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LLC 0000862124 084-01839 N N N Exempt Government N 17 52 24447402.63 31927218.81 37005149.98 21842959.49 38169332.38 43995631.78 50523802.50 41461986.27 0.5100 0.6200 0.6200 0.4200 0.8000 0.8600 0.8500 0.7900 0.00 51855665.71 51842986.83 31695.38 615995.10 51258687.11 51257471.27 1.0000 0.0032 1.0003 1.0002 1.0002 1.0003 C000177594 1.00 51258687.11 51257471.27 1.0003 1.0002 1.0002 1.0003 55739113.08 57897344.40 49108280.67 45395087.35 57784596.92 51558768.01 50816405.49 55981307.67 229761538.59 227744209.33 0.0032 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 2044-02-15 2044-02-15 3.625 - 3.625 692700.00 1030016.82 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0195 N Y 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 2023-08-31 2023-08-31 2.75 - 2.75 100000.00 108387.91 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 100000.00 100000.00 0.0020 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 2020-10-31 2041-08-15 0.045 - 4.25 97900.00 102290.92 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 0.0160 100000.00 100000.00 0.0020 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 2020-05-15 2042-08-15 0.139 - 8.75 195300.00 204512.74 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 200000.00 200000.00 0.0039 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 2021-10-31 2039-05-15 0.3 - 4.25 98000.00 102249.63 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 100000.00 100000.00 0.0020 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 2020-05-15 2039-05-15 0.043 - 8.75 201800.00 204424.34 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 200000.00 200000.00 0.0039 N N 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 2023-06-30 2023-06-30 2.625 - 2.625 943200.00 1020072.21 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0195 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 2021-02-15 2021-02-15 2.25 - 2.25 999000.00 1020426.15 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 1000000.00 1000000.00 0.0195 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 2023-01-15 2030-02-15 1.5 - 1.75 953200.00 1020068.63 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0015 1000000.00 1000000.00 0.0195 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.16% 549300IMBXQ8SGH3HJ31 FIE218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2029-11-15 1.125 - 2.375 923200.00 1020118.93 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0016 1000000.00 1000000.00 0.0195 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 2026-04-30 2026-04-30 2.375 - 2.375 181900.00 204123.37 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 200000.00 200000.00 0.0039 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 2026-04-30 2026-04-30 2.375 - 2.375 909100.00 1020168.00 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 1000000.00 1000000.00 0.0195 N N Y N Credit AG Credit AG, 0.25% 1VUV7VQFKUOQSJ21A208 FIC796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 909100.00 1020168.00 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 1000000.00 1000000.00 0.0195 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 2026-02-15 1.375 - 1.625 974000.00 1036554.10 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1000000.00 1000000.00 0.0195 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 2024-04-30 1.375 - 2.25 958000.00 1037867.54 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0005 1000000.00 1000000.00 0.0195 N N 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 2022-07-15 2027-02-28 1.125 - 2.125 960000.00 1020072.91 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 1000000.00 1000000.00 0.0195 N Y Y N HSBC Securities, Inc. 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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 1100000.00 1274317.08 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0195 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2046-08-15 2 - 2.25 990000.00 1023806.33 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0195 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 2020-05-15 2041-05-15 4.375 - 8.75 995400.00 1037562.33 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0195 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 2022-02-15 2047-02-15 1.375 - 3 979200.00 1026423.12 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 1000000.00 1000000.00 0.0195 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 2022-07-31 2 - 2.5 200300.00 205028.18 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 200000.00 200000.00 0.0039 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 2023-08-15 2023-08-15 2.5 - 2.5 957900.00 1030457.92 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-04-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0022 1000000.00 1000000.00 0.0195 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 2022-04-15 2022-07-31 2 - 2.25 196400.00 206001.49 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 200000.00 200000.00 0.0039 N N Y N 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 2023-03-15 2024-12-31 0.5 - 1.75 954500.00 1020130.96 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 1000000.00 1000000.00 0.0195 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 2020-05-05 2046-05-15 0 - 7.625 899500.00 1022163.84 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 1000000.00 1000000.00 0.0195 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.22% 549300QJJX6CVVUXLE15 FIC595000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2027-01-31 1.5 - 7.625 949100.00 1020092.11 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 1000000.00 1000000.00 0.0195 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 2020-04-16 2027-11-15 0 - 7.625 211900.00 255128.93 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 250000.00 250000.00 0.0049 N N Y N Fannie Mae Fannie Mae, 0.05% 3135G0Z48 B1V7KEBTPIMZEU4LTD58 US3135G0Z481 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-06-05 2020-06-05 N N N 0.0009 199984.03 199984.03 0.0039 N N N N Fannie Mae Fannie Mae, 0.08% 3135G02C6 B1V7KEBTPIMZEU4LTD58 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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 199990.44 199990.44 0.0039 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 99942.88 99942.88 0.0019 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 99914.70 99914.70 0.0019 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 99923.17 99923.17 0.0019 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 100000.22 100000.22 0.0020 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 100008.43 100008.43 0.0020 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 99997.68 99997.68 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-02 2020-10-02 2020-10-02 N N N 0.0011 199979.68 199979.68 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-09-11 2020-09-11 N N N 0.0025 99932.33 99932.33 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-17 2020-07-17 N N N 0.0005 200035.70 200035.70 0.0039 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 99983.10 99983.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-12-23 2020-12-23 N N N 0.0011 200000.00 200000.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-07-29 2020-07-29 N N N 0.0020 99971.88 99971.88 0.0020 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 299793.12 299793.12 0.0058 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 199865.64 199865.64 0.0039 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 99988.92 99988.92 0.0020 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 99988.14 99988.14 0.0020 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 249984.19 249984.19 0.0049 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 299951.00 299951.00 0.0059 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 99975.75 99975.75 0.0020 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 99990.17 99990.17 0.0020 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 249975.44 249975.44 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 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 499988.34 499988.34 0.0098 N N Y 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 99980.16 99980.16 0.0020 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 499698.47 499698.47 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 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 499964.03 499964.03 0.0098 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 499930.00 499930.00 0.0098 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 99941.14 99941.14 0.0019 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 99992.36 99992.36 0.0020 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 99947.30 99947.30 0.0019 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 99987.92 99987.92 0.0020 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 99987.92 99987.92 0.0020 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 99973.94 99973.94 0.0020 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 149999.84 149999.84 0.0029 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 99992.30 99992.30 0.0020 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 99982.75 99982.75 0.0020 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 99965.50 99965.50 0.0020 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 99996.11 99996.11 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 99996.17 99996.17 0.0020 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 200039.93 200039.93 0.0039 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 99945.62 99945.62 0.0019 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 199999.30 199999.30 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 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 99987.75 99987.75 0.0020 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 100019.41 100019.41 0.0020 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 99989.83 99989.83 0.0020 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 100000.36 100000.36 0.0020 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 99999.66 99999.66 0.0020 N N Y 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 100050.48 100050.48 0.0020 N N N 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 100010.45 100010.45 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 99995.95 99995.95 0.0020 N N N 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 199989.50 199989.50 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0147 100000.11 100000.11 0.0020 N N Y 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 149992.43 149992.43 0.0029 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 149985.81 149985.81 0.0029 N N N 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 149989.38 149989.38 0.0029 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 100268.29 100268.29 0.0020 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 100268.29 100268.29 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384WL9 2549001DPIFGXC1TOL40 US313384WL93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0007 99993.39 99993.39 0.0020 N N Y 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 99989.56 99989.56 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AECJ7 2549001DPIFGXC1TOL40 US3130AECJ71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0036 401429.24 401429.24 0.0078 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 99989.72 99989.72 0.0020 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 99990.91 99990.91 0.0020 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 100050.97 100050.97 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 130000.00 130000.00 0.0025 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 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 299990.67 299990.67 0.0059 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 99995.23 99995.23 0.0020 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 99971.97 99971.97 0.0020 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 100003.22 100003.22 0.0020 N N N N Freddie Mac Freddie Mac, 1.65% 3137EAEF2 S6XOOCT0IEG5ABCC6L87 US3137EAEF27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0046 300139.86 300139.86 0.0059 N N N 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 FIG780000_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 1046040.29 298587.29 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 292000.00 292000.00 0.0057 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.02%, dated 3/31/2020 due 04/01/2020 L3I9ZG2KFGXZ61BMYR72 FIG780000_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 32917.48 35700.02 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 35000.00 35000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.13% G5GSEF7VJP5I7OUK5573 FIE347000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 1204873.00 1020022.14 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 1000000.00 1000000.00 0.0195 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.02%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG780000_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 437755.54 508951.60 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 8.34 8.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.5 1402.50 17.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-08-20 3 - 8 3325.11 2347.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-25 2049-10-25 3 - 8 1858.91 555.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 500000.00 500000.00 0.0098 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VJW2DOOHGDT6PR0ZRO63 FIG780000_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 2046-07-01 2046-08-01 3 - 3.5 39.88 25.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-02-01 3 - 4 20920.26 22164.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 29.32 2.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 30.36 1.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 0.66 0.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-02-20 2.5 - 9.5 21522.33 15278.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 0.11 0.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3.5 - 3.5 115.50 16.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 5.29 2.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 0.34 0.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-03-01 2.5 - 4.5 9665.02 9942.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 444.07 447.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 1695.65 0.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 13.43 4.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 0.66 0.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 191.95 8.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 52.14 33.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 1.54 0.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 1140.63 36.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2046-09-01 3 - 3.5 2096.95 1373.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2029-04-01 3.5 - 3.5 223.77 69.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 17.72 4.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 179.37 96.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 133.19 3.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2028-10-01 3.5 - 3.5 317.35 47.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 1971.09 1121.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2033-09-01 3 - 5 562.85 308.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2035-04-01 2.5 - 3.5 160.20 162.12 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2050-02-15 0 - 8.75 107387.05 113654.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-06 2024-12-13 0 - 4.75 5015.67 5296.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 3.5 - 3.5 8.18 6.90 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-27 2050-02-03 0.115 - 5.06 25510.87 26113.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3 638.00 656.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2049-06-01 1.375 - 7.5 21905.02 14074.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 3.5 1573.00 1665.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-25 2050-04-01 0.12 - 9.5 129872.63 103534.92 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 550.11 548.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 1.10 0.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 41.25 0.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 140.26 0.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 46.20 0.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2026-03-01 3.5 - 3.5 740.82 76.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2026-12-01 3.5 - 3.5 36.19 6.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 98.50 0.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 1.54 0.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-06-01 3.5 - 3.5 930.80 728.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 3.5 3928.78 4119.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 67.28 0.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 3.5 - 5 7236.53 4380.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 2.09 0.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 5.17 0.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 27.50 0.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 39.78 0.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 4.12 0.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 2.75 0.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 471.81 492.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 0.92 0.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3.5 8194.91 8635.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 7.92 0.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 6.60 0.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3.5 1193.26 1256.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 287.65 236.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 1.87 1.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 4.34 3.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 7.81 4.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 2.97 0.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 279.03 1.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 330000.00 330000.00 0.0064 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.02%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG780000_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 3009.91 3509.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 3261.45 3172.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 35503.17 40435.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 2912.40 2908.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 2404.02 2693.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-06-01 3 - 4 29206.64 18945.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2058-05-01 0 - 5 153244.33 85537.01 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 0.0002 154000.00 154000.00 0.0030 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.02%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG780000_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 4030.26 4041.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2046-04-01 0 - 8 464.41 161.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-15 2049-09-15 2.5 - 10.5 21963.93 443.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 2 - 2 2.21 0.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2050-03-01 1.25 - 7.5 6995.52 5907.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 1.56 1.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 169.80 1.07 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-01-15 0 - 0 1392.32 1196.31 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 105298.03 113688.35 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 0.08 0.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 61.66 65.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-03-14 1.125 - 5.625 633.82 739.99 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 4.875 296.52 314.43 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 0.07 0.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 124000.00 124000.00 0.0024 N Y 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 ASSOC B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 3.5 - 3.5 96330.00 102001.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 100000.00 100000.00 0.0020 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 RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 11000.00 10953.36 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2022-03-31 0 - 8.125 1200.00 1214.76 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-08-27 2029-08-27 2.59 - 2.59 1000.00 1005.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 N/A 33000.00 27895.96 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2026-09-24 0 - 2.875 968000.00 978946.35 Agency Debentures and Agency Strips Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0004 1000000.00 1000000.00 0.0195 N N 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 US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2025-03-31 0.5 - 0.5 1013500.00 1020089.78 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1000000.00 1000000.00 0.0195 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 2050-01-01 2050-01-01 3 - 3 969915.00 1020001.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0195 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 CYYGQCGNHMHPSMRL3R97 FIG780000_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 - 3.59 102.04 120.83 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2039-11-15 0.043 - 8.75 303277.55 346824.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-06-01 2.96 - 3.95 2411.27 2832.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2038-10-01 3.69 - 4.36 802.95 934.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2034-02-01 3.9 - 3.96 5594.81 6708.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 868.10 1011.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 90.19 97.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 78.98 96.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2043-07-01 3.685 - 4.697 10336.74 263.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 237.72 281.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 104.01 132.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-03-01 3 - 6 67571.51 68076.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 419000.00 419000.00 0.0082 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG780000_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 18542.39 20644.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 102.34 117.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-09-01 3.028 - 3.104 198.43 192.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-05-01 3.5 - 5 8872.81 6597.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 27000.00 27000.00 0.0005 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.02%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG780000_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 2093.46 2187.86 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 554089.23 574093.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 19200.47 18285.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 377.68 359.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 1497.93 1560.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 11882.97 12517.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 23964.57 25220.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 305.68 324.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 15598.61 16418.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 31449.29 31772.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 10432.46 6363.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 37015.23 38876.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 1964.75 2054.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 524275.46 426645.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1134000.00 1134000.00 0.0221 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.02%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG780000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 0.5 - 3.125 174862.82 185064.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 0.09 0.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 30625.65 3601.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2048-09-01 4 - 5.5 15243.16 11301.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-10-20 3.5 - 4.5 9938.46 4787.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-03-01 2050-01-01 3 - 5.5 72975.45 58404.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 258000.00 258000.00 0.0050 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.02%, dated 3/31/2020 due 04/01/2020 K5HU16E3LMSVCCJJJ255 FIG780000_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 15600.00 13980.77 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-07-15 2023-07-15 0.375 - 0.375 1034.79 1154.81 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-09-04 2026-09-04 1.4 - 1.4 1257.76 1274.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 1599.92 1391.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2067-03-20 2 - 6 23662.42 13199.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 1919.84 1650.36 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 32000.00 32000.00 0.0006 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 FIG780000_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 - 3.5 562.67 593.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 483.95 513.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 109.89 116.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 34.34 36.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 7816.13 8216.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 69.39 82.38 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 48327.56 61488.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 1856.64 2127.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 56.52 69.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 689.85 754.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 89.42 104.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 15662.97 16473.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 214.62 258.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 2197.74 2316.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 862.47 915.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 1025.86 1114.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 93000.00 93000.00 0.0018 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.02%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG780000_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 - 1.6 196.24 198.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 4.92 5.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4.5 - 5 645.82 564.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-05-01 0 - 9 20599.96 1860.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 3015.65 3173.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2070-02-20 2.378 - 7.5 29562.28 23719.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-03-01 3.5 - 4.5 252.73 222.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 4695.52 3610.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 460.60 309.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 4723.86 110.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2057-02-01 1.25 - 8.5 81208.95 60165.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 0.72 0.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4.5 415.15 430.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.49 - 3.49 8.34 9.48 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-08-15 0 - 6.875 225230.92 254026.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 3.02 - 3.25 148.48 166.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 954.45 23.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2031-01-01 3.575 - 3.94 536.42 610.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 86.81 96.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 617.78 647.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 161.04 131.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 21.02 22.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.55 - 2.55 629.22 687.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 88.13 96.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 452.08 505.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2032-01-01 2.6 - 2.6 504.91 553.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 345000.00 345000.00 0.0067 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.02%, dated 3/31/2020 due 04/01/2020 O2RNE8IBXP4R0TD8PU41 FIG780000_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 140739.89 167941.02 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 164000.00 164000.00 0.0032 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG780000_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 61320.79 67839.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 39503.70 37334.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 103000.00 103000.00 0.0020 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG780000_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 66824.81 69859.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-04-01 2.5 - 3.5 878036.96 847121.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 899000.00 899000.00 0.0175 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FIG677000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-03-01 2050-03-01 3 - 3 968975.00 1020002.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0004 1000000.00 1000000.00 0.0195 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG780000_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 - 2.5 427.83 447.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 302.07 332.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 222.22 232.41 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 166904.94 206786.76 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 0.26 0.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 5.42 5.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 2413.85 2053.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 3438.36 3745.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 93871.97 95590.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 3007.05 3142.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 3434.35 3606.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 50.88 7.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 22068.80 23035.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 332000.00 332000.00 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 1.57% 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 549928.40 549928.40 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% to 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 299815.73 299815.73 0.0058 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 199997.54 199997.54 0.0039 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 199950.60 199950.60 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796SR1 US912796SR11 U.S. Treasury Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 499933.86 499933.86 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 199958.56 199958.56 0.0039 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 199964.30 199964.30 0.0039 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 549938.71 549938.71 0.0107 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-04-01 2021-07-31 2021-07-31 N N N 0.0017 200364.00 200364.00 0.0039 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 300841.25 300841.25 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 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 1003949.00 1003949.00 0.0196 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 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 101296.88 101296.88 0.0020 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 301452.74 301452.74 0.0059 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 100390.63 100390.63 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 200758.71 200758.71 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 100953.13 100953.13 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 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 100523.44 100523.44 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 100925.78 100925.78 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 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 101585.94 101585.94 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 0.82% 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 882045.77 882045.77 0.0172 N Y Y N Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer