0000278001-20-000022.txt : 20201007 0000278001-20-000022.hdr.sgml : 20201007 20201007130540 ACCESSION NUMBER: 0000278001-20-000022 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201007 DATE AS OF CHANGE: 20201007 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: 201228645 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 2020-09-30 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 0.0006 3437967751.56 3437967751.56 0.0165 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0006 1889976110.40 1889976110.40 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0006 4614899224.09 4614899224.09 0.0222 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0008 2096432744.28 2096432744.28 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0008 1465685213.85 1465685213.85 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0008 2391503931.41 2391503931.41 0.0115 N 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US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0009 1638303653.82 1638303653.82 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 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 3017525691.12 3017525691.12 0.0145 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0009 1870237833.13 1870237833.13 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0009 1824593937.50 1824593937.50 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 2249329420.42 2249329420.42 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 3273897551.79 3273897551.79 0.0157 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0010 1759781707.20 1759781707.20 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 743132221.24 743132221.24 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 3837128385.00 3837128385.00 0.0185 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 2542505539.08 2542505539.08 0.0122 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 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 769493714.80 769493714.80 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 1389618378.77 1389618378.77 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0010 1338640050.02 1338640050.02 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0010 441855368.76 441855368.76 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0010 1001600592.78 1001600592.78 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0010 1303474774.88 1303474774.88 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0010 1499366670.00 1499366670.00 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796C72 US912796C722 U.S. Treasury Debt Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0010 1776740488.10 1776740488.10 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0010 1982079907.83 1982079907.83 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0010 1386044784.25 1386044784.25 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0011 3464242031.25 3464242031.25 0.0167 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 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 3882753157.89 3882753157.89 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 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 2923223911.92 2923223911.92 0.0141 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0011 920411323.72 920411323.72 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0011 4099182237.29 4099182237.29 0.0197 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0011 157948386.14 157948386.14 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0011 2068290436.45 2068290436.45 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0011 1208555692.50 1208555692.50 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 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 1940211197.01 1940211197.01 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796B81 US912796B815 U.S. Treasury Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0011 1539380150.00 1539380150.00 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796XE4 US912796XE43 U.S. Treasury Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0011 1613791299.08 1613791299.08 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127964F3 US9127964F31 U.S. Treasury Debt Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0011 179915299.20 179915299.20 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0011 1453704563.04 1453704563.04 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0012 2421986047.19 2421986047.19 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0012 421749319.34 421749319.34 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0015 278673653.16 278673653.16 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0019 358809459.48 358809459.48 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0014 45250775.55 45250775.55 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 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 0.0015 575989451.70 575989451.70 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 9128284P2 254900HROIFWPRGM1V77 US9128284P22 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0015 114743554.97 114743554.97 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828WN6 254900HROIFWPRGM1V77 US912828WN60 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0015 90098593.75 90098593.75 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 9128286V7 254900HROIFWPRGM1V77 US9128286V71 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0016 40523437.60 40523437.60 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0014 184701562.50 184701562.50 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828S27 254900HROIFWPRGM1V77 US912828S273 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0016 171235155.40 171235155.40 0.0008 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 0.0023 155980858.60 155980858.60 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 0.0020 78585000.00 78585000.00 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 0.0019 91355468.75 91355468.75 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0019 373700000.00 373700000.00 0.0018 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 0.0014 10072265.60 10072265.60 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Y20 254900HROIFWPRGM1V77 US912828Y206 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0015 171281250.00 171281250.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0015 126170000.00 126170000.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828S76 254900HROIFWPRGM1V77 US912828S760 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0017 75597656.25 75597656.25 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0016 256360156.25 256360156.25 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 163392016.20 163392016.20 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 354875272.57 354875272.57 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0017 230642648.44 230642648.44 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0017 57498750.00 57498750.00 0.0003 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 156198828.90 156198828.90 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0013 80446875.20 80446875.20 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-10-01 2022-07-31 2022-07-31 N N N 0.0016 784945104.95 784945104.95 0.0038 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 306940539.96 306940539.96 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 2020-10-01 2021-01-31 2021-01-31 N N N 0.0012 500160725.00 500160725.00 0.0024 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 2020-10-01 2022-01-31 2022-01-31 N N N 0.0013 1377247203.75 1377247203.75 0.0066 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 2020-10-01 2021-07-31 2021-07-31 N N N 0.0010 918649719.68 918649719.68 0.0044 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 2020-10-01 2021-10-31 2021-10-31 N N N 0.0010 1388298297.14 1388298297.14 0.0067 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 0.0015 76447009.96 76447009.96 0.0004 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 0.0014 30092897.70 30092897.70 0.0001 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 0.0013 30074465.10 30074465.10 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 0.0014 62249748.40 62249748.40 0.0003 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 0.0023 9114609.42 9114609.42 0.0000 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 0.0016 31242187.50 31242187.50 0.0002 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 31032204.35 31032204.35 0.0001 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 51102218.28 51102218.28 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.06% 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 0.0006 323991900.00 323991900.00 0.0016 N N Y N Fannie Mae Fannie Mae, 0.06% 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 0.0006 371988840.00 371988840.00 0.0018 N N Y N Fannie Mae Fannie Mae, 0.06% 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 0.0006 371988218.76 371988218.76 0.0018 N N Y N Fannie Mae Fannie Mae, 0.06% 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 0.0006 377987401.26 377987401.26 0.0018 N N Y N Fannie Mae Fannie Mae, 0.06% 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 0.0006 380986665.00 380986665.00 0.0018 N N Y N Fannie Mae Fannie Mae, 0.06% 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 0.0006 380986028.73 380986028.73 0.0018 N N Y N Fannie Mae Fannie Mae, 0.11% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-29 2021-01-29 N N N 0.0009 375023966.25 375023966.25 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 2020-10-01 2021-06-04 2021-06-04 N N N 0.0011 156041767.44 156041767.44 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 2020-10-01 2021-09-07 2021-09-07 N N N 0.0012 711336480.75 711336480.75 0.0034 N N N N Fannie Mae Fannie Mae, 0.19% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-29 2022-07-29 N N N 0.0015 144011072.09 144011072.09 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 2020-10-01 2021-09-10 2021-09-10 N N N 0.0012 680582413.20 680582413.20 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 2020-10-01 2021-12-10 2021-12-10 N N N 0.0013 681646184.69 681646184.69 0.0033 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-09 2022-03-09 N N N 0.0014 321376128.96 321376128.96 0.0015 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-11 2022-03-11 N N N 0.0014 681912178.28 681912178.28 0.0033 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-13 2022-05-13 N N N 0.0014 50087423.50 50087423.50 0.0002 N N N N Fannie Mae Fannie Mae, 0.26% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-06 2022-07-06 N N N 0.0015 689390812.64 689390812.64 0.0033 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-19 2022-05-19 N N N 0.0014 353879761.66 353879761.66 0.0017 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-05 2021-04-05 N N N 0.0010 536446622.00 536446622.00 0.0026 N N N N Fannie Mae Fannie Mae, 0.27% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-24 2022-06-24 N N N 0.0014 507099608.84 507099608.84 0.0024 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-17 2022-06-17 N N N 0.0014 501078640.00 501078640.00 0.0024 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-06 2021-07-06 N N N 0.0011 251368839.48 251368839.48 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 2020-10-01 2021-03-24 2021-03-24 N N N 0.0010 338363786.02 338363786.02 0.0016 N N N N Fannie Mae Fannie Mae, 0.34% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-04 2022-05-04 N N N 0.0014 513627996.16 513627996.16 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 2020-10-01 2021-04-26 2021-04-26 N N N 0.0010 860228541.80 860228541.80 0.0041 N N N N Fannie Mae Fannie Mae, 0.35% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-27 2021-10-27 N N N 0.0012 420023482.92 420023482.92 0.0020 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-06 2021-07-06 N N N 0.0011 529079820.90 529079820.90 0.0025 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-25 2021-10-25 N N N 0.0012 608673019.47 608673019.47 0.0029 N N N N Fannie Mae Fannie Mae, 0.42% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-23 2021-09-23 N N N 0.0012 1493403166.57 1493403166.57 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0006 13999346.62 13999346.62 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 34997822.30 34997822.30 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-02 2021-09-02 N N N 0.0012 194006460.20 194006460.20 0.0009 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 2020-10-03 2020-12-03 2020-12-03 N N N 0.0014 142995069.36 142995069.36 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 2020-10-03 2021-03-03 2021-03-03 N N N 0.0014 68996521.02 68996521.02 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 2020-10-01 2021-01-14 2021-01-14 N N N 0.0009 25004326.50 25004326.50 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 2020-10-01 2021-01-05 2021-01-05 N N N 0.0009 77016490.32 77016490.32 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0014 85003398.30 85003398.30 0.0004 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 2020-10-01 2021-04-20 2021-04-20 N N N 0.0010 161178740.59 161178740.59 0.0008 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 2020-10-01 2020-10-08 2020-10-08 N N N 0.0010 39001668.03 39001668.03 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 2020-10-01 2020-12-30 2020-12-30 N N N 0.0009 126075892.32 126075892.32 0.0006 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 2020-10-01 2021-04-27 2021-04-27 N N N 0.0010 167258634.57 167258634.57 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 0.0013 70177814.00 70177814.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 272000000.00 272000000.00 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0006 115997859.80 115997859.80 0.0006 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 103999592.32 103999592.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 161996220.54 161996220.54 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384L49 2549001DPIFGXC1TOL40 US313384L491 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0006 354988757.15 354988757.15 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 385987134.62 385987134.62 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 104996149.65 104996149.65 0.0005 N N Y 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 325995481.64 325995481.64 0.0016 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 775988360.00 775988360.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 48995903.11 48995903.11 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 42995986.81 42995986.81 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 140984921.46 140984921.46 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 23997340.08 23997340.08 0.0001 N N Y 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 0.0015 33999997.96 33999997.96 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHWW9 2549001DPIFGXC1TOL40 US3130AHWW93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0010 638984076.12 638984076.12 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 102984035.00 102984035.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0009 228963360.00 228963360.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384S67 2549001DPIFGXC1TOL40 US313384S678 U.S. Government Agency Debt Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0009 47991720.00 47991720.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384S83 2549001DPIFGXC1TOL40 US313384S835 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0009 270951897.50 270951897.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T58 2549001DPIFGXC1TOL40 US313384T585 U.S. Government Agency Debt Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0009 231955920.00 231955920.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 59988300.00 59988300.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 120974892.50 120974892.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 517886040.00 517886040.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 172960642.50 172960642.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 295891465.68 295891465.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 157441375.35 157441375.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 68971633.41 68971633.41 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385DL7 2549001DPIFGXC1TOL40 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0010 272868050.91 272868050.91 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0010 94953555.45 94953555.45 0.0005 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 2020-10-01 2021-03-02 2021-03-02 N N N 0.0009 173011582.35 173011582.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-16 2021-04-16 N N N 0.0013 262974360.13 262974360.13 0.0013 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 2020-10-01 2021-02-09 2021-02-09 N N N 0.0009 227014705.06 227014705.06 0.0011 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 2020-10-01 2021-02-25 2021-02-25 N N N 0.0009 128005862.40 128005862.40 0.0006 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 2020-10-01 2021-02-19 2021-02-19 N N N 0.0009 545036667.60 545036667.60 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-15 2021-04-15 N N N 0.0010 265766237.33 265766237.33 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-17 2021-03-17 N N N 0.0010 210013643.70 210013643.70 0.0010 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 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 694046421.66 694046421.66 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-15 2021-04-15 N N N 0.0013 86991747.18 86991747.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-23 2021-04-23 N N N 0.0010 34001956.02 34001956.02 0.0002 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 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 346022901.74 346022901.74 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-04 2021-03-04 N N N 0.0009 378024713.64 378024713.64 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-30 2021-04-30 N N N 0.0013 105737627.25 105737627.25 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2021-01-08 2021-01-08 N N N 0.0016 220972664.51 220972664.51 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-11 2020-12-11 2020-12-11 N N N 0.0015 341972195.40 341972195.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-13 2021-01-13 2021-01-13 N N N 0.0016 257966310.36 257966310.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0013 50999241.12 50999241.12 0.0002 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 0.0009 208004526.08 208004526.08 0.0010 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 0.0009 120004185.60 120004185.60 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 0.0016 171973102.64 171973102.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0014 52991884.64 52991884.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBE5 2549001DPIFGXC1TOL40 US3130AKBE53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0014 35994361.32 35994361.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0015 47623063.49 47623063.49 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-11 2021-02-11 2021-02-11 N N N 0.0017 343940429.52 343940429.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-12 2021-02-12 2021-02-12 N N N 0.0017 119978955.60 119978955.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-12 2021-02-12 2021-02-12 N N N 0.0017 343839057.48 343839057.48 0.0017 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 2020-10-14 2020-12-14 2020-12-14 N N N 0.0015 329875112.34 329875112.34 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-24 2021-03-24 2021-03-24 N N N 0.0015 40793454.05 40793454.05 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-24 2021-03-24 2021-03-24 N N N 0.0017 331914433.64 331914433.64 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0015 343940216.24 343940216.24 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0015 1999667.30 1999667.30 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0016 38991391.14 38991391.14 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0016 170962253.46 170962253.46 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJWD7 2549001DPIFGXC1TOL40 US3130AJWD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0010 86000835.92 86000835.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3B0 2549001DPIFGXC1TOL40 US3130AK3B01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 90751032.74 90751032.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK7M2 2549001DPIFGXC1TOL40 US3130AK7M20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0013 439967462.00 439967462.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK6P6 2549001DPIFGXC1TOL40 US3130AK6P69 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0014 77996168.64 77996168.64 0.0004 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 0.0010 104004694.56 104004694.56 0.0005 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 0.0013 138994994.61 138994994.61 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKAV8 2549001DPIFGXC1TOL40 US3130AKAV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0014 52991402.34 52991402.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKBD7 2549001DPIFGXC1TOL40 US3130AKBD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0013 89983317.60 89983317.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKB47 2549001DPIFGXC1TOL40 US3130AKB475 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0015 316934232.01 316934232.01 0.0015 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 2020-10-01 2021-05-14 2021-05-14 N N N 0.0010 516073917.00 516073917.00 0.0025 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 2020-10-20 2021-04-20 2021-04-20 N N N 0.0014 435968468.48 435968468.48 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-27 2020-11-27 2020-11-27 N N N 0.0014 120996234.48 120996234.48 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK4X1 2549001DPIFGXC1TOL40 US3130AK4X12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0015 491935611.96 491935611.96 0.0024 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 0.0012 103997041.20 103997041.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAD8 2549001DPIFGXC1TOL40 US3130AKAD89 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0015 106978272.58 106978272.58 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAH9 2549001DPIFGXC1TOL40 US3130AKAH93 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0015 298933296.09 298933296.09 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAE6 2549001DPIFGXC1TOL40 US3130AKAE62 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0015 253947828.40 253947828.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAK2 2549001DPIFGXC1TOL40 US3130AKAK23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0015 71983997.28 71983997.28 0.0003 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 2020-10-01 2021-11-26 2021-11-26 N N N 0.0013 525984859.22 525984859.22 0.0025 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 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 462578338.25 462578338.25 0.0022 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 428998215.36 428998215.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0013 258001746.66 258001746.66 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0017 341943881.22 341943881.22 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK5T9 2549001DPIFGXC1TOL40 US3130AK5T90 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0016 86986259.22 86986259.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4H6 2549001DPIFGXC1TOL40 US3130AK4H61 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0014 114986591.00 114986591.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4L7 2549001DPIFGXC1TOL40 US3130AK4L73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0013 65994510.12 65994510.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK7L4 2549001DPIFGXC1TOL40 US3130AK7L47 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0015 71988999.84 71988999.84 0.0003 N N N 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 2020-10-01 2021-07-08 2021-07-08 N N N 0.0011 246071084.16 246071084.16 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 2020-10-01 2022-02-25 2022-02-25 N N N 0.0013 120028750.80 120028750.80 0.0006 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 2020-10-01 2022-02-22 2022-02-22 N N N 0.0013 290970124.35 290970124.35 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 2020-10-01 2022-02-28 2022-02-28 N N N 0.0013 351083545.02 351083545.02 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-30 2022-03-30 N N N 0.0017 53983638.00 53983638.00 0.0003 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 2020-10-01 2021-07-23 2021-07-23 N N N 0.0011 350100880.50 350100880.50 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 2020-10-01 2021-06-11 2021-06-11 N N N 0.0010 268775012.98 268775012.98 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-25 2022-03-25 N N N 0.0014 53757821.16 53757821.16 0.0003 N N N 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 2020-10-01 2021-03-04 2021-03-04 N N N 0.0009 1613381361.59 1613381361.59 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 185004108.85 185004108.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 37000821.77 37000821.77 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 56001243.76 56001243.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-11-16 2020-11-16 N N N 0.0016 294996725.50 294996725.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2021-02-23 2021-02-23 N N N 0.0014 43002329.74 43002329.74 0.0002 N N N 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 0.0010 215024757.25 215024757.25 0.0010 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 2020-10-01 2022-08-12 2022-08-12 N N N 0.0015 305057684.65 305057684.65 0.0015 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 2020-10-01 2020-12-04 2020-12-04 N N N 0.0009 26003450.72 26003450.72 0.0001 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 2020-10-01 2022-05-26 2022-05-26 N N N 0.0014 422041036.95 422041036.95 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-24 2020-11-24 2020-11-24 N N N 0.0016 666000039.96 666000039.96 0.0032 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 0.0015 340006647.00 340006647.00 0.0016 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 0.0018 169995064.90 169995064.90 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 0.0016 136996329.77 136996329.77 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 0.0016 169995389.60 169995389.60 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 0.0015 180495061.52 180495061.52 0.0009 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 2020-10-01 2021-01-25 2021-01-25 N N N 0.0009 275070276.25 275070276.25 0.0013 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 2020-10-01 2021-02-22 2021-02-22 N N N 0.0009 236072199.48 236072199.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-09-16 2022-09-16 N N N 0.0016 143764134.94 143764134.94 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-09-15 2022-09-15 N N N 0.0016 176018652.48 176018652.48 0.0008 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 2020-10-01 2020-12-23 2020-12-23 N N N 0.0009 541603388.60 541603388.60 0.0026 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 0.0014 34000010.88 34000010.88 0.0002 N N N 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 2020-10-19 2021-03-19 2021-03-19 N N N 0.0017 120000651.60 120000651.60 0.0006 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 0.0015 169001093.43 169001093.43 0.0008 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 2020-10-19 2021-03-19 2021-03-19 N N N 0.0019 595874352.46 595874352.46 0.0029 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 0.0014 254004099.56 254004099.56 0.0012 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 0.0014 84001608.60 84001608.60 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 2020-10-01 2022-02-10 2022-02-10 N N N 0.0013 166121347.66 166121347.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0019 216000000.00 216000000.00 0.0010 N Y Y 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 2020-10-01 2020-10-07 2020-10-07 N N N 0.0010 278804753.54 278804753.54 0.0013 N N Y 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 2020-10-01 2021-05-14 2021-05-14 N N N 0.0010 115070354.70 115070354.70 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 2020-10-01 2020-10-16 2020-10-16 N N N 0.0009 346016929.78 346016929.78 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 0.0019 237003365.40 237003365.40 0.0011 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 2020-10-01 2021-06-04 2021-06-04 N N N 0.0010 203139308.75 203139308.75 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 2020-10-01 2021-03-10 2021-03-10 N N N 0.0010 301547327.33 301547327.33 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHB44 2549001DPIFGXC1TOL40 US3130AHB448 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0007 35001050.00 35001050.00 0.0002 N N Y 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 2020-10-01 2021-02-01 2021-02-01 N N N 0.0017 34005921.10 34005921.10 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 2020-10-01 2021-04-09 2021-04-09 N N N 0.0010 500273395.31 500273395.31 0.0024 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 2020-10-01 2021-04-13 2021-04-13 N N N 0.0009 382413874.08 382413874.08 0.0018 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 2020-10-01 2021-04-07 2021-04-07 N N N 0.0009 68075110.08 68075110.08 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 2020-10-01 2021-05-13 2021-05-13 N N N 0.0010 253327242.85 253327242.85 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 2020-10-01 2021-04-06 2021-04-06 N N N 0.0009 169194870.52 169194870.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0015 68010592.36 68010592.36 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 2020-10-01 2021-03-25 2021-03-25 N N N 0.0010 977801442.62 977801442.62 0.0047 N N N N Freddie Mac Freddie Mac, 0.07% 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 0.0007 597962792.44 597962792.44 0.0029 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-05 2021-02-05 N N N 0.0010 110001475.10 110001475.10 0.0005 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-03 2022-08-03 N N N 0.0015 302060252.02 302060252.02 0.0015 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-18 2022-08-18 N N N 0.0015 260941115.23 260941115.23 0.0013 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-10 2021-12-10 N N N 0.0013 516511077.36 516511077.36 0.0025 N N N N Freddie Mac Freddie Mac, 0.22% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-01-18 2022-01-18 N N N 0.0013 826904131.34 826904131.34 0.0040 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-04-18 2022-04-18 N N N 0.0014 375424357.63 375424357.63 0.0018 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-13 2021-12-13 N N N 0.0013 533788792.03 533788792.03 0.0026 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-02 2022-06-02 N N N 0.0014 50097728.00 50097728.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-11 2022-03-11 N N N 0.0014 533033527.04 533033527.04 0.0026 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-24 2021-06-24 N N N 0.0010 117201002.49 117201002.49 0.0006 N N N N Freddie Mac Freddie Mac, 0.38% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-22 2021-10-22 N N N 0.0012 695909728.38 695909728.38 0.0033 N N N N Barclays Bank PLC Barclays Bank PLC, 0.08% G5GSEF7VJP5I7OUK5573 GGF624000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-09-30 2028-05-15 0.375 - 2.875 216518100.00 255000576.36 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 250000000.00 250000000.00 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFC610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 261676100.00 322416879.68 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 313000000.00 313000000.00 0.0015 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFD870000 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 2046-08-15 2.25 - 3.75 518386700.00 642057342.02 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 626000000.00 626000000.00 0.0030 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GFD857000 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 2029-05-15 0 - 2.75 237056100.00 255019871.83 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 250000000.00 250000000.00 0.0012 N N Y 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 2021-04-22 2043-11-15 0 - 3.75 198080400.00 239705196.66 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 234000000.00 234000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 6.875 575992840.00 640691101.38 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 627000000.00 627000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGD630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 7.5 833141600.00 966615867.21 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 944500000.00 944500000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-22 2049-02-15 0 - 6.125 498995400.00 645792412.58 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 628000000.00 628000000.00 0.0030 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 2020-10-15 2050-02-15 0 - 6.375 210320469.00 240103490.44 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 235000000.00 235000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGE274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-22 2050-02-15 0 - 7.625 543272532.00 663217086.46 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 647000000.00 647000000.00 0.0031 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 2020-10-15 2050-02-15 0 - 6.375 557678032.00 643282959.27 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 629000000.00 629000000.00 0.0030 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 2020-10-15 2050-02-15 0 - 7.625 1171018315.00 1475277275.92 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0011 1442000000.00 1442000000.00 0.0069 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFH295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-05-15 0 - 6.875 1570781064.00 1981124090.65 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1931000000.00 1931000000.00 0.0093 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 2020-10-15 2050-02-15 0 - 8.125 1217865285.00 1455440314.41 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1417000000.00 1417000000.00 0.0068 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFH802000 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 2050-02-15 0.125 - 6.875 309698432.00 327458158.46 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 320000000.00 320000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFI516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-22 2050-02-15 0 - 6.75 444377832.00 491629394.21 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 481000000.00 481000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2048-02-15 0 - 8.125 430080664.00 481053516.88 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 471000000.00 471000000.00 0.0023 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 2020-10-15 2050-08-15 0 - 8.125 1022727691.00 1190040032.40 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 1161000000.00 1161000000.00 0.0056 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.08% 549300IMBXQ8SGH3HJ31 GGF574000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2040-05-15 0.125 - 4.375 2226751300.00 2400065384.36 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 2353000000.00 2353000000.00 0.0113 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GGC787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2044-05-15 0.125 - 3.375 676786900.00 701789847.05 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 688000000.00 688000000.00 0.0033 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GGE901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2040-05-15 0.125 - 4.375 863119000.00 934324687.72 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 916000000.00 916000000.00 0.0044 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GGF575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2039-11-15 0.25 - 4.375 628347500.00 700741803.68 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 687000000.00 687000000.00 0.0033 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GGC213000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2025-11-30 0.25 - 2.875 160544300.00 182584097.51 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 179000000.00 179000000.00 0.0009 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GGA949000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2047-11-15 2.75 - 4.25 237962400.00 330638351.94 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 321000000.00 321000000.00 0.0015 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GFJ203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2046-11-15 2.75 - 4.375 288577400.00 413047679.97 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 401000000.00 401000000.00 0.0019 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GFH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-31 2025-04-30 1.875 - 2.875 571051500.00 602851366.55 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 591000000.00 591000000.00 0.0028 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GGF627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2036-02-15 0.125 - 6.625 441547000.00 473217036.99 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 464000000.00 464000000.00 0.0022 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGD546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-15 2027-02-28 1.125 - 2.625 329731000.00 345827660.70 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 339000000.00 339000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGC966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2024-06-30 1.75 - 2 155448000.00 165301325.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 162000000.00 162000000.00 0.0008 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2049-11-15 2.125 - 3 258761000.00 334925752.89 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0010 324000000.00 324000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2043-11-15 0 - 3.75 727303000.00 828734424.97 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0010 810000000.00 810000000.00 0.0039 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGF205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2044-05-15 0.125 - 4.5 458965000.00 525144119.86 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 515000000.00 515000000.00 0.0025 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2028-08-15 2.25 - 2.875 296529000.00 329487975.27 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 323000000.00 323000000.00 0.0016 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.08% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2041-02-15 0 - 6.375 52059900.00 63323376.06 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 62000000.00 62000000.00 0.0003 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.08% 549300H47WTHXPU08X20 GGF533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-15 2025-06-30 0.125 - 2.875 2502928200.00 2591249704.41 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 2540000000.00 2540000000.00 0.0122 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 2021-11-30 2028-08-15 1.5 - 2.875 1594040000.00 1727267588.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 1694000000.00 1694000000.00 0.0081 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 2020-10-13 2050-05-15 0 - 2.75 33063100.00 33660173.04 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 33000000.00 33000000.00 0.0002 N N 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 2021-07-15 2050-05-15 0.125 - 2.875 32767900.00 34680122.39 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 34000000.00 34000000.00 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 2023-09-15 2024-06-30 0.125 - 2 1432543800.00 1450461809.26 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0009 1422000000.00 1422000000.00 0.0068 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 2024-11-30 2024-11-30 1.5 - 1.5 617086000.00 652810959.80 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 640000000.00 640000000.00 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 2020-10-08 2023-09-30 0 - 1.375 315796600.00 324369080.24 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 318000000.00 318000000.00 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 2023-11-15 2026-02-15 1.625 - 6 273845600.00 302115865.87 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 0.0014 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 2024-11-30 1.5 - 1.5 150350400.00 159206970.74 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, 0.16% H7FNTJ4851HG0EXQ1Z70 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 31189000.00 32654233.23 U.S. Treasuries (including strips) Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 32000000.00 32000000.00 0.0002 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 157166252.50 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 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 148330300.00 159251521.40 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 159666756.94 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 160290437.58 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 2026-08-15 1.5 - 6 156212400.00 160192095.82 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., 0.08% RB0PEZSDGCO3JS6CEU02 GGF622000 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 316700000.00 368114265.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 360000000.00 360000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GGF534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2030-05-15 0.25 - 2.75 2622573300.00 2753841319.98 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 2700000000.00 2700000000.00 0.0130 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GGF179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2029-05-15 0.5 - 2.875 1156093100.00 1232847920.05 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 1209000000.00 1209000000.00 0.0058 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFI614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2026-02-28 1.75 - 2.875 331807000.00 363029310.22 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0011 356000000.00 356000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFH943000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2047-02-15 0.125 - 3 405550500.00 428270234.89 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 420000000.00 420000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFH288000 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 0.5 - 2.875 346659300.00 371196467.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 364000000.00 364000000.00 0.0018 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GFD374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 6 319348100.00 340046791.80 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 333000000.00 333000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGA899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 6 272379700.00 328077384.13 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 321000000.00 321000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GFJ953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-08-15 0 - 8 294094800.00 328922404.22 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-20 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 322000000.00 322000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GFJ951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 5.375 269052500.00 330295212.05 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 322000000.00 322000000.00 0.0015 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 216647500.00 239756075.59 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 0.0011 N N Y N 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 100486700.00 111205053.56 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 Y N 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 2025-06-30 2026-08-15 1.5 - 2.75 149738000.00 160173400.60 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 142361100.00 160163393.99 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 2026-08-15 2026-08-15 1.5 - 1.5 217513800.00 232594951.83 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 2025-06-30 2025-06-30 2.75 - 2.75 143269100.00 161184939.63 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, 0.15% 5493007VSMFZCPV1NB83 GFC600000 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 70725400.00 79569630.36 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 78000000.00 78000000.00 0.0004 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 2026-11-15 2026-11-15 2 - 2 143811000.00 159150514.02 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 2026-08-15 2026-11-15 1.5 - 2 119134400.00 127523840.92 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 SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.08% 6PJDTY319315T5LR2241 GGF608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2026-05-31 2.125 - 3 721311000.00 785288601.53 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 770000000.00 770000000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GGC891000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-11-15 0 - 8.125 292544288.00 326374447.07 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 319000000.00 319000000.00 0.0015 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GGD579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-08-15 0 - 8 184026100.00 218223139.38 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0009 213000000.00 213000000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.13% 5493006GGLR4BTEL8O61 GFI586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2044-02-15 1.375 - 3.625 108350000.00 157660008.06 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0013 153000000.00 153000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 GGF619000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2025-06-30 0.25 - 0.25 162989300.00 163200389.16 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 160000000.00 160000000.00 0.0008 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.08%, dated 9/30/2020 due 10/01/2020 B4TYDEB6GKMZO031MB27 GGF820000_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 4871395426.00 1107629412.81 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 1083293000.00 1083293000.00 0.0052 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 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 2050-09-20 2050-09-20 2.5 - 2.5 49381837.00 52005686.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2035-09-01 2 - 2 52904201.00 55103804.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 105000000.00 105000000.00 0.0005 N N 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2035-09-01 1.5 - 1.5 23167477.00 23747088.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-09-20 2050-09-20 3 - 3 56358965.00 59203326.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-09-01 2040-09-01 2.5 - 2.5 57150350.00 59876717.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 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, 0.11% 3Y4U8VZURTYWI1W2K376 GGA934000 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 2050-08-01 2050-08-01 2.5 - 2.5 175235294.00 182585578.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 179000000.00 179000000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2050-07-01 2.5 - 2.5 46047119.00 47947831.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2050-09-01 2.5 - 2.5 51671629.00 54070151.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 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 GNAR WN 784593 M 549300M8ZYFG0OCMTT87 2043-06-20 2043-06-20 3.055 - 3.055 1000.00 268.66 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-10-24 2033-10-24 4.1 - 4.1 300000.00 335925.20 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-20 2048-11-20 3 - 3.5 6821860.00 3861795.21 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2038-03-09 2038-03-09 3.46 - 3.46 1000.00 1259.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 0 - 6.5 58339557.00 10669899.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-08-19 2050-09-01 0 - 4 106685949.00 63459883.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2050-08-15 0 - 3.125 198739476.00 138775630.07 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 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 0.08%, dated 9/30/2020 due 10/01/2020 VJW2DOOHGDT6PR0ZRO63 GGF820000_08066 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 2020-10-13 2050-08-15 0 - 7.875 66618962.00 67005777.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-09-20 2.5 - 9.5 483823601.00 483138529.93 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2020-10-15 0 - 0 3371297.00 3370990.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-01 2050-09-01 0.25 - 9 78195507.00 52089711.45 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2020-12-11 2029-01-23 0.161 - 4.8 35030029.00 35464997.18 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-25 2050-10-01 0.25 - 9.5 299930189.00 254101065.07 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2025-09-12 0 - 3.125 5200343.00 5245256.95 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 882744000.00 882744000.00 0.0042 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.08%, dated 9/30/2020 due 10/01/2020 8NAV47T0Y26Q87Y0QP81 GGF820000_00431 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 2048-02-01 2050-10-01 2 - 3.5 836575036.00 827021357.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 7.5 - 7.5 18848384.00 25020908.87 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2050-10-01 2 - 2 60981684.00 63317715.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2070-08-20 0.872 - 5.237 90721417.00 92092198.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0008 987696000.00 987696000.00 0.0048 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.08%, dated 9/30/2020 due 10/01/2020 E57ODZWZ7FF32TWEFA76 GGF820000_00276 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 2021-01-05 2023-12-20 2.625 - 3.5 17756.00 19720.53 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2046-08-15 0 - 7.625 186062810.00 211274631.80 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2049-11-20 2.5 - 10 82561255.00 7383275.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2050-03-01 0 - 9 92215935.00 44169650.19 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-04-07 2036-07-15 1.125 - 5.625 7248237.00 10136933.50 Agency Debentures and Agency Strips Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 5831693.00 5325837.39 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 7116721.00 10656307.06 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 45156931.00 18186611.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 300944000.00 300944000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2044-09-15 2044-09-15 0 - 0 2000.00 1186.33 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-09 2022-09-09 2 - 2 10000.00 10362.58 Agency Debentures and Agency Strips Federal Farm Credit Bank 2028-12-07 2028-12-07 5.75 - 5.75 9000.00 12732.48 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2050-05-15 0 - 7.875 78583100.00 85150641.46 U.S. Treasuries (including strips) Resolution Funding Corp 2028-10-15 2028-10-15 0 - 0 12000.00 11195.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-07-21 2025-07-21 0.375 - 0.375 6632000.00 6622708.02 Agency Debentures and Agency Strips Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 90000000.00 90000000.00 0.0004 N N 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 2020-10-29 2029-05-15 0 - 2.875 531903500.00 549786187.94 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 539000000.00 539000000.00 0.0026 N N 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 178765600.00 208667845.41 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-09-20 2 - 5 494284145.00 526742225.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 719000000.00 719000000.00 0.0035 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2024-05-15 1.125 - 2.5 264647900.00 294084887.41 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-01-15 2049-10-20 2 - 8.5 5647336370.00 600571495.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-13 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 876000000.00 876000000.00 0.0042 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.08%, dated 9/30/2020 due 10/01/2020 MBNUM2BPBDO7JBLYG310 GGF820000_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 2021-01-15 2021-01-15 1.125 - 1.125 20374797.00 24326459.60 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2035-10-01 1.5 - 5 260016859.00 255737904.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-02-01 2035-10-01 1.5 - 5.5 177873856.00 180616273.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0008 451415000.00 451415000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GGF578000 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 2021-03-31 2049-05-15 1.25 - 5.25 467439800.00 551646598.11 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 539000000.00 539000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.08% 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 2032-10-01 2050-09-01 2 - 5.5 253517863.00 178668806.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-11-15 2060-07-15 2.3 - 8 2128110146.00 1091954108.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-02-01 2048-07-01 2.49 - 3.96 15376246.00 13559938.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 1259000000.00 1259000000.00 0.0061 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.08%, dated 9/30/2020 due 10/01/2020 CYYGQCGNHMHPSMRL3R97 GGF820000_03556 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 2022-12-15 2026-07-31 1.625 - 1.875 3567866.00 3705598.76 U.S. Treasuries (including strips) Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 9195029.00 8656556.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2050-10-01 2 - 5 245117685.00 142365493.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-04-20 2050-06-20 3 - 5 82906039.00 59051015.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2050-09-01 2.5 - 5 284943040.00 215969829.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 421321000.00 421321000.00 0.0020 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.08%, dated 9/30/2020 due 10/01/2020 ZBUT11V806EZRVTWT807 GGF820000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-03-01 2.5 - 5 3137818.00 3317914.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2059-11-01 2 - 7.5 593696207.00 436673663.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2025-07-31 0 - 2.625 335640911.00 351993127.54 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 776454000.00 776454000.00 0.0037 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GFF834000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2022-11-01 2050-05-01 2.5 - 6 94591193.00 29087833.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2050-09-01 2 - 4.5 168513072.00 60680394.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0015 88000000.00 88000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GFI442000 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 2024-01-01 2050-10-01 2 - 5.54 209872991.00 130918436.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-12-01 2050-09-01 2 - 4 140156024.00 104717271.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 231000000.00 231000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.08%, dated 9/30/2020 due 10/01/2020 K5HU16E3LMSVCCJJJ255 GGF820000_12878 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 2024-09-30 2050-09-01 0.4 - 3 22167783.00 21963534.02 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 3.167 - 3.167 323423.00 10352.06 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 59314550.00 55368038.76 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-12-20 2050-06-20 2 - 4.5 648862.00 462828.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 76279000.00 76279000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.08%, dated 9/30/2020 due 10/01/2020 7TK5RJIZDFROZCA6XF66 GGF820000_08126 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 2027-08-15 2048-07-20 2.5 - 8.5 206960832.00 68756329.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-10-01 3 - 8.5 328370896.00 84707187.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-04-01 2038-10-01 2.335 - 3.945 2779090.00 17287.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 150471000.00 150471000.00 0.0007 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 United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2048-02-15 3 - 7.625 2200.00 2991.07 U.S. Treasuries (including strips) Resolution Funding Corp 2030-04-15 2030-04-15 0 - 0 7301000.00 6537089.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2039-05-01 2050-09-01 2 - 4 69818424.00 74359735.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 2050-10-01 2 - 4.5 848278789.00 867702592.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 930000000.00 930000000.00 0.0045 N Y Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GGA900000 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 2040-07-01 2050-07-01 2.5 - 4 174803296.00 174294050.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-02-15 0 - 5.375 5496500.00 7324101.07 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 178000000.00 178000000.00 0.0009 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.08%, dated 9/30/2020 due 10/01/2020 OXTKY6Q8X53C9ILVV871 GGF820000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-06 2040-08-15 0 - 7.625 210923600.00 259065116.97 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2050-10-01 1.5 - 5.5 34944421.00 34076696.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-01 2050-10-01 2 - 6 39521201.00 37273765.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-09-15 2070-01-20 1.5 - 5.5 20260124.00 19521657.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 343075000.00 343075000.00 0.0017 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.08%, dated 9/30/2020 due 10/01/2020 549300QJJX6CVVUXLE15 GGF820000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2038-04-01 2050-07-01 2.5 - 3.582 9490843.00 9824972.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-08-15 2055-10-15 1.93 - 6.5 418551567.00 269859222.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2050-09-01 2 - 3.604 14380678.00 14765213.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-27 2050-05-15 0 - 6.25 503274151.00 473913830.48 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 752358000.00 752358000.00 0.0036 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GGC873000 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 0.598 - 6 742204717.00 593962205.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-09-01 0.506 - 6.5 96127662.00 33414102.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2063-06-20 2.5 - 6 8511829.00 3581819.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 618000000.00 618000000.00 0.0030 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.08%, dated 9/30/2020 due 10/01/2020 ES7IP3U3RHIGC71XBU11 GGF820000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2051-04-15 0.506 - 7.607 1283944762.00 735988158.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.598 - 7 2251410241.00 1174518934.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 1871828000.00 1871828000.00 0.0090 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.08%, dated 9/30/2020 due 10/01/2020 O2RNE8IBXP4R0TD8PU41 GGF820000_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 2021-01-31 2049-08-15 0.125 - 7.5 165216067.00 184623924.24 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 180796000.00 180796000.00 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 0.08%, dated 9/30/2020 due 10/01/2020 5U0XI89JRFVHWIBS4F54 GGF820000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-20 2049-12-20 3 - 5 2185607573.00 828026619.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-05-01 2049-09-01 2.5 - 3.5 510970157.00 314123044.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2024-09-30 0 - 2.875 831439832.00 845349440.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 2050-09-01 2 - 3.5 2388220098.00 1833481177.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 3746051000.00 3746051000.00 0.0180 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.08%, dated 9/30/2020 due 10/01/2020 5U0XI89JRFVHWIBS4F54 GGF820000_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 3794574473.00 2543640630.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 2489131000.00 2489131000.00 0.0120 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFG593000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 1.375 - 1.375 150000.00 151957.61 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 406165000.00 228922628.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-12-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 224406250.00 224406250.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFB672000 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 2021-05-31 2021-05-31 2 - 2 6500000.00 6624446.83 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 173562000.00 100611756.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 105005000.00 105005000.00 0.0005 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 United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2021-05-31 1.125 - 2 11500000.00 11588810.15 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3 - 3 186715000.00 121179816.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 130000000.00 130000000.00 0.0006 N N Y N 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 United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2020-12-15 1.875 - 1.875 15800000.00 15947217.41 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2049-07-01 3.5 - 3.5 314522000.00 177549883.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 4 - 4 88000000.00 35137964.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 223985000.00 223985000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GGF617000 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 2042-02-20 2047-02-20 2.5 - 4 392293211.00 127153555.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-01-01 2048-11-01 3.5 - 4.5 457919923.00 286999690.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-05-01 2 - 4 553659059.00 362068694.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 761000000.00 761000000.00 0.0037 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF820000_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 Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 2165817.00 2165557.30 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 11738513.00 11776473.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2038-02-25 0.25 - 6.087 9156378.00 9062129.69 Agency Collateralized Mortgage Obligation Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 22570.00 23148.32 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 22570000.00 22570000.00 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF913000_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 2021-08-12 2038-02-25 0.25 - 6.087 10142200.00 10037804.27 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 2399000.00 2398712.12 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 13002342.00 13044388.49 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 25000.00 25640.58 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 25000000.00 25000000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-09-01 1.5 - 3 332037725.00 340029425.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 2050-09-01 2.5 - 3 24854959.00 26156983.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 359000000.00 359000000.00 0.0017 N Y 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., 0.15% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0015 32730000.00 32730000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 34955000.00 34955000.00 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., 0.12% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 20500000.00 20500000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.14% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 13500000.00 13500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 15800000.00 15800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 11100000.00 11100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 16600000.00 16600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (750 Sixth Avenue Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MFM2 US64986MFM29 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 22600000.00 22600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.15% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0015 24400000.00 24400000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 10600000.00 10600000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GGF756000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-10-07 2020-10-07 2020-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 549000000.00 549000000.00 0.0026 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. Treasuries as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-10-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer