0000278001-20-000020.txt : 20200908 0000278001-20-000020.hdr.sgml : 20200908 20200908112920 ACCESSION NUMBER: 0000278001-20-000020 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200831 FILED AS OF DATE: 20200908 DATE AS OF CHANGE: 20200908 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: 201163386 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 2020-08-31 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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2020-10-06 N N N 0.0009 3437686626.30 3437686626.30 0.0169 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 1721578431.16 1721578431.16 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 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 0.0009 1818170330.75 1818170330.75 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 0.0011 4548507083.33 4548507083.33 0.0224 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% to 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 4153788111.15 4153788111.15 0.0205 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 0.0007 1824746270.25 1824746270.25 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 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 3164279962.50 3164279962.50 0.0156 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 2038412380.59 2038412380.59 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 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 0.0011 2946699864.06 2946699864.06 0.0145 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 0.0012 1366420294.37 1366420294.37 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.12% 912796A66 US912796A668 U.S. Treasury Debt Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0011 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2208012091.02 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.14% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0012 368818474.14 368818474.14 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0011 1999037840.00 1999037840.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0011 1001485432.92 1001485432.92 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796XE4 US912796XE43 U.S. Treasury Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0012 1691022514.68 1691022514.68 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127964F3 US9127964F31 U.S. Treasury Debt Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0012 179889246.00 179889246.00 0.0009 N Y Y N U.S. Treasury Bills U.S. 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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 0.0000 2759080000.00 2759080000.00 0.0136 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 2080963582.50 2080963582.50 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.16% 9127962G3 US9127962G32 U.S. Treasury Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0008 1554591265.32 1554591265.32 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 4614520424.48 4614520424.48 0.0227 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 1671392044.08 1671392044.08 0.0082 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 0.0008 4159787382.40 4159787382.40 0.0205 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 1499884380.00 1499884380.00 0.0074 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 0.0010 1889813041.20 1889813041.20 0.0093 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 2096269385.00 2096269385.00 0.0103 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 0.0009 1465562970.30 1465562970.30 0.0072 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 0.0010 999848330.00 999848330.00 0.0049 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 0.0010 2249151170.04 2249151170.04 0.0111 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 3273647888.70 3273647888.70 0.0161 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 0.0012 149934609.00 149934609.00 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 247958770.00 247958770.00 0.0012 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 0.0013 278651353.16 278651353.16 0.0014 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 0.0008 1620239664.53 1620239664.53 0.0080 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 48735248.28 48735248.28 0.0002 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 0.0011 999630280.00 999630280.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0015 156271483.60 156271483.60 0.0008 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 0.0012 78731250.00 78731250.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0017 91433671.42 91433671.42 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0018 262075625.00 262075625.00 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0019 346087967.04 346087967.04 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Q78 254900HROIFWPRGM1V77 US912828Q780 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0018 10079687.50 10079687.50 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0018 156495508.20 156495508.20 0.0008 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 2020-09-01 2022-07-31 2022-07-31 N N N 0.0016 34997441.15 34997441.15 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 0.0016 335499349.38 335499349.38 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 0.0016 307554942.06 307554942.06 0.0015 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 2020-09-01 2021-01-31 2021-01-31 N N N 0.0012 500205015.00 500205015.00 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-09-01 2022-01-31 2022-01-31 N N N 0.0014 1377285978.75 1377285978.75 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-07-31 2021-07-31 N N N 0.0013 918631975.73 918631975.73 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-09-01 2021-10-31 2021-10-31 N N N 0.0012 1388374536.19 1388374536.19 0.0068 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 0.0019 76581875.00 76581875.00 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 0.0015 30110212.20 30110212.20 0.0001 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 0.0015 30137858.10 30137858.10 0.0001 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 0.0012 62334218.44 62334218.44 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 31293046.72 31293046.72 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 0.0013 9143437.50 9143437.50 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 0.0020 161236379.15 161236379.15 0.0008 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 0.0017 100049518.33 100049518.33 0.0005 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 0.0014 31063391.59 31063391.59 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 0.0015 51168268.38 51168268.38 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 0.0015 31031053.63 31031053.63 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.11% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-29 2021-01-29 N N N 0.0010 375015341.25 375015341.25 0.0018 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-06-04 2021-06-04 N N N 0.0019 155946056.76 155946056.76 0.0008 N N N N Fannie Mae Fannie Mae, 0.17% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-09-07 2021-09-07 N N N 0.0022 710634012.75 710634012.75 0.0035 N N N N Fannie Mae Fannie Mae, 0.19% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-07-29 2022-07-29 N N N 0.0021 143844476.19 143844476.19 0.0007 N N N N Fannie Mae Fannie Mae, 0.21% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-09-10 2021-09-10 N N N 0.0019 680140202.40 680140202.40 0.0033 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-12-10 2021-12-10 N N N 0.0024 680723844.36 680723844.36 0.0034 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-03-09 2022-03-09 N N N 0.0026 320801474.07 320801474.07 0.0016 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-03-11 2022-03-11 N N N 0.0026 680690180.67 680690180.67 0.0034 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-13 2022-05-13 N N N 0.0016 50079169.00 50079169.00 0.0002 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-05 2021-04-05 N N N 0.0018 536256990.56 536256990.56 0.0026 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-19 2022-05-19 N N N 0.0025 353242186.21 353242186.21 0.0017 N N N N Fannie Mae Fannie Mae, 0.26% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-07-06 2022-07-06 N N N 0.0028 687743437.92 687743437.92 0.0034 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-06-17 2022-06-17 N N N 0.0029 499818835.00 499818835.00 0.0025 N N N N Fannie Mae Fannie Mae, 0.27% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-06-24 2022-06-24 N N N 0.0029 505814707.86 505814707.86 0.0025 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-06 2021-07-06 N N N 0.0019 251224165.59 251224165.59 0.0012 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-24 2021-03-24 N N N 0.0023 338173617.08 338173617.08 0.0017 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 323963550.00 323963550.00 0.0016 N N Y 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 371955360.00 371955360.00 0.0018 N N Y 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 371954430.00 371954430.00 0.0018 N N Y 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 377952750.00 377952750.00 0.0019 N N Y 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 380951422.50 380951422.50 0.0019 N N Y 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 380950470.00 380950470.00 0.0019 N N Y N Fannie Mae Fannie Mae, 0.34% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-04 2022-05-04 N N N 0.0025 512782740.48 512782740.48 0.0025 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-26 2021-04-26 N N N 0.0018 859940424.61 859940424.61 0.0042 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-06 2021-07-06 N N N 0.0023 528619254.33 528619254.33 0.0026 N N N N Fannie Mae Fannie Mae, 0.35% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-10-27 2021-10-27 N N N 0.0021 419672126.28 419672126.28 0.0021 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-10-25 2021-10-25 N N N 0.0021 608181489.08 608181489.08 0.0030 N N N N Fannie Mae Fannie Mae, 0.42% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-09-23 2021-09-23 N N N 0.0021 1492345038.50 1492345038.50 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-12-03 2020-12-03 N N N 0.0016 142986638.08 142986638.08 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2021-03-03 2021-03-03 N N N 0.0017 68987713.17 68987713.17 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-14 2021-01-14 N N N 0.0021 24994383.75 24994383.75 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-05 2021-01-05 N N N 0.0019 76994224.23 76994224.23 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 2020-09-23 2020-10-23 2020-10-23 N N N 0.0016 85008782.20 85008782.20 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-08 2020-10-08 N N N 0.0017 39005252.13 39005252.13 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-20 2021-04-20 N N N 0.0021 161094957.80 161094957.80 0.0008 N N N 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 13997970.00 13997970.00 0.0001 N N Y 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 0.0010 34993972.30 34993972.30 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-30 2020-12-30 N N N 0.0019 126058555.98 126058555.98 0.0006 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 0.0012 208026960.96 208026960.96 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.37% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-27 2021-04-27 N N N 0.0021 167177470.90 167177470.90 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 0.0016 70200393.20 70200393.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUY7 2549001DPIFGXC1TOL40 US3130AHUY77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0008 103998065.60 103998065.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHYA5 2549001DPIFGXC1TOL40 US3130AHYA55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0008 51998414.00 51998414.00 0.0003 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 775975439.60 775975439.60 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJNZ8 2549001DPIFGXC1TOL40 US3130AJNZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0019 33998711.40 33998711.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-04 2020-09-04 N N N 0.0010 605899921.23 605899921.23 0.0030 N N Y 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 0.0023 14007197.96 14007197.96 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 17999891.10 17999891.10 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 517933955.00 517933955.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384Q85 2549001DPIFGXC1TOL40 US313384Q854 U.S. Government Agency Debt Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0010 225946639.14 225946639.14 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384R27 2549001DPIFGXC1TOL40 US313384R274 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 342917107.19 342917107.19 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-25 2021-02-25 N N N 0.0013 127985208.32 127985208.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-26 2021-02-26 N N N 0.0013 345968029.60 345968029.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-19 2021-02-19 N N N 0.0013 544957064.90 544957064.90 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-09 2021-02-09 N N N 0.0012 226986050.85 226986050.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-26 2021-02-26 N N N 0.0013 693935666.20 693935666.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2021-03-02 2021-03-02 N N N 0.0013 172983046.00 172983046.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 50999616.48 50999616.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 244998157.60 244998157.60 0.0012 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 0.0007 356984727.54 356984727.54 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384P45 2549001DPIFGXC1TOL40 US313384P450 U.S. Government Agency Debt Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0010 48990063.78 48990063.78 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384P94 2549001DPIFGXC1TOL40 US313384P948 U.S. Government Agency Debt Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0010 42990683.19 42990683.19 0.0002 N N N 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 0.0011 59980200.00 59980200.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2X3 2549001DPIFGXC1TOL40 US3130AK2X30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0012 207988364.48 207988364.48 0.0010 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 0.0011 120958221.12 120958221.12 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 0.0011 517813229.92 517813229.92 0.0025 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 0.0011 172936038.44 172936038.44 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZP7 2549001DPIFGXC1TOL40 US3130AJZP71 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0011 119995032.00 119995032.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJXL8 2549001DPIFGXC1TOL40 US3130AJXL85 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0018 171951380.76 171951380.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-28 2020-09-28 N N N 0.0010 36500520.49 36500520.49 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2021-01-08 2021-01-08 N N N 0.0016 220964297.45 220964297.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-12-11 2020-12-11 N N N 0.0016 341960280.12 341960280.12 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-13 2021-01-13 2021-01-13 N N N 0.0017 257956075.50 257956075.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-14 2020-12-14 2020-12-14 N N N 0.0016 329864888.74 329864888.74 0.0016 N N N 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 68991030.00 68991030.00 0.0003 N N Y 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 85996485.18 85996485.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384R76 2549001DPIFGXC1TOL40 US313384R761 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0011 68980603.41 68980603.41 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJZT9 2549001DPIFGXC1TOL40 US3130AJZT93 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0012 103996718.80 103996718.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0013 295826840.00 295826840.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385BU9 2549001DPIFGXC1TOL40 US313385BU96 U.S. Government Agency Debt Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0013 157406725.35 157406725.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0013 68955648.18 68955648.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0012 138997791.29 138997791.29 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-14 2021-05-14 N N N 0.0014 515956269.00 515956269.00 0.0025 N N N 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 0.0005 167999020.56 167999020.56 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2021-02-11 2021-02-11 N N N 0.0023 343850972.32 343850972.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-20 2021-04-20 2021-04-20 N N N 0.0014 435963559.12 435963559.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0013 103991983.68 103991983.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-26 2021-02-26 N N N 0.0013 462514175.63 462514175.63 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-11-26 2021-11-26 N N N 0.0016 525782613.86 525782613.86 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-12 2021-02-12 2021-02-12 N N N 0.0017 119984407.20 119984407.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-12 2021-02-12 2021-02-12 N N N 0.0019 343825212.07 343825212.07 0.0017 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 0.0007 253993578.88 253993578.88 0.0013 N N Y 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0019 170956567.71 170956567.71 0.0008 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0018 1999617.20 1999617.20 0.0000 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0018 343930570.48 343930570.48 0.0017 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0019 38990094.39 38990094.39 0.0002 N N N 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 428991535.83 428991535.83 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 385951750.00 385951750.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-04 2021-03-04 N N N 0.0013 1613168961.75 1613168961.75 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0015 55000000.00 55000000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-08 2021-07-08 N N N 0.0014 246004710.90 246004710.90 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-25 2022-02-25 N N N 0.0017 119965572.00 119965572.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-23 2021-07-23 N N N 0.0014 350001298.50 350001298.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-06-11 2021-06-11 N N N 0.0014 268711094.62 268711094.62 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-22 2022-02-22 N N N 0.0017 290818425.82 290818425.82 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-28 2022-02-28 N N N 0.0017 350896967.46 350896967.46 0.0017 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 2020-09-24 2021-03-24 2021-03-24 N N N 0.0021 331898431.24 331898431.24 0.0016 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 2020-09-24 2021-03-24 2021-03-24 N N N 0.0019 40792229.64 40792229.64 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 2020-09-27 2020-11-27 2020-11-27 N N N 0.0017 120994150.86 120994150.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384H77 2549001DPIFGXC1TOL40 US313384H770 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0007 388978822.84 388978822.84 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 0.0013 215012128.15 215012128.15 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-04 2020-12-04 N N N 0.0011 26003536.26 26003536.26 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-12 2022-08-12 N N N 0.0018 304883200.25 304883200.25 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-26 2022-05-26 N N N 0.0015 421938646.04 421938646.04 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-11 2020-09-11 N N N 0.0009 111902077.98 111902077.98 0.0006 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 0.0010 312999646.31 312999646.31 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-11-09 2020-11-09 N N N 0.0013 185007353.75 185007353.75 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-11-09 2020-11-09 N N N 0.0013 56002226.00 56002226.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-11-09 2020-11-09 N N N 0.0013 37001470.75 37001470.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-16 2020-11-16 2020-11-16 N N N 0.0017 294994539.55 294994539.55 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0007 1457951798.52 1457951798.52 0.0072 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 0.0007 161993385.54 161993385.54 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 0.0007 360983152.13 360983152.13 0.0018 N N Y 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0015 258016638.42 258016638.42 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-26 2021-03-26 2021-03-26 N N N 0.0020 341935430.40 341935430.40 0.0017 N N N 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 0.0018 339983846.60 339983846.60 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 0.0021 169979163.10 169979163.10 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 0.0018 136983151.74 136983151.74 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 0.0018 169979067.90 169979067.90 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 0.0018 180477749.77 180477749.77 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-15 2020-09-15 N N N 0.0010 279008082.63 279008082.63 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-22 2021-02-22 N N N 0.0013 236048325.72 236048325.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-18 2020-09-18 N N N 0.0009 236008222.24 236008222.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-25 2021-01-25 N N N 0.0011 275062089.50 275062089.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-23 2020-12-23 N N N 0.0011 541598910.39 541598910.39 0.0027 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 0.0006 202996447.50 202996447.50 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 0.0017 117998678.40 117998678.40 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 0.0017 168997963.55 168997963.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-01 2020-10-01 N N N 0.0010 216014094.00 216014094.00 0.0011 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 0.0006 447993029.12 447993029.12 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-19 2021-03-19 2021-03-19 N N N 0.0016 120011437.20 120011437.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-19 2021-03-19 2021-03-19 N N N 0.0019 595870079.86 595870079.86 0.0029 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 2020-09-23 2021-02-23 2021-02-23 N N N 0.0020 42996878.20 42996878.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0018 33998375.14 33998375.14 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 0.0018 168994049.51 168994049.51 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 0.0018 253991442.74 253991442.74 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 0.0017 83997553.08 83997553.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-10 2022-02-10 N N N 0.0017 166043178.26 166043178.26 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-07 2020-10-07 N N N 0.0010 278826106.83 278826106.83 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-11-24 2020-11-24 N N N 0.0019 666000066.60 666000066.60 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-14 2021-05-14 N N N 0.0014 115051306.10 115051306.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-16 2020-10-16 N N N 0.0010 346044374.50 346044374.50 0.0017 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 0.0022 236984296.38 236984296.38 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-06-04 2021-06-04 N N N 0.0014 203102236.89 203102236.89 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-10 2021-03-10 N N N 0.0013 301519468.93 301519468.93 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-01 2021-02-01 N N N 0.0017 34007339.58 34007339.58 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-09 2021-04-09 N N N 0.0013 500226539.68 500226539.68 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-25 2020-09-25 N N N 0.0010 327340094.25 327340094.25 0.0016 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 0.0004 326999365.62 326999365.62 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 0.0005 442998276.73 442998276.73 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 0.0007 750979557.78 750979557.78 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 0.0007 330985197.68 330985197.68 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 161982180.00 161982180.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-25 2020-09-25 N N N 0.0010 610082856.30 610082856.30 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-13 2021-04-13 N N N 0.0013 382395205.74 382395205.74 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-07 2021-04-07 N N N 0.0013 68072815.76 68072815.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-13 2021-05-13 N N N 0.0013 253308637.23 253308637.23 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-06 2021-04-06 N N N 0.0013 169190743.54 169190743.54 0.0008 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 271979600.00 271979600.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 346016279.30 346016279.30 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 0.0007 138994594.29 138994594.29 0.0007 N N Y 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 0.0019 68017342.72 68017342.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-25 2021-03-25 N N N 0.0013 977812800.48 977812800.48 0.0048 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 0.0017 122014099.54 122014099.54 0.0006 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 0.0021 88005778.08 88005778.08 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 0.0006 52999278.67 52999278.67 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 0.0021 352023112.32 352023112.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0021 352022232.32 352022232.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0007 274994654.00 274994654.00 0.0014 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-05 2021-02-05 N N N 0.0012 109988571.00 109988571.00 0.0005 N N N N Freddie Mac Freddie Mac, 0.12% 3134GVA65 US3134GVA655 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-01 2023-06-01 N N N 0.0000 36410000.00 36410000.00 0.0002 N Y 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 0.0007 385987991.54 385987991.54 0.0019 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 0.0007 386987205.78 386987205.78 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 0.0007 192992494.23 192992494.23 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 0.0010 597897012.44 597897012.44 0.0029 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-18 2022-08-18 N N N 0.0019 260771274.55 260771274.55 0.0013 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-03 2022-08-03 N N N 0.0018 301866679.08 301866679.08 0.0015 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-12-10 2021-12-10 N N N 0.0015 516374290.92 516374290.92 0.0025 N N N N Freddie Mac Freddie Mac, 0.22% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-01-18 2022-01-18 N N N 0.0016 826670637.66 826670637.66 0.0041 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-04-18 2022-04-18 N N N 0.0017 375286416.93 375286416.93 0.0018 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-12-13 2021-12-13 N N N 0.0015 533664261.91 533664261.91 0.0026 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2022-06-02 2022-06-02 N N N 0.0017 50076317.00 50076317.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-03-11 2022-03-11 N N N 0.0016 532886072.60 532886072.60 0.0026 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-06-24 2021-06-24 N N N 0.0014 117192144.42 117192144.42 0.0006 N N N N Freddie Mac Freddie Mac, 0.38% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-10-22 2021-10-22 N N N 0.0015 695844006.58 695844006.58 0.0034 N N N N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GEB313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-15 2027-02-15 1.375 - 2.25 217998300.00 238700435.17 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 234000000.00 234000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GFA892000 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 2045-08-15 0 - 5.5 552983300.00 641961791.72 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 628000000.00 628000000.00 0.0031 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 2021-07-15 2047-11-15 0.155 - 6.375 562639100.00 641958235.37 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 627000000.00 627000000.00 0.0031 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GEA470000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-02-15 0.125 - 7.125 612154691.00 640521829.28 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 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, 0.10% R0MUWSFPU8MPRO8K5P83 GFA833000 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 2047-11-15 0 - 4.5 205171211.00 239982266.28 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 235000000.00 235000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFA523000 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 2048-05-15 0 - 6.875 871170540.00 928326380.25 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-25 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 910000000.00 910000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFB782000 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 2046-02-15 0 - 6.75 569861500.00 643245319.47 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-30 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 629000000.00 629000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEF916000 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 2048-05-15 0 - 6.875 847920900.00 989538023.90 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 967000000.00 967000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEJ462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-08 2047-08-15 0 - 8.125 1365272350.00 1446959033.10 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 1417000000.00 1417000000.00 0.0070 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEB876000 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 2048-05-15 0 - 6.75 1261192526.00 1476682377.74 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 1442000000.00 1442000000.00 0.0071 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GED385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-03 2050-08-15 0 - 6.75 1078257224.00 1185538038.87 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-09 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 1161000000.00 1161000000.00 0.0057 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 2020-09-15 2047-11-15 0 - 6.875 902535645.00 961633333.91 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0014 942000000.00 942000000.00 0.0046 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 GFA531000 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 2047-02-15 0.125 - 3.625 197707300.00 224820123.74 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 220000000.00 220000000.00 0.0011 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 138632800.00 160418138.17 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 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., 0.11% 2IGI19DL77OX0HC3ZE78 GEB972000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2048-05-15 0.125 - 3.125 337436200.00 358052982.56 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 351000000.00 351000000.00 0.0017 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GEA355000 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 2047-02-15 0.125 - 3.625 182552600.00 208569143.67 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 204000000.00 204000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GEJ827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-15 2050-02-15 0.125 - 4.375 870094100.00 934724903.71 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 916000000.00 916000000.00 0.0045 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GFA290000 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 2044-05-15 0.125 - 4.375 649332600.00 694651598.34 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 681000000.00 681000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GFA809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-15 2050-02-15 0.125 - 4.375 630929100.00 695760485.85 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 682000000.00 682000000.00 0.0034 N N Y N Credit AG Credit AG, 0.08% 1VUV7VQFKUOQSJ21A208 GFA883000 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 2023-02-15 1.375 - 2.5 268836500.00 273363055.26 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0008 268000000.00 268000000.00 0.0013 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GFA842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.125 - 2.125 72767700.00 79561031.46 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 78000000.00 78000000.00 0.0004 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GFB684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2027-02-15 1.125 - 2.875 332968200.00 358024081.56 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0010 351000000.00 351000000.00 0.0017 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEJ510000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-30 2027-05-15 0.375 - 2.75 385720600.00 401888616.92 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 394000000.00 394000000.00 0.0019 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEG488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-15 2027-05-15 1.375 - 2.875 378174100.00 397818250.03 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 390000000.00 390000000.00 0.0019 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEF369000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-03 2021-07-15 0 - 0 647818500.00 647737647.66 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 635000000.00 635000000.00 0.0031 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GFC056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-15 2027-08-15 0 - 2.75 1067959000.00 1127969197.18 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1106000000.00 1106000000.00 0.0054 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GFC105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2024-08-15 2 - 2.5 596734000.00 640314388.64 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 628000000.00 628000000.00 0.0031 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2022-10-31 2 - 2 42875400.00 44880115.76 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 44000000.00 44000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.09% 549300H47WTHXPU08X20 GFC077000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2026-07-31 0 - 3 2132515300.00 2170560089.00 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 2128000000.00 2128000000.00 0.0105 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-05-15 0 - 8 27796400.00 32761842.37 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 32000000.00 32000000.00 0.0002 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2045-08-15 0.125 - 2.875 929290000.00 954884238.61 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 936000000.00 936000000.00 0.0046 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-05-15 0 - 3.625 30539500.00 31626584.10 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 31000000.00 31000000.00 0.0002 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% 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 2022-09-15 0 - 1.5 1277551600.00 1281123291.06 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 1256000000.00 1256000000.00 0.0062 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2023-09-30 1.375 - 2.625 613003500.00 632407973.93 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-25 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 620000000.00 620000000.00 0.0031 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 2020-09-03 2024-11-30 0 - 1.5 302210400.00 316209690.94 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 310000000.00 310000000.00 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-02-15 1.625 - 6 273995600.00 301806536.80 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 296000000.00 296000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEH397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2026-08-15 1.5 - 6 150637400.00 159306963.44 U.S. Treasuries (including strips) Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0016 156000000.00 156000000.00 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 157140047.17 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 2026-02-15 2 - 6 148525300.00 159320939.53 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 2026-09-30 1.5 - 6.75 119528600.00 159351023.58 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 2026-08-15 1.5 - 1.625 154468400.00 160230037.52 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 2026-02-15 2.625 - 6 156209400.00 160147492.13 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., 0.09% RB0PEZSDGCO3JS6CEU02 GFC072000 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 258600000.00 298263126.33 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 292000000.00 292000000.00 0.0014 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2027-08-15 2.25 - 3.125 552375000.00 586448892.75 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 575000000.00 575000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFB725000 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 1.125 - 3 80667200.00 83662762.61 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 82000000.00 82000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFA901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2025-05-31 1.75 - 2.875 143617300.00 158060080.05 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 155000000.00 155000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFB726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2028-08-15 1.375 - 2.875 371351100.00 391570730.89 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 384000000.00 384000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2025-06-30 1.5 - 2.75 140990700.00 148880806.42 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 146000000.00 146000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFC051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2049-08-15 0.5 - 2.875 1848820500.00 1951821569.23 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1912000000.00 1912000000.00 0.0094 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA416000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2047-02-15 0.125 - 3 329382900.00 341615180.03 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 335000000.00 335000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2047-02-15 2.75 - 3 156107200.00 175527922.01 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 172000000.00 172000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEJ495000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 0.25 - 0.25 392593000.00 392593000.00 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 385000000.00 385000000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEH420000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2026-09-30 0.25 - 2.125 610602200.00 637335403.41 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 625000000.00 625000000.00 0.0031 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEH421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 2.625 - 2.625 174686100.00 187632096.38 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 184000000.00 184000000.00 0.0009 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 2020-11-30 2050-08-15 0 - 6.375 358882300.00 416441597.47 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-29 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 408000000.00 408000000.00 0.0020 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GEI992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 6.25 279201100.00 324398122.44 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 317000000.00 317000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEC318000 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 216683100.00 238951262.49 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 663800.00 782440.71 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0015 235000000.00 235000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GED335000 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 100503100.00 110831636.75 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 308000.00 363048.71 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0015 109000000.00 109000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEE399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 222500.00 262267.33 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 149962200.00 159893720.64 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 157000000.00 157000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 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 142608500.00 160143415.83 U.S. Treasuries (including strips) Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 157000000.00 157000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 97900.00 115397.62 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 218107200.00 232451600.17 U.S. Treasuries (including strips) Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 228000000.00 228000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 131500.00 155002.94 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 143381300.00 161011238.10 U.S. Treasuries (including strips) Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 158000000.00 158000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 246500.00 290556.84 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 144038900.00 158841538.64 U.S. Treasuries (including strips) Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 156000000.00 156000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 178700.00 210638.98 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 119315600.00 127298274.60 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 125000000.00 125000000.00 0.0006 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 2049-08-15 2049-08-15 2.25 - 2.25 52200.00 61529.68 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 69002700.00 77487162.96 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 Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GFC034000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2027-11-15 1.5 - 2.625 706619000.00 785314775.39 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 770000000.00 770000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GEJ836000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-10 2050-02-15 0 - 8 288010500.00 325057000.66 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 318000000.00 318000000.00 0.0016 N Y 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 2020-09-15 2050-02-15 0 - 8.125 257999585.00 316217782.47 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 Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.09%, dated 8/31/2020 due 09/01/2020 B4TYDEB6GKMZO031MB27 GFC189000_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 4864635522.00 1094640095.16 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1070311000.00 1070311000.00 0.0053 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 8/31/2020 due 09/01/2020 B4TYDEB6GKMZO031MB27 GFC236000_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 316868458.00 71301727.74 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 69717000.00 69717000.00 0.0003 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2050-09-01 1.5 - 5 24265382.00 23948585.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-01 2050-09-01 2 - 6.1 56717377.00 54323930.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-06-20 2058-05-20 0.807 - 6.1 63818280.00 64540336.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-10-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 140000000.00 140000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GEI543000 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 2047-10-01 2049-03-01 4 - 4 296133054.00 178505454.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 175000000.00 175000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GEF063000 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 2049-12-20 0.558 - 3.5 60465354.00 48413066.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-08 2020-09-08 2020-10-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 47000000.00 47000000.00 0.0002 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GED944000 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 2050-06-01 2050-06-01 3.5 - 3.5 52338471.00 54064295.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0013 53000000.00 53000000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GEJ463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2038-03-09 2038-03-09 3.46 - 3.46 1000.00 1258.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 0 - 0 2544000.00 2123990.69 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2050-05-15 0 - 8.125 311717369.00 211515561.37 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 2045-08-01 0 - 3.5 4696018.00 4120750.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 211500000.00 211500000.00 0.0010 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 8/31/2020 due 09/01/2020 VJW2DOOHGDT6PR0ZRO63 GFC189000_08066 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 2020-10-15 2050-08-20 2.5 - 9.5 66349161.00 38279001.79 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2020-12-28 2050-02-03 0.155 - 3.5 83029539.00 84206958.20 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2020-09-02 2020-09-02 0 - 0 111799.00 111798.98 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-11 2025-03-14 0 - 5.75 116775508.00 117778404.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-09-29 2050-08-01 0.25 - 9 146490933.00 111814447.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-09-08 2050-05-15 0 - 8.125 455959530.00 458781314.99 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-09-25 2050-09-01 0.25 - 9.5 355691624.00 329396657.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1117992000.00 1117992000.00 0.0055 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.09%, dated 8/31/2020 due 09/01/2020 8NAV47T0Y26Q87Y0QP81 GFC189000_00431 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 2050-08-01 2050-09-01 2 - 2.5 519505720.00 538365116.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2041-11-15 1.25 - 3.125 21149260.00 27151056.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2058-08-20 2070-07-20 0.872 - 5.237 63186549.00 60546077.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-08-01 2 - 2.5 446686952.00 464072571.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0009 1068543000.00 1068543000.00 0.0053 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 8/31/2020 due 09/01/2020 E57ODZWZ7FF32TWEFA76 GFC189000_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 9454824.00 8398038.62 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-09-08 2050-08-15 0 - 8.125 196993030.00 215038565.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-09-04 2057-09-01 0 - 10.5 65231558.00 40250866.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-24 2050-03-01 0 - 9 92352950.00 33221110.69 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2029-10-03 0.9 - 5.75 25319482.00 25394009.67 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-04 2036-07-15 0.1 - 5.625 20004909.00 21652551.19 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 9226508.00 14071694.48 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2049-08-20 2.5 - 10 90991907.00 5509607.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 356181000.00 356181000.00 0.0018 N Y Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2021-10-04 2034-04-24 0.315 - 3.12 2000.00 2217.15 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-09-20 2049-11-20 3.5 - 9 17688179.00 5980375.04 Agency Mortgage-Backed Securities Resolution Funding Corp 2023-01-15 2030-04-15 0 - 0 406000.00 357450.66 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2050-02-01 0.625 - 7 65377997.00 36280668.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2050-03-01 1.125 - 6.25 4429076.00 671313.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-01 2050-08-15 0 - 8 459754000.00 489281532.48 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-14 2036-07-15 0.125 - 5.625 3210000.00 3988344.01 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 8000.00 6779.71 Agency Debentures and Agency Strips Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 526000000.00 526000000.00 0.0026 N Y Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 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 2050-05-15 0.125 - 8.125 45039600.00 48767439.76 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-15 2044-07-15 4 - 5.5 9454.00 704.69 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2036-04-01 2065-09-15 0 - 5.98 6000.00 3121.95 Agency Debentures and Agency Strips Resolution Funding Corp 2029-04-15 2030-01-15 0 - 0 603000.00 537891.17 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-30 2041-09-01 0 - 7.125 4927654.00 5079601.68 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-05-10 2036-12-04 0.275 - 3.78 939000.00 949429.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2049-10-01 0 - 6.75 3083497.00 3929099.18 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-04 2036-03-14 0.1 - 5.625 28175000.00 29503103.93 Agency Debentures and Agency Strips Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 87000000.00 87000000.00 0.0004 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% 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 2021-07-15 2021-07-15 0.625 - 0.625 11500.00 13412.11 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-05-20 2049-10-20 2.5 - 5.5 772764723.00 715020704.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 701000000.00 701000000.00 0.0035 N Y 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 2026-06-20 2047-06-20 1.5 - 8.5 8309968334.00 893520056.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2021-07-15 0.625 - 0.625 70900.00 82688.58 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-13 Y CITIGROUP INC 1.0000 8 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 876000000.00 876000000.00 0.0043 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.09%, dated 8/31/2020 due 09/01/2020 MBNUM2BPBDO7JBLYG310 GFC189000_00137 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 2021-07-15 2021-07-15 0.625 - 0.625 2066.00 2409.34 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-01-20 2050-07-20 2.5 - 5 1050218809.00 1089914202.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0009 1068543000.00 1068543000.00 0.0053 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.11% 7LTWFZYICNSX8D621K86 GFC060000 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 2024-06-30 2039-05-15 1.75 - 4.25 419270000.00 539355145.59 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-28 2020-09-28 1.375 - 1.375 225000.00 226529.49 Agency Debentures and Agency Strips Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0011 529000000.00 529000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-06-01 2049-05-01 2.5 - 6.5 166820431.00 94698356.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-05-15 2047-11-20 3.5 - 4.5 98388671.00 26474197.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 2056-08-01 2.5 - 7 1416238805.00 1242570854.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1337000000.00 1337000000.00 0.0066 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-08-01 2049-10-01 2.618 - 3.932 153491041.00 61212261.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-01 2049-03-01 2.509 - 3.939 295564746.00 51009180.74 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., 0.15% K5HU16E3LMSVCCJJJ255 GEE341000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-09-15 2034-09-15 5.75 - 5.75 9252032.00 1930702.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-07-20 2061-03-15 3 - 5.5 25833568.00 29498567.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-07-01 1.7 - 6.15 305792022.00 57318494.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 87000000.00 87000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GEG909000 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 2032-02-01 2050-09-01 2 - 5 286682601.00 180476022.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-10-01 2050-04-01 2.5 - 4 81519422.00 51077484.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0015 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 0.09%, dated 8/31/2020 due 09/01/2020 7TK5RJIZDFROZCA6XF66 GFC189000_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 2049-05-15 0.145 - 6.875 320464962.00 440892404.20 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-04-15 2050-08-20 2 - 3 111734105.00 116843430.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-08-01 2050-06-01 2 - 3 49565944.00 51648807.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 594677000.00 594677000.00 0.0029 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2026-02-17 2029-01-23 2.05 - 3.17 2000.00 2231.12 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2050-09-01 2 - 7.5 1103524850.00 1009920830.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-07-01 2050-09-01 1.5 - 5 462971946.00 458206962.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-08-20 3.5 - 3.5 1000.00 1079.29 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2021-05-28 2021-07-30 0 - 0 23150000.00 23112973.85 Agency Debentures and Agency Strips Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1462000000.00 1462000000.00 0.0072 N Y Y N Natixis SA Natixis SA, 0.12% KX1WK48MPD4Y2NCUIZ63 GEI914000 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 2020-11-15 2048-02-15 0 - 3.125 319200.00 350674.75 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2050-07-01 2.5 - 4 174244132.00 177136756.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 174000000.00 174000000.00 0.0009 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 8/31/2020 due 09/01/2020 OXTKY6Q8X53C9ILVV871 GFC189000_07426 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 2021-01-01 2050-08-01 1.5 - 5.799 162857838.00 125475438.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-27 2040-08-15 0 - 8 189762433.00 227791849.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-15 2068-10-20 1.006 - 5 38711809.00 31783625.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-02-01 2050-08-01 1.5 - 4.5 32274786.00 29116982.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 406046000.00 406046000.00 0.0020 N Y Y N RBC Financial Group RBC Financial Group, 0.12% ES7IP3U3RHIGC71XBU11 GEG411000 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 2028-07-01 2058-08-01 0.625 - 6 722002798.00 579958790.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-02-20 2050-08-20 3.5 - 3.5 6763582.00 2020054.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-03-01 2050-08-01 0.521 - 5 84395366.00 29656265.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 8 N N/A N/A N N 0.0012 599000000.00 599000000.00 0.0029 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 8/31/2020 due 09/01/2020 ES7IP3U3RHIGC71XBU11 GFC189000_76426 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 2023-05-01 2059-08-01 0.625 - 7 2517355059.00 1352680909.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2050-08-20 2.5 - 4.5 20638816.00 7929280.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2051-04-15 0.521 - 7 1333026009.00 778665645.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 2095838000.00 2095838000.00 0.0103 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.09%, dated 8/31/2020 due 09/01/2020 O2RNE8IBXP4R0TD8PU41 GFC189000_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 2020-09-30 2045-02-15 0 - 4.375 170107145.00 181780639.27 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 178091000.00 178091000.00 0.0009 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.09%, dated 8/31/2020 due 09/01/2020 5U0XI89JRFVHWIBS4F54 GFC189000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2049-09-01 2.5 - 2.5 34572222.00 29872036.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2024-09-30 0 - 2.875 122759730.00 128068076.04 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2049-12-20 3 - 4.5 457724781.00 213862592.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 2050-09-01 2 - 3 179113417.00 182517668.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 543450000.00 543450000.00 0.0027 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.09%, dated 8/31/2020 due 09/01/2020 5U0XI89JRFVHWIBS4F54 GFC189000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 4169793155.00 3058037833.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 2991920000.00 2991920000.00 0.0147 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GEE925000 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 2048-01-01 2049-07-01 3.5 - 3.5 314522000.00 190767947.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 4 - 4 88000000.00 37730777.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 50000.00 50943.22 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-11-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 N N/A N/A N N 0.0017 223985000.00 223985000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GDJ481000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3 - 3 186715000.00 127279178.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-05-31 1.125 - 2 5650000.00 5686886.81 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 N N/A N/A N N 0.0017 130000000.00 130000000.00 0.0006 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 19375000.00 19499564.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 166667000.00 103124074.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 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 United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-05-31 1.125 - 2 46700000.00 47231143.36 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 283737000.00 173085163.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 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.), 0.10% SUVUFHICNZMP2WKHG940 GFC055000 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 2043-12-20 2047-02-20 2.5 - 4 128404276.00 78694725.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-04-01 2049-02-01 2.5 - 4 562795745.00 343967159.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2050-08-01 2.5 - 4.5 607788630.00 450460541.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 856000000.00 856000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 8/31/2020 due 09/01/2020 VYVVCKR63DVZZN70PB21 GFC189000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2050-09-01 2.5 - 5 23185658.00 24514748.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 24034000.00 24034000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-03-20 2050-08-20 2.5 - 3 330486031.00 348657304.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2036-03-25 0.322 - 0.322 851422.00 9985.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-01-25 2038-02-25 2.205 - 6.085 12480000.00 8419007.09 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 350000000.00 350000000.00 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., 0.10% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2043-04-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 32730000.00 32730000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2038-11-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 17300000.00 17300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2038-11-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 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., 0.10% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2037-11-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 13300000.00 13300000.00 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., 0.10% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2031-11-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 20500000.00 20500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2031-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 9000000.00 9000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2033-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2041-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 24400000.00 24400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2041-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 9100000.00 9100000.00 0.0000 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2038-01-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 10600000.00 10600000.00 0.0001 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 628000000.00 628000000.00 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFC147000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-09-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 167000000.00 167000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFC179000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 188000000.00 188000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFC171000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 421000000.00 421000000.00 0.0021 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFB672000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 N N/A N/A N N 0.0016 105005000.00 105005000.00 0.0005 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 2020-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer