0000278001-20-000018.txt : 20200807 0000278001-20-000018.hdr.sgml : 20200807 20200807110855 ACCESSION NUMBER: 0000278001-20-000018 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200731 FILED AS OF DATE: 20200807 DATE AS OF CHANGE: 20200807 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 201084356 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP2 1 primary_doc.xml N-MFP2 0000278001 XXXXXXXX 2020-07-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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0.11% to 0.14% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0008 1583904960.00 1583904960.00 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 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 0.0006 1824677577.25 1824677577.25 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 1459314725.05 1459314725.05 0.0073 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 0.0002 1038997838.88 1038997838.88 0.0052 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 0.0006 3834925447.60 3834925447.60 0.0191 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0006 3025930644.08 3025930644.08 0.0151 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 0.0007 5376865237.02 5376865237.02 0.0268 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 0.0008 3281504056.98 3281504056.98 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.17% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0009 2322148561.00 2322148561.00 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 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 0.0007 2631457150.00 2631457150.00 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.16% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 743016393.18 743016393.18 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0008 1431940829.76 1431940829.76 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127963Q0 US9127963Q05 U.S. Treasury Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0007 2971854698.92 2971854698.92 0.0148 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.15% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 4319655912.00 4319655912.00 0.0215 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0009 687923982.88 687923982.88 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.14% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0009 1448787779.46 1448787779.46 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.15% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0010 834273112.22 834273112.22 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 1918063029.06 1918063029.06 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0011 80953627.50 80953627.50 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 2758877180.03 2758877180.03 0.0138 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0008 2080823115.00 2080823115.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0009 1554477527.13 1554477527.13 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0009 4614140332.66 4614140332.66 0.0230 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 912796TP4 US912796TP46 U.S. Treasury Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 671583016.39 671583016.39 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0011 1671209511.84 1671209511.84 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 4159444182.40 4159444182.40 0.0207 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 1499775675.00 1499775675.00 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0009 1889683821.90 1889683821.90 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.19% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0009 2096106759.50 2096106759.50 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0008 1465480052.82 1465480052.82 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0009 999775690.00 999775690.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0009 2248990353.28 2248990353.28 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0010 3273374356.18 3273374356.18 0.0163 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0010 149932521.00 149932521.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 247936621.12 247936621.12 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 2164350500.00 2164350500.00 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0010 278646745.43 278646745.43 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0010 1999255560.00 1999255560.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.19% 9127963Z0 US9127963Z04 U.S. Treasury Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0009 1620111837.49 1620111837.49 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 1634445914.85 1634445914.85 0.0081 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 0.0010 48731683.19 48731683.19 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 0.0009 771458772.42 771458772.42 0.0038 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 0.0010 999604170.00 999604170.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0004 1530989466.72 1530989466.72 0.0076 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 0.0007 725360195.49 725360195.49 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0015 78840937.50 78840937.50 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0016 79087734.18 79087734.18 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-08-03 2022-07-31 2022-07-31 N N N 0.0015 35004393.90 35004393.90 0.0002 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 336224045.88 336224045.88 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 0.0019 308164953.06 308164953.06 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 0.0061 892488948.64 892488948.64 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-01-31 2021-01-31 N N N 0.0012 500238775.00 500238775.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.26% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-08-03 2022-01-31 2022-01-31 N N N 0.0015 1377322773.75 1377322773.75 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-07-31 2021-07-31 N N N 0.0014 918727683.02 918727683.02 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-10-31 2021-10-31 N N N 0.0014 1388485552.65 1388485552.65 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% to 0.42% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0018 76733281.44 76733281.44 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0016 30146708.70 30146708.70 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0017 30183264.60 30183264.60 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828N48 254900HROIFWPRGM1V77 US912828N480 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0013 62416562.50 62416562.50 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0018 31346328.28 31346328.28 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0018 9167695.29 9167695.29 0.0000 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 0.0024 161572761.52 161572761.52 0.0008 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 0.0023 381366495.33 381366495.33 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 100199037.66 100199037.66 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0035 464887400.00 464887400.00 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0030 422646617.94 422646617.94 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0016 31094031.68 31094031.68 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 0.0017 51234787.17 51234787.17 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 0.0017 31062107.88 31062107.88 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.14% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-01-29 2021-01-29 N N N 0.0021 374877262.50 374877262.50 0.0019 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-04 2021-06-04 N N N 0.0022 155940393.96 155940393.96 0.0008 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-07 2021-09-07 N N N 0.0025 710605473.21 710605473.21 0.0035 N N N N Fannie Mae Fannie Mae, 0.22% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-07-29 2022-07-29 N N N 0.0024 143842195.37 143842195.37 0.0007 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-10 2021-09-10 N N N 0.0022 680150994.00 680150994.00 0.0034 N N N N Fannie Mae Fannie Mae, 0.25% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-12-10 2021-12-10 N N N 0.0027 680712868.25 680712868.25 0.0034 N N N N Fannie Mae Fannie Mae, 0.27% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-03-11 2022-03-11 N N N 0.0029 680679265.84 680679265.84 0.0034 N N N N Fannie Mae Fannie Mae, 0.27% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-03-09 2022-03-09 N N N 0.0029 320796326.84 320796326.84 0.0016 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2022-07-06 2022-07-06 N N N 0.0031 687732505.60 687732505.60 0.0034 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2022-05-19 2022-05-19 N N N 0.0028 353244121.74 353244121.74 0.0018 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-05 2021-04-05 N N N 0.0021 536291433.92 536291433.92 0.0027 N N N N Fannie Mae Fannie Mae, 0.30% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-17 2022-06-17 N N N 0.0032 499810850.00 499810850.00 0.0025 N N N N Fannie Mae Fannie Mae, 0.30% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-24 2022-06-24 N N N 0.0032 505806637.16 505806637.16 0.0025 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 0.0009 323940060.00 323940060.00 0.0016 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 0.0009 371928390.00 371928390.00 0.0019 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 0.0009 371927460.00 371927460.00 0.0019 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 0.0009 377925345.00 377925345.00 0.0019 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 0.0009 380923800.00 380923800.00 0.0019 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 0.0009 380922847.50 380922847.50 0.0019 N N N N Fannie Mae Fannie Mae, 0.33% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-06 2021-07-06 N N N 0.0022 251245209.43 251245209.43 0.0013 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-24 2021-03-24 N N N 0.0026 338198243.76 338198243.76 0.0017 N N N N Fannie Mae Fannie Mae, 0.37% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2022-05-04 2022-05-04 N N N 0.0028 512819676.16 512819676.16 0.0026 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-27 2021-10-27 N N N 0.0024 419718233.04 419718233.04 0.0021 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-26 2021-04-26 N N N 0.0021 860055307.27 860055307.27 0.0043 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-06 2021-07-06 N N N 0.0026 528667992.67 528667992.67 0.0026 N N N N Fannie Mae Fannie Mae, 0.41% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-25 2021-10-25 N N N 0.0024 608262912.06 608262912.06 0.0030 N N N N Fannie Mae Fannie Mae, 0.45% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-23 2021-09-23 N N N 0.0024 1492594565.12 1492594565.12 0.0074 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 0.0006 530988641.91 530988641.91 0.0026 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 0.0002 65999871.96 65999871.96 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-03 2020-12-03 N N N 0.0017 142982428.16 142982428.16 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-03 2021-03-03 N N N 0.0018 68985756.33 68985756.33 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133ELYM0 US3133ELYM09 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-08-04 2027-11-04 N N N 0.0070 25181872.02 25181872.02 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-01-14 2021-01-14 N N N 0.0024 24993179.25 24993179.25 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 102000556.92 102000556.92 0.0005 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2021-01-05 2021-01-05 N N N 0.0022 76992896.75 76992896.75 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.23% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2020-10-23 2020-10-23 N N N 0.0016 85013509.90 85013509.90 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 0.0006 86696965.50 86696965.50 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 0.0009 13996955.00 13996955.00 0.0001 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 0.0009 34992037.50 34992037.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-08 2020-10-08 N N N 0.0020 39009369.36 39009369.36 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-20 2021-04-20 N N N 0.0024 161106862.14 161106862.14 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 208058909.76 208058909.76 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-30 2020-12-30 N N N 0.0022 126072694.44 126072694.44 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-27 2021-04-27 N N N 0.0024 167199062.33 167199062.33 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 0.0014 70238326.20 70238326.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHYZ0 2549001DPIFGXC1TOL40 US3130AHYZ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0009 551973669.60 551973669.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AFZE0 2549001DPIFGXC1TOL40 US3130AFZE03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0020 14034860.00 14034860.00 0.0001 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 2020-09-11 2020-09-11 2020-09-11 N N N 0.0012 17999575.56 17999575.56 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384L64 2549001DPIFGXC1TOL40 US313384L640 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0009 517896400.00 517896400.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 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 0.0009 356954482.50 356954482.50 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0010 59977140.00 59977140.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384U49 2549001DPIFGXC1TOL40 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0010 120952326.00 120952326.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384U98 2549001DPIFGXC1TOL40 US313384U989 U.S. Government Agency Debt Y N/A N/A 2020-12-28 2020-12-28 2020-12-28 N N N 0.0010 517788656.00 517788656.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384V48 2549001DPIFGXC1TOL40 US313384V482 U.S. Government Agency Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0010 172927859.00 172927859.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-28 2020-08-28 N N N 0.0020 699957664.00 699957664.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-19 2020-08-19 N N N 0.0019 323787727.98 323787727.98 0.0016 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 0.0009 100000014.00 100000014.00 0.0005 N N Y 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 0.0004 430997487.27 430997487.27 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-09-11 2020-09-11 N N N 0.0015 244993002.80 244993002.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-09-11 2020-09-11 N N N 0.0015 50998543.44 50998543.44 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0014 81999416.16 81999416.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384C64 2549001DPIFGXC1TOL40 US313384C649 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0006 9999688.90 9999688.90 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384L72 2549001DPIFGXC1TOL40 US313384L723 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0009 68986027.50 68986027.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJWD7 2549001DPIFGXC1TOL40 US3130AJWD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0013 85996330.38 85996330.38 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-04 2020-09-04 N N N 0.0021 605856690.27 605856690.27 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-21 2020-08-21 N N N 0.0020 570976783.14 570976783.14 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-28 2020-09-28 N N N 0.0020 345958445.40 345958445.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-05 2020-08-05 N N N 0.0017 109999422.50 109999422.50 0.0005 N N Y 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 0.0006 66997133.74 66997133.74 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 0.0008 167986560.00 167986560.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-25 2021-02-25 N N N 0.0015 127985788.16 127985788.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-25 2020-08-25 N N N 0.0020 193992088.68 193992088.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-09 2021-02-09 N N N 0.0023 226895452.88 226895452.88 0.0011 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 2020-08-09 2021-01-08 2021-01-08 N N N 0.0019 220956491.73 220956491.73 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-12-11 2020-12-11 N N N 0.0018 341949161.70 341949161.70 0.0017 N N N 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 0.0005 89998425.00 89998425.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 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 337999111.06 337999111.06 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2021-01-13 2021-01-13 N N N 0.0018 257947161.60 257947161.60 0.0013 N N N 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 0.0005 421491806.04 421491806.04 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-12-14 2020-12-14 N N N 0.0018 329855344.74 329855344.74 0.0016 N N N 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 0.0006 271494192.62 271494192.62 0.0014 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 0.0006 158995672.02 158995672.02 0.0008 N N Y 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 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 170998577.28 170998577.28 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 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 170898388.41 170898388.41 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0018 343920412.16 343920412.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0019 170949749.94 170949749.94 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0018 1999557.10 1999557.10 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0019 38988539.46 38988539.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384F87 2549001DPIFGXC1TOL40 US313384F873 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0009 253973330.00 253973330.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0016 428985083.67 428985083.67 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 0.15% 313384L56 2549001DPIFGXC1TOL40 US313384L566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0009 385923765.00 385923765.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-28 2020-09-28 N N N 0.0021 36496213.13 36496213.13 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 45000099.90 45000099.90 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 91000202.02 91000202.02 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 217000481.74 217000481.74 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 146000243.82 146000243.82 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2021-02-11 2021-02-11 N N N 0.0025 343824907.44 343824907.44 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2021-02-12 2021-02-12 N N N 0.0018 119981809.20 119981809.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2021-02-12 2021-02-12 N N N 0.0020 343812752.57 343812752.57 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 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 723999905.88 723999905.88 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2021-03-24 2021-03-24 N N N 0.0020 331884427.48 331884427.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2021-03-24 2021-03-24 N N N 0.0018 40791158.23 40791158.23 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-27 2020-11-27 2020-11-27 N N N 0.0017 120992335.86 120992335.86 0.0006 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 0.0006 273986680.86 273986680.86 0.0014 N N Y 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 0.0009 388944567.50 388944567.50 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0014 215001823.20 215001823.20 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 2020-08-01 2020-09-01 2020-09-01 N N N 0.0014 55000846.45 55000846.45 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-14 2021-05-14 N N N 0.0015 516021739.08 516021739.08 0.0026 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 2020-08-20 2021-04-20 2021-04-20 N N N 0.0021 435849571.28 435849571.28 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0020 257937636.24 257937636.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0014 110001391.50 110001391.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0020 341925293.52 341925293.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0017 718998411.01 718998411.01 0.0036 N N N 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 0.0013 313003367.88 313003367.88 0.0016 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 0.0009 1457832330.00 1457832330.00 0.0073 N N Y 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 0.0009 161979750.00 161979750.00 0.0008 N N Y 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 0.0009 360952167.50 360952167.50 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJT90 2549001DPIFGXC1TOL40 US3130AJT909 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0014 340025330.00 340025330.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJTA7 2549001DPIFGXC1TOL40 US3130AJTA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 170008670.00 170008670.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUA5 2549001DPIFGXC1TOL40 US3130AJUA57 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0015 137000482.24 137000482.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUB3 2549001DPIFGXC1TOL40 US3130AJUB31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0015 170000790.50 170000790.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUT4 2549001DPIFGXC1TOL40 US3130AJUT49 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0014 180500884.45 180500884.45 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-26 2021-02-26 N N N 0.0016 462524572.63 462524572.63 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 365999304.60 365999304.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0018 273998712.20 273998712.20 0.0014 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 0.0009 202980715.00 202980715.00 0.0010 N N Y 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 0.0013 118004487.54 118004487.54 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 0.0012 169008448.31 169008448.31 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-23 2021-07-23 N N N 0.0023 349811973.00 349811973.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-08 2021-07-08 N N N 0.0022 245896040.40 245896040.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-11 2021-06-11 N N N 0.0024 268548130.76 268548130.76 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-04 2021-03-04 N N N 0.0018 1613001242.01 1613001242.01 0.0080 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 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 185010489.50 185010489.50 0.0009 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 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 56003175.20 56003175.20 0.0003 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 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 37002097.90 37002097.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-16 2020-11-16 2020-11-16 N N N 0.0019 294992430.30 294992430.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2021-02-23 2021-02-23 N N N 0.0019 42996351.88 42996351.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 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 182003188.64 182003188.64 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-11-24 2020-11-24 N N N 0.0018 666000086.58 666000086.58 0.0033 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 0.0009 447958560.00 447958560.00 0.0022 N N Y 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 0.0013 34000864.28 34000864.28 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 0.0013 169008818.42 169008818.42 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 0.0013 254018623.28 254018623.28 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 0.0013 84006796.44 84006796.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-04 2020-12-04 N N N 0.0022 25997226.84 25997226.84 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-11 2020-09-11 N N N 0.0021 111896622.86 111896622.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-15 2020-09-15 N N N 0.0022 278992983.15 278992983.15 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-18 2020-09-18 N N N 0.0021 235995461.72 235995461.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-22 2021-02-22 N N N 0.0023 235960321.32 235960321.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-01-25 2021-01-25 N N N 0.0022 274973347.00 274973347.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-23 2020-12-23 N N N 0.0017 541563258.03 541563258.03 0.0027 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 0.0018 237015386.04 237015386.04 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-01 2020-10-01 N N N 0.0020 216000451.44 216000451.44 0.0011 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 0.0023 1029995128.10 1029995128.10 0.0051 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 2020-08-19 2021-03-19 2021-03-19 N N N 0.0019 120013186.80 120013186.80 0.0006 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 2020-08-19 2021-03-19 2021-03-19 N N N 0.0022 595865503.35 595865503.35 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-02-10 2022-02-10 N N N 0.0030 165792081.68 165792081.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-07 2020-10-07 N N N 0.0021 278806858.48 278806858.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-14 2021-05-14 N N N 0.0019 115031706.65 115031706.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-16 2020-10-16 N N N 0.0017 346041516.54 346041516.54 0.0017 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 2020-08-01 2021-02-01 2021-02-01 N N N 0.0019 34008757.72 34008757.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-10 2021-03-10 N N N 0.0023 301404418.52 301404418.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-04 2021-06-04 N N N 0.0025 202979517.30 202979517.30 0.0010 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 138993558.74 138993558.74 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 0.0006 539977951.80 539977951.80 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-09 2021-04-09 N N N 0.0024 500012672.46 500012672.46 0.0025 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 0.0008 326975475.00 326975475.00 0.0016 N N Y 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 0.0008 442965667.50 442965667.50 0.0022 N N Y 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 0.0009 750919267.50 750919267.50 0.0037 N N Y 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 0.0009 330956970.00 330956970.00 0.0016 N N Y 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 0.0009 161970435.00 161970435.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-25 2020-09-25 N N N 0.0020 327352440.01 327352440.01 0.0016 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 0.0009 271959880.00 271959880.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-25 2020-09-25 N N N 0.0021 610115686.50 610115686.50 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-13 2021-04-13 N N N 0.0024 382246603.92 382246603.92 0.0019 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 0.0010 346081656.00 346081656.00 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 0.0009 138982972.50 138982972.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-13 2021-05-13 N N N 0.0024 253192153.50 253192153.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-07 2021-04-07 N N N 0.0024 68047959.04 68047959.04 0.0003 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 0.0014 68033672.24 68033672.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-06 2021-04-06 N N N 0.0024 169130410.54 169130410.54 0.0008 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 0.0013 122040634.54 122040634.54 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-25 2021-03-25 N N N 0.0023 977519810.71 977519810.71 0.0049 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 87004896.36 87004896.36 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 0.0019 88028661.60 88028661.60 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 0.0008 52995230.00 52995230.00 0.0003 N N Y 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 0.0019 352114646.40 352114646.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0019 352111031.36 352111031.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0009 274973187.50 274973187.50 0.0014 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 0.0000 500000000.00 500000000.00 0.0025 N Y Y N Freddie Mac Freddie Mac, 0.13% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-05 2021-02-05 N N N 0.0023 109942131.20 109942131.20 0.0005 N N N N Freddie Mac Freddie Mac, 0.13% 3134GVRM2 US3134GVRM29 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2025-05-06 N N N 0.0039 65003835.00 65003835.00 0.0003 N N Y 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 0.0009 385956575.00 385956575.00 0.0019 N N Y 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 0.0006 167992487.04 167992487.04 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 0.0009 386955495.00 386955495.00 0.0019 N N Y 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 0.0009 192976357.50 192976357.50 0.0010 N N Y N Freddie Mac Freddie Mac, 0.15% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 597863955.00 597863955.00 0.0030 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-08-03 2022-08-03 N N N 0.0020 301877810.80 301877810.80 0.0015 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-12-10 2021-12-10 N N N 0.0026 515858672.76 515858672.76 0.0026 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-01-18 2022-01-18 N N N 0.0022 826328425.86 826328425.86 0.0041 N N N N Freddie Mac Freddie Mac, 0.26% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-04-18 2022-04-18 N N N 0.0028 374778434.93 374778434.93 0.0019 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-12-13 2021-12-13 N N N 0.0027 533102565.19 533102565.19 0.0027 N N N N Freddie Mac Freddie Mac, 0.30% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-03-11 2022-03-11 N N N 0.0030 532000707.56 532000707.56 0.0027 N N N N Freddie Mac Freddie Mac, 0.37% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-24 2021-06-24 N N N 0.0025 117124868.25 117124868.25 0.0006 N N N N Freddie Mac Freddie Mac, 0.41% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-22 2021-10-22 N N N 0.0026 695274225.64 695274225.64 0.0035 N N N N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GCI944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-30 2046-05-15 2.5 - 2.75 206447900.00 243594729.62 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0013 238000000.00 238000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GDJ455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2043-02-15 0 - 3.125 605939500.00 639545342.97 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 627000000.00 627000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-11-15 0 - 6.875 808262600.00 925175863.19 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 906000000.00 906000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-08-15 0 - 7.5 216247800.00 250336017.49 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 245000000.00 245000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2050-05-15 0 - 5.375 576251100.00 638546332.86 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 625000000.00 625000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2040-11-15 0.16 - 4.25 184068500.00 191766435.63 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 188000000.00 188000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG915000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2050-02-15 0 - 7.5 756520719.00 890958609.61 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 871750000.00 871750000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-05-15 0 - 5.375 293254000.00 350701327.47 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 343000000.00 343000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDB757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2050-05-15 0 - 6.75 419220600.00 500136219.16 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 488000000.00 488000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCI945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2050-05-15 0 - 8.125 543670609.00 627483153.11 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 613000000.00 613000000.00 0.0031 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCJ710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2049-05-15 0 - 8.125 1208751147.00 1454169410.13 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0013 1423000000.00 1423000000.00 0.0071 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GDD199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0 - 6.125 874094638.00 1027082119.55 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 1004000000.00 1004000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.14% R0MUWSFPU8MPRO8K5P83 GDD197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2049-05-15 0 - 8.75 782835243.00 962842304.44 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 942000000.00 942000000.00 0.0047 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GDJ608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2048-05-15 0.125 - 3.625 144378100.00 160412976.67 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 157000000.00 157000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2046-11-15 0.125 - 3.625 142872100.00 156078942.07 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 153000000.00 153000000.00 0.0008 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2046-11-15 0.125 - 3.625 43059700.00 46926242.63 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 46000000.00 46000000.00 0.0002 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GEA159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-05-15 0.125 - 4.25 2209226400.00 2473215303.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 2423000000.00 2423000000.00 0.0121 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GDI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2040-11-15 0.125 - 4.25 713616200.00 747749732.91 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 733000000.00 733000000.00 0.0037 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-02-15 0.125 - 4.25 635847900.00 699776350.50 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 686000000.00 686000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.12% 549300IMBXQ8SGH3HJ31 GDI266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2028-11-15 0.125 - 3.125 960182200.00 995540026.06 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 976000000.00 976000000.00 0.0049 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDB785000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2047-08-15 2.75 - 4.375 281053390.00 396910772.80 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 386000000.00 386000000.00 0.0019 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDG508000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2040-08-15 2.125 - 3.875 365268000.00 398262602.23 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 390000000.00 390000000.00 0.0019 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDF607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2024-10-31 1.5 - 1.75 611242300.00 638547761.71 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 626000000.00 626000000.00 0.0031 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDE976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 2.875 - 2.875 241814000.00 341977378.96 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 332000000.00 332000000.00 0.0017 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDC682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2046-11-15 2.375 - 3 554428200.00 676510575.33 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 660000000.00 660000000.00 0.0033 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GDJ557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2029-02-15 1.125 - 5.25 643161000.00 702556910.45 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 689000000.00 689000000.00 0.0034 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.11% 1VUV7VQFKUOQSJ21A208 GEA221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2037-02-15 0 - 5.25 1136672000.00 1252617742.57 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1228000000.00 1228000000.00 0.0061 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GEA107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2029-08-15 1.875 - 6.125 440221400.00 510004260.63 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 500000000.00 500000000.00 0.0025 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 United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2045-08-15 0 - 3.125 106845100.00 109218815.13 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0010 107000000.00 107000000.00 0.0005 N N 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 United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2050-05-15 0 - 3.75 32523000.00 32650372.43 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0010 32000000.00 32000000.00 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 2022-07-31 2027-02-28 1.125 - 2.125 872682000.00 923969038.96 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 906000000.00 906000000.00 0.0045 N Y 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 United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2043-11-15 0 - 3.75 46642900.00 46920867.10 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0011 46000000.00 46000000.00 0.0002 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 United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2025-02-15 0 - 2 1391105000.00 1413735764.74 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0010 1386000000.00 1386000000.00 0.0069 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.11% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-31 2020-12-31 0 - 0 629666000.00 629354315.33 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-26 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 617000000.00 617000000.00 0.0031 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.12% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-20 2023-05-15 0 - 0.125 360082200.00 360073567.09 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 353000000.00 353000000.00 0.0018 N N Y 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 121338900.00 136756029.42 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 134000000.00 134000000.00 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 2026-09-30 2026-09-30 1.625 - 1.625 141283800.00 153131035.29 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 150000000.00 150000000.00 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 2026-02-15 2026-02-15 1.625 - 1.625 143513800.00 155123041.34 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 152000000.00 152000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDB302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-08-15 1.5 - 2.75 154036400.00 157105113.02 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0021 154000000.00 154000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE296000 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 148290300.00 159180368.90 U.S. Treasuries (including strips) Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0021 156000000.00 156000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-15 2026-08-15 2.375 - 6.75 116075600.00 159608385.88 U.S. Treasuries (including strips) Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0021 156000000.00 156000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF585000 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 154356400.00 160138997.59 U.S. Treasuries (including strips) Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0021 157000000.00 157000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2023-11-15 2.625 - 2.75 156207400.00 160141165.59 U.S. Treasuries (including strips) Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0021 157000000.00 157000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.11% RB0PEZSDGCO3JS6CEU02 GEA208000 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 397100000.00 463229829.16 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 453000000.00 453000000.00 0.0023 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2027-11-15 0.125 - 2.75 370132900.00 389531012.40 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 382000000.00 382000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2028-02-15 1.5 - 2.75 358438900.00 389722769.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 382000000.00 382000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2030-02-15 0.25 - 2.875 2036638300.00 2171283835.10 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 2129000000.00 2129000000.00 0.0106 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2025-11-30 0.125 - 2.875 111878800.00 118431772.30 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 116000000.00 116000000.00 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-11-30 1.625 - 1.625 98875700.00 107078099.34 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 105000000.00 105000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI863000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2025-05-31 0.25 - 2.125 300206200.00 319168272.14 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 313000000.00 313000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2030-02-15 1.5 - 2.875 241438400.00 260030523.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 255000000.00 255000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDH548000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2027-03-31 0.25 - 2.875 41465100.00 45884070.94 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0012 45000000.00 45000000.00 0.0002 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDG529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2027-08-15 0.25 - 2.25 534686800.00 572070478.33 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0012 561000000.00 561000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2025-08-15 1.25 - 2 198369700.00 209222460.68 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 205000000.00 205000000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2047-02-15 1.75 - 3 135865600.00 147857374.95 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 145000000.00 145000000.00 0.0007 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GDI741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-05-15 0 - 6.375 390450100.00 416440932.58 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 408000000.00 408000000.00 0.0020 N N 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 2026-11-15 2 - 2 209294900.00 231612105.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 227000998.80 227000998.80 0.0011 N N Y N 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 97731100.00 108152209.21 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 106000000.00 106000000.00 0.0005 N N Y N 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 2026-08-15 2026-08-15 1.5 - 1.5 144034500.00 155085325.19 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 152000000.00 152000000.00 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 2026-11-15 2026-11-15 2 - 2 140136200.00 155078983.26 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 152000000.00 152000000.00 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 2026-08-15 2026-11-15 1.5 - 2 115550400.00 124470526.33 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 122000000.00 122000000.00 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 2026-08-15 1.5 - 2.75 138755000.00 156095589.30 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 153000000.00 153000000.00 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 2026-08-15 2026-08-15 1.5 - 1.5 209402600.00 225468692.00 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 221000000.00 221000000.00 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 2026-08-15 2026-08-15 1.5 - 1.5 144021900.00 155071758.48 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 152000000.00 152000000.00 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 2025-06-30 2.75 - 2.75 68916600.00 77534058.47 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 76000000.00 76000000.00 0.0004 N N N Y SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.11% 6PJDTY319315T5LR2241 GEA219000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2028-08-15 2 - 3 677717000.00 785300403.01 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 769999384.00 769999384.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.11% O2RNE8IBXP4R0TD8PU41 GDI286000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-20 2048-08-15 0 - 7.5 268922127.00 334150721.64 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0011 327000000.00 327000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GDJ546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2027-07-31 0 - 2.5 304820700.00 315183221.80 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0012 309000000.00 309000000.00 0.0015 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.11%, dated 7/31/2020 due 08/03/2020 B4TYDEB6GKMZO031MB27 GEA367000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 3739844153.00 885613001.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 865564000.00 865564000.00 0.0043 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.11%, dated 7/31/2020 due 08/03/2020 B4TYDEB6GKMZO031MB27 GEA487000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 108017551.00 25579073.33 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 25000000.00 25000000.00 0.0001 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 2021-03-01 2050-07-01 2 - 6.1 52563181.00 50948085.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-06-20 2058-05-20 1.065 - 6.1 60690988.00 62060164.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2030-06-01 2050-08-01 1.5 - 5.33 24511473.00 25493058.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 N N/A N/A N N 0.0016 135750000.00 135750000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GDF502000 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 2048-09-01 2050-01-01 3 - 4.5 81910843.00 69105075.86 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2034-04-24 2034-04-24 3.12 - 3.12 32459000.00 39979674.56 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-09-01 2034-09-01 3 - 3 40001714.00 38540508.62 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-09-14 2029-09-14 2.125 - 2.125 26845000.00 29867124.35 Agency Debentures and Agency Strips Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 174000000.00 174000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GDB725000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2063-08-20 2063-08-20 4.652 - 4.652 4938137.00 3398993.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-12-01 2046-05-01 2 - 3 19168909.00 14004739.48 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2037-01-29 2037-01-29 2.43 - 2.43 3000000.00 3375945.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-08 2024-03-08 3.25 - 3.25 4000000.00 4467950.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2050-08-01 2 - 6.5 77673765.00 27796967.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 52000000.00 52000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GDC628000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-04-20 2049-04-20 0.587 - 0.587 59010412.00 48413954.03 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 47000000.00 47000000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GDG919000 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 2043-08-01 2043-08-01 2.619 - 2.619 15808.00 15760.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2049-08-15 0 - 1 295794295.00 215346512.22 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 209250000.00 209250000.00 0.0010 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.11%, dated 7/31/2020 due 08/03/2020 VJW2DOOHGDT6PR0ZRO63 GEA367000_08066 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 2020-08-25 2050-08-01 0.25 - 9.5 322022681.00 292443854.76 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2020-12-28 2050-02-03 0.16 - 3.5 40854057.00 42543543.93 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-08-11 2050-05-15 0 - 8 491164463.00 497494698.41 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-06-20 2.5 - 9.5 128744423.00 105084820.58 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-08-05 2035-02-26 0 - 5.75 44526134.00 45735263.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2020-10-01 2050-08-01 0.125 - 10 177981849.00 150148191.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1111104000.00 1111104000.00 0.0055 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.11%, dated 7/31/2020 due 08/03/2020 E57ODZWZ7FF32TWEFA76 GEA367000_00276 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 - 8.625 9360237.00 8424467.19 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2029-10-03 2 - 5.75 1778672.00 1886299.69 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-09-15 2049-08-20 2.5 - 10 92880046.00 6593142.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 70742040.00 45603084.07 Agency Mortgage-Backed Securities Tennessee Valley Authority 2021-03-15 2065-09-15 0 - 5.98 9154315.00 14476417.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2020-11-24 2050-03-01 0 - 9 108142818.00 37885440.77 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.5 - 5.625 4783440.00 6439188.32 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2048-02-15 0 - 8.125 219227489.00 238606133.95 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 352631000.00 352631000.00 0.0018 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 Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-06-15 2065-09-15 0 - 5.98 4000.00 2999.27 Agency Debentures and Agency Strips Resolution Funding Corp 2029-04-15 2030-01-15 0 - 0 588000.00 529720.87 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2036-03-14 1.375 - 5.625 23410000.00 24534833.42 Agency Debentures and Agency Strips Federal Farm Credit Bank 2034-02-28 2036-12-04 2.79 - 3.78 41000.00 54085.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2023-03-01 2049-10-01 0 - 6.75 4880281.00 5766196.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-28 2049-10-01 0 - 7.125 2081149.00 2468104.60 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-15 2039-12-15 5.5 - 5.5 8454.00 446.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2041-02-15 0 - 8.125 54025700.00 57454001.80 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 89000000.00 89000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.13% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 2035-06-15 2044-09-15 0 - 5.98 4000.00 4245.62 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2050-02-01 1.25 - 8 67513931.00 39053182.34 Agency Mortgage-Backed Securities Resolution Funding Corp 2023-01-15 2030-04-15 0 - 0 400000.00 356656.78 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2046-08-15 0.125 - 8.75 454380800.00 478576821.30 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2023-03-01 2050-03-01 0.55 - 6.25 8403089.00 4656279.86 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-11-29 2036-07-15 1.875 - 5.5 2945000.00 3597155.17 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-09-20 2049-11-20 3.5 - 9 18842842.00 7252214.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-04 2034-04-24 0.324 - 3.12 2000.00 2233.15 Agency Debentures and Agency Strips Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 523000000.00 523000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.13% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 13400.00 14599.16 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-01-20 2050-04-20 2.5 - 5 687276025.00 711960983.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0013 698000000.00 698000000.00 0.0035 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-12-15 2049-12-20 2.5 - 4.5 882010622.00 882300427.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 84800.00 92388.74 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 865000000.00 865000000.00 0.0043 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 MBNUM2BPBDO7JBLYG310 GEA367000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 798120001.00 830868560.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 2257382.00 2459395.89 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 816957000.00 816957000.00 0.0041 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.12% 7LTWFZYICNSX8D621K86 GEA111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2046-11-15 2046-11-15 3.75 - 3.75 92030900.00 97240861.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2048-02-15 3 - 5.5 112187400.00 160925246.11 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 251000000.00 251000000.00 0.0013 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.11% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-09-20 2060-08-15 2.2 - 4 569333355.00 334563067.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 328000000.00 328000000.00 0.0016 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.11%, dated 7/31/2020 due 08/03/2020 KBVRJ5K57JZ3E2AVWX40 GEA367000_03735 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 2043-10-01 2049-05-01 3.5 - 4.5 40974531.00 36867362.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-07-01 2049-10-01 3.02 - 3.197 20507351.00 17086031.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 52895000.00 52895000.00 0.0003 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 Association B1V7KEBTPIMZEU4LTD58 2035-08-01 2056-07-01 2.5 - 4 166297446.00 112206981.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0016 110000000.00 110000000.00 0.0005 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 GDD125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2025-05-01 2050-06-01 2.38 - 5 87513292.00 36831698.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-20 2050-07-01 2.396 - 6 392138297.00 50896585.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0017 86000000.00 86000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 GDF947000 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 2024-01-01 2050-07-01 2.312 - 6 90639160.00 55866608.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-06-01 2050-08-01 2.355 - 5.5 472041450.00 175687605.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0017 227000000.00 227000000.00 0.0011 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 7TK5RJIZDFROZCA6XF66 GEA367000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-02-15 0.125 - 7.25 263951908.00 319258630.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-03-01 2 - 5 66892224.00 63433695.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-15 2050-02-20 2.5 - 5 58042832.00 58950072.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-03-01 2029-08-01 3.5 - 5.5 133283.00 19170.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 431506000.00 431506000.00 0.0022 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.11% 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 2021-09-01 2050-08-01 2 - 6.5 768662904.00 800339184.49 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2021-05-28 2021-07-30 0 - 0 46000000.00 45928805.00 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2050-08-01 2.5 - 5 255938032.00 246162024.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1071000000.00 1071000000.00 0.0053 N Y Y N Natixis SA Natixis SA, 0.13% KX1WK48MPD4Y2NCUIZ63 GDG008000 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 2050-03-01 2050-03-01 4 - 4 142494307.00 141843122.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2045-02-15 0.25 - 6.625 33484300.00 35646409.39 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 174000000.00 174000000.00 0.0009 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.11%, dated 7/31/2020 due 08/03/2020 OXTKY6Q8X53C9ILVV871 GEA367000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2045-02-15 0 - 7.625 203517227.00 243719081.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-04-20 2069-12-20 0.918 - 5.5 59758991.00 56152930.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2050-07-01 2 - 3.5 60764112.00 65045960.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-09-01 2050-07-01 2.5 - 5.5 44628704.00 45125680.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 402000000.00 402000000.00 0.0020 N Y Y N RBC Financial Group RBC Financial Group, 0.12% ES7IP3U3RHIGC71XBU11 GDH913000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2032-06-01 2050-05-01 0.625 - 5 78802752.00 33233230.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 2058-08-01 0.622 - 6 721537586.00 579447358.91 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 600000000.00 600000000.00 0.0030 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.11%, dated 7/31/2020 due 08/03/2020 ES7IP3U3RHIGC71XBU11 GEA367000_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 2025-12-01 2051-04-15 0.523 - 7 1164038981.00 741930228.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.622 - 7 2126946541.00 1186636727.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1890178000.00 1890178000.00 0.0094 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.11%, dated 7/31/2020 due 08/03/2020 O2RNE8IBXP4R0TD8PU41 GEA367000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-31 2049-02-15 0.125 - 6.625 165784806.00 180044752.30 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 176335000.00 176335000.00 0.0009 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAE917000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2047-01-01 2047-01-01 3 - 3 156197000.00 111246951.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-02-28 1.125 - 2 6600000.00 6665629.24 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0020 115000000.00 115000000.00 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 Home Loan Mortgage Corp 2047-02-01 2047-02-01 3.5 - 3.5 172000000.00 102044800.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-04-30 1.125 - 2 26700000.00 27008984.94 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 2049-07-01 3.5 - 3.5 144354000.00 91747049.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 216000000.00 216000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAG528000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-04-30 1.125 - 2 13475000.00 13622642.49 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2048-01-01 2048-01-01 3.5 - 3.5 166667000.00 109199182.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-09-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 120000000.00 120000000.00 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 283737000.00 187585809.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-04-30 1.125 - 2 32550000.00 32905900.62 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0021 215640000.00 215640000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.12% SUVUFHICNZMP2WKHG940 GEA236000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-12-20 2049-10-20 3.5 - 5 528200303.00 135901561.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 2050-08-01 2.5 - 5 943657668.00 568809170.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-12-01 2050-08-01 2 - 4.5 624273450.00 380580121.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 1064000000.00 1064000000.00 0.0053 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.11%, dated 7/31/2020 due 08/03/2020 VYVVCKR63DVZZN70PB21 GEA367000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2046-02-15 2.5 - 2.875 19975525.00 26694174.43 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2036-03-25 0.295 - 0.295 90070.00 1061.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-08-25 2038-02-25 2.862 - 3.673 930934.00 545431.55 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 26447000.00 26447000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2048-08-15 3 - 6.625 251500600.00 361534880.80 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 351000000.00 351000000.00 0.0017 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.18% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0018 32730000.00 32730000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.16% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 17300000.00 17300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.16% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 34500000.00 34500000.00 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., 0.14% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 20500000.00 20500000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.16% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 13300000.00 13300000.00 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 2020-08-07 2020-08-07 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 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 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 22725000.00 22725000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 9000000.00 9000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 9100000.00 9100000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.18% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0018 24400000.00 24400000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.13% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 10600000.00 10600000.00 0.0001 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GEA470000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 627000000.00 627000000.00 0.0031 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GEA355000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 204000000.00 204000000.00 0.0010 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEA353000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 360000000.00 360000000.00 0.0018 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 GEA354000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 221000000.00 221000000.00 0.0011 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, 0.11% U7M81AY481YLIOR75625 GEA351000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 157000000.00 157000000.00 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, 0.11% U7M81AY481YLIOR75625 GEA350000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 142000000.00 142000000.00 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GDJ481000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 130000000.00 130000000.00 0.0006 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 Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer