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2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-25 2021-02-25 N N N 0.0026 174089083.17 174089083.17 0.0009 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 2020-05-01 2020-09-28 2020-09-28 N N N 0.0006 33999389.70 33999389.70 0.0002 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 2020-05-01 2021-01-28 2021-01-28 N N N 0.0013 178909812.64 178909812.64 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHWF6 2549001DPIFGXC1TOL40 US3130AHWF60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-08-14 2020-08-14 N N N 0.0021 61971343.60 61971343.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt 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213985020.00 213985020.00 0.0011 N N Y 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 2020-05-01 2020-05-11 2020-05-11 N N N 0.0011 305898455.21 305898455.21 0.0016 N N N 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 2020-05-01 2021-03-04 2021-03-04 N N N 0.0032 1545951134.28 1545951134.28 0.0082 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 2020-05-01 2020-07-24 2020-07-24 N N N 0.0005 220018319.40 220018319.40 0.0012 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 2020-05-01 2021-07-23 2021-07-23 N N N 0.0017 311570022.28 311570022.28 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 2020-05-01 2021-06-11 2021-06-11 N N N 0.0023 346433734.17 346433734.17 0.0018 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 2020-05-01 2021-07-08 2021-07-08 N N N 0.0017 215779165.92 215779165.92 0.0011 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 2020-05-01 2020-10-02 2020-10-02 N N N 0.0011 542753254.06 542753254.06 0.0029 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 2020-05-01 2020-09-11 2020-09-11 N N N 0.0025 52970833.57 52970833.57 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384WK1 2549001DPIFGXC1TOL40 US313384WK11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 13199901.00 13199901.00 0.0001 N N Y 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 2020-05-01 2020-12-23 2020-12-23 N N N 0.0015 14996049.60 14996049.60 0.0001 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 2020-05-01 2020-07-29 2020-07-29 N N N 0.0020 353924962.62 353924962.62 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 2020-05-01 2020-07-17 2020-07-17 N N N 0.0005 159020560.29 159020560.29 0.0008 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 2020-05-01 2021-02-22 2021-02-22 N N N 0.0025 219756594.20 219756594.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 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 0.0012 226932655.91 226932655.91 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 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 0.0012 499848335.00 499848335.00 0.0027 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 2020-05-01 2020-06-10 2020-06-10 N N N 0.0008 232010277.60 232010277.60 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 2020-05-01 2020-10-01 2020-10-01 N N N 0.0009 173021209.80 173021209.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 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 0.0008 466491836.25 466491836.25 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 92991351.00 92991351.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384C64 2549001DPIFGXC1TOL40 US313384C649 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0012 8996699.97 8996699.97 0.0000 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 2020-05-01 2020-10-07 2020-10-07 N N N 0.0015 254977455.45 254977455.45 0.0014 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 2020-05-01 2021-03-12 2021-03-12 N N N 0.0014 342950741.77 342950741.77 0.0018 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 2020-05-01 2022-02-10 2022-02-10 N N N 0.0019 233628909.90 233628909.90 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-07-24 2020-07-24 N N N 0.0012 44987400.00 44987400.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJKE8 2549001DPIFGXC1TOL40 US3130AJKE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0015 154993375.30 154993375.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0012 158938519.47 158938519.47 0.0008 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 2020-05-01 2020-10-16 2020-10-16 N N N 0.0026 318618041.71 318618041.71 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 0.20% 313384XC8 2549001DPIFGXC1TOL40 US313384XC85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 248987550.00 248987550.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 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 0.0010 262975890.79 262975890.79 0.0014 N N Y 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 2020-05-01 2021-06-04 2021-06-04 N N N 0.0016 191868259.74 191868259.74 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 2020-05-01 2021-03-10 2021-03-10 N N N 0.0015 280999980.33 280999980.33 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 0.0009 316978602.50 316978602.50 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 0.0010 320872367.30 320872367.30 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.27% 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0012 78978406.93 78978406.93 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 160953310.00 160953310.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 96971546.99 96971546.99 0.0005 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 2020-05-01 2020-07-24 2020-07-24 N N N 0.0019 674967870.00 674967870.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 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 0.0010 628938848.62 628938848.62 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% to 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 0.0012 1348694222.17 1348694222.17 0.0072 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 2020-05-01 2021-04-09 2021-04-09 N N N 0.0022 461823432.84 461823432.84 0.0025 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 0.0010 1144428310.00 1144428310.00 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384XH7 2549001DPIFGXC1TOL40 US313384XH72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0009 315880256.25 315880256.25 0.0017 N N Y 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 0.0012 321933452.26 321933452.26 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 0.0012 159964800.00 159964800.00 0.0008 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 0.0012 1528658528.43 1528658528.43 0.0081 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 2020-05-01 2020-09-25 2020-09-25 N N N 0.0024 531856049.10 531856049.10 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-13 2021-04-13 N N N 0.0020 360054048.00 360054048.00 0.0019 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 2020-05-01 2020-09-25 2020-09-25 N N N 0.0026 676944127.19 676944127.19 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-05-13 2021-05-13 N N N 0.0028 237824652.31 237824652.31 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-07 2021-04-07 N N N 0.0024 64006007.04 64006007.04 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 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 0.0009 785862669.75 785862669.75 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0012 493810634.98 493810634.98 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-04-06 2021-04-06 N N N 0.0028 158970026.91 158970026.91 0.0008 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 2020-05-01 2021-03-25 2021-03-25 N N N 0.0024 1169528060.68 1169528060.68 0.0062 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 359838799.20 359838799.20 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 488779270.29 488779270.29 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 695155922.24 695155922.24 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 302840252.34 302840252.34 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 321829072.74 321829072.74 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 0.0013 147910747.12 147910747.12 0.0008 N N N 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 0.0009 795066208.25 795066208.25 0.0042 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 0.0010 63492591.46 63492591.46 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313384YL7 2549001DPIFGXC1TOL40 US313384YL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0010 20996966.76 20996966.76 0.0001 N N Y 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 999750310.58 999750310.58 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0013 224875687.50 224875687.50 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 0.0052 326752071.87 326752071.87 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0013 125934934.86 125934934.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0031 63010883.88 63010883.88 0.0003 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 0.0077 110816793.39 110816793.39 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-07-28 2020-07-28 N N N 0.0039 76005392.20 76005392.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-07-28 2020-07-28 N N N 0.0039 154012806.64 154012806.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-28 2020-08-28 2020-08-28 N N N 0.0041 617039228.86 617039228.86 0.0033 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 363827806.16 363827806.16 0.0019 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 0.0052 82994071.31 82994071.31 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 81966425.10 81966425.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 37984440.90 37984440.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 163932850.20 163932850.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 327865700.40 327865700.40 0.0017 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 49976528.00 49976528.00 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 0.0052 330976356.67 330976356.67 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0044 31000653.48 31000653.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-11-27 2020-11-27 N N N 0.0049 114986847.45 114986847.45 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 327924822.40 327924822.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2021-03-26 2021-03-26 N N N 0.0050 245943616.80 245943616.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-26 2020-08-26 2020-08-26 N N N 0.0046 95006007.80 95006007.80 0.0005 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 0.0052 330964526.73 330964526.73 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 258875607.48 258875607.48 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 0.0010 857904667.62 857904667.62 0.0046 N N Y 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 0.0010 499923610.00 499923610.00 0.0027 N N Y 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 0.0012 249941667.50 249941667.50 0.0013 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 0.0012 335907038.88 335907038.88 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 0.0010 499936110.00 499936110.00 0.0027 N N Y 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 0.0012 499843335.00 499843335.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2021-03-24 2021-03-24 N N N 0.0058 320770962.90 320770962.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2021-03-24 2021-03-24 N N N 0.0058 81967026.98 81967026.98 0.0004 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 0.0041 83013825.31 83013825.31 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-06-24 2020-06-24 N N N 0.0050 56004728.08 56004728.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-08-24 2020-08-24 N N N 0.0054 237015030.54 237015030.54 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-08-24 2020-08-24 N N N 0.0054 158015021.06 158015021.06 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-24 2020-11-24 2020-11-24 N N N 0.0055 582080717.58 582080717.58 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2021-02-22 2021-02-22 N N N 0.0068 163918880.68 163918880.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-23 2021-02-23 2021-02-23 N N N 0.0064 40996196.84 40996196.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-21 2020-08-21 2020-08-21 N N N 0.0064 316019339.20 316019339.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-08-18 2020-08-18 N N N 0.0069 164990217.15 164990217.15 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0069 163990094.40 163990094.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2021-04-20 2021-04-20 N N N 0.0071 407921023.44 407921023.44 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0067 312005350.80 312005350.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-16 2021-02-16 2021-02-16 N N N 0.0080 327842566.56 327842566.56 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-17 2020-07-17 2020-07-17 N N N 0.0070 154012972.96 154012972.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2021-03-19 2021-03-19 N N N 0.0073 113005456.77 113005456.77 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2021-03-19 2021-03-19 N N N 0.0073 565027283.85 565027283.85 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2021-01-22 2021-01-22 N N N 0.0067 63028614.60 63028614.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% to 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0000 190200000.00 190200000.00 0.0010 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 81998223.88 81998223.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 376991623.06 376991623.06 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-09-11 2020-09-11 N N N 0.0080 48895224.43 48895224.43 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-09-11 2020-09-11 N N N 0.0080 230977440.54 230977440.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-08-13 2020-08-13 N N N 0.0080 77994342.66 77994342.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0078 92000145.36 92000145.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0078 310000489.80 310000489.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2020-12-11 2020-12-11 N N N 0.0083 323917286.04 323917286.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-08-12 2020-08-12 N N N 0.0080 313990746.42 313990746.42 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2021-01-13 2021-01-13 N N N 0.0083 245920719.12 245920719.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-14 2020-12-14 2020-12-14 N N N 0.0083 246943130.72 246943130.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-16 2020-11-16 2020-11-16 N N N 0.0077 256028165.12 256028165.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-11 2021-02-11 2021-02-11 N N N 0.0084 327898464.32 327898464.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2021-02-12 2021-02-12 N N N 0.0082 328948738.51 328948738.51 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-08-12 2020-08-12 N N N 0.0080 619999113.40 619999113.40 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2021-02-12 2021-02-12 N N N 0.0084 114964157.95 114964157.95 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-06-15 2020-06-15 N N N 0.0077 34001038.36 34001038.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-07-15 2020-07-15 N N N 0.0076 79006613.88 79006613.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0078 312002892.24 312002892.24 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2021-01-08 2021-01-08 N N N 0.0087 209934330.90 209934330.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 48005298.72 48005298.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 160017662.40 160017662.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-09 2020-11-09 2020-11-09 N N N 0.0084 32003532.48 32003532.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-06-10 2020-06-10 N N N 0.0079 315034987.05 315034987.05 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 158017988.30 158017988.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 42004781.70 42004781.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-12 2020-06-12 2020-06-12 N N N 0.0079 317036090.45 317036090.45 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0087 473002923.14 473002923.14 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-07-08 2020-07-08 N N N 0.0086 158013501.10 158013501.10 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 2020-05-01 2020-05-01 2020-05-01 N N N 0.0093 40900000.00 40900000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-06-01 2020-06-01 N N N 0.0094 628015260.40 628015260.40 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 123004918.77 123004918.77 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0088 315006230.70 315006230.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-01 2020-09-01 N N N 0.0095 47003016.46 47003016.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 39002079.48 39002079.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-07-07 2020-07-07 N N N 0.0093 156013344.24 156013344.24 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 188010024.16 188010024.16 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-07 2020-08-07 2020-08-07 N N N 0.0095 78004158.96 78004158.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 39000983.19 39000983.19 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 231005823.51 231005823.51 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-03 2020-06-03 2020-06-03 N N N 0.0097 15000378.15 15000378.15 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-04 2020-06-03 2020-06-03 N N N 0.0097 77001941.17 77001941.17 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0103 631000000.00 631000000.00 0.0034 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-01 2021-02-01 N N N 0.0099 31914732.70 31914732.70 0.0002 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 321991315.66 321991315.66 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 643982927.56 643982927.56 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0117 322989315.16 322989315.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 1.54% 313384XJ3 2549001DPIFGXC1TOL40 US313384XJ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0009 914940525.00 914940525.00 0.0049 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 0.0145 24000138.00 24000138.00 0.0001 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 323004302.36 323004302.36 0.0017 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 0.0153 16000000.00 16000000.00 0.0001 N Y Y 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 38960546.61 38960546.61 0.0002 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 0.0008 160495185.00 160495185.00 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 0.0008 578979735.00 578979735.00 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 0.0009 163992620.00 163992620.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0008 174997812.50 174997812.50 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 0.0009 849955375.00 849955375.00 0.0045 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 0.0041 231347892.93 231347892.93 0.0012 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 0.0041 116178493.84 116178493.84 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 0.0041 231355448.94 231355448.94 0.0012 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 0.0041 161244480.11 161244480.11 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 0.0010 155979632.64 155979632.64 0.0008 N N Y 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 0.0041 162264168.54 162264168.54 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 0.0041 330586617.90 330586617.90 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 0.0041 330586617.90 330586617.90 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 0.0010 59990666.40 59990666.40 0.0003 N N Y 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 0.0041 165309762.75 165309762.75 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 410965858.23 410965858.23 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 79008928.58 79008928.58 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 163985750.04 163985750.04 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 0.0042 275555406.50 275555406.50 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 0.0041 329659085.70 329659085.70 0.0018 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 245880468.16 245880468.16 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0166 985832732.04 985832732.04 0.0052 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 126988595.40 126988595.40 0.0007 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-02-05 2021-02-05 N N N 0.0007 103873701.87 103873701.87 0.0006 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-08 2020-05-08 N N N 0.0008 315997484.64 315997484.64 0.0017 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-08 2020-09-08 N N N 0.0003 616016139.20 616016139.20 0.0033 N N N N Freddie Mac Freddie Mac, 0.04% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-09-09 2020-09-09 N N N 0.0008 427946063.44 427946063.44 0.0023 N N N N Freddie Mac Freddie Mac, 0.05% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-06 2020-05-06 N N N 0.0008 626997310.17 626997310.17 0.0033 N N Y N Freddie Mac Freddie Mac, 0.05% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-12-14 2020-12-14 N N N 0.0006 905951519.94 905951519.94 0.0048 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-12-10 2021-12-10 N N N 0.0040 484023214.44 484023214.44 0.0026 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-12-13 2021-12-13 N N N 0.0034 498809110.00 498809110.00 0.0026 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2022-03-11 2022-03-11 N N N 0.0023 499811970.00 499811970.00 0.0027 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-06-24 2021-06-24 N N N 0.0028 110000062.70 110000062.70 0.0006 N N N N Freddie Mac Freddie Mac, 0.32% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2021-10-22 2021-10-22 N N N 0.0034 600820535.39 600820535.39 0.0032 N N N N Barclays Bank PLC Barclays Bank PLC, 0.04% G5GSEF7VJP5I7OUK5573 FJJ127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2048-11-15 0.5 - 3.375 2809791500.00 3224357273.60 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 3152000000.00 3152000000.00 0.0167 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJE241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2027-04-30 0.5 - 2.625 204187100.00 218287696.89 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 214000000.00 214000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 FJG180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2023-08-31 1.125 - 1.375 84559000.00 86701794.80 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 85000000.00 85000000.00 0.0005 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 2021-07-31 2048-11-15 1.125 - 3.875 119307000.00 123871359.07 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 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 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJI133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-22 2049-08-15 0 - 7.625 756186200.00 868199635.78 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 849000000.00 849000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 FJJ222000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2050-02-15 0.168 - 4.75 234625052.00 293276462.55 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 286000000.00 286000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2048-11-15 0 - 6.25 541255400.00 649683228.80 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 636000000.00 636000000.00 0.0034 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 FJH638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2050-02-15 0 - 7.5 284587732.00 347389646.88 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0006 339000000.00 339000000.00 0.0018 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 2020-07-31 2049-08-15 0 - 7.125 382103700.00 405030574.92 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 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 2020-07-31 2049-11-15 0 - 7.625 849285300.00 1000539435.00 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0046 977000000.00 977000000.00 0.0052 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 2021-04-30 2050-02-15 0.264 - 7.625 943938083.00 1233011190.25 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 1203000000.00 1203000000.00 0.0064 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 2020-07-31 2049-08-15 0 - 8.75 605514900.00 714556498.88 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0062 699000000.00 699000000.00 0.0037 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 2020-07-31 2047-11-15 0.168 - 6.75 442662600.00 558063841.24 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 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 2021-10-31 2049-11-15 0.425 - 7.625 116851800.00 143844473.11 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 140000000.00 140000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJI809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2048-05-15 0.5 - 3.125 703864900.00 782342044.29 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-06-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 767000000.00 767000000.00 0.0041 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJI831000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2028-08-15 1.625 - 2.875 132908600.00 153000421.94 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-29 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 150000000.00 150000000.00 0.0008 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.04% 549300IMBXQ8SGH3HJ31 FJJ175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-28 2049-08-15 0 - 3.125 2108528500.00 2297367347.07 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2251000000.00 2251000000.00 0.0120 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 FJI130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2028-08-15 1.375 - 2.875 803729600.00 873123672.40 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 856000000.00 856000000.00 0.0045 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 FJI639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-30 2049-08-15 0 - 3 620898000.00 657308188.31 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0006 644000000.00 644000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 FJJ198000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2049-08-15 0.5 - 3.125 594381300.00 656184605.27 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 643000000.00 643000000.00 0.0034 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FIH300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-09-30 2026-09-30 1.625 - 1.625 272353100.00 292761325.91 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y CREDIT AG CIB (GOV REPO) 1.0000 1 N N/A N/A N N 0.0009 287000000.00 287000000.00 0.0015 N Y Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJF839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-09-30 1.625 - 2.875 281441500.00 289686615.79 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 284000000.00 284000000.00 0.0015 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 FJG483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2044-02-15 1.5 - 3.625 458767300.00 581588035.36 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 567000000.00 567000000.00 0.0030 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 FII221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-11-30 2026-09-30 1.625 - 2.875 264888100.00 292765118.44 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y CREDIT AG CIB (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 287000000.00 287000000.00 0.0015 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 FJE812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2020-10-31 2.875 - 2.875 285783800.00 289691607.68 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 284000000.00 284000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.05% 1VUV7VQFKUOQSJ21A208 FJJ146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2030-02-15 1.5 - 2.375 317097000.00 345995200.14 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 339000000.00 339000000.00 0.0018 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 FJJ106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2047-11-15 1.125 - 4.25 852712600.00 989411812.53 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 967000000.00 967000000.00 0.0051 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2025-07-31 1.875 - 2.875 26840800.00 29580130.98 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 29000000.00 29000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 0.04% 549300GKFG0RYRRQ1414 FJJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-15 2028-02-15 1.25 - 2.75 770504200.00 828801989.08 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 788000000.00 788000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.04% 549300H47WTHXPU08X20 FJJ131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2028-05-15 1.5 - 2.875 2112721100.00 2251140055.12 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2207000000.00 2207000000.00 0.0117 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.05% 549300H47WTHXPU08X20 FJJ172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2026-08-15 1.5 - 1.75 704442800.00 742560068.24 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 728000000.00 728000000.00 0.0039 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.04% 549300H47WTHXPU08X20 FJJ130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-15 2022-12-15 1.375 - 2 2938520000.00 3043765459.71 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 2984000000.00 2984000000.00 0.0158 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.04% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 378232000.00 430027048.77 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 417000000.00 417000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2025-05-31 1.5 - 2.875 789880000.00 862934269.19 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 846000000.00 846000000.00 0.0045 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2046-11-15 0 - 4.625 85029700.00 88740176.28 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0004 87000000.00 87000000.00 0.0005 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.20% 213800MBWEIJDM5CU638 FIH158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 131401700.00 146966755.68 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0020 144000000.00 144000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.27% 213800MBWEIJDM5CU638 FIH160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-07-31 1.875 - 2.75 131407700.00 146973437.94 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0027 144000000.00 144000000.00 0.0008 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 FII587000 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 - 6 125744300.00 145943603.45 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0015 143000000.00 143000000.00 0.0008 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-02-15 1.75 - 6 123774700.00 145945621.75 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0018 143000000.00 143000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 FJE787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2026-02-15 1.875 - 6 141175300.00 145901765.18 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0018 143000000.00 143000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.27% H7FNTJ4851HG0EXQ1Z70 FIG702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-31 1.375 - 6 276034200.00 291796361.67 U.S. Treasuries (including strips) 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 Y N 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 - 6 146733900.00 153129484.68 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 150283700.00 210621660.85 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, 0.83% H7FNTJ4851HG0EXQ1Z70 FHF931000 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 116257300.00 154388257.15 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, 1.63% 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 2026-08-15 2.625 - 6.75 148900900.00 154476602.72 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 81771500.00 108591541.14 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 - 6 325616000.00 341697556.79 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 FJJ174000 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 369800000.00 432188510.99 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 423000000.00 423000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.05% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2028-08-15 1.75 - 3 771680000.00 851498445.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 835000000.00 835000000.00 0.0044 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.05% 549300Y1PMK3RWXMWR72 FJH064000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2028-11-15 1.375 - 3.125 199792400.00 216242212.41 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 212000000.00 212000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% U7M81AY481YLIOR75625 FJI258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2026-12-31 1.375 - 2.75 162303700.00 174372092.46 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0004 171000000.00 171000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJF990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2044-08-15 2.125 - 3.125 148402900.00 159078936.98 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 156000000.00 156000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJH641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2044-08-15 2.125 - 3.625 56118100.00 59143126.00 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 58000000.00 58000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-03-31 0.625 - 1.125 555852000.00 575289803.19 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 564000000.00 564000000.00 0.0030 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJJ134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2025-03-31 1.75 - 2.75 598150000.00 651573908.71 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 639000000.00 639000000.00 0.0034 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 FJI250000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2047-02-15 2.125 - 3 232139100.00 253887619.93 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0005 249000000.00 249000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 FJH637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2026-05-15 1.5 - 2.75 467635400.00 497629003.35 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0006 488000000.00 488000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJG577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2044-08-15 1.125 - 3.125 248620800.00 262988758.19 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0007 257900000.00 257900000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2026-05-15 1.625 - 2.75 392274000.00 437453096.43 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 429000000.00 429000000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJF988000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2044-08-15 1.125 - 3.125 355487200.00 383424972.17 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 376000000.00 376000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJI751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-02-15 2044-08-15 2.625 - 3.125 136562000.00 161014708.32 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 157900000.00 157900000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJH105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2028-08-15 1.625 - 2.875 291331100.00 325291228.58 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0008 319000000.00 319000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2023-11-15 1.375 - 2.75 276806700.00 287572604.23 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 282000000.00 282000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 FJI748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2026-09-30 1.125 - 2.625 279843100.00 295716689.04 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 290000000.00 290000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.04% KX1WK48MPD4Y2NCUIZ63 FJJ197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-05-15 0 - 6.375 1615836000.00 1755920300.13 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 1719000000.00 1719000000.00 0.0091 N Y Y N Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJD522000 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 137869300.00 146890399.88 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0018 144000000.00 144000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 FJE184000 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 142228000.00 145869600.02 U.S. Treasuries (including strips) Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0018 143000000.00 143000000.00 0.0008 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 95142000.00 105144896.88 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 0.0005 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 236883300.00 242948450.53 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 202295000.00 230824874.23 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 71997900.00 76708885.31 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 151617200.00 155499200.72 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 41671300.00 46052474.63 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 70374900.00 77773870.67 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 204195800.00 225114101.68 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, 0.05% 549300QJJX6CVVUXLE15 FJF280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-11-15 0 - 7.125 925381814.00 1010474333.15 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 990000000.00 990000000.00 0.0053 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.87% 549300QJJX6CVVUXLE15 FHF910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-05-15 1.25 - 7.125 254488001.00 315748473.70 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0087 308000000.00 308000000.00 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 2021-02-15 2046-11-15 0.25 - 7.625 377475400.00 432311490.05 U.S. Treasuries (including strips) Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0016 423000000.00 423000000.00 0.0022 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.06% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-28 2045-11-15 0 - 3 188698700.00 220281156.37 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 215000000.00 215000000.00 0.0011 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.05% 6PJDTY319315T5LR2241 FJJ126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2028-08-15 2.625 - 2.875 727401000.00 785196795.34 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 770000000.00 770000000.00 0.0041 N Y Y N Societe Generale Societe Generale, 0.04% O2RNE8IBXP4R0TD8PU41 FJI137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-08-15 1.375 - 4.75 246091200.00 294049422.48 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 287000000.00 287000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJI684000 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 1.375 - 4.75 237194000.00 289073600.79 U.S. Treasuries (including strips) Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0005 282000000.00 282000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 FJJ192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2048-08-15 0.125 - 8.75 490041800.00 569214098.21 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0005 558000000.00 558000000.00 0.0030 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% SUVUFHICNZMP2WKHG940 FJI163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2049-08-15 2.25 - 8 260993100.00 314752959.13 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 307000000.00 307000000.00 0.0016 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 0.19% 9127962L2 US9127962L27 U.S. Treasury Debt Y N/A N/A 2020-05-12 2020-05-12 2020-05-12 N N N 0.0006 2179659196.02 2179659196.02 0.0116 N Y 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 0.0007 526386455.73 526386455.73 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962K4 US9127962K44 U.S. Treasury Debt Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0004 265498523.82 265498523.82 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962P3 US9127962P31 U.S. Treasury Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 2168821361.16 2168821361.16 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 241957190.20 241957190.20 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796TX7 US912796TX79 U.S. Treasury Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 1011906815.04 1011906815.04 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 283913814.52 283913814.52 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0011 1720488002.50 1720488002.50 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0011 999631250.00 999631250.00 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.27% 9127962W8 US9127962W81 U.S. Treasury Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0010 2376450087.50 2376450087.50 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 9127963D9 US9127963D91 U.S. Treasury Debt Y N/A N/A 2020-07-14 2020-07-14 2020-07-14 N N N 0.0008 927737877.31 927737877.31 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0011 133953518.08 133953518.08 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0012 1156206179.86 1156206179.86 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 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 82995503.89 82995503.89 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WW5 US912796WW59 U.S. Treasury Debt Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0010 690872524.32 690872524.32 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796WY1 US912796WY16 U.S. Treasury Debt Y N/A N/A 2020-07-30 2020-07-30 2020-07-30 N N N 0.0010 901516104.09 901516104.09 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.17% 9127962V0 US9127962V09 U.S. Treasury Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0009 3023942557.98 3023942557.98 0.0161 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0012 449773501.50 449773501.50 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962M0 US9127962M00 U.S. Treasury Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0008 2764584214.36 2764584214.36 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 789494223.67 789494223.67 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% to 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 0.0007 493974988.78 493974988.78 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 9127963F4 US9127963F40 U.S. Treasury Debt Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0009 924802281.25 924802281.25 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796SZ3 US912796SZ37 U.S. Treasury Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0010 449902624.50 449902624.50 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 9127962U2 US9127962U26 U.S. Treasury Debt Y N/A N/A 2020-06-09 2020-06-09 2020-06-09 N N N 0.0009 1999805000.00 1999805000.00 0.0106 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 0.0012 146835364.00 146835364.00 0.0008 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 0.0009 184776591.38 184776591.38 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 0.0008 853889099.56 853889099.56 0.0045 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 656788846.77 656788846.77 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.28% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-05-01 2022-01-31 2022-01-31 N N N 0.0020 311408464.29 311408464.29 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-05-01 2021-10-31 2021-10-31 N N N 0.0019 1285526656.89 1285526656.89 0.0068 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 0.0014 283828126.40 283828126.40 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 153650625.76 153650625.76 0.0008 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 0.0012 673557869.44 673557869.44 0.0036 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 583659382.40 583659382.40 0.0031 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 0.0014 310221789.09 310221789.09 0.0016 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 0.0018 257505313.40 257505313.40 0.0014 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 0.0012 298548198.68 298548198.68 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0013 101295355.31 101295355.31 0.0005 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 0.0012 283715631.82 283715631.82 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 0.0012 294391035.08 294391035.08 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 0.0010 827093363.48 827093363.48 0.0044 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 0.0014 51058493.43 51058493.43 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 0.0014 71074161.63 71074161.63 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 0.0009 361546876.80 361546876.80 0.0019 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 0.0013 94734375.00 94734375.00 0.0005 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 0.0015 436585781.25 436585781.25 0.0023 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 0.0011 399667343.75 399667343.75 0.0021 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 0.0012 29181250.00 29181250.00 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 0.0013 49428750.00 49428750.00 0.0003 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 29151797.02 29151797.02 0.0002 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 4/30/2020 due 05/01/2020 B4TYDEB6GKMZO031MB27 FJJ343000_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 3444914865.39 951722278.47 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 930437000.00 930437000.00 0.0049 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJH621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2048-01-20 3.5 - 4 523217732.00 321302142.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 315000000.00 315000000.00 0.0017 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJH625000 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 2043-10-20 2049-05-20 3.5 - 4 698829925.00 321302142.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0006 315000000.00 315000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 FJJ221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-05-20 2050-02-20 2.5 - 4.5 507087978.00 321300535.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 315000000.00 315000000.00 0.0017 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 FJJ111000 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 2024-11-25 2024-11-25 1.5 - 1.5 22398894.00 23086502.71 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-09-20 2069-11-20 2.35 - 2.38 31616813.00 29443585.32 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 51000000.00 51000000.00 0.0003 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 FII047000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-04-20 1.118 - 1.168 114609596.00 98888761.99 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 96000000.00 96000000.00 0.0005 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.05%, dated 4/30/2020 due 05/01/2020 R0MUWSFPU8MPRO8K5P83 FJJ343000_07651 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 2028-03-15 2046-07-01 0 - 6.5 376941.99 18656.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-04-01 2.286 - 8 5292545.87 1960151.48 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-07 2050-02-15 0 - 8.75 83101781.49 96801238.59 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 2136.38 2152.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 40913.72 42357.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2050-04-20 2.5 - 5.5 1373090.78 932797.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 20.15 19.29 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 97408000.00 97408000.00 0.0005 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.07% R0MUWSFPU8MPRO8K5P83 FJH054000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-12-24 2037-03-30 2.35 - 4 1265000.00 1273037.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-04-15 2067-07-20 2.5 - 6.5 90222132.00 46124313.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-12-20 2041-12-20 3.523 - 3.523 3123939.00 1795567.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2050-04-01 0.937 - 5.622 57915696.00 35642951.85 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-05-15 0 - 4.75 265122517.30 223708411.29 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2020-10-13 1.68 - 1.68 251000.00 252859.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2032-07-15 0 - 6 13238708.00 12461849.71 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0007 313000000.00 313000000.00 0.0017 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.07% R0MUWSFPU8MPRO8K5P83 FJH639000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2031-02-15 2049-08-15 N/A 80729267.91 72890134.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2050-03-01 0 - 6.5 15035224.00 12108349.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-25 2049-12-25 1.314 - 1.314 618716.00 575273.60 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-10-13 2020-10-13 1.68 - 1.68 119000.00 119881.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 1032704.00 1112709.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2046-02-01 3 - 7 38374483.00 2896176.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-12-24 2037-03-30 2.35 - 4 4820000.00 4986538.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-07-20 1.418 - 5 103049448.00 18225093.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 110000000.00 110000000.00 0.0006 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 FEDERAL HOME LOAN MORTGAGE CORP 2034-07-25 2034-07-25 2.5 - 2.5 3363969.00 3334734.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2037-03-30 2.35 - 5.365 9410000.00 10148309.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-15 2061-04-15 2.5 - 6.5 108760975.00 77542636.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2050-03-01 0 - 8 165537826.00 33453205.05 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-10-13 2038-08-02 1.68 - 4.14 2410000.00 2513161.45 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-05-15 0 - 4.375 527647606.57 444201295.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2048-09-01 0 - 5 3367230.00 2659201.76 Agency Debentures and Agency Strips Y N/A N/A 2020-05-07 2020-05-07 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 0.05%, dated 4/30/2020 due 05/01/2020 VJW2DOOHGDT6PR0ZRO63 FJJ343000_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 2030-02-01 2030-04-01 7 - 7 180803.28 392.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 8179.20 591.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 20241.36 721.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 16143.15 253.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 1846408.30 1920269.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 30994.85 519.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 25829.04 1247.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 12487.48 11418.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 11623.07 221.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 114732.60 11666.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 2582.90 994.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 751182.96 31990.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 13970.07 10282.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 4463849.17 142065.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 521245.52 15042.45 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2031-06-15 0 - 3.875 9901.13 8915.31 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-05 2050-02-15 0 - 8.75 478605051.55 486504855.24 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 430.48 371.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 107621.00 383.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 7318.23 5786.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 30564.36 18498.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 1091963.56 4251.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-04-01 2.5 - 4 155407163.12 163998177.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2 - 9.5 96545131.84 70363856.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 1321.16 711.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 7713853.13 4277534.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-01-01 3 - 3.5 6026.78 6039.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-01 2027-03-22 0 - 5.365 248970421.40 250898275.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2049-06-01 1.125 - 7.5 63064999.40 36333503.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 3474436.36 3677134.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 385463.12 1233.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 6026.78 136.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-12-01 2.5 - 5 11121541.23 6197662.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 263309.84 2360.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 4606203.34 4791331.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2586.35 1353.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 6026.78 3351.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 3360105.84 2147124.32 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-25 2050-02-03 0.2 - 5.625 95450356.35 97036818.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 430484.00 443005.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 4304.84 50.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 161431.50 320.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 548890.78 2257.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 155674.21 2144.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 10762.10 851.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 3602.72 144.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 4021587.55 4219821.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 1125715.66 903336.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 16988.62 14562.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 156087.47 97850.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 118813.58 4603.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 430.48 84.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 20690.35 10165.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-02-01 2.5 - 4 7554442.75 7865609.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 6635910.86 1025.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 52576.73 16162.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 204049.42 128106.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 69332.46 17147.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 783911.36 261596.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-25 2050-04-01 0.14 - 9.5 247129883.18 174916142.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1291452000.00 1291452000.00 0.0069 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 4/30/2020 due 05/01/2020 8NAV47T0Y26Q87Y0QP81 FJJ343000_00431 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 2058-08-20 2070-03-20 2.059 - 5.237 130007128.68 135791212.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-03-01 2.5 - 3.5 105937556.15 99443797.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 70572198.05 51735112.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2050-04-01 2.5 - 5 574899318.31 558470941.04 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2047-02-15 0.625 - 3 87671427.89 99864248.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2033-01-01 2.5 - 3 250456005.74 161955969.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 1085265000.00 1085265000.00 0.0058 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 FJF437000 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 2038-11-01 2038-11-01 4.32 - 4.32 500000.00 583325.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2032-07-14 2032-07-14 3.2 - 3.2 5350000.00 5423627.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 3 - 3 32409742.00 26191340.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-10-01 2050-03-01 3 - 5.5 323048653.00 195567565.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 5968000.00 3658925.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2064-06-20 2064-06-20 4.612 - 4.612 206820.00 120424.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 227000000.00 227000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 FJI726000 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 2042-06-01 2042-06-01 3.5 - 3.5 54530000.00 23287748.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 3 - 3 3000.00 3143.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2048-05-01 3.5 - 4.5 1823331.00 697943.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 3 3000.00 3182.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 4 4008.00 4257.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-10-01 3.5 - 4 291907.00 199699.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2064-06-20 4.5 - 4.612 33840584.00 17918230.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-04-01 2050-04-01 3 - 5 123937629.00 94563477.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 3000.00 3152.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-29 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 134000000.00 134000000.00 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ343000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 344249.57 2222.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 7199.29 86.29 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 2126227.51 2176513.23 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 14669341.07 13511074.06 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 582394.26 654879.84 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 208338666.54 218317122.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 125008.71 132237.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 10342570.59 10653226.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 150.30 170.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 2997.79 2896.37 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 2823747.96 2471658.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 14934060.68 14881784.08 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 41902615.35 883001.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 258455000.00 258455000.00 0.0014 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 4/30/2020 due 05/01/2020 E57ODZWZ7FF32TWEFA76 FJJ388000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-27 2040-03-26 0 - 5.625 368795.85 379873.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-03-01 1.25 - 8.5 523080.02 481778.49 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 20767.04 23351.73 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 7428949.53 7784761.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 4457.57 4715.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 12275.27 79.27 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 100689.33 88134.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 256.71 3.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-08 2029-10-03 0.97 - 3.5 75817.12 77610.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2045-12-01 0 - 8 532519.41 530655.33 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2050-04-20 2.5 - 10.5 1494165.34 31486.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 5.36 6.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 106.90 103.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 9216000.00 9216000.00 0.0000 N Y Y N Citibank NA Citibank NA, 0.05% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0.125 - 8.75 387788600.00 443128812.59 U.S. Treasuries (including strips) TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2030-05-01 2044-09-15 0 - 7.125 1271000.00 1922372.18 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-07-20 2036-12-04 0.708 - 3.78 4424000.00 4598534.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2056-08-01 1.5 - 5 5068810.00 3309939.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2026-05-01 2.88 - 2.88 1389.00 1511.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 540183.00 579694.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-11-24 2032-07-15 0 - 6.25 1549000.00 1603866.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-21 2030-03-08 0 - 5.25 26490000.00 26813688.99 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-15 2039-12-15 5.5 - 9 21883.00 80.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 471000000.00 471000000.00 0.0025 N N Y N Citibank NA Citibank NA, 0.05% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2023-01-15 2023-04-15 N/A 82000.00 80465.84 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 0 - 4.25 394000.00 625305.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-11 2025-02-11 2 - 2 2768000.00 2781814.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-10-09 2040-03-26 1.115 - 4.05 23410000.00 23614579.15 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2045-08-15 0.17 - 8.125 9294700.00 12562620.14 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-06-29 2021-06-29 0.17 - 0.17 206000.00 205718.01 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2024-10-15 1.25 - 2 37939000.00 39770494.34 Agency Debentures and Agency Strips Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 78000000.00 78000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.05% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-10-01 3 - 5.5 52397885.00 39113985.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 3.5 - 5 705061.00 471006.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-10-01 3.5 - 5.5 308836418.00 255237335.40 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2021-09-30 1.5 - 1.5 800.00 815.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-09-01 4.5 - 4.5 8647832.00 6875457.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 5 - 5 2620320.00 2553790.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-09-01 5 - 6 5802180.00 5130644.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 8749000.00 9878342.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0005 313000000.00 313000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 MBNUM2BPBDO7JBLYG310 FJJ343000_00137 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 2038-08-01 2038-09-01 5.5 - 5.5 1152018.59 116498.84 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2028-11-15 0.425 - 3.125 176315879.31 194717082.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4 - 4 1631587.28 1099028.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2042-04-01 4 - 6.5 33159040.38 2563482.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2039-01-01 5.5 - 7 21130168.48 581507.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 11967834.90 8552795.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 5.5 - 5.5 81318.56 25693.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2048-02-01 3.5 - 4 3216466.83 2658156.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 849561.00 156606.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2038-09-01 4 - 4 69344.28 48475.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 310514.55 172155.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2048-02-01 3.5 - 6.5 29771468.00 25065701.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2045-02-01 4 - 6.5 4894173.95 1688974.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2048-02-01 3 - 5 3106852.51 2707966.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2039-07-01 5.5 - 5.5 12873110.96 768278.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2040-04-01 2.5 - 4 5295367.24 5407314.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-10-01 3.5 - 4 4828263.87 3944966.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-08-01 3.5 - 3.5 3354285.45 2388896.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 4 - 4 353983.75 155102.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-03-01 3.5 - 3.5 1034561.40 1038198.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-08-01 5 - 5.5 924901.49 104275.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-12-01 4 - 4 469984.22 214989.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2046-06-01 3 - 3.5 717642.02 479320.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 4 - 4 6450999.86 2816414.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 4 - 4 1457714.43 1444129.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-06-01 3.5 - 4 451483.62 230906.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-03-01 3.5 - 4.5 2734880.43 2176821.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2048-03-01 3 - 5 9816787.80 7267311.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2040-04-01 4 - 5.5 7319948.97 999090.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2040-03-01 2.5 - 4 11108636.77 11448897.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 13699759.02 11264918.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2044-04-01 4 - 4 778715.54 758617.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-08-01 2048-04-01 2.5 - 7 165994188.63 61548150.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2043-05-01 3.5 - 3.5 652746.04 241972.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-08-01 2048-04-01 2.5 - 7 500988581.46 222175896.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 5.5 - 5.5 1510122.43 132169.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-07-01 5.5 - 5.5 3238053.61 541523.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 566374000.00 566374000.00 0.0030 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ388000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 1868019.39 1539100.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 166096.10 128670.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 5335325.05 3519353.59 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 21637511.39 23669792.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 263101.32 264371.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 15925624.92 8009041.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 599661.48 628556.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 36992000.00 36992000.00 0.0002 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 4/30/2020 due 05/01/2020 1VUV7VQFKUOQSJ21A208 FJJ343000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-20 2025-02-20 2 - 2 8415444.33 8456073.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 5312677.37 4115607.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-02-06 2047-08-01 1.2 - 4 59749654.74 49229013.23 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2050-04-01 3 - 4.5 170653383.09 112568511.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 19180511.01 20104748.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-20 2050-01-20 2.5 - 5 509390102.24 256173715.71 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-08-15 0 - 6.5 692088015.04 757091683.08 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1183210000.00 1183210000.00 0.0063 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 FJJ105000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 N/A 104885600.00 71942081.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 135086205.00 139208308.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 205000000.00 205000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-07-20 2055-01-15 3 - 5.5 1162887293.00 1054681464.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1034000000.00 1034000000.00 0.0055 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 CYYGQCGNHMHPSMRL3R97 FJJ343000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 5230457.82 5521048.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 1300712.47 1549498.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 2.02 - 2.02 2400484.31 2547140.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 3 15985477.95 15414871.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 4438622.10 4688980.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-11-01 3.69 - 4.03 4935361.17 5984338.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2031-01-01 3.93 - 3.955 1296391.17 1544599.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 493492.90 531467.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 4317846.84 5045556.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 2723814.64 2493895.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 117623731.07 105124308.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 13291998.87 13114390.34 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 0 11343854.83 9936801.72 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 2039-06-01 3.37 - 3.37 10911292.31 12799597.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3.5 - 3.5 588777.65 616392.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 3.5 - 3.5 1031948.11 1039814.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2045-03-01 3 - 4 2088861.26 935318.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2049-12-20 2.5 - 5 182875502.69 154871464.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 24975864.26 19865640.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-03-01 2.5 - 5.5 130729266.11 74193702.28 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2048-08-15 0 - 8.75 1582646480.88 1841375883.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 2.5 - 2.5 3111338.80 2310701.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 569115.72 643956.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2237362000.00 2237362000.00 0.0119 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.05% 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 2041-10-01 2048-05-01 3 - 4.5 11884950.00 9646095.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2.5 - 2.5 200435.00 209155.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 8868000.00 9001006.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 3.5 - 3.5 35680000.00 24928205.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2040-04-01 3 - 3 12380160.00 13098267.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2050-04-01 3 - 5 344371446.00 264417715.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0005 315000000.00 315000000.00 0.0017 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 4/30/2020 due 05/01/2020 KBVRJ5K57JZ3E2AVWX40 FJJ343000_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 2020-05-31 2047-08-15 0 - 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3.5 26463711.00 25131913.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3.5 - 3.5 32493163.00 25266516.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-09-01 2049-03-01 4 - 4 122185026.00 51605141.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 26984911.00 28573981.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 128000000.00 128000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 2.5 - 2.5 229107.00 232653.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-10-01 2045-10-01 4 - 4 1855990.00 1110329.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 1631.00 406.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-08-01 3.5 - 4.5 1224870.00 1052077.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 957753.00 925595.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-11-01 4 - 4.5 667165.00 584226.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-03-01 3 - 7.5 285235398.00 124672821.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 797043.00 744452.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 3 - 3 1191391.00 1254990.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0022 128000000.00 128000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.22% 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 2020-09-15 2022-02-15 0 - 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Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.05% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2052-09-25 0.047 - 4.083 56808170.00 67102155.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-12-16 2046-09-20 3 - 4 26037797.00 13238178.91 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 78000000.00 78000000.00 0.0004 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 4/30/2020 due 05/01/2020 ZBUT11V806EZRVTWT807 FJJ343000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2039-08-15 1.125 - 4.5 1127166504.99 1301247578.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 204577.82 220383.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 573680.05 540309.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 19367.78 19811.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 12556958.34 11294316.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-01 2040-05-01 6 - 6 1043656.68 78044.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 503877.44 9418.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3 98448878.15 103273334.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-03-20 2050-03-20 3 - 8 143767767.03 32482198.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2038-08-01 3 - 6 4614416.51 1586199.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 666591.11 628515.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 235564.46 78841.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2033-02-01 2.5 - 3 3485347.21 1810833.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 3.5 - 3.5 60115.34 13239.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 2.5 - 4 21970164.95 23176516.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 4.5 1987037.40 2104452.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3 - 3.5 17339264.94 18122046.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.8 - 1.8 51097.67 53379.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 2.5 - 2.5 11033.82 10754.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 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3 54554.78 38814.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2283809000.00 2283809000.00 0.0121 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 4/30/2020 due 05/01/2020 ZOMOLU8CGIZRYZ7PFU34 FJJ343000_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 2020-10-15 2050-02-15 0 - 4.5 1026931423.66 1079744895.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 14183881.71 15377267.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 8301307.08 8988690.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2048-10-01 3 - 5.5 296466894.08 158689538.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-06-01 3.5 - 6 814809558.64 535991707.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1336509.78 1390762.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 37193293.48 16948339.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-12-20 3 - 5 1241679167.23 184628418.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 1771474.89 1839376.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 3298448.03 3575872.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2041-10-01 4.5 - 6 232345978.81 23990466.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 2267599.36 2470784.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1993750000.00 1993750000.00 0.0106 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJG441000 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 2046-05-01 2046-05-01 4 - 4 330000.00 267958.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 2.5 - 2.5 500000.00 513106.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2041-09-20 3.75 - 3.75 1203216.00 171370.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 5 - 5 1527326.00 1693208.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 1444116.00 1531197.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-02-01 2050-03-01 2.287 - 4.5 247077756.00 37952799.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 1284538.00 1384346.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2031-11-01 2.5 - 2.5 1544968.00 1189592.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2050-05-01 2.401 - 5.54 587974746.00 229111062.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 4.5 - 4.5 390000.00 226528.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 3.5 - 3.5 880000.00 473501.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2040-04-01 2 - 2 872600.00 895119.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0016 270000000.00 270000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJH022000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2050-04-01 2.271 - 4.5 61967156.00 9396156.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2060-06-15 2060-06-15 3.74 - 3.74 82785.00 92931.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2050-04-01 2.5 - 5 375505241.00 190446000.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.2 - 3.2 18480000.00 20461901.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 2596680.00 1916262.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 2345012.00 2611857.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2041-12-01 4 - 4 560000.00 501902.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0016 221000000.00 221000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 FJI653000 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 2033-02-01 2050-04-01 3 - 5 210948953.00 208081850.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 204000000.00 204000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 FJI651000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3.5 - 3.5 1038616.00 1097337.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 1016484.00 1098609.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 27406432.00 29187713.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 3 - 3 250000.00 134381.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-20 2050-03-01 2.5 - 6 291067900.00 143285799.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2047-08-01 3.318 - 5.5 22796358.00 7687789.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 865000.00 222300.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 2.5 - 2.5 22675968.00 23753141.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 335000.00 310097.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 1191898.00 1304794.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 204000000.00 204000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 FJC189000 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 2050-02-01 2050-04-01 2.5 - 3 74691423.00 77295900.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.737 - 2.737 20252064.00 20632886.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0019 96000000.00 96000000.00 0.0005 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 FJE818000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2050-03-01 2.5 - 4.55 184658855.00 162189415.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0019 159000000.00 159000000.00 0.0008 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.05%, dated 4/30/2020 due 05/01/2020 K5HU16E3LMSVCCJJJ255 FJJ343000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2037-02-15 0.625 - 6.125 23839019.94 32269470.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-10-30 2029-09-15 0 - 0.75 8976725.57 8193935.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2024-03-08 1.875 - 5.25 5641111.70 5947239.68 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-10-23 2028-04-21 2.4 - 5.66 1070940.93 1160024.38 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 61522138.26 55415697.48 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-04-19 2021-04-19 2.65 - 2.65 316471.90 323810.48 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 7595325.71 6633844.82 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 107759000.00 107759000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ388000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 7836353.99 9408703.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 2188270.53 1367848.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 3540165.58 2238139.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 12727000.00 12727000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 4/30/2020 due 05/01/2020 7TK5RJIZDFROZCA6XF66 FJJ343000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2050-02-15 0.125 - 8.125 286448385.71 343923720.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4.5 129406445.52 81812471.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-03-20 3.5 - 4 79989566.77 50000045.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 465220000.00 465220000.00 0.0025 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 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 2025-09-01 2025-11-01 4 - 5 2523700.00 75430.48 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2023-02-10 2023-02-10 1.6 - 1.6 1000000.00 1010151.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2024-05-01 4 - 4 685000.00 23434.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 4 - 4 1400.00 98.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-03-01 2041-03-01 4.5 - 4.5 8176480.00 2293589.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3.5 - 3.5 2128800.00 1800933.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2056-08-01 2 - 8.5 524926551.00 537658851.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.72 - 2.72 1000.00 1090.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2033-11-01 4 - 4 46762670.00 46056925.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2026-01-01 8 - 8 6750000.00 4419.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 740910.00 614288.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2041-12-01 4 - 4 2000000.00 569675.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-03-01 2032-03-01 2.43 - 2.43 3297000.00 3532301.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 582000000.00 582000000.00 0.0031 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 4/30/2020 due 05/01/2020 OXTKY6Q8X53C9ILVV871 FJJ343000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 92835.19 98944.24 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.5 673055.13 598407.58 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-05-05 2022-10-13 0.875 - 2.22 6779369.85 6799285.35 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2070-02-20 2.45 - 9 350526960.72 229464666.32 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2050-02-15 0 - 8.75 1196312170.06 1310669929.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.76 - 3.76 5617329.36 6666724.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.86 - 3.94 135391.80 161559.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2049-03-01 0 - 7.5 91164351.41 46580514.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2047-07-01 0 - 6.625 83625.30 73006.05 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1566994000.00 1566994000.00 0.0083 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 FJF298000 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 2039-06-15 2050-02-20 2.5 - 5 731120026.00 139042879.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-01-01 2050-01-01 3.5 - 3.5 576990.00 595667.75 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2042-05-15 0.5 - 3.75 17623500.00 21603703.83 U.S. Treasuries (including strips) Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0006 158000000.00 158000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.07% 549300QJJX6CVVUXLE15 FJG481000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-11-15 0 - 7.125 494798536.85 571967188.55 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2049-12-20 2.5 - 5 1535151581.00 356684029.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2049-06-01 3.5 - 4.5 72690116.00 42312500.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 3 - 3 2807.00 2591.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0007 951000000.00 951000000.00 0.0051 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 FJJ159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.66 - 3.66 3232252.00 3661328.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-07-20 2049-08-20 4 - 5.5 84574324.00 54456686.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-07-01 2058-05-01 2.5 - 6 831275028.00 525322958.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 572000000.00 572000000.00 0.0030 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 2049-05-01 2049-05-01 4 - 4 100000.00 67774.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-04-01 2035-04-01 2.5 - 2.5 44679660.00 46917635.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-06-20 2050-04-20 1.168 - 6.841 530929664.00 346971835.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 649828.00 398403.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-04-01 2024-04-01 3.01 - 3.01 27330000.00 29479032.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 19886148.00 21443917.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4.5 50762302.00 44649475.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 460746.00 490443.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2059-08-25 0.937 - 6 1481624231.00 1013463721.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 4501047.00 4307144.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-25 2034-07-25 2.5 - 2.5 8190219.00 8042794.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-09-25 1.264 - 1.264 25000000.00 23560833.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 10778736.00 8724861.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 2088763.00 2282757.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 32363780.00 21422647.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 20912306.00 22125317.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 2025-12-01 3.61 - 3.61 6500000.00 7350310.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2029-01-01 3.33 - 3.79 40551113.00 46546807.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 90826783.00 97470881.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 13218051.00 14110989.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1287229.00 1441405.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 44450065.00 18481212.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 32604302.00 12001702.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2049-05-01 1.214 - 6.423 833120743.00 531248887.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-04-01 2.5 - 4 54284583.00 52149843.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 4403745.00 4565123.86 Agency Debentures and Agency Strips Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0018 2329000000.00 2329000000.00 0.0124 N Y 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 2042-06-01 2042-06-01 4 - 4 1775906.00 738376.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 4614503.00 2829108.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2050-04-20 1.118 - 4 30094510.00 27450080.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 330096.00 286232.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 1067765.00 684469.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 2164538.00 2016736.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 3207138.00 2596021.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-07-01 2058-05-01 0.787 - 6 242143413.00 173855898.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-04-01 2.5 - 3 19875337.00 20969607.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 8532.00 8844.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1003524.00 969184.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2056-08-15 1.214 - 7 323551720.00 165367529.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 3613763.00 2515112.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0018 392000000.00 392000000.00 0.0021 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.05%, dated 4/30/2020 due 05/01/2020 O2RNE8IBXP4R0TD8PU41 FJJ343000_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 2020-08-15 2049-08-15 0.25 - 6.75 498273714.81 609718061.36 U.S. Treasuries (including strips) Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 594704000.00 594704000.00 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 0.05%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ343000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2050-02-15 1.375 - 3.75 390170992.17 438209378.96 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-04-01 2.5 - 4 533263691.49 460090057.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 877896000.00 877896000.00 0.0047 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 4/30/2020 due 05/01/2020 5U0XI89JRFVHWIBS4F54 FJJ343000_77387 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 2048-12-01 2050-04-01 2.5 - 4 3444212845.68 3069047552.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 3001838000.00 3001838000.00 0.0159 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJG522000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 200000.00 203811.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 3 - 3 305908000.00 204023754.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 199987500.00 199987500.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJF319000 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 157355000.00 121938237.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 119000000.00 119000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJD545000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 200000.00 203811.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3 - 3 144311000.00 111654533.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 109496250.00 109496250.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.23% 5493006GGLR4BTEL8O61 FJE821000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 400000.00 407622.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 68000000.00 40959416.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-12-01 2048-01-01 3 - 3.5 215715000.00 167235065.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-07 2020-05-07 2020-05-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0023 204000000.00 204000000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 FJI164000 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 2042-06-01 2042-06-01 3.5 - 3.5 96066272.00 40928620.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 46900000.00 44757809.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-20 2049-06-20 3.5 - 4.5 900000000.00 177562266.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-12-01 2049-11-01 3 - 5 771521102.00 537454640.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0005 785000000.00 785000000.00 0.0042 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 4/30/2020 due 05/01/2020 VYVVCKR63DVZZN70PB21 FJJ343000_08395 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 2020-07-29 2036-03-25 0 - 1.011 30330040.04 30104859.73 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT 2022-04-08 2022-12-12 0.375 - 0.4 4528128.36 4532319.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2036-07-15 0 - 5.625 204864208.96 209083952.15 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-05-01 2022-01-28 1.73 - 1.9 82447.09 84634.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-04-25 2050-04-25 2.5 - 2.5 4471589.81 4455124.92 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2022-07-15 2045-02-15 0.125 - 2.375 79430323.79 107879353.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.797 - 3.797 1240583.11 851473.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 348914000.00 348914000.00 0.0019 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 2024-11-15 2049-11-15 2.375 - 7.625 493937300.00 649922587.70 U.S. Treasuries (including strips) Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0006 631000000.00 631000000.00 0.0034 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.24% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0024 15900000.00 15900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.24% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0024 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., 0.21% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 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., 0.24% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 12200000.00 12200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 6500000.00 6500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.20% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0020 14400000.00 14400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.22% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0022 20900000.00 20900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.23% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0023 22340000.00 22340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.24% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 9100000.00 9100000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.24% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0024 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., 0.19% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 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., 0.22% (Grand Promenade Proj.) LOC Freddie Mac VRDN 544393AY7 Variable Rate Demand Note Y N/A N/A 2020-05-07 2020-05-07 2032-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0022 41100000.00 41100000.00 0.0002 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0014 282000000.00 282000000.00 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, 0.05% U7M81AY481YLIOR75625 FJJ284000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 404000000.00 404000000.00 0.0021 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 FJJ279000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-05-07 2020-05-07 2020-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 133000000.00 133000000.00 0.0007 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 2020-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer