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N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0011 548984446.83 548984446.83 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.15% 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 1398031628.76 1398031628.76 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.16% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0012 1993716134.16 1993716134.16 0.0103 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 0.0013 3335149565.00 3335149565.00 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.17% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0014 3535513489.00 3535513489.00 0.0183 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963C1 US9127963C19 U.S. Treasury Debt Y N/A N/A 2020-07-07 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to 0.18% 9127964R7 US9127964R78 U.S. Treasury Debt Y N/A N/A 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 1086302504.71 1086302504.71 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0015 34974943.50 34974943.50 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0016 1594790583.12 1594790583.12 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0017 999135830.00 999135830.00 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0017 1499015415.00 1499015415.00 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 381634044.23 381634044.23 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 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 0.0025 624259413.19 624259413.19 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 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 0.0022 693831256.78 693831256.78 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 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 0.0021 318810096.36 318810096.36 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0020 294657655.52 294657655.52 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% 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 0.0023 838323940.48 838323940.48 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-07-01 2022-01-31 2022-01-31 N N N 0.0022 311406529.87 311406529.87 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-07-01 2021-10-31 2021-10-31 N N N 0.0021 1285064254.32 1285064254.32 0.0067 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 0.0021 152970358.88 152970358.88 0.0008 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 0.0026 283044576.05 283044576.05 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 0.0023 293441509.98 293441509.98 0.0015 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 0.0020 360712396.80 360712396.80 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0020 94424960.84 94424960.84 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 0.0021 398278725.09 398278725.09 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 0.0022 434753229.99 434753229.99 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 0.0020 29113813.40 29113813.40 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 0.0021 49283281.25 49283281.25 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 0.0019 29086080.70 29086080.70 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% to 0.21% 912828NM8 254900HROIFWPRGM1V77 US912828NM88 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0007 1908943253.02 1908943253.02 0.0099 N Y Y N Fannie Mae Fannie Mae, 0.12% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-29 2021-01-29 N N N 0.0019 334870137.25 334870137.25 0.0017 N N N N Fannie Mae Fannie Mae, 0.14% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-30 2020-07-30 N N N 0.0014 20200078.58 20200078.58 0.0001 N N N N Fannie Mae Fannie Mae, 0.15% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-11 2020-12-11 N N N 0.0018 158976398.04 158976398.04 0.0008 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-04 2021-06-04 N N N 0.0022 258841517.90 258841517.90 0.0013 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-30 2020-10-30 N N N 0.0018 14998731.60 14998731.60 0.0001 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-07 2021-09-07 N N N 0.0025 627509670.16 627509670.16 0.0033 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-10 2021-09-10 N N N 0.0025 598818820.47 598818820.47 0.0031 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-12-10 2021-12-10 N N N 0.0024 641953018.44 641953018.44 0.0033 N N N N Fannie Mae Fannie Mae, 0.25% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-03-09 2022-03-09 N N N 0.0027 299897601.00 299897601.00 0.0016 N N N N Fannie Mae Fannie Mae, 0.25% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-03-11 2022-03-11 N N N 0.0027 640780502.37 640780502.37 0.0033 N N N N Fannie Mae Fannie Mae, 0.27% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-05 2021-04-05 N N N 0.0019 448276433.92 448276433.92 0.0023 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-05-19 2022-05-19 N N N 0.0026 334443873.28 334443873.28 0.0017 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-06-24 2022-06-24 N N N 0.0030 485555544.56 485555544.56 0.0025 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-06-17 2022-06-17 N N N 0.0030 498802141.51 498802141.51 0.0026 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-06-15 2022-06-15 N N N 0.0030 370753342.43 370753342.43 0.0019 N N N N Fannie Mae Fannie Mae, 0.30% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-05-09 2022-05-09 N N N 0.0026 220161977.20 220161977.20 0.0011 N N N N Fannie Mae Fannie Mae, 0.31% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-06 2021-07-06 N N N 0.0020 234966778.78 234966778.78 0.0012 N N N N Fannie Mae Fannie Mae, 0.32% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0015 295868034.32 295868034.32 0.0015 N N N N Fannie Mae Fannie Mae, 0.32% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0015 339844167.80 339844167.80 0.0018 N N N N Fannie Mae Fannie Mae, 0.32% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0015 339842750.00 339842750.00 0.0018 N N N N Fannie Mae Fannie Mae, 0.32% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0015 344838998.85 344838998.85 0.0018 N N N N Fannie Mae Fannie Mae, 0.32% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0015 346836621.99 346836621.99 0.0018 N N N N Fannie Mae Fannie Mae, 0.32% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0015 346835175.00 346835175.00 0.0018 N N N N Fannie Mae Fannie Mae, 0.33% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-24 2021-03-24 N N N 0.0024 317012157.79 317012157.79 0.0016 N N N N Fannie Mae Fannie Mae, 0.35% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-05-04 2022-05-04 N N N 0.0026 246414175.44 246414175.44 0.0013 N N N N Fannie Mae Fannie Mae, 0.36% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-27 2021-10-27 N N N 0.0022 391719404.81 391719404.81 0.0020 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-26 2021-04-26 N N N 0.0019 736816088.29 736816088.29 0.0038 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-06 2021-07-06 N N N 0.0024 476462023.62 476462023.62 0.0025 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-04 2021-10-04 N N N 0.0022 914631205.30 914631205.30 0.0047 N N N N Fannie Mae Fannie Mae, 0.39% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-25 2021-10-25 N N N 0.0022 527175036.66 527175036.66 0.0027 N N N N Fannie Mae Fannie Mae, 0.43% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-23 2021-09-23 N N N 0.0022 1362541268.61 1362541268.61 0.0071 N N N N Fannie Mae Fannie Mae, 0.52% 313588B95 B1V7KEBTPIMZEU4LTD58 US313588B951 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0015 487910534.96 487910534.96 0.0025 N N Y N Fannie Mae Fannie Mae, 0.68% 313588ZL2 B1V7KEBTPIMZEU4LTD58 US313588ZL29 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-07-16 2020-07-16 N N N 0.0011 339983000.00 339983000.00 0.0018 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 313312A75 US313312A750 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0015 65990649.78 65990649.78 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2020-12-03 2020-12-03 N N N 0.0014 134999874.45 134999874.45 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2021-03-03 2021-03-03 N N N 0.0019 66984269.74 66984269.74 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-05 2021-01-05 N N N 0.0020 73991726.06 73991726.06 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-08-06 2020-08-06 N N N 0.0013 94005988.74 94005988.74 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 3133ELYT5 US3133ELYT51 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-07 2021-05-07 N N N 0.0022 126020944.98 126020944.98 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2020-10-23 2020-10-23 N N N 0.0017 78917555.25 78917555.25 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 313312C81 US313312C814 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0015 78983212.50 78983212.50 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0015 12993500.00 12993500.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-20 2021-04-20 N N N 0.0022 150112198.50 150112198.50 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-08 2020-10-08 N N N 0.0018 43015498.92 43015498.92 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0017 31981262.08 31981262.08 0.0002 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 0.0018 191068605.29 191068605.29 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.34% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-30 2020-12-30 N N N 0.0020 158011289.50 158011289.50 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.38% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-27 2021-04-27 N N N 0.0022 156208926.12 156208926.12 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 0.0032 65171288.65 65171288.65 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-14 2020-09-14 2020-09-14 N N N 0.0012 163992165.72 163992165.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-19 2020-08-19 N N N 0.0019 309363636.22 309363636.22 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-28 2020-08-28 N N N 0.0019 670603915.52 670603915.52 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0012 15899307.87 15899307.87 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-21 2020-08-21 N N N 0.0019 183678925.94 183678925.94 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-28 2020-09-28 N N N 0.0018 332935627.77 332935627.77 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-04 2020-09-04 N N N 0.0019 575916675.84 575916675.84 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-11-06 2020-11-06 N N N 0.0020 123962144.04 123962144.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-05 2020-08-05 N N N 0.0018 122491420.10 122491420.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-09 2021-02-09 N N N 0.0021 202889592.36 202889592.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-25 2021-02-25 N N N 0.0021 174289861.17 174289861.17 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-25 2020-08-25 N N N 0.0019 43995504.96 43995504.96 0.0002 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 0.0016 92995656.90 92995656.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384A90 2549001DPIFGXC1TOL40 US313384A908 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 430935350.00 430935350.00 0.0022 N N Y 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 8998162.47 8998162.47 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-28 2020-09-28 N N N 0.0019 33994455.28 33994455.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-22 2021-01-22 N N N 0.0021 97458558.60 97458558.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHWF6 2549001DPIFGXC1TOL40 US3130AHWF60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-08-14 2020-08-14 N N N 0.0018 61995503.76 61995503.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-28 2021-01-28 N N N 0.0021 178920824.72 178920824.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0016 48897390.70 48897390.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-09-11 2020-09-11 N N N 0.0016 230987673.84 230987673.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-13 2020-08-13 2020-08-13 N N N 0.0015 77997669.36 77997669.36 0.0004 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 0.0011 210989450.00 210989450.00 0.0011 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 44996549.85 44996549.85 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 0.0016 154995985.50 154995985.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0015 62985562.29 62985562.29 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% to 0.16% 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 0.0014 136965369.14 136965369.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-14 2021-05-14 N N N 0.0022 681491043.86 681491043.86 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2021-01-08 2021-01-08 N N N 0.0019 209950181.70 209950181.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-18 2020-08-18 2020-08-18 N N N 0.0016 164995609.35 164995609.35 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-20 2020-08-20 2020-08-20 N N N 0.0016 163995545.76 163995545.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-22 2021-02-22 2021-02-22 N N N 0.0020 163935549.64 163935549.64 0.0008 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 0.0012 274974334.25 274974334.25 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 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 89984250.00 89984250.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B81 2549001DPIFGXC1TOL40 US313384B815 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0015 399928332.00 399928332.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B99 2549001DPIFGXC1TOL40 US313384B997 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0015 203962600.68 203962600.68 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384C49 2549001DPIFGXC1TOL40 US313384C490 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0013 130977402.50 130977402.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-26 2021-02-26 N N N 0.0021 526769853.83 526769853.83 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2020-12-11 2020-12-11 N N N 0.0019 323939800.80 323939800.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2020-08-12 2020-08-12 N N N 0.0016 313996150.36 313996150.36 0.0016 N N N 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 2020-07-13 2021-01-13 2021-01-13 N N N 0.0019 245939550.42 245939550.42 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 2020-07-14 2020-12-14 2020-12-14 N N N 0.0019 246958402.73 246958402.73 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2021-02-16 2021-02-16 N N N 0.0021 327876038.96 327876038.96 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0018 2999250.18 2999250.18 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 37987396.92 37987396.92 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0019 327913703.20 327913703.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 163945607.76 163945607.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 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 261936682.46 261936682.46 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384G94 2549001DPIFGXC1TOL40 US313384G947 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-23 2020-09-23 2020-09-23 N N N 0.0014 306899712.31 306899712.31 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384H77 2549001DPIFGXC1TOL40 US313384H770 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0014 198930350.00 198930350.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384J59 2549001DPIFGXC1TOL40 US313384J594 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0015 286885200.00 286885200.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-08 2021-07-08 N N N 0.0021 215877839.04 215877839.04 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-04 2021-03-04 N N N 0.0021 1478480279.40 1478480279.40 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-24 2020-07-24 N N N 0.0017 219997377.60 219997377.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-01 2020-09-01 N N N 0.0014 47001521.39 47001521.39 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-11 2021-06-11 N N N 0.0022 21986275.52 21986275.52 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-07-23 2021-07-23 N N N 0.0021 311716590.32 311716590.32 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-02 2020-10-02 2020-10-02 N N N 0.0018 22998583.66 22998583.66 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 123001845.00 123001845.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-11 2021-02-11 2021-02-11 N N N 0.0019 124977642.50 124977642.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2020-08-12 2020-08-12 N N N 0.0016 619999628.00 619999628.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2021-02-12 2021-02-12 N N N 0.0019 114979525.40 114979525.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-12 2021-02-12 2021-02-12 N N N 0.0021 328901013.77 328901013.77 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-20 2021-04-20 2021-04-20 N N N 0.0021 499804080.00 499804080.00 0.0026 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 78994470.00 78994470.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2021-03-24 2021-03-24 N N N 0.0019 40989885.30 40989885.30 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2021-03-24 2021-03-24 N N N 0.0021 320772830.54 320772830.54 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZX0 2549001DPIFGXC1TOL40 US313384ZX05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-07-27 2020-07-27 N N N 0.0012 160986046.13 160986046.13 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-27 2020-11-27 2020-11-27 N N N 0.0018 114990672.35 114990672.35 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0014 76001655.28 76001655.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 96991270.00 96991270.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJNY1 2549001DPIFGXC1TOL40 US3130AJNY17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0019 296980020.81 296980020.81 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0014 1515790175.83 1515790175.83 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384G86 2549001DPIFGXC1TOL40 US313384G863 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0014 228926083.38 228926083.38 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 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 0.0014 329889634.80 329889634.80 0.0017 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 0.0021 145973563.78 145973563.78 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 0.0021 486911818.91 486911818.91 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-11 2020-09-11 N N N 0.0019 52997137.47 52997137.47 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-04 2020-12-04 N N N 0.0020 23996761.20 23996761.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 78001560.00 78001560.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 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 156001213.68 156001213.68 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 39000780.00 39000780.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-07 2020-08-07 2020-08-07 N N N 0.0015 188003760.00 188003760.00 0.0010 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 0.0011 1348968527.83 1348968527.83 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 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 158001410.94 158001410.94 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0020 327919138.16 327919138.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2021-03-26 2021-03-26 N N N 0.0021 245932886.28 245932886.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-26 2020-08-26 2020-08-26 N N N 0.0015 95002926.95 95002926.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-07-28 2020-07-28 N N N 0.0014 154003931.62 154003931.62 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-28 2020-08-28 2020-08-28 N N N 0.0018 616996896.49 616996896.49 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384F46 2549001DPIFGXC1TOL40 US313384F469 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0014 102971560.67 102971560.67 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384G29 2549001DPIFGXC1TOL40 US313384G293 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0014 96970954.32 96970954.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRU5 2549001DPIFGXC1TOL40 US3130AJRU58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0018 113994480.12 113994480.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRZ4 2549001DPIFGXC1TOL40 US3130AJRZ46 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 162993320.26 162993320.26 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-18 2020-09-18 N N N 0.0019 224992678.50 224992678.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-01-25 2021-01-25 N N N 0.0020 264969490.55 264969490.55 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-29 2020-07-29 N N N 0.0018 354000506.22 354000506.22 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-17 2020-07-17 N N N 0.0017 159000610.56 159000610.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-15 2020-09-15 N N N 0.0020 262988861.95 262988861.95 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJH44 2549001DPIFGXC1TOL40 US3130AJH441 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-08 2020-10-08 N N N 0.0019 19999585.00 19999585.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-23 2020-12-23 N N N 0.0016 15001093.50 15001093.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 48003590.88 48003590.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 32002393.92 32002393.92 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-11-09 2020-11-09 N N N 0.0016 160011969.60 160011969.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0014 79001251.36 79001251.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0015 154002731.96 154002731.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-21 2020-08-21 2020-08-21 N N N 0.0018 315998334.68 315998334.68 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-08-24 2020-08-24 N N N 0.0018 236997191.55 236997191.55 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% to 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 0.0014 423884578.72 423884578.72 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0019 32995881.93 32995881.93 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJRM3 2549001DPIFGXC1TOL40 US3130AJRM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0019 161984448.00 161984448.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0019 243973943.24 243973943.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0019 80991931.59 80991931.59 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-01 2020-10-01 N N N 0.0018 312900794.77 312900794.77 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-23 2021-02-23 2021-02-23 N N N 0.0021 40995985.69 40995985.69 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-11-24 2020-11-24 N N N 0.0021 581960400.72 581960400.72 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-24 2020-08-24 2020-08-24 N N N 0.0016 158006986.76 158006986.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-02-10 2022-02-10 N N N 0.0028 233590098.87 233590098.87 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-07 2020-10-07 N N N 0.0019 447917168.01 447917168.01 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-11 2020-12-11 N N N 0.0020 479994652.80 479994652.80 0.0025 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 0.0006 321998927.74 321998927.74 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 0.0010 159997332.80 159997332.80 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 0.0010 1528969420.00 1528969420.00 0.0079 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-16 2020-11-16 2020-11-16 N N N 0.0019 256008494.08 256008494.08 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0026 225937899.72 225937899.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-10-16 2020-10-16 N N N 0.0015 581899115.45 581899115.45 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-11 2021-03-11 N N N 0.0021 722986798.02 722986798.02 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-19 2021-03-19 2021-03-19 N N N 0.0022 451290411.46 451290411.46 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-19 2021-03-19 2021-03-19 N N N 0.0020 113014065.11 113014065.11 0.0006 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 985873351.12 985873351.12 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-10 2021-03-10 N N N 0.0021 249004586.58 249004586.58 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-01 2021-02-01 N N N 0.0019 31909684.84 31909684.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-07 2021-05-07 N N N 0.0021 575125695.00 575125695.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJFL8 2549001DPIFGXC1TOL40 US3130AJFL87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-24 2020-07-24 N N N 0.0018 675028593.00 675028593.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-11-12 2021-11-12 N N N 0.0026 328734312.34 328734312.34 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-09 2021-04-09 N N N 0.0022 462117685.26 462117685.26 0.0024 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 126992133.62 126992133.62 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 493888850.00 493888850.00 0.0026 N N Y 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 0.0012 476952300.00 476952300.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-25 2020-09-25 N N N 0.0018 509431888.33 509431888.33 0.0026 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 0.0014 359911800.00 359911800.00 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 0.0014 488878292.79 488878292.79 0.0025 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 0.0014 695294438.02 695294438.02 0.0036 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 0.0014 302899840.32 302899840.32 0.0016 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 0.0015 147934632.84 147934632.84 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-25 2020-09-25 N N N 0.0018 677207642.67 677207642.67 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-13 2021-04-13 N N N 0.0022 360162280.72 360162280.72 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-07 2021-04-07 N N N 0.0022 64051262.72 64051262.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-05-13 2021-05-13 N N N 0.0022 238102217.38 238102217.38 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0015 224913750.75 224913750.75 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-04-06 2021-04-06 N N N 0.0022 159139161.57 159139161.57 0.0008 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 0.0014 327108371.07 327108371.07 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 0.0014 125959819.86 125959819.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0020 63030379.86 63030379.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0018 111046570.05 111046570.05 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-03-25 2021-03-25 N N N 0.0021 1170255307.27 1170255307.27 0.0061 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 79006056.14 79006056.14 0.0004 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 0.0024 83041958.16 83041958.16 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 0.0014 49986583.50 49986583.50 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 0.0024 331167327.12 331167327.12 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 0.0024 331160988.47 331160988.47 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 0.0014 258927480.00 258927480.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0011 249992500.00 249992500.00 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 335975361.12 335975361.12 0.0017 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 0.0015 499931250.00 499931250.00 0.0026 N N Y 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 0.0013 83008424.50 83008424.50 0.0004 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 322999192.50 322999192.50 0.0017 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 410979108.87 410979108.87 0.0021 N N N N Freddie Mac Freddie Mac, 0.09% 3134GTJ38 US3134GTJ387 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-07-22 2020-07-22 N N N 0.0018 61996678.66 61996678.66 0.0003 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-02-05 2021-02-05 N N N 0.0021 103835639.15 103835639.15 0.0005 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-09 2020-09-09 N N N 0.0019 427934049.48 427934049.48 0.0022 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-09-08 2020-09-08 N N N 0.0019 456930718.80 456930718.80 0.0024 N N N N Freddie Mac Freddie Mac, 0.12% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2020-12-14 2020-12-14 N N N 0.0020 905649903.48 905649903.48 0.0047 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 0.0014 192941457.31 192941457.31 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 157963133.86 157963133.86 0.0008 N N Y N Freddie Mac Freddie Mac, 0.15% 3134GVJG4 US3134GVJG43 U.S. Government Agency Debt Y N/A N/A 2020-07-06 2020-07-06 2023-04-06 N N N 0.0033 162022041.72 162022041.72 0.0008 N N Y N Freddie Mac Freddie Mac, 0.15% 313396G49 S6XOOCT0IEG5ABCC6L87 US313396G495 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0014 182943778.74 182943778.74 0.0009 N N N N Freddie Mac Freddie Mac, 0.15% 313396G72 S6XOOCT0IEG5ABCC6L87 US313396G727 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0014 91970662.12 91970662.12 0.0005 N N N N Freddie Mac Freddie Mac, 0.22% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-12-10 2021-12-10 N N N 0.0024 517748674.80 517748674.80 0.0027 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-12-13 2021-12-13 N N N 0.0025 500102640.00 500102640.00 0.0026 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-06-02 2022-06-02 N N N 0.0028 983409437.34 983409437.34 0.0051 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2022-03-11 2022-03-11 N N N 0.0028 500000735.00 500000735.00 0.0026 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVJH2 US3134GVJH26 U.S. Government Agency Debt Y N/A N/A 2020-07-03 2020-07-03 2025-04-03 N N N 0.0062 19501429.16 19501429.16 0.0001 N N Y N Freddie Mac Freddie Mac, 0.35% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-06-24 2021-06-24 N N N 0.0023 110129330.30 110129330.30 0.0006 N N N N Freddie Mac Freddie Mac, 0.39% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-10-22 2021-10-22 N N N 0.0024 602185346.29 602185346.29 0.0031 N N N N Freddie Mac Freddie Mac, 0.40% 3134GVHN1 US3134GVHN12 U.S. Government Agency Debt Y N/A N/A 2020-07-01 2021-09-23 2021-09-23 N N N 0.0024 47595293.55 47595293.55 0.0002 N N N N Barclays Bank PLC Barclays Bank PLC, 0.08% G5GSEF7VJP5I7OUK5573 GCH620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-05-31 2027-08-15 0.5 - 2.25 303916100.00 341700789.30 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 335000000.00 335000000.00 0.0017 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GBB485000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-17 2044-02-15 0 - 3.625 194830000.00 216777571.17 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0012 212000000.00 212000000.00 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 2020-09-17 2050-05-15 0 - 4.375 81671500.00 91964187.37 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 GCH720000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-25 2049-05-15 0 - 7.625 2009852300.00 2383688645.75 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 2330000000.00 2330000000.00 0.0121 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF897000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 0 - 7.5 659766800.00 733554666.09 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 718000000.00 718000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCF753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-02-15 0.25 - 7.625 540894200.00 635038953.87 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 622000000.00 622000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GCH180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2048-02-15 0.269 - 5.25 558000000.00 658530353.10 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0011 644000000.00 644000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCF240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-05-15 0 - 6.5 739486210.00 835581413.30 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 819000000.00 819000000.00 0.0042 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 2022-01-15 2046-11-15 0.125 - 3.625 133687700.00 143847994.11 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 2022-01-15 2046-11-15 0.125 - 3.625 124274100.00 143948992.68 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCC503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2046-11-15 0.125 - 3.625 133011600.00 148934887.18 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 146000000.00 146000000.00 0.0008 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GCH619000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2044-05-15 0.25 - 3.375 2164548000.00 2316062680.81 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 2269000000.00 2269000000.00 0.0118 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCF208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-06 2040-05-15 0 - 3 645183900.00 685454687.12 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0011 672000000.00 672000000.00 0.0035 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCF660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2040-05-15 0.375 - 2.875 630652800.00 672192386.07 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 659000000.00 659000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GCH627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-23 2050-05-15 0 - 3 871991000.00 896658088.28 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0011 879000000.00 879000000.00 0.0046 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GCF268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-08-15 2040-08-15 3.875 - 3.875 49782100.00 75191980.14 U.S. Treasuries (including strips) Y N/A N/A 2020-07-08 2020-07-08 2020-07-08 N N N 0.0013 73000000.00 73000000.00 0.0004 N N Y N Credit AG Credit AG, 0.14% 1VUV7VQFKUOQSJ21A208 GCF888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2022-12-15 1.625 - 1.625 258799700.00 268265294.78 U.S. Treasuries (including strips) Y N/A N/A 2020-07-10 2020-07-10 2020-07-10 N N N 0.0014 263000000.00 263000000.00 0.0014 N N N Y Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GCH600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 2 - 2.75 740805000.00 788852909.02 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 774000000.00 774000000.00 0.0040 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.12% 1VUV7VQFKUOQSJ21A208 GCF197000 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 1.625 - 1.625 416838000.00 448677724.02 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 440000000.00 440000000.00 0.0023 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 GCH142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2025-01-31 2.25 - 2.5 644370000.00 703600610.39 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0013 690000000.00 690000000.00 0.0036 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.13% 1VUV7VQFKUOQSJ21A208 GCF754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2024-04-30 2 - 2.75 271405000.00 297765932.93 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 292000000.00 292000000.00 0.0015 N N Y N Credit Suisse AG, New York Credit Suisse AG, New York, 0.08% ANGGYXNX0JLX3X63JN86 GCH613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2024-02-29 2.375 - 2.375 152904700.00 166260373.52 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 163000000.00 163000000.00 0.0008 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.09% 7LTWFZYICNSX8D621K86 GCH598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-08-15 1.5 - 8.125 748732400.00 813560438.26 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 797000000.00 797000000.00 0.0041 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-13 2020-10-13 N/A 36741200.00 36720110.55 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 36000000.00 36000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 0.08% 549300GKFG0RYRRQ1414 GCH612000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2024-11-30 0.25 - 2.125 534605200.00 563041300.46 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 552000000.00 552000000.00 0.0029 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.10% 549300H47WTHXPU08X20 GCH596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-05-15 0.375 - 3 693438500.00 775200056.22 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 760000000.00 760000000.00 0.0039 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 2020-10-15 2026-08-31 0 - 1.375 440830000.00 444178823.46 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 435000000.00 435000000.00 0.0023 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 22276000.00 29870194.70 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0010 29000000.00 29000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2046-11-15 0.125 - 2.875 85204900.00 92005240.66 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 90000000.00 90000000.00 0.0005 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-01 2024-09-30 0 - 8 1219203200.00 1252577430.30 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0010 1228000000.00 1228000000.00 0.0064 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GBC754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 136144100.00 145870264.10 U.S. Treasuries (including strips) Y N/A N/A 2020-07-17 2020-07-17 2020-07-17 N N N 0.0016 143000000.00 143000000.00 0.0007 N N N Y 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 139392300.00 142829750.93 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 GBC760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2026-08-15 1.5 - 1.75 136679900.00 145824197.46 U.S. Treasuries (including strips) Y N/A N/A 2020-07-21 2020-07-21 2020-07-21 N N N 0.0016 143000000.00 143000000.00 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 139392300.00 142829750.93 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 GBG933000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 141762600.00 146923644.66 U.S. Treasuries (including strips) Y N/A N/A 2020-07-09 2020-07-09 2020-07-09 N N N 0.0017 144000000.00 144000000.00 0.0007 N N N N 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 114360800.00 128554902.00 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 141653600.00 142817765.87 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, 0.18% H7FNTJ4851HG0EXQ1Z70 GCB713000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 142619300.00 148974668.53 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 146000000.00 146000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.08% RB0PEZSDGCO3JS6CEU02 GCH628000 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 405200000.00 469905375.00 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 460000000.00 460000000.00 0.0024 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.08% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2040-05-15 0.269 - 1.125 130966600.00 130560375.94 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 128000000.00 128000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GCH581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-15 2048-08-15 0.5 - 4.25 1596595000.00 1791780433.42 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1754000000.00 1754000000.00 0.0091 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCD560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2047-02-15 0.5 - 3 122000100.00 127520426.52 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 125000000.00 125000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCE819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2024-02-29 1.5 - 2.125 157735000.00 162166399.07 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 159000000.00 159000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCF814000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2023-01-15 1.375 - 2.5 409699200.00 423329502.26 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 415000000.00 415000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2047-02-15 2.625 - 3 329900800.00 354959209.22 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 348000000.00 348000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH232000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2047-02-15 2.125 - 3 48496900.00 50064537.84 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 49000000.00 49000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GCH231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2027-08-15 1.375 - 2.75 233000500.00 248969567.98 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 244000000.00 244000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCE818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2025-02-28 1.125 - 2 355616900.00 371279046.31 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0012 364000000.00 364000000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF816000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2047-02-15 1.625 - 3 47195200.00 50990613.23 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 50000000.00 50000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCH227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-03-31 2027-03-31 0.625 - 0.625 209644200.00 212293959.37 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 208000000.00 208000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2025-02-28 1.125 - 2 499205500.00 521160678.11 U.S. Treasuries (including strips) Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0012 511000000.00 511000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GCF812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 2 - 2 93307900.00 95877041.34 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 94000000.00 94000000.00 0.0005 N N Y N Natixis SA Natixis SA, 0.08% KX1WK48MPD4Y2NCUIZ63 GCH622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-21 2049-05-15 0 - 5.375 576842200.00 677335178.59 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 662000000.00 662000000.00 0.0034 N Y Y N Norinchukin Bank Norinchukin Bank, 0.20% 5493007VSMFZCPV1NB83 GBD809000 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 2027-05-15 2 - 2.375 195903300.00 220350726.99 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 216006933.60 216006933.60 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBH924000 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 93500800.00 103032069.59 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 101000000.00 101000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBI824000 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 134233000.00 147916422.07 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 145000000.00 145000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC146000 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 2027-05-15 1.5 - 2.375 138801900.00 148930497.72 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 146000000.00 146000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC910000 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 108231400.00 119347730.34 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 117000000.00 117000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCD486000 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 2 - 2.75 135053200.00 149947028.16 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 147000000.00 147000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCF239000 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 2027-05-15 2 - 2.375 196966400.00 217267653.65 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 213000000.00 213000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCG648000 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 135147000.00 148923593.26 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 146000000.00 146000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCH644000 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 2026-08-15 1.5 - 2.75 69307200.00 74460022.55 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 73000000.00 73000000.00 0.0004 N N N Y SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GCH607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-05-31 2.125 - 3 726799000.00 785349689.81 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 770000000.00 770000000.00 0.0040 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 GCH614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2026-08-15 1.125 - 3 338017400.00 358020892.69 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 351000000.00 351000000.00 0.0018 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 6/30/2020 due 07/01/2020 B4TYDEB6GKMZO031MB27 GCH844000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2045-09-20 3 - 4.5 5048233486.59 987613663.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 968246000.00 968246000.00 0.0050 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.16% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 2034-07-01 3.055 - 3.055 349610.00 411154.99 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2048-05-15 0.25 - 4.75 31843900.00 43244360.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2032-06-01 1.54 - 1.84 3437000.00 3606214.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2047-08-01 2.5 - 4.5 16293647.00 4649111.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 5010093.00 5245481.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-02-20 2069-04-20 2.5 - 6 45992935.00 47559255.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-05-01 2050-07-01 2 - 5.5 87464666.00 16630431.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 4757879.00 5192326.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 3 3283997.00 3468819.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.64 - 1.64 540169.00 567932.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-08-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 128000000.00 128000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GBC936000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-06-01 2.5 - 2.5 93892989.00 97930282.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0014 96000000.00 96000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GBI766000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-06-01 3 - 3 47473737.00 49983888.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 49000000.00 49000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.16% 3Y4U8VZURTYWI1W2K376 GCD038000 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 2049-11-20 2049-11-20 3 - 3 104118242.00 107738565.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-06-01 3.5 - 3.5 57286875.00 60570410.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 165000000.00 165000000.00 0.0009 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.1%, dated 6/30/2020 due 07/01/2020 R0MUWSFPU8MPRO8K5P83 GCH844000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2038-10-19 2038-10-19 4.25 - 4.25 3606.70 4016.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 109288.15 23974.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2049-01-20 3.5 - 5 142319540.23 25561670.98 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-09 2049-11-15 0 - 8.75 2348965835.65 2528949109.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 224520.14 204505.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 24575.35 21007.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2047-11-01 0 - 4.5 495325.82 419912.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2050-06-01 2.659 - 3 6076790.87 6332253.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 2506665000.00 2506665000.00 0.0130 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GCF898000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0 - 4.75 51713509.21 43470070.91 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2034-07-18 2038-08-02 2.99 - 4.14 3475000.00 3632330.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 5 - 5 1047026.00 890785.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2049-12-01 0 - 6.5 12805052.00 9507081.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2038-10-19 3.54 - 5.365 34755000.00 37040705.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 4 - 4 33305.00 35180.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 5 - 5 466260.00 471470.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-05-15 2068-12-20 2.5 - 6.5 570396833.00 176446635.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 8702250.00 7926497.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2049-09-01 0 - 6.5 18475018.00 13803125.61 Agency Debentures and Agency Strips Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 287000000.00 287000000.00 0.0015 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VJW2DOOHGDT6PR0ZRO63 GCH844000_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 4726.69 52.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 177251.00 347.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 198521.12 425.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 423236.63 1331.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 289112.92 2465.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 118167.33 418.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 170929.52 2332.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 17725.10 275.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 3955.77 153.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 1236030.31 864352.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 8035.38 5678.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 18653.42 15265.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 12762.07 236.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 130456.74 4912.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 3.5 - 3.5 2836.02 982.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 2.5 - 3 465201.16 217236.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 22717.91 10967.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-06-01 2.5 - 4 1704755.21 1666630.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 7286197.77 1047.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 57729.00 16687.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2839.80 1404.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 6617.37 3502.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 16176.64 1558.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 4901284.62 155499.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 2348585.68 1268498.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-08-01 2032-04-01 3.5 - 4 356619.56 208302.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 5 - 5 2363.35 69.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2050-06-01 2 - 3.5 10502679.50 11015785.23 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-02 2050-02-15 0 - 8 854957767.62 880420767.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 567203.20 444381.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-07-15 2049-06-01 0.25 - 7.5 40509190.75 29303551.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-25 2050-07-01 0.2 - 9.5 161047624.89 119119318.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 265308.82 277178.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2048-12-01 4 - 5 892983.92 450828.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 24169.95 2074.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 22224.91 790.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 11816.73 607.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 34032.19 564.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 28360.16 1356.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 171383.28 106808.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2050-07-01 2.5 - 4 116855409.35 121803680.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-08-01 3 - 6 291314.15 62289.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 2498680.88 1736783.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-10-15 2050-06-20 2.5 - 9.5 117745064.26 94855724.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 2.5 - 6.5 1084763.36 184471.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 2.5 - 6.5 319993.83 152973.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2024-07-01 4 - 4.5 983547.36 19711.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 3 - 3 5157711.99 5455851.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-07-02 2050-02-03 0.16 - 3.2 148039089.86 149305928.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 602679.40 2367.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 6617.37 147.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 33559.52 19129.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 1194080.90 4489.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-08-01 3 - 3.5 95984.49 44739.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3 - 4.5 742090.85 429254.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-07-06 2032-05-04 0 - 5.75 25572828.94 26824022.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 9926.06 9586.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1418008000.00 1418008000.00 0.0074 N Y 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 HOME LOAN MORTGAGE CORP 2047-11-01 2048-09-01 3.5 - 3.5 276480.00 179141.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-11-15 2067-12-20 3.844 - 6 9447461.00 10282947.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 1091.00 920.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 289454.00 306935.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-10-01 2050-06-01 2 - 4.5 249275223.00 158571783.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 GCD424000 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 2048-02-01 2048-09-01 3.5 - 3.5 54136662.00 36528643.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3.5 - 3.5 103664.00 109924.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2050-04-01 3 - 4.5 122171964.00 114326715.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 148000000.00 148000000.00 0.0008 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 6/30/2020 due 07/01/2020 E57ODZWZ7FF32TWEFA76 GCH844000_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 1263715.30 3920.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4.5 - 4.5 317370.44 11720.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2024-10-01 5.5 - 5.5 90237.02 1936.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 616045.07 3956.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2036-07-01 5.5 - 5.5 13833.85 165.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.2 - 4.2 1157.06 1359.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 16137.48 16294.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 1.76 - 1.76 268.96 285.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.625 - 5.625 7064181.87 8381489.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 2030-04-01 3.42 - 3.42 268.96 308.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2040-03-01 3 - 3 11955.99 12303.34 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-01-05 2029-10-03 0.17 - 3.5 1642257.55 1715405.11 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2048-08-15 2.5 - 10 72287484.21 1260043.48 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 7245459.56 6438407.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2029-07-01 5 - 5.5 223235.14 11162.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-03-01 4.5 - 4.5 268958.00 5670.42 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 7433461.20 11118018.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2023-05-01 4.5 - 5 2205449.41 26328.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2021-11-01 6 - 6 2876715.60 7954.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 204460.26 226721.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2057-09-01 0 - 10.5 55223721.20 35360626.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 5364.64 4846.34 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-09-08 2048-02-15 0 - 8.125 117103057.70 135670442.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 4 263677.28 283099.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 756398.92 806754.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.835 - 2.835 283.75 302.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-24 2045-12-01 0 - 10 117852727.03 73248736.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2024-02-01 5.5 - 6 415408.86 5921.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2029-02-01 5.5 - 6.5 1532370.99 12177.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 268958000.00 268958000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 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 2023-06-26 2048-04-01 0.25 - 6.5 4576427.00 4584784.48 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2033-07-15 2065-09-15 0 - 4.7 665000.00 721369.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-06 2044-05-01 0.625 - 7 1299995.00 1137812.48 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 6901000.00 6121754.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1617.00 1448.38 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-10-04 2021-10-04 0.339 - 0.339 999000.00 1000533.12 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2043-02-15 0.625 - 7.875 51912800.00 59541000.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-30 2036-03-14 1.115 - 5.625 9150000.00 10615596.20 Agency Debentures and Agency Strips Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 82000000.00 82000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2046-02-15 0.125 - 8 413042272.00 460983041.57 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-06-29 2036-12-04 0.17 - 3.78 236000.00 238283.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-10-09 2036-07-15 1.115 - 5.5 2525000.00 3295694.57 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-10-15 2039-12-15 5.5 - 7 24046.00 197.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2030-05-01 1.75 - 1.75 1000.00 1062.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2023-03-01 5.5 - 5.5 22701.00 185.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2056-08-01 0.75 - 7.5 7752078.00 6495468.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.835 - 2.835 240015.00 256183.71 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 N/A 4685000.00 4134608.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 540149.00 575355.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-09-29 2039-10-01 0 - 6.75 26782471.00 27061811.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2030-05-01 1.82 - 1.82 497992.00 531970.05 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2044-09-15 0 - 5.98 313000.00 408029.78 Agency Debentures and Agency Strips Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 493000000.00 493000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% 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 2020-07-28 2026-06-30 0 - 2.375 236089700.00 255871879.72 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2046-11-20 3 - 4 776637857.00 415290397.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 658000000.00 658000000.00 0.0034 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% 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 2020-07-15 2022-02-15 1.25 - 2.5 163620000.00 192958888.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2050-06-20 2070-05-20 1.289 - 4.978 450895840.00 482131991.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 660000000.00 660000000.00 0.0034 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 MBNUM2BPBDO7JBLYG310 GCH844000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-28 2020-07-28 0 - 0 2551463.74 2551206.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2050-02-20 2.5 - 5.5 1183260969.83 820460748.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 806872000.00 806872000.00 0.0042 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 6/30/2020 due 07/01/2020 1VUV7VQFKUOQSJ21A208 GCH844000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 1.625 - 3.125 366043597.19 419495061.11 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 410370000.00 410370000.00 0.0021 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GCH597000 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 2024-06-15 2024-06-15 3.35 - 3.35 7010025.00 7362661.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.8 - 3.8 40000000.00 41121844.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 56220.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2045-04-15 3.05 - 3.05 172160000.00 174969344.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 217000000.00 217000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% 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 2046-04-01 3 - 4.5 116044188.00 46235920.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 278000.00 206121.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 406210.00 436168.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-07-01 5 - 5 2470000.00 918321.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2037-12-01 5.5 - 5.5 490000.00 30075.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 500000.00 380684.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2039-12-01 6 - 6 1929896.00 89095.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-09-15 2057-03-15 2.73 - 6 876866856.00 853133276.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 1419600.00 1295008.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2057-06-01 3 - 6.5 201471605.00 107073981.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2038-02-01 3 - 6 4214947.00 1497669.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 5.5 - 5.5 922024.00 27070.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-01-01 2037-01-01 5.5 - 5.5 1419208.00 22698.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3 - 3 2235000.00 1516438.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 993000000.00 993000000.00 0.0051 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.1%, dated 6/30/2020 due 07/01/2020 KBVRJ5K57JZ3E2AVWX40 GCH844000_03735 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 2050-06-01 2050-06-01 2.5 - 2.5 9344557.67 9877514.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2049-03-01 3 - 5.5 84485376.07 56413175.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-08-01 3.5 - 4.5 59241935.52 48117630.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 66659.52 30631.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-08-01 2050-05-01 2.5 - 4.5 22316986.01 19913395.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-07-01 2050-07-01 2.5 - 2.5 329.30 349.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 131718000.00 131718000.00 0.0007 N Y Y N 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2050-04-01 3 - 5.5 345664314.00 128538850.23 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 Y N ING Financial Markets LLC ING Financial Markets LLC, 0.17% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 1940459.00 1820262.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4 - 4 2056635.00 456665.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-10-01 2045-10-01 4 - 4 4784939.00 2804267.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-08-01 3.5 - 4.5 14442724.00 11931250.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 967388.00 858789.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2048-11-01 3 - 7.5 181052421.00 47426584.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 1356386.00 1406584.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 3.5 - 3.5 1409077.00 458251.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-04-01 4 - 4.5 598135.00 435870.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 3253561.00 746546.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 3 - 3 28957445.00 30496913.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 4 - 4 989331.00 843708.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 9083027.00 3457933.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-11-01 4 - 4.5 2587766.00 1922820.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0017 103000000.00 103000000.00 0.0005 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 6/30/2020 due 07/01/2020 ZBUT11V806EZRVTWT807 GCH844000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 2.5 4360764.56 4481158.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 3.5 - 3.5 777442.53 61271.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2031-06-01 3 - 3 608957.05 351892.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2057-02-01 2 - 7 201997576.45 126210867.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 5.5 - 5.5 2630101.16 81562.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 243321.81 189812.84 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2023-10-31 0.2 - 2.875 171422220.47 177131361.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2048-09-01 3.5 - 5 40761616.30 38024761.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 339737000.00 339737000.00 0.0018 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 GCA765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4.5 - 4.5 2620880.00 2883255.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4.5 - 4.5 1802950.00 2017168.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2046-10-01 4 - 4 475000.00 86561.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-06-01 2035-06-01 2.5 - 2.5 2133908.00 2273388.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2044-07-01 3.5 - 5.5 42494531.00 13986870.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-04-01 3 - 3 8119950.00 8586994.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4 - 4 1793820.00 1835198.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-04-01 2050-06-01 2.5 - 5 320147796.00 248020553.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3.5 - 4.5 2079270.00 2273039.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 3 - 3 250000.00 132150.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-05-01 4.5 - 4.5 1498214.00 1487266.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0019 278000000.00 278000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.19% K5HU16E3LMSVCCJJJ255 GCE670000 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 4684984.00 3618968.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 3000000.00 2335585.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 3.5 - 3.5 420000.00 336476.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2049-08-01 2.844 - 4.5 100876888.00 47041742.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2050-07-01 2.5 - 6 224555279.00 160786488.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4 - 4 2110548.00 2207231.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-07-01 4.5 - 4.5 409070.00 229335.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-06-01 4 - 4 753126.00 515959.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 2101880.00 2237472.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0019 215000000.00 215000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.1%, dated 6/30/2020 due 07/01/2020 K5HU16E3LMSVCCJJJ255 GCH844000_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 64015142.40 58710443.85 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2022-09-30 2027-06-22 0.875 - 2.37 1975776.00 1988780.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2023-12-29 2023-12-29 0.52 - 0.52 1646480.00 1645588.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-30 2025-06-30 0.73 - 0.73 1646480.00 1645274.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-10-12 2026-03-13 1.875 - 3.375 2239212.80 2392507.98 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2022-04-30 0.125 - 0.125 17593363.25 17588106.37 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 82324000.00 82324000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 6/30/2020 due 07/01/2020 7TK5RJIZDFROZCA6XF66 GCH844000_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 321029051.02 377116207.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2039-02-01 4.03 - 4.27 883140.10 1059984.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2048-01-01 2.5 - 5 28510663.79 18206268.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2049-07-20 3 - 4 35511637.47 25010100.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.16 - 4.04 7928572.73 8830560.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 221485.93 262386.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.71 - 3.71 11955193.65 13841909.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 434561000.00 434561000.00 0.0023 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 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 2050-06-01 2050-06-01 3.5 - 3.5 2903224.00 3126197.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-02-01 2050-07-01 2 - 7.5 713078378.00 571560813.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-07-01 3 - 3.5 85459487.00 90851052.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 1028661.00 940610.49 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-10 2028-11-15 0 - 3.125 1600.00 1862.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2037-08-01 3 - 5 740350.00 248616.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-02-01 2047-02-01 3 - 4 899817.00 729220.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 125089133.00 130599420.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-11-01 2041-11-01 4 - 4 16420.00 3720.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4 - 4 1958567.00 2121114.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 16772525.00 11780716.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-07-01 2050-07-01 2.5 - 2.5 2816005.00 2964019.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2031-10-01 2.5 - 2.5 29780415.00 29634744.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 828000000.00 828000000.00 0.0043 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 6/30/2020 due 07/01/2020 OXTKY6Q8X53C9ILVV871 GCH844000_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 2027-10-01 2042-10-01 3 - 3.5 16370.15 8517.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-03-20 2070-03-20 1.5 - 5 18053459.03 16096464.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4.5 - 4.5 1018.06 436.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.34 - 2.34 375004.62 406776.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2050-06-01 2.625 - 5 6679682.67 6588059.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 4 - 4.5 84227.59 89609.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 243362.00 169745.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 2.5 - 4 85099.64 90803.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.6 - 2.6 57473.99 62802.70 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2040-05-15 0.125 - 7.625 146673063.11 174533512.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 4 - 4 114952.04 123404.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 194284000.00 194284000.00 0.0010 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 2042-06-01 2042-06-01 4 - 4 1905.00 750.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 4 - 4 7463275.00 5889602.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 42538169.00 33643417.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 17059065.00 18149589.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 1009.00 869.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3 - 3 12722000.00 5924268.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-12-01 2059-08-01 2.5 - 8.5 773280137.00 291322207.68 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 26100.00 26186.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3.5 27114194.00 27345752.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2032-10-01 3.5 - 3.5 1569987.00 953425.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 14287804.00 4021730.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.9 10201200.00 10559791.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 15596.00 15757.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 3117.00 2919.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-06-15 0.635 - 9 250777773.00 43961961.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 4 23830989.00 24856924.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 81192209.00 86301659.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-06 2020-07-06 2020-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 N N/A N/A N N 0.0013 542000000.00 542000000.00 0.0028 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 US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 1181100.00 1185030.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2045-11-01 4 - 4 2108652.00 1252426.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 163479.00 124310.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-15 2049-01-01 3.5 - 5.5 3370423.00 2149338.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 17559118.00 15123511.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 290309.00 308578.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-05-01 2050-05-01 3.5 - 3.5 10199325.00 10636628.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-05-01 2035-05-01 1.78 - 1.78 338300.00 351284.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-09-01 2050-06-01 0.635 - 5.5 876393513.00 449825489.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 0.0024 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 6/30/2020 due 07/01/2020 ES7IP3U3RHIGC71XBU11 GCH844000_76426 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 2050-05-01 2050-06-01 2.5 - 4 6990835.07 7405350.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4.5 26074981.93 21321518.84 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2027-04-30 2027-04-30 0.5 - 0.5 1950524.84 1957015.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 16640578.44 17909115.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 2393765.62 2543863.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 3109473.77 3323018.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 2.215 - 2.215 395971.64 420890.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 2040-05-01 1.78 - 2.36 36050949.03 37937751.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 9559921.45 8745109.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 350803.69 396185.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-11-01 2045-11-01 4 - 4 1488525.27 884104.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 23762553.95 9362938.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-09-01 3 - 4.5 31807835.58 28364813.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 3656301.77 3413962.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4.5 - 4.5 2538317.90 1969367.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2050-06-01 0.585 - 7 514826959.94 306112603.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 11902394.90 8798662.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 485652.67 520568.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.635 - 6 1402296955.57 823776846.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 3 - 3 8761926.18 9256937.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-05-01 3.5 - 4.5 36267814.79 37602729.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 386734.09 403562.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 6.5 - 6.5 3102447.50 3081908.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 2713004.77 2852923.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 110716.78 36834.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 2164190.32 2302539.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 861859.07 899333.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2033-01-01 3 - 3.5 914977.71 660139.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-04-01 2050-05-01 3 - 3.5 19739097.47 20818502.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4.5 744021.45 760828.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 11213859.52 10504442.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4.5 1678162.93 1141449.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2041-10-01 4 - 4.5 10354940.19 3533332.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 4.5 40514847.44 34975142.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 3.5 - 3.5 7393078.63 3062135.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 351.29 210.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 4087893.68 3445737.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 4.5 - 4.5 4484295.91 1125487.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2048-06-01 3 - 4 37238864.77 29940525.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 1422587000.00 1422587000.00 0.0074 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.1%, dated 6/30/2020 due 07/01/2020 O2RNE8IBXP4R0TD8PU41 GCH844000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2044-05-15 0.125 - 4.25 434674516.16 470592850.39 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 461012000.00 461012000.00 0.0024 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH844000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-10-20 2049-01-20 3 - 4.5 270715523.75 158010740.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-06-01 2 - 3.5 464787058.49 410709343.78 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-02-15 1.5 - 2.75 345971260.28 365564372.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 3.5 - 3.5 120062538.18 71017903.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 985588000.00 985588000.00 0.0051 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 6/30/2020 due 07/01/2020 5U0XI89JRFVHWIBS4F54 GCH844000_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 3156790500.24 2537198645.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 2479989000.00 2479989000.00 0.0129 N Y 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 US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2021-01-15 1.875 - 2 6075000.00 6131786.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 156000000.00 108567619.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 GAF957000 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 2048-01-01 2049-07-01 3.5 - 3.5 224348000.00 157700605.97 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2021-01-15 1.875 - 2 13450000.00 13575930.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 68000000.00 34477957.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 0.0010 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 US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2021-01-15 1.875 - 2 3850000.00 3888194.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-07-01 3 - 3.5 149382000.00 105562569.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-07 2020-07-07 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 264474000.00 189274346.10 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-02-28 1.125 - 2 15875000.00 16039071.02 U.S. Treasuries (including strips) Y N/A N/A 2020-07-07 2020-07-07 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 0.0010 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GCH615000 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 2048-02-01 2050-07-01 3 - 4 623407666.00 556700611.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-06-01 2050-06-01 2.5 - 2.5 152961446.00 159699533.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3.5 - 3.5 150000000.00 113881930.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 814000000.00 814000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH950000_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 2038-02-15 2044-02-15 3.625 - 4.5 36291653.49 56857116.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 0.308 - 0.308 94991.45 1125.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.798 - 3.798 535526.40 369523.65 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 55784000.00 55784000.00 0.0003 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 6/30/2020 due 07/01/2020 VYVVCKR63DVZZN70PB21 GCH844000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-02-25 2038-02-25 3.798 - 3.798 850281.60 586710.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 0.308 - 0.308 150822.60 1786.82 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2038-02-15 2044-02-15 3.625 - 4.5 57622042.90 90274840.08 U.S. Treasuries (including strips) Y N/A N/A 2020-07-01 2020-07-01 2020-07-01 N N N 0.0010 88571000.00 88571000.00 0.0005 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 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 2021-07-15 2023-02-28 1.5 - 2.75 323321500.00 335586236.42 U.S. Treasuries (including strips) Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 329000000.00 329000000.00 0.0017 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.17% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 15900000.00 15900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.17% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 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., 0.17% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 12200000.00 12200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 6500000.00 6500000.00 0.0000 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 2020-07-07 2020-07-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 14400000.00 14400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 22340000.00 22340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.15% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0015 20900000.00 20900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 8200000.00 8200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 29200000.00 29200000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.14% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-07-07 2020-07-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 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 2020-07-07 2020-07-07 2032-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0015 41100000.00 41100000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCH935000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-07 2020-07-07 2020-07-31 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 147000000.00 147000000.00 0.0008 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, 0.09% U7M81AY481YLIOR75625 GCH747000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-02 2020-07-02 2020-07-02 N N N 0.0009 135000000.00 135000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GCH746000 Other Instrument Foward Settling Repurchase Agreements Y N/A N/A 2020-07-07 2020-07-07 2020-07-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 517000000.00 517000000.00 0.0027 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 2020-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer