 - 6 155014838.00 95028276.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0050 164000000.00 164000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.50% K5HU16E3LMSVCCJJJ255 FID813000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 3618716.00 3799948.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-11-01 3 - 3 4865510.00 4710883.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-04-01 2037-04-01 3.5 - 3.5 2479148.00 1944382.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2050-04-01 2.93 - 4.5 110113038.00 18416727.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 440000.00 401919.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-07-01 2.5 - 3 4320000.00 3014655.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2050-03-01 2.5 - 4.5 173287770.00 147251430.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0050 176000000.00 176000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.15% K5HU16E3LMSVCCJJJ255 FHF244000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2034-07-01 3.38 - 3.39 54796000.00 62607042.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3.5 - 3.5 1505640.00 1604109.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 5 - 5 5825328.00 6208544.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-02-01 2048-01-01 2.2 - 4.335 135666580.00 37758516.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2050-04-01 2 - 4.51 317931400.00 114380675.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0114 218000000.00 218000000.00 0.0012 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.01%, dated 3/31/2020 due 04/01/2020 K5HU16E3LMSVCCJJJ255 FIG783000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 56056162.50 50237701.29 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-07-15 2023-07-15 0.375 - 0.375 3718363.37 4149639.42 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-09-04 2026-09-04 1.4 - 1.4 4519564.04 4578318.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 5749062.53 5000935.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2067-03-20 2 - 6 85027193.49 47430170.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 6898645.06 5930301.46 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 114987000.00 114987000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.01%, dated 3/31/2020 due 04/01/2020 7TK5RJIZDFROZCA6XF66 FIG783000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3.5 2039711.18 2150340.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 1754345.22 1862322.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 398357.13 423970.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 124479.88 133552.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 28334142.78 29784753.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 251553.08 298618.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 175191552.45 222901775.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 6730471.35 7712332.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 204873.13 252360.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 2500748.86 2735849.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 324166.35 378398.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 56779616.21 59716035.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 777999.23 938145.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 7967009.84 8396429.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 3126519.58 3316977.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 3718836.32 4040274.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 337133000.00 337133000.00 0.0018 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 7TK5RJIZDFROZCA6XF66 FIG862000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3.5 120035.33 126545.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 103241.77 109596.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 23442.99 24950.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 7325.54 7859.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1667441.02 1752808.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 14803.69 17573.47 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 10309878.89 13117586.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 396082.71 453864.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 12056.62 14851.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 147167.02 161002.48 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 19076.92 22268.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 3341433.75 3514239.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 45784.62 55209.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 468851.98 494122.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 183993.11 195201.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 218850.46 237766.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 19840000.00 19840000.00 0.0001 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.01% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 2.5 - 2.5 493891.00 157838.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2032-10-01 6 - 6 478027.00 2650.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2026-05-01 4 - 4 24063487.00 2053434.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3.5 - 3.5 13606650.00 2371742.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-25 2025-10-01 4 - 4 55000.00 3873.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 5 - 5 2650801.00 2996045.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5 - 5 113550.00 73201.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 4.5 - 4.5 1000.00 88.74 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2047-11-15 0 - 7.875 771864500.00 855515296.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 1395188.00 1475559.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 4.5 - 4.5 1303.00 103.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 2.5 - 2.5 3900000.00 3866666.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-12-13 2036-07-15 2.75 - 5.5 525000.00 777193.68 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-10-23 2029-05-01 1.625 - 2.95 3005002.00 3014190.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 3.5 - 3.5 14053610.00 12041138.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 5 - 5 1077686.00 1154711.66 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-07-08 2034-12-04 1.085 - 3.22 13029000.00 13125879.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-08-01 2031-02-01 7 - 9.5 334548.00 20.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 2200000.00 2263198.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-06-01 2038-10-01 0 - 10 475620.00 53131.37 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2050-01-20 3 - 10.5 7432678.00 2785807.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2050-03-01 0 - 10 104939062.00 54965532.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 10744888.00 11571682.21 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 2000.00 1995.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2027-05-01 8 - 9 689645.00 62.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2026-08-01 8 - 8.5 37070.00 19.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-03-01 2039-03-01 4.5 - 4.5 22247.00 1314.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3.5 - 3.5 1813.00 714.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 951000000.00 951000000.00 0.0051 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.20% 549300Y1PMK3RWXMWR72 FIG640000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 60619089.00 27444508.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 9682380.00 10467593.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4.5 - 4.5 12872417.00 1359797.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 4 - 4 3101362.00 2471393.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2050-02-20 2.5 - 5 34575357.00 22188094.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 6183129.00 6647537.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 4829328.00 5130124.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-06-01 2050-02-01 3.5 - 4 115848301.00 102791942.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0020 175000000.00 175000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.50% 549300Y1PMK3RWXMWR72 FID806000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 107725097.00 94934209.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 4.723 - 4.723 43297.00 97.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2046-10-20 3 - 5 673093073.00 67521788.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2050-01-01 3.5 - 4.5 743935.00 762038.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0050 160000000.00 160000000.00 0.0009 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.01%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG783000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2023-02-10 2023-02-10 1.6 - 1.6 1506413.68 1520397.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 37730.72 39468.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4.5 - 5 4957537.31 4334563.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-05-01 0 - 9 158131979.24 14284675.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 23149079.88 24357453.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2070-02-20 2.378 - 7.5 226929680.56 182078183.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-03-01 3.5 - 4.5 1940004.60 1705841.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 36044300.34 27715942.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 3535686.99 2372413.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 36261849.84 846238.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2057-02-01 1.25 - 8.5 623386247.62 461848849.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 5563.85 4968.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4.5 3186829.41 3300871.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.49 - 3.49 63984.33 72746.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-08-15 0 - 6.875 1728945685.16 1949987933.51 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 3.02 - 3.25 1139755.65 1280726.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 7326680.37 176649.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2031-01-01 3.575 - 3.94 4117720.17 4688934.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 666404.59 738212.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 4742295.14 4969313.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 1236215.09 1009486.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 161351.79 171250.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.55 - 2.55 4830111.41 5281267.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 676499.92 737878.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 3470339.80 3882708.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2032-01-01 2.6 - 2.6 3875848.00 4245461.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 2648332000.00 2648332000.00 0.0143 N Y Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB363000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 3.5 - 3.5 60197720.00 43915910.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-04-01 1.005 - 6.5 518988241.00 343795698.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 7953323.00 7205119.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-12-20 2050-03-20 1.083 - 5 421891501.00 238450287.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 9994270.00 6211720.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-05-01 4 - 5 128629056.00 92906912.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-01 2049-03-01 3.5 - 4 18471304.00 13707323.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-10-01 2059-08-25 1.247 - 6 1985633542.00 1381470980.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 42081673.00 44068919.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-04-01 2024-04-01 3.01 - 3.01 27330000.00 29348028.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2049-12-25 1.205 - 2.5 11061331.00 10493018.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-25 2049-10-25 2.5 - 2.5 5524.00 5670.72 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2033-12-01 3.33 - 4 44407634.00 50642731.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-25 2034-07-25 2.5 - 2.5 4504096.00 4464217.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 8504159.00 8594797.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4.5 90844723.00 97302548.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4.5 - 4.5 1814085.00 1998295.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 2967552.00 2081355.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 2000620.00 1446075.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2035-03-01 2.5 - 3 378221.00 398382.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-05-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0018 2329000000.00 2329000000.00 0.0126 N N Y N RBC Financial Group RBC Financial Group, 0.18% ES7IP3U3RHIGC71XBU11 FIB938000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-25 2049-10-25 2.5 - 2.5 13529619.00 13888983.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 47680119.00 33441469.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-12-01 3.5 - 4.5 130213226.00 59883262.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 11000000.00 9130193.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-03-20 2050-03-20 4 - 4 5083121.00 5541726.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3 - 3 4200000.00 3537582.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-03-01 2050-04-01 2.5 - 7 685665906.00 274577616.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0018 392000000.00 392000000.00 0.0021 N N Y N RBC Financial Group RBC Financial Group, 0.30% ES7IP3U3RHIGC71XBU11 FIA342000 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 2049-01-01 2049-01-01 4.5 - 4.5 10700000.00 6653069.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 58299992.00 29371377.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 53166349.00 19278761.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2048-11-01 3 - 6.5 294572847.00 187264236.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-03-20 2050-03-20 1.223 - 4.5 151735810.00 131805263.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 30594551.00 29610401.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 9000.00 6562.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 29000000.00 16773091.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 2.105 - 6 757545066.00 571745393.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 39929000.00 34282431.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 2717000.00 2697446.79 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2033-12-01 3.495 - 4 46105529.00 54968678.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-25 2034-06-25 2.5 - 2.5 1728.00 1693.15 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 7109000.00 7507867.82 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0030 1070000000.00 1070000000.00 0.0058 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.01%, dated 3/31/2020 due 04/01/2020 O2RNE8IBXP4R0TD8PU41 FIG783000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2049-02-15 0 - 7.5 754984530.71 900902191.23 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 879761000.00 879761000.00 0.0048 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.01%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG783000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2044-08-15 1.125 - 3.75 895727667.55 990952037.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 577040191.74 545354699.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1504546000.00 1504546000.00 0.0081 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.01%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG783000_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 243156156.36 254198137.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-04-01 2.5 - 3.5 3194922542.25 3082428736.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 3271201000.00 3271201000.00 0.0177 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 5493006GGLR4BTEL8O61 FID882000 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 73759000.00 59349765.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-24 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0030 58000000.00 58000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.30% 5493006GGLR4BTEL8O61 FIE870000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 3 - 3 308038000.00 212621637.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-28 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0030 206000000.00 206000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 5493006GGLR4BTEL8O61 FID317000 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 2048-11-01 2048-11-01 4 - 4 63000000.00 40560481.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-12-01 2048-01-01 3 - 3.5 213006000.00 169729105.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-23 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0045 206000000.00 206000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.45% 5493006GGLR4BTEL8O61 FIB453000 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 2047-01-01 2047-01-01 3 - 3 142205000.00 112240284.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0045 109775750.00 109775750.00 0.0006 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FIG677000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 10059000.00 9202385.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-08-01 3 - 3 10668339.00 10589886.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 3.5 - 3.5 18287092.00 13879949.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 12290000.00 12643048.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2049-03-01 2.5 - 4.5 368449668.00 169603994.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 9000000.00 9313368.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-12-20 2046-06-20 4 - 5 420000000.00 86828124.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 15925000.00 10248909.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-09-01 2050-01-01 2.5 - 4.5 702125291.00 448923589.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 7153550.00 6610995.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-03-01 3 - 3.5 22102000.00 22818270.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4 - 4 8582441.00 9325972.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 7000000.00 7268323.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 4 - 4 18100000.00 12004103.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 813000000.00 813000000.00 0.0044 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG783000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 2.5 - 2.5 2100179.68 2196893.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 1482822.65 1631354.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 1090883.98 1140883.31 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 819326798.84 1015104362.25 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 1286.87 1315.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 26630.64 27849.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 11849453.16 10078296.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 16878712.13 18385073.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 460812132.20 469246283.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 14761458.59 15426565.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 16859017.18 17702012.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 249760.43 36369.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 108334474.81 113079319.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1629769000.00 1629769000.00 0.0088 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.06% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-02-15 2029-05-15 2.375 - 2.875 566082400.00 663005634.85 U.S. Treasuries (including strips) Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0006 650000000.00 650000000.00 0.0035 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TV1 US912796TV14 U.S. Treasury Debt Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0011 557927353.98 557927353.98 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0014 146809766.68 146809766.68 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.93% 9127962A6 US9127962A61 U.S. Treasury Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0006 497793882.04 497793882.04 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0011 184754354.40 184754354.40 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0009 853823059.74 853823059.74 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0011 240956976.68 240956976.68 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0005 400995320.33 400995320.33 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0011 656742613.68 656742613.68 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-04-01 2020-04-30 2020-04-30 N N N 0.0012 87999489.60 87999489.60 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-04-01 2022-01-31 2022-01-31 N N N 0.0025 310965345.27 310965345.27 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-10-31 2021-10-31 N N N 0.0021 1284592154.58 1284592154.58 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0015 284440626.40 284440626.40 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0015 153971250.00 153971250.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 1.60% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0013 584848440.40 584848440.40 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0018 674250288.79 674250288.79 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0012 310840422.54 310840422.54 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0013 258014893.00 258014893.00 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 101445554.43 101445554.43 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 298929725.15 298929725.15 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0016 284005078.13 284005078.13 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0009 294877031.25 294877031.25 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0009 828825156.25 828825156.25 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0011 51117829.89 51117829.89 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0011 71149494.76 71149494.76 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0012 361884376.80 361884376.80 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0015 94870234.14 94870234.14 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0013 400287656.25 400287656.25 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0014 437465312.50 437465312.50 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0014 29208437.50 29208437.50 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 0.0011 49501484.62 49501484.62 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% to 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0016 165301567.20 165301567.20 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0012 29181250.00 29181250.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 1.15% 912828K33 254900HROIFWPRGM1V77 US912828K338 U.S. Treasury Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0110 4649924777.45 4649924777.45 0.0251 N Y Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 4.95% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0495 15900000.00 15900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 4.95% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0495 31655000.00 31655000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.90% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0490 17000000.00 17000000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 4.95% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 12200000.00 12200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 2.75% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0275 6500000.00 6500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.01% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0401 20900000.00 20900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.60% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0460 22340000.00 22340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.75% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0475 14400000.00 14400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.95% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 9100000.00 9100000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 4.95% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0495 29200000.00 29200000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 2.50% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0250 9700000.00 9700000.00 0.0001 N N Y N Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev. FHLMC Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev., 4.90% (Grand Promenade Proj.) LOC Freddie Mac VRDN 544393AY7 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2032-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0490 41100000.00 41100000.00 0.0002 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 286000000.00 286000000.00 0.0015 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG737000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0001 571000000.00 571000000.00 0.0031 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Hereford Street Trust: Fidelity Government Money Market Fund 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer