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N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-30 2020-12-30 N N N 0.0034 157881407.28 157881407.28 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0022 191065274.25 191065274.25 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-27 2021-04-27 N N N 0.0023 156178361.04 156178361.04 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.71% 3133ELSY1 US3133ELSY11 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0037 65169315.90 65169315.90 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.45% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2021-03-03 N N N 0.0096 38997211.80 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Bank, 0.09% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-11-06 2020-11-06 N N N 0.0017 123959231.28 123959231.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-04 2020-09-04 N N N 0.0015 575905023.36 575905023.36 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-05 2020-08-05 N N N 0.0014 122488650.38 122488650.38 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 332920915.83 332920915.83 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-25 2021-02-25 N N N 0.0019 174280419.15 174280419.15 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-25 2020-08-25 N N N 0.0015 43994860.36 43994860.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-09 2021-02-09 N N N 0.0018 202880593.37 202880593.37 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-28 2020-09-28 N N N 0.0016 33994137.72 33994137.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-22 2021-01-22 N N N 0.0018 97455302.10 97455302.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHWF6 2549001DPIFGXC1TOL40 US3130AHWF60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-08-14 2020-08-14 N N N 0.0014 61994896.16 61994896.16 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-01-28 2021-01-28 N N N 0.0018 178914387.88 178914387.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-14 2021-05-14 N N N 0.0020 792334823.67 792334823.67 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-20 2020-08-20 2020-08-20 N N N 0.0014 163992728.24 163992728.24 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-02-22 2021-02-22 N N N 0.0018 163927190.56 163927190.56 0.0009 N N N 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 0.0018 92989416.60 92989416.60 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 0.0015 8997037.47 8997037.47 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-26 2021-02-26 N N N 0.0019 526754449.62 526754449.62 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2021-02-16 2021-02-16 N N N 0.0019 327859530.72 327859530.72 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-08-18 2020-08-18 N N N 0.0015 164992957.80 164992957.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384ZL6 2549001DPIFGXC1TOL40 US313384ZL66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0012 30994962.50 30994962.50 0.0002 N N Y 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 44991387.45 44991387.45 0.0002 N N Y 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 0.0018 154987972.00 154987972.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384B73 2549001DPIFGXC1TOL40 US313384B732 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0015 377886600.00 377886600.00 0.0020 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 0.0015 62977687.29 62977687.29 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384E62 2549001DPIFGXC1TOL40 US313384E629 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0016 23989866.72 23989866.72 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-08 2021-07-08 N N N 0.0019 215866434.24 215866434.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-11 2021-06-11 N N N 0.0021 225430051.01 225430051.01 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-07-23 2021-07-23 N N N 0.0022 311609122.06 311609122.06 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 219999870.20 219999870.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-04 2021-03-04 N N N 0.0019 1548425212.57 1548425212.57 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-02 2020-10-02 N N N 0.0016 22998634.03 22998634.03 0.0001 N N N 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 0.0004 262998393.07 262998393.07 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2020-08-13 2020-08-13 N N N 0.0016 77995949.46 77995949.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-20 2021-04-20 2021-04-20 N N N 0.0016 407927526.96 407927526.96 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2021-03-24 2021-03-24 N N N 0.0017 320808761.71 320808761.71 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2021-03-24 2021-03-24 N N N 0.0018 81969879.76 81969879.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 81969500.10 81969500.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 37985865.90 37985865.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0017 327903948.48 327903948.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 163939000.20 163939000.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 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 0.0013 274942404.00 274942404.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-11 2020-09-11 N N N 0.0015 52998689.31 52998689.31 0.0003 N N N 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 0.0000 320900000.00 320900000.00 0.0017 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-13 2021-01-13 2021-01-13 N N N 0.0020 245929798.98 245929798.98 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-12-14 2020-12-14 N N N 0.0019 246950753.14 246950753.14 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-27 2020-11-27 2020-11-27 N N N 0.0017 114988693.20 114988693.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 76003493.72 76003493.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-29 2020-07-29 N N N 0.0014 354012400.62 354012400.62 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-17 2020-07-17 N N N 0.0013 159005558.64 159005558.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJH44 2549001DPIFGXC1TOL40 US3130AJH441 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-08 2020-10-08 N N N 0.0016 20000084.60 20000084.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-23 2020-12-23 N N N 0.0017 14998740.30 14998740.30 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 81999590.00 81999590.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0018 376998115.00 376998115.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-08-12 2020-08-12 N N N 0.0017 313993493.92 313993493.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-21 2020-08-21 2020-08-21 N N N 0.0014 316014245.28 316014245.28 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0011 56002014.32 56002014.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 237010949.40 237010949.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 327931707.12 327931707.12 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2021-03-26 2021-03-26 N N N 0.0018 245948780.34 245948780.34 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-08-26 2020-08-26 N N N 0.0014 95004442.20 95004442.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-07-28 2020-07-28 N N N 0.0012 154008299.06 154008299.06 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-28 2020-08-28 2020-08-28 N N N 0.0014 617029517.28 617029517.28 0.0033 N N N 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 78985450.57 78985450.57 0.0004 N N Y 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 160967442.58 160967442.58 0.0008 N N Y 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 96980034.49 96980034.49 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384D71 2549001DPIFGXC1TOL40 US313384D712 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0015 30988633.23 30988633.23 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJMM8 2549001DPIFGXC1TOL40 US3130AJMM87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0019 145980741.14 145980741.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJML0 2549001DPIFGXC1TOL40 US3130AJML05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0019 486935759.83 486935759.83 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-01 2020-10-01 N N N 0.0016 312907766.18 312907766.18 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-10 2020-06-10 N N N 0.0014 232002025.36 232002025.36 0.0012 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 0.0006 628992313.62 628992313.62 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0019 48896325.17 48896325.17 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0019 230982640.35 230982640.35 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2021-02-12 2021-02-12 N N N 0.0017 328998976.81 328998976.81 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2021-02-12 2021-02-12 N N N 0.0021 114967962.15 114967962.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-08-12 2020-08-12 N N N 0.0017 619999373.80 619999373.80 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 34000330.48 34000330.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-15 2020-07-15 2020-07-15 N N N 0.0014 79003933.41 79003933.41 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-07-17 2020-07-17 N N N 0.0013 154007855.54 154007855.54 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2021-02-23 2021-02-23 N N N 0.0018 40996597.00 40996597.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-11-24 2020-11-24 N N N 0.0015 582068489.76 582068489.76 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-24 2020-08-24 2020-08-24 N N N 0.0014 158010941.50 158010941.50 0.0008 N N N 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 1348819760.11 1348819760.11 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-02-10 2022-02-10 N N N 0.0025 233588555.13 233588555.13 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-07 2020-10-07 N N N 0.0016 447933274.49 447933274.49 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-12 2021-03-12 N N N 0.0019 342960400.65 342960400.65 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2021-01-08 2021-01-08 N N N 0.0023 209942239.50 209942239.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-12-11 2020-12-11 N N N 0.0022 323928525.60 323928525.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-11-16 2020-11-16 N N N 0.0016 256023726.08 256023726.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-14 2021-05-14 N N N 0.0020 156981734.62 156981734.62 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-10-16 2020-10-16 N N N 0.0016 581864451.80 581864451.80 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2021-02-11 2021-02-11 N N N 0.0021 124987576.25 124987576.25 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2021-03-19 2021-03-19 N N N 0.0017 113020220.22 113020220.22 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2021-03-19 2021-03-19 N N N 0.0017 451382476.23 451382476.23 0.0024 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 1144519557.51 1144519557.51 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-03-10 2021-03-10 N N N 0.0019 335014193.95 335014193.95 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-04 2021-06-04 N N N 0.0021 191877996.75 191877996.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 321963955.32 321963955.32 0.0017 N N Y 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 159979777.60 159979777.60 0.0008 N N Y 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 1528801230.00 1528801230.00 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-08 2020-07-08 2020-07-08 N N N 0.0017 158007457.60 158007457.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0024 985853376.79 985853376.79 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-24 2020-07-24 N N N 0.0014 675084044.25 675084044.25 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-07 2021-05-07 N N N 0.0020 700128114.00 700128114.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 48004431.84 48004431.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 32002954.56 32002954.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-09 2020-11-09 2020-11-09 N N N 0.0020 160014772.80 160014772.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-11-12 2021-11-12 N N N 0.0024 328764489.60 328764489.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-09 2021-04-09 N N N 0.0020 462138322.80 462138322.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 123003434.16 123003434.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 39001451.97 39001451.97 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 188006999.24 188006999.24 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-07-07 2020-07-07 N N N 0.0019 156007280.52 156007280.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-07 2020-08-07 2020-08-07 N N N 0.0022 78002903.94 78002903.94 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-22 2021-01-22 2021-01-22 N N N 0.0018 63025343.01 63025343.01 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0027 126990334.03 126990334.03 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0015 493827100.00 493827100.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 42001283.10 42001283.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 158004826.90 158004826.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-12 2020-06-12 2020-06-12 N N N 0.0018 317009684.35 317009684.35 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-25 2020-09-25 N N N 0.0016 481476675.60 481476675.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-10 2020-06-10 2020-06-10 N N N 0.0021 315007871.85 315007871.85 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313384A33 2549001DPIFGXC1TOL40 US313384A338 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0013 476896648.41 476896648.41 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-25 2020-09-25 N N N 0.0016 677291949.48 677291949.48 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-13 2021-04-13 N N N 0.0020 360197147.84 360197147.84 0.0019 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 0.0016 359851201.20 359851201.20 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 0.0016 488795705.58 488795705.58 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 0.0016 695172343.00 695172343.00 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 0.0016 302845133.67 302845133.67 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 0.0016 321833989.68 321833989.68 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 0.0017 147904951.44 147904951.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-07 2021-04-07 N N N 0.0019 64057822.72 64057822.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-05-13 2021-05-13 N N N 0.0020 238123966.20 238123966.20 0.0013 N N N 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 0.0009 63497865.77 63497865.77 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 20998652.43 20998652.43 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 0.0016 999771435.98 999771435.98 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-04-06 2021-04-06 N N N 0.0019 159157460.88 159157460.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 231000353.43 231000353.43 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 15000022.95 15000022.95 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 77000117.81 77000117.81 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0030 39000059.67 39000059.67 0.0002 N N Y 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 0.0017 224870375.25 224870375.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 327162404.55 327162404.55 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 0.0016 125937279.72 125937279.72 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 0.0018 63041261.85 63041261.85 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0019 1170424087.49 1170424087.49 0.0062 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 0.0018 111064344.48 111064344.48 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0035 628000000.00 628000000.00 0.0033 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-01 2020-09-01 N N N 0.0034 47002244.72 47002244.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-11-04 2020-11-04 N N N 0.0040 79007519.22 79007519.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-01 2021-02-01 N N N 0.0038 31913056.67 31913056.67 0.0002 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 0.0016 363838223.84 363838223.84 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 0.0023 83062114.71 83062114.71 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384F20 2549001DPIFGXC1TOL40 US313384F204 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 49978000.00 49978000.00 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 0.0023 331247710.47 331247710.47 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0023 331238617.90 331238617.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0016 258882587.53 258882587.53 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 0.0008 857976405.00 857976405.00 0.0045 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 499963335.00 499963335.00 0.0026 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 249964792.50 249964792.50 0.0013 N N Y 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 335936905.92 335936905.92 0.0018 N N Y 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 0.0009 499977085.00 499977085.00 0.0026 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 0.0014 499868750.00 499868750.00 0.0026 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 0.0011 83037257.04 83037257.04 0.0004 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 643991789.00 643991789.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-29 2020-06-29 2020-06-29 N N N 0.0117 321995894.50 321995894.50 0.0017 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 322994347.50 322994347.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0029 231141783.18 231141783.18 0.0012 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 0.0028 231151448.22 231151448.22 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 0.0028 116076051.92 116076051.92 0.0006 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 0.0029 161099489.95 161099489.95 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 0.0009 155992373.16 155992373.16 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 0.0026 162121441.68 162121441.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0023 330306042.00 330306042.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0023 330306042.00 330306042.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0021 165174598.05 165174598.05 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 59995416.60 59995416.60 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0162 410972676.72 410972676.72 0.0022 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 163989033.32 163989033.32 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 0.0019 275340700.25 275340700.25 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 0.0019 329404952.94 329404952.94 0.0017 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 0.0164 245885137.80 245885137.80 0.0013 N N N N Freddie Mac Freddie Mac, 0.07% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-07-22 2020-07-22 N N N 0.0011 61996561.48 61996561.48 0.0003 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-08 2020-09-08 N N N 0.0012 456962877.89 456962877.89 0.0024 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-09-09 2020-09-09 N N N 0.0015 427928669.52 427928669.52 0.0023 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-02-05 2021-02-05 N N N 0.0014 103863464.60 103863464.60 0.0005 N N N N Freddie Mac Freddie Mac, 0.09% 3134GT5F6 US3134GT5F62 U.S. Government Agency Debt Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 42999986.67 42999986.67 0.0002 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2020-12-14 2020-12-14 N N N 0.0013 905840344.68 905840344.68 0.0048 N N N N Freddie Mac Freddie Mac, 0.13% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 192907360.00 192907360.00 0.0010 N N N N Freddie Mac Freddie Mac, 0.14% 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0015 157943383.86 157943383.86 0.0008 N N N N Freddie Mac Freddie Mac, 0.20% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-10 2021-12-10 N N N 0.0024 517580181.21 517580181.21 0.0027 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-12-13 2021-12-13 N N N 0.0022 500175965.00 500175965.00 0.0026 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2022-03-11 2022-03-11 N N N 0.0023 500287830.00 500287830.00 0.0026 N N N N Freddie Mac Freddie Mac, 0.33% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-06-24 2021-06-24 N N N 0.0016 110194313.90 110194313.90 0.0006 N N N N Freddie Mac Freddie Mac, 0.37% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-10-22 2021-10-22 N N N 0.0020 602424153.64 602424153.64 0.0032 N N N N Freddie Mac Freddie Mac, 0.38% 3134GVHN1 US3134GVHN12 U.S. Government Agency Debt Y N/A N/A 2020-06-01 2021-09-23 2021-09-23 N N N 0.0022 47600842.50 47600842.50 0.0003 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 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 0.0011 4256069789.10 4256069789.10 0.0225 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 0.0002 1964245226.87 1964245226.87 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 0.11% 912796UB3 US912796UB31 U.S. Treasury Debt Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 1500825508.75 1500825508.75 0.0079 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 0.0005 1011991570.04 1011991570.04 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 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 0.0013 2151219859.85 2151219859.85 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 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 0.0014 2924712529.53 2924712529.53 0.0154 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.14% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0014 2282213780.46 2282213780.46 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0011 1793439893.97 1793439893.97 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 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 0.0014 770881990.74 770881990.74 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0013 62985440.07 62985440.07 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0014 993725546.66 993725546.66 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 1371304181.25 1371304181.25 0.0072 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 0.0016 1156147055.81 1156147055.81 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 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 0.0011 3266126461.48 3266126461.48 0.0172 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127962X6 US9127962X64 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0012 2278765923.91 2278765923.91 0.0120 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 0.0014 901539405.31 901539405.31 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 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 0.0013 2431328087.04 2431328087.04 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 1489490911.70 1489490911.70 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 1281500558.44 1281500558.44 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0016 1424415080.25 1424415080.25 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0016 1931325872.72 1931325872.72 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0014 1734259259.10 1734259259.10 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963G2 US9127963G23 U.S. Treasury Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0013 220952323.67 220952323.67 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 1199755253.89 1199755253.89 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 1933122447.50 1933122447.50 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 1578868073.25 1578868073.25 0.0083 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 0.0020 449699998.50 449699998.50 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0016 1335204331.84 1335204331.84 0.0070 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 0.0014 789543677.81 789543677.81 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0016 2198552884.00 2198552884.00 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0017 708467065.97 708467065.97 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0017 1609612550.08 1609612550.08 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0016 499686665.00 499686665.00 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0016 19986666.60 19986666.60 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0017 448623262.06 448623262.06 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 110917853.34 110917853.34 0.0006 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 0.0014 449919139.50 449919139.50 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 0.0008 1999952220.00 1999952220.00 0.0106 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 0.0011 853930253.82 853930253.82 0.0045 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 2020-06-01 2022-01-31 2022-01-31 N N N 0.0022 311349280.99 311349280.99 0.0016 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 2020-06-01 2021-10-31 2021-10-31 N N N 0.0020 1285200642.39 1285200642.39 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 0.0026 283084373.60 283084373.60 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 0.0028 153270625.76 153270625.76 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 0.0019 672664545.68 672664545.68 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 0.0024 582393404.80 582393404.80 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 0.0033 309588036.27 309588036.27 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0027 101141942.37 101141942.37 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0025 298159236.14 298159236.14 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0021 283371614.10 283371614.10 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 0.0021 293907409.28 293907409.28 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 0.0022 825217764.35 825217764.35 0.0044 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 0.0017 361107561.60 361107561.60 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 0.0025 94558125.00 94558125.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0019 398957202.06 398957202.06 0.0021 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 0.0021 435669700.47 435669700.47 0.0023 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 0.0021 29141601.49 29141601.49 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 0.0023 49344531.25 49344531.25 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 0.0024 29111015.48 29111015.48 0.0002 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 GBA671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2037-02-15 0.5 - 4.75 1777136400.00 1944128136.79 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 1906000000.00 1906000000.00 0.0101 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.09% 3Y4U8VZURTYWI1W2K376 GAJ468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2044-11-15 1.5 - 3 139087300.00 150164191.52 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 147000000.00 147000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GAC081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2038-05-15 1.75 - 4.5 194918900.00 215235025.93 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 211000000.00 211000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAI287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2050-05-15 1.25 - 1.75 91685400.00 92163107.64 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 90000000.00 90000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2049-11-15 0 - 7.625 347944985.00 418829617.27 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 409000000.00 409000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2049-11-15 0.175 - 8 296994504.00 342884112.71 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 335000000.00 335000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAC832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-08-15 0.175 - 7.5 512867140.00 647989590.53 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 632000000.00 632000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2047-02-15 0.175 - 5.5 248696399.00 335234746.39 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 326000000.00 326000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAE249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2049-11-15 0.244 - 4.375 261053448.00 287129892.61 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 281000000.00 281000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAD806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-08-15 0.244 - 6.375 518560830.00 578645805.52 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 567000000.00 567000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAH569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-05-15 0 - 6.375 760718380.00 865333835.17 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 848000000.00 848000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAF861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-11 2047-05-15 0 - 7.5 848206917.00 955743935.31 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 936000000.00 936000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GAG935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2048-02-15 0 - 5.5 246315287.00 286735765.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 280000000.00 280000000.00 0.0015 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 0.173 - 7.625 864024901.00 999691066.88 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 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 2020-07-14 2049-02-15 0 - 8 955742837.00 1232697923.27 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0050 1203000000.00 1203000000.00 0.0063 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 2020-07-07 2049-02-15 0 - 6.375 625989957.00 714874676.93 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 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 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 0.125 - 3.625 708414500.00 782410985.50 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 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 0.0040 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GAH829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2044-02-15 0.125 - 3.625 136741800.00 143824028.70 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 141000000.00 141000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAC419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2046-11-15 0.125 - 2.875 133607200.00 143832978.80 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 141000000.00 141000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GBA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2028-11-15 0.125 - 3.125 132020400.00 143617574.03 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 140800000.00 140800000.00 0.0007 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 GBA664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2049-05-15 0.125 - 4.25 1974802300.00 2253454869.46 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 2206000000.00 2206000000.00 0.0116 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAI697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2050-05-15 0 - 4.25 822091400.00 873382620.53 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 856000000.00 856000000.00 0.0045 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GAJ300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-20 2049-08-15 0 - 4.25 630988600.00 694491620.36 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0009 680000000.00 680000000.00 0.0036 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GAJ842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-20 2050-05-15 0 - 3.125 609738400.00 656244658.04 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 643000000.00 643000000.00 0.0034 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GAI156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2044-05-15 2 - 3.375 144472100.00 187988953.79 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 183000000.00 183000000.00 0.0010 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 GBA685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2029-02-15 0.625 - 5.25 656503000.00 737800638.33 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 723000000.00 723000000.00 0.0038 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.05% ANGGYXNX0JLX3X63JN86 GBA494000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2026-08-15 0 - 2.875 228720800.00 237660990.36 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 233000000.00 233000000.00 0.0012 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 GBA670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2043-11-15 1.375 - 5 1057587100.00 1244008037.53 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1217000000.00 1217000000.00 0.0064 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.06% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-22 2038-02-15 0 - 4.375 53459600.00 58140310.99 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 57000000.00 57000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 0.06% 549300GKFG0RYRRQ1414 GBA666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2026-08-15 1.5 - 2.625 748628200.00 805804188.49 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 790000000.00 790000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 GBA630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 1.5 - 1.5 389428700.00 410040018.20 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 402000000.00 402000000.00 0.0021 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.06% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 261340000.00 286217557.67 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 278000000.00 278000000.00 0.0015 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.06% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2027-03-31 0.625 - 1.625 564000000.00 573674785.65 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 563000000.00 563000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2049-08-15 0 - 2.875 83143700.00 85745094.71 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 84000000.00 84000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.08% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-02-15 2039-05-15 2.75 - 5.375 857732800.00 1134247665.16 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0008 1112000000.00 1112000000.00 0.0059 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 FJJ294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2026-08-31 1.375 - 6.75 270064800.00 287584752.78 U.S. Treasuries (including strips) 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 Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG533000 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 1.5 - 6.75 139383300.00 142762981.43 U.S. Treasuries (including strips) Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 140000000.00 140000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GAG537000 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 1.5 - 6.75 139383300.00 142762981.43 U.S. Treasuries (including strips) Y N/A N/A 2020-07-22 2020-07-22 2020-07-22 N N N 0.0016 140000000.00 140000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 114735800.00 128486947.98 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 126000000.00 126000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-15 1.5 - 6 141629600.00 142769205.01 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 140000000.00 140000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.54% H7FNTJ4851HG0EXQ1Z70 FHI281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-09-30 1.625 - 6.75 146673900.00 153161466.47 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, 0.83% 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 115922300.00 154262054.01 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.06% RB0PEZSDGCO3JS6CEU02 GBA437000 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 374600000.00 432357619.56 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 423000000.00 423000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.06% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-27 2020-10-27 0 - 0 709320000.00 708814183.91 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 695000000.00 695000000.00 0.0037 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-08-15 0.175 - 4.5 159867400.00 237661038.98 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 233000000.00 233000000.00 0.0012 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 0.07% 549300Y1PMK3RWXMWR72 GBA718000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-08-15 0.25 - 2.875 179688200.00 219849738.60 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 214000000.00 214000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 GBA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2027-08-15 1.75 - 2.625 1323097800.00 1436983959.64 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1409000000.00 1409000000.00 0.0074 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2047-02-15 1.125 - 3 665668600.00 701558413.87 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0007 688000000.00 688000000.00 0.0036 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2023-08-31 1.125 - 2.25 265215000.00 274317874.00 U.S. Treasuries (including strips) Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0007 269000000.00 269000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAH062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-05-15 1.125 - 2.75 319220500.00 340366282.59 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 333750000.00 333750000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GAI175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2047-02-15 1.125 - 3 345995100.00 359957213.72 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 353000000.00 353000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAF502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2047-02-15 1.125 - 3.125 158059300.00 168262100.88 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0008 165000000.00 165000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GAI173000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2047-02-15 1.625 - 3 143024300.00 149917445.43 U.S. Treasuries (including strips) Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 147000000.00 147000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GAI888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2025-03-31 2 - 2.875 231968400.00 257992805.21 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 253000000.00 253000000.00 0.0013 N N Y N Natixis SA Natixis SA, 0.05% KX1WK48MPD4Y2NCUIZ63 GBA555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2029-11-15 0.375 - 3.125 1356836400.00 1457586176.78 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 1429000000.00 1429000000.00 0.0075 N Y Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GAI813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-20 2050-05-15 0 - 6.25 290646300.00 299902425.73 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 294000000.00 294000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAF934000 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 133835900.00 142806641.08 U.S. Treasuries (including strips) Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0015 140000000.00 140000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG420000 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 104184200.00 114244841.03 U.S. Treasuries (including strips) Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0015 112000000.00 112000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 128647600.00 142805381.20 U.S. Treasuries (including strips) Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0015 140000000.00 140000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GAI108000 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 189761700.00 208086209.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0015 204000000.00 204000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GAI878000 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 131156700.00 143821964.77 U.S. Treasuries (including strips) Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0016 141000000.00 141000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.17% 5493007VSMFZCPV1NB83 GAJ903000 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 66918300.00 71400412.78 U.S. Treasuries (including strips) Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0017 70000000.00 70000000.00 0.0004 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 95472800.00 104692216.85 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 422400.00 505840.31 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 2026-11-15 2026-11-15 2 - 2 218851800.00 239985421.03 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 2592500.00 3104618.89 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 2025-06-30 2027-05-15 1.5 - 2.75 204461100.00 228794720.24 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 1845000.00 2209458.77 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 Y N RBC Dominion Securities RBC Dominion Securities, 0.08% 549300QJJX6CVVUXLE15 GAI792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2049-05-15 0 - 7.125 222499400.00 261135435.34 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 255000000.00 255000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.09% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-02-15 2047-02-15 3 - 3 80901300.00 110211147.55 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 107000000.00 107000000.00 0.0006 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.06% 6PJDTY319315T5LR2241 GBA627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2025-12-31 2.125 - 3 742628000.00 785228392.96 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 770000000.00 770000000.00 0.0041 N Y Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAI789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2049-02-15 0 - 8.75 248826900.00 303428486.53 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 296000000.00 296000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 GAJ854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2049-11-15 0.125 - 8.125 424809778.00 577503195.99 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0008 564000000.00 564000000.00 0.0030 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 GAI850000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-14 2048-05-15 0 - 3.125 196990800.00 243336993.06 U.S. Treasuries (including strips) Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 237000000.00 237000000.00 0.0013 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.06%, dated 5/29/2020 due 06/01/2020 B4TYDEB6GKMZO031MB27 GBA812000_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 2045-07-20 3 - 5.25 4238762336.19 944994602.19 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 923910000.00 923910000.00 0.0049 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 GBA521000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-08-20 2067-01-20 2.263 - 6 46406916.00 6252365.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2025-05-15 2049-05-01 1.5 - 3.5 22355991.00 7261751.27 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2044-10-06 2044-10-06 2.78 - 2.78 1030000.00 1197048.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-12-01 2.47 - 5.5 55036421.00 15985043.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 30000000.00 30000000.00 0.0002 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GAA936000 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 2027-03-01 2027-03-01 2.26 - 2.26 4987503.00 5255242.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-12-01 2050-02-01 2.5 - 6.5 112134315.00 30231672.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 5512075.00 5569717.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-03-08 2024-03-08 3.25 - 3.25 4000000.00 4445102.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 2 - 2 6350000.00 4376265.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-11-15 2069-05-20 3.5 - 4.653 37064584.00 35904765.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2045-05-01 3.5 - 3.5 10700000.00 5885634.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 2029-02-01 2.38 - 2.38 4851900.00 5240644.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 95000000.00 95000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAC835000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-10-01 4.5 - 5.623 2170216.00 1279027.05 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-11-15 0 - 5 284105115.62 232059448.37 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2020-10-13 1.68 - 1.68 251000.00 252906.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-12-24 2036-05-28 3.54 - 4 2925000.00 2993349.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-04-15 2066-05-20 1.816 - 6.5 144085878.00 68802970.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-12-20 2041-12-20 3.22 - 3.22 3123939.00 1780038.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2032-07-15 N/A 13021000.00 12413609.54 Agency Debentures and Agency Strips Y N/A N/A 2020-06-05 2020-06-05 2020-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 311000000.00 311000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GAD216000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 276000.00 282474.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 1032704.00 1105844.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-06 2046-02-01 0.9 - 7 26231782.00 2931350.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-12-24 2036-05-28 3.54 - 4 4640000.00 4747625.41 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 0 - 6.5 14544356.00 11786656.64 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2049-08-15 0 - 0.284 83347349.85 74005418.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4.5 - 4.5 28765.00 31063.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2050-04-20 0.871 - 5 102381324.00 17014139.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 109000000.00 109000000.00 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 US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-11-15 0 - 4.375 494207836.51 364772794.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-25 2050-01-25 2.5 - 2.5 83982584.00 86441992.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2036-05-28 3.5 - 5.365 6495000.00 7289908.16 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-15 2050-02-20 2.5 - 6.5 159672486.00 105406077.36 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-10-13 2038-08-02 1.68 - 4.14 2410000.00 2528187.72 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2049-12-25 0 - 8 12035550.00 5377157.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2028-03-15 2048-09-01 0 - 5 3453035.00 2714105.69 Agency Debentures and Agency Strips Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 558000000.00 558000000.00 0.0029 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.06%, dated 5/29/2020 due 06/01/2020 VJW2DOOHGDT6PR0ZRO63 GBA812000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 3486.82 39.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2048-12-01 4 - 5 715485.00 384435.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 17829.85 1572.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 16395.03 582.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 126092.48 1727.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 8717.05 449.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 1495547.66 1544199.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 6336900.99 6544294.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 20920.92 1004.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 3257392.13 3294996.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 13760.39 11767.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 9414.41 179.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 126427.21 79379.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 884465.02 3368.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-08-01 3 - 6 214898.64 46712.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 96236.23 3657.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2050-05-20 2 - 9.5 103855403.03 84661162.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-02-01 2.5 - 3 752694.95 417944.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 16758.70 8186.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-08-01 3 - 3.5 70806.51 33787.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-05-01 2.5 - 4 15253602.47 15589714.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2038-04-01 3 - 5 288058.06 202178.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2094.88 1077.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 2.5 - 6.5 800215.78 137032.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 4881.55 2643.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 3615613.72 114876.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 84317.24 47621.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-06-25 2048-04-01 3 - 4.5 2084674.84 1227531.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-05-01 3 - 4 6079627.72 3323155.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2031-10-01 2.5 - 5 43585.25 25639.23 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 2440.77 2527.90 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-06-02 2050-05-15 0 - 8.75 535436358.38 547698197.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-01 2032-05-04 0 - 5.25 18155871.74 19181196.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 3.5 - 3.5 32305.39 25407.26 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-11-30 2050-02-03 0.2 - 5.05 100800479.38 102118103.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 7322.32 7249.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 130755.75 258.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 444588.73 1752.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 146446.44 315.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 312216.14 989.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 4881.55 109.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 213274.83 1871.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 87170.50 309.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 13075.58 203.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 2918.12 114.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 25105.10 418.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 911803.43 698003.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 5927.59 4460.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 24756.42 14501.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-04-01 2.5 - 4 106716730.75 111726541.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 1843244.28 1351490.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 2092.09 765.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 5374933.03 804.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3 - 4.5 547430.74 323846.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 11933.29 1151.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 2.5 - 6.5 236055.27 114015.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2024-07-01 4 - 4.5 725550.06 15215.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2035-05-01 2 - 3.5 202134.79 208711.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 2.5 - 2.5 914051.03 893592.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 418418.40 336862.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2049-06-01 0.27 - 7.5 33732999.50 19494488.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-05-01 0.17 - 9.5 185459821.83 145117473.55 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 348.68 303.99 Agency Debentures and Agency Strips Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1046046000.00 1046046000.00 0.0055 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.06%, dated 5/29/2020 due 06/01/2020 8NAV47T0Y26Q87Y0QP81 GBA812000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-05-15 2048-05-15 3.125 - 4.375 14823892.38 21023269.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5 - 5 31991480.94 19495240.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4 - 4.5 127160385.01 94202945.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3.5 58630611.08 62621338.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2.5 - 2.5 23582900.47 24706895.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3.5 - 3.5 21226586.33 22991177.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2 - 5 630565400.02 551582010.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-05-01 2 - 5 48730669.70 46457236.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0006 826374000.00 826374000.00 0.0044 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GAI136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 21000.00 21812.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-10-01 2048-08-01 3.43 - 4 41387029.00 31534652.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 2038-11-01 4.32 - 4.32 500000.00 574516.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 31500000.00 31500000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.12% 2IGI19DL77OX0HC3ZE78 GAI882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 5200.00 5401.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-01-01 3.5 - 3.5 25690363.00 20433014.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 122848215.00 60143030.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-06-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 79000000.00 79000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GBA136000 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 2046-12-01 2048-08-01 3.5 - 4.5 170657266.00 133220560.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 30460106.00 23255984.12 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 172000.00 187226.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 11260840.00 12658203.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 166000000.00 166000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.06%, dated 5/29/2020 due 06/01/2020 E57ODZWZ7FF32TWEFA76 GBA812000_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 2022-10-01 2022-10-01 8.5 - 8.5 1593558.42 5337.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 400207.50 15324.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2024-10-01 5.5 - 5.5 112095.07 2476.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 776839.38 5011.86 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2050-02-15 0 - 8.75 352740069.43 434316479.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 20349.53 20606.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 953827.08 1021181.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-18 2036-07-15 1.125 - 5.625 6018374.61 7509046.90 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 2070904.22 2147865.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 3324949.67 3466623.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2057-09-01 0 - 10.5 74665948.35 49747325.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 6764.86 6345.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 1932336.10 16498.93 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 9565976.67 14220780.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 2781095.15 34617.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 3627568.94 10989.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 257826.56 287448.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 17444.30 209.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 1314.24 1532.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 332499.85 360103.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 15076.63 15684.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-24 2046-09-01 0 - 10 105612775.53 41237607.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 92109136.95 1961798.75 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-01-15 0 - 8.875 6389414.45 5607869.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 281501.88 14169.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 339158.90 7568.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 523834.99 7874.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 549918000.00 549918000.00 0.0029 N Y Y N Citibank NA Citibank NA, 0.09% 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 2020-11-15 2050-02-15 0.125 - 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7.875 45360000.00 69378843.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-08-28 2024-08-28 2.01 - 2.01 3447000.00 3478225.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-30 2036-03-14 1.115 - 5.625 1365000.00 1390006.18 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 0 - 4.25 696000.00 764339.54 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2021-06-29 2021-10-04 0.17 - 0.49 1205000.00 1207130.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2039-01-01 0.18 - 5 4749002.00 4932000.78 Agency Debentures and Agency Strips Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 79000000.00 79000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.09% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 547000.00 562203.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 5000000.00 5048899.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 5615000.00 4572845.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-06-01 3.5 - 4 39900547.00 31223619.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-06-01 3 - 4.5 11346659.00 7920831.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-06-01 4.5 - 4.5 30896871.00 17638692.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-05-01 4 - 4 1313092.00 1032394.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-07-01 3 - 5.5 273914247.00 221346100.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-07-01 3.5 - 5 42532620.00 31959263.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0009 315000000.00 315000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA812000_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 2043-07-01 2047-02-01 3.5 - 5 9623974.11 6486285.32 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 14616699.17 15130321.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 3676080.67 2609020.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 595182.05 451504.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 43995.66 20214.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 11331797.09 7435280.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 1525208.45 1267951.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 4314075.33 3649962.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 125546542.87 74775078.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 1840541.16 1448457.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 221207.08 122047.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 215183.86 54244.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 219978.29 94373.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 1576447.99 1195503.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 5121667.97 2791308.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 1924810.00 2102120.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-09-01 4 - 4 356364.82 291394.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 10494385.95 8386153.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 1956094.43 1295752.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 2544887.43 1926597.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 6581251.84 2814693.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 470186.87 520322.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 623174.07 251622.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 1060943.17 487417.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 2331769.83 740185.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 412139956.44 251245703.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 376415.84 353855.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 234474.41 60725.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 1313021.35 786963.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 76992.40 54926.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 4250079.91 3220142.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 1423479.49 593747.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0006 384962000.00 384962000.00 0.0020 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.08%, dated 5/29/2020 due 06/01/2020 MBNUM2BPBDO7JBLYG310 GBA947000_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 2047-08-01 2047-09-01 4 - 4 46704.14 38189.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-02-01 3.5 - 5 1261290.05 850073.69 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2022-01-31 1.5 - 2.75 1915622.08 1982935.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-01-01 3.5 - 5 1375363.70 1099064.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-12-01 3.5 - 4 256360.05 169817.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-08-01 3.5 - 4 481776.44 341930.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-06-01 3 - 4.5 78002.83 59172.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2047-02-01 3.5 - 4 333525.54 252494.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 5765.94 2649.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-06-01 3.5 - 4.5 1485112.37 974446.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 199889.38 166173.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2044-05-01 4 - 5 862519.72 368885.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2048-07-01 4 - 4.5 565390.17 478353.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 61621.32 68191.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2048-09-01 2.5 - 5 16453764.74 9799804.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 3.5 - 5 241215.97 189830.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2045-01-01 4 - 4 81671.38 32976.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5.5 - 5.5 28990.76 15995.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-06-01 3.5 - 4 139044.13 63879.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-03-01 3 - 3.5 305594.97 97006.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 4 - 4 28201.37 7109.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2044-07-01 4 - 5 28829.71 12368.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-06-01 2048-09-01 2.5 - 6 54013863.92 32927531.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2047-07-01 3 - 4 206604.69 156679.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 49331.97 46375.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 30729.53 7958.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2046-03-01 3 - 4.5 172080.76 103137.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 10090.40 7198.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2048-08-01 3 - 4.5 557003.11 422022.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4.5 186557.08 77814.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2048-08-01 3 - 5 671230.91 365820.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4.04 - 4.04 252260.00 275497.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0008 50452000.00 50452000.00 0.0003 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.06%, dated 5/29/2020 due 06/01/2020 1VUV7VQFKUOQSJ21A208 GBA812000_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 2049-08-01 2049-08-01 4 - 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5.5 545619639.91 339032745.97 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1912809000.00 1912809000.00 0.0101 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.07% 7LTWFZYICNSX8D621K86 GBA672000 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 2046-11-15 2046-11-15 3.75 - 3.8 168370893.00 173848191.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2045-04-15 3.05 - 3.05 77292892.00 78446153.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 56572.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 245000000.00 245000000.00 0.0013 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.07% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 3 - 3 25595264.00 5629165.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 4 - 4 1005000.00 844768.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-07-15 2055-01-15 2.5 - 8.5 894556103.00 742931665.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 5 - 5 6280304.00 508592.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2027-09-01 5 - 5 9929680.00 622394.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 5 - 5 130152.00 4783.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-02-01 2050-05-01 3 - 3.5 503039236.00 509165978.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1235000000.00 1235000000.00 0.0065 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 CYYGQCGNHMHPSMRL3R97 GBA812000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2039-05-15 0.43 - 6.625 1227381901.89 1342592267.13 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1316261000.00 1316261000.00 0.0069 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.14% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 145223815.00 70123063.59 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-09-04 2021-01-25 0.871 - 1.094 30800000.00 30862434.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0014 99000000.00 99000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.15% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 20102553.00 16631396.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2049-04-01 3.5 - 4.5 195474149.00 111898242.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 126000000.00 126000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.15% 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 2045-10-01 2045-10-01 4 - 4 74442667.00 44454674.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-06-01 4 - 4.5 84032870.00 47336686.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 40076818.00 36738278.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-15 2020-06-15 2020-06-15 N N N 0.0015 126000000.00 126000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 2113262.00 2052089.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 3 - 3 120302217.00 126469624.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0016 126000000.00 126000000.00 0.0007 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% 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 2039-01-15 2048-11-15 3.5 - 5.5 136810282.00 81371220.57 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 79000000.00 79000000.00 0.0004 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.06%, dated 5/29/2020 due 06/01/2020 ZBUT11V806EZRVTWT807 GBA812000_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 2020-09-15 2040-05-15 0 - 4.75 964497381.26 1150399416.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2058-05-01 2 - 7.5 688967038.03 579886250.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1696350000.00 1696350000.00 0.0090 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.06%, dated 5/29/2020 due 06/01/2020 ZOMOLU8CGIZRYZ7PFU34 GBA812000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1430380.16 1371844.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3.5 - 3.5 9681887.00 10566222.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-10-01 4 - 4.5 13011686.64 11700948.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 2426865.25 2663276.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 1895895.24 1954015.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-06-01 3.5 - 6 894125751.93 575691276.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2050-02-15 0 - 4.5 907711682.84 971233411.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3.5 - 3.5 15180093.19 16530373.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 1560494000.00 1560494000.00 0.0082 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAF874000 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 4 - 4 1655880.00 1739536.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 27640700.00 28019541.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2049-08-01 2.309 - 5 51915667.00 10178263.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3 - 3 2386220.00 2502932.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 2990150.00 3018889.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-08-01 2050-03-01 2.5 - 4.5 112593147.00 114690800.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 157000000.00 157000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAG455000 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 2041-09-01 2049-07-01 2.88 - 4.132 75428535.00 5198606.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2050-05-01 2.469 - 6 443340365.00 263791228.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 1113106.00 1218708.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 1016652.00 1127132.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 266000000.00 266000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.16% K5HU16E3LMSVCCJJJ255 GAJ337000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.53 - 3.53 6760000.00 7727528.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.84 - 3.84 7583000.00 8934940.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.67 - 3.67 9831000.00 11142713.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 2032-04-01 1.96 - 1.96 617280.00 637838.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2050-05-01 2.5 - 5 304224775.00 181681648.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0016 206000000.00 206000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.06%, dated 5/29/2020 due 06/01/2020 K5HU16E3LMSVCCJJJ255 GBA812000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 59975510.40 54323497.80 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.25 - 2.25 4288372.40 5078494.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 7784045.02 5778644.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2035-05-01 0 - 2.5 8937450.91 8098466.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 6170320.00 5442175.96 Agency Debentures and Agency Strips Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 77129000.00 77129000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.06%, dated 5/29/2020 due 06/01/2020 7TK5RJIZDFROZCA6XF66 GBA812000_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 292661743.66 341355727.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-06-15 3.5 - 4 210443915.98 129617262.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-03-01 2.5 - 5 2161303.99 1332474.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3.5 - 3.5 29275.14 18744.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 462239000.00 462239000.00 0.0024 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.07% 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 2049-08-01 2049-08-01 3.5 - 3.5 67602682.00 70282234.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4.5 - 4.5 76277802.00 82761859.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 84881340.00 82488349.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 2032-04-01 2.53 - 2.53 2025000.00 2185731.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 76235.00 44434.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-04-01 2050-05-01 2.5 - 5.5 450105626.00 447309237.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2050-04-01 3 - 5 13383462.00 14004767.84 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2050-05-15 0 - 1.25 3400.00 3387.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2037-10-01 2037-10-01 4 - 4 5000000.00 3547379.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 8050897.00 8542000.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2044-04-01 3.5 - 3.5 1500000.00 827273.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2047-03-01 3 - 4 999221.00 548045.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 3605991.00 3810540.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-04-01 4 - 4 18677950.00 20320675.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 10849445.00 11629619.42 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2060-09-15 2060-09-15 4.625 - 4.625 15684000.00 24635124.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 2661182.00 2785034.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-03-15 2043-03-15 2.5 - 2.5 102711.00 38051.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 2 - 4 8610052.00 8868973.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3.5 - 3.5 2128800.00 1791869.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 771000000.00 771000000.00 0.0041 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.06%, dated 5/29/2020 due 06/01/2020 OXTKY6Q8X53C9ILVV871 GBA812000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 1017.14 1074.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 4.126 - 4.126 2680007.17 1542166.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-20 2070-02-20 2 - 5.5 181701467.38 190761222.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 176480.31 192274.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 4 15417741.33 16227864.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-05-01 3 - 4.5 15659589.00 16435382.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3.5 - 4 1059534.52 1140513.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4.5 1744438.16 1887548.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-12-01 3.5 - 5 5270768.77 5529649.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-11-01 2.6 - 2.7 64293.73 70071.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 250573.20 268274.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 542043.57 575666.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-05-01 3 - 4 16604066.04 17772826.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-10-01 2050-06-01 2.5 - 6 151984644.71 160001100.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2040-02-15 0 - 8.75 481446958.02 547755686.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 137908.67 145940.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 4 538287.86 575236.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3 - 3 780815.33 818431.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 1.83 - 1.83 1008054.11 1050073.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 943869000.00 943869000.00 0.0050 N Y Y N RBC Financial Group RBC Financial Group, 0.07% ES7IP3U3RHIGC71XBU11 GBA674000 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 2034-10-01 2034-10-01 2.5 - 2.5 34360030.00 33626154.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4.5 92465166.00 79225381.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-05-01 3.5 - 4 31097185.00 29417260.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2 - 2 4877.00 5032.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 15807120.00 14219292.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 17000000.00 13755950.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-11-20 2050-04-20 4 - 6 3334253.00 655582.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 18364845.00 15614194.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-07-01 2058-05-01 0.668 - 5.5 1501629412.00 1133345249.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 15000000.00 13163160.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-07-01 4.5 - 4.5 52848225.00 13792746.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2048-06-01 3 - 4 40323961.00 32782235.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 10527000.00 10453557.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 588374.00 598962.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2049-06-15 0.634 - 5.5 293044060.00 177499168.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 71786921.00 75884805.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 1610000000.00 1610000000.00 0.0085 N Y Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC377000 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 2034-10-01 2034-10-01 3 - 3 23126423.00 21842630.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 17059065.00 18214155.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-03-20 2050-05-20 4 - 5.5 2254691.00 1917395.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 4 14522538.00 15284805.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3.5 27114194.00 27442722.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 81189557.00 83711611.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.9 10201200.00 10309635.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2035-05-01 2 - 3 25233619.00 24283628.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-07-15 2048-10-01 3.5 - 9 238292284.00 37472252.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 23591557.00 19975880.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 12722000.00 6124874.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 14287804.00 4206492.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 15596.00 15876.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 4 - 4 7463275.00 5981748.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 18243666.00 13355217.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-12-01 2059-08-01 1.385 - 8.5 728597587.00 261838471.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2032-10-01 3.5 - 3.5 1569987.00 958959.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 542000000.00 542000000.00 0.0029 N N Y N RBC Financial Group RBC Financial Group, 0.13% ES7IP3U3RHIGC71XBU11 GAC844000 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 2042-09-01 2048-10-01 3.5 - 4.5 758459.00 309906.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-03-20 2048-11-20 0.921 - 5 556753.00 235500.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 338300.00 335939.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2035-05-01 2 - 2 272672.00 281371.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 3 46262467.00 48744842.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 17559118.00 16070018.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 290309.00 299327.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-09-01 2050-05-01 0.618 - 5.5 799579429.00 403960788.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 10197038.00 10725707.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-07-07 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0013 471000000.00 471000000.00 0.0025 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.06%, dated 5/29/2020 due 06/01/2020 O2RNE8IBXP4R0TD8PU41 GBA812000_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 2020-09-17 2049-02-15 0 - 7.5 581759455.67 663069239.41 U.S. Treasuries (including strips) Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 647882000.00 647882000.00 0.0034 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.06%, dated 5/29/2020 due 06/01/2020 5U0XI89JRFVHWIBS4F54 GBA812000_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 4318494991.35 3559575620.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 3489749000.00 3489749000.00 0.0184 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAF957000 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 203770.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 68000000.00 37621103.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2049-07-01 3.5 - 3.5 224348000.00 167896917.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 201505000.00 201505000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAG528000 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 156000000.00 114725772.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-09-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 112320000.00 112320000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAE917000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-07-01 3 - 3.5 149382000.00 109388753.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-08-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 107000000.00 107000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 5493006GGLR4BTEL8O61 GAH016000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 264174000.00 205148441.97 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-05 2020-06-05 2020-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0021 201000000.00 201000000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GAI851000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.45 - 3.45 14450000.00 16802450.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 13200000.00 13576519.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2046-06-01 3 - 4 110487073.00 51991288.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 20000000.00 17999808.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-15 2049-09-20 3 - 5 1103533834.00 255716162.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3 - 4 25124750.00 26683267.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 19585876.00 18471398.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-03-01 2050-05-01 2.5 - 5 489088014.00 387809905.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 3.5 - 3.5 18287092.00 13701241.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0009 787000000.00 787000000.00 0.0042 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.06%, dated 5/29/2020 due 06/01/2020 VYVVCKR63DVZZN70PB21 GBA812000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 1.375 - 7.5 172302061.55 217288452.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.675 - 3.675 569116.42 391641.41 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 211729000.00 211729000.00 0.0011 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% 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 2025-08-15 2047-02-15 3 - 6.875 479224300.00 650964797.15 U.S. Treasuries (including strips) Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 632000000.00 632000000.00 0.0033 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 15900000.00 15900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.13% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 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., 0.11% (90 West Street Proj.) Series 2006 A, LOC Fannie Mae VRDN 64970HCH5 US64970HCH57 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2036-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 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., 0.13% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 12200000.00 12200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 6500000.00 6500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 8200000.00 8200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 29200000.00 29200000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 20900000.00 20900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 14400000.00 14400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 22340000.00 22340000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.13% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 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., 0.15% (Grand Promenade Proj.) LOC Freddie Mac VRDN 544393AY7 Variable Rate Demand Note Y N/A N/A 2020-06-05 2020-06-05 2032-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0015 41100000.00 41100000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 GBA771000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0007 223000000.00 223000000.00 0.0012 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 GBA781000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-06-05 2020-06-05 2020-06-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 194900000.00 194900000.00 0.0010 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 2020-06-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer