0000278001-20-000024.txt : 20201106 0000278001-20-000024.hdr.sgml : 20201106 20201106090009 ACCESSION NUMBER: 0000278001-20-000024 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201031 FILED AS OF DATE: 20201106 DATE AS OF CHANGE: 20201106 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: 201292577 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 2020-10-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0008 1638445894.70 1638445894.70 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0008 825201185.50 825201185.50 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 3017793357.54 3017793357.54 0.0144 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0008 3837510821.77 3837510821.77 0.0183 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0008 278724912.50 278724912.50 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0008 2455769921.92 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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 1870366175.00 1870366175.00 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0009 3883245112.50 3883245112.50 0.0186 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 1824732710.50 1824732710.50 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 2985547322.40 2985547322.40 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0009 1389748104.72 1389748104.72 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0009 2018676112.02 2018676112.02 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0009 1713645893.85 1713645893.85 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0009 238700922.55 238700922.55 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0009 4201909279.47 4201909279.47 0.0201 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0009 1265639190.00 1265639190.00 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0009 1378588795.99 1378588795.99 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796C72 US912796C722 U.S. Treasury Debt Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0009 1637426116.93 1637426116.93 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0009 1982324947.14 1982324947.14 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796C80 US912796C805 U.S. Treasury Debt Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0009 1516474860.11 1516474860.11 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 2413431189.18 2413431189.18 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0010 1529601695.10 1529601695.10 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796XE4 US912796XE43 U.S. Treasury Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0010 3569302382.89 3569302382.89 0.0171 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 1244585004.15 1244585004.15 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964F3 US9127964F31 U.S. Treasury Debt Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0010 179937982.80 179937982.80 0.0009 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 1386182677.70 1386182677.70 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796C98 US912796C987 U.S. Treasury Debt Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0010 2079185326.40 2079185326.40 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0010 1453893357.14 1453893357.14 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796D22 US912796D225 U.S. Treasury Debt Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0010 2238633231.87 2238633231.87 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0010 339858332.20 339858332.20 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964X4 US9127964X47 U.S. Treasury Debt Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0010 714692078.10 714692078.10 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0010 2150032351.14 2150032351.14 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127962Q1 US9127962Q14 U.S. Treasury Debt Y N/A N/A 2021-04-22 2021-04-22 2021-04-22 N N N 0.0011 2098940151.00 2098940151.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0011 401776387.50 401776387.50 0.0019 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 2422200410.00 2422200410.00 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 562813894.72 562813894.72 0.0027 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.12% 912810EJ3 254900HROIFWPRGM1V77 US912810EJ35 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0021 50573971.88 50573971.88 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0015 103635703.64 103635703.64 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128286D7 254900HROIFWPRGM1V77 US9128286D73 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0016 54421875.00 54421875.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0014 182597187.50 182597187.50 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 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 0.0026 177666355.44 177666355.44 0.0008 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 0.0026 45160400.70 45160400.70 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0017 280700156.25 280700156.25 0.0013 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 574987500.00 574987500.00 0.0027 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 0.0016 114514023.72 114514023.72 0.0005 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 0.0018 68772968.92 68772968.92 0.0003 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 0.0014 89966484.82 89966484.82 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 9128284T4 254900HROIFWPRGM1V77 US9128284T44 U.S. Treasury Debt Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0017 101535156.00 101535156.00 0.0005 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 0.0013 171128905.40 171128905.40 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0015 216817108.84 216817108.84 0.0010 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 0.0022 155744263.50 155744263.50 0.0007 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 0.0017 373064062.50 373064062.50 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 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 0.0014 197915742.68 197915742.68 0.0009 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 0.0015 10061718.80 10061718.80 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 0.0016 170940000.00 170940000.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 436219142.78 436219142.78 0.0021 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 0.0017 125942343.44 125942343.44 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828S76 254900HROIFWPRGM1V77 US912828S760 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 157157813.28 157157813.28 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 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 385556640.63 385556640.63 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0016 455163908.48 455163908.48 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 337972767.87 337972767.87 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0014 286329686.08 286329686.08 0.0014 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 0.0023 155886303.95 155886303.95 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 163822500.00 163822500.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828F21 254900HROIFWPRGM1V77 US912828F213 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0016 203593750.00 203593750.00 0.0010 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 2020-11-02 2022-07-31 2022-07-31 N N N 0.0016 784965342.25 784965342.25 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 0.0060 306268426.26 306268426.26 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 2020-11-02 2021-01-31 2021-01-31 N N N 0.0012 500114455.00 500114455.00 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 2020-11-02 2022-01-31 2022-01-31 N N N 0.0013 1377041421.25 1377041421.25 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 2020-11-02 2021-07-31 2021-07-31 N N N 0.0013 918302332.57 918302332.57 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 2020-11-02 2021-10-31 2021-10-31 N N N 0.0011 1387827023.84 1387827023.84 0.0066 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 0.0032 30042656.70 30042656.70 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 0.0028 30034056.30 30034056.30 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 0.0023 62158916.54 62158916.54 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 0.0019 9090703.08 9090703.08 0.0000 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 0.0044 51028984.32 51028984.32 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.10% 3136G4VN0 B1V7KEBTPIMZEU4LTD58 US3136G4VN05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2023-05-05 N N N 0.0025 22000754.60 22000754.60 0.0001 N N Y N Fannie Mae Fannie Mae, 0.13% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-29 2021-01-29 N N N 0.0011 375017576.25 375017576.25 0.0018 N N N N Fannie Mae Fannie Mae, 0.17% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-04 2021-06-04 N N N 0.0013 156036332.40 156036332.40 0.0007 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-07 2021-09-07 N N N 0.0014 711304876.80 711304876.80 0.0034 N N N N Fannie Mae Fannie Mae, 0.21% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-07-29 2022-07-29 N N N 0.0019 143950930.53 143950930.53 0.0007 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-10 2021-09-10 N N N 0.0014 680528190.00 680528190.00 0.0033 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 681591222.44 681591222.44 0.0033 N N N N Fannie Mae Fannie Mae, 0.26% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-09 2022-03-09 N N N 0.0016 321347000.86 321347000.86 0.0015 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 681850488.74 681850488.74 0.0033 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-13 2022-05-13 N N N 0.0016 50082665.00 50082665.00 0.0002 N N N N Fannie Mae Fannie Mae, 0.28% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-05 2021-04-05 N N N 0.0012 536369759.60 536369759.60 0.0026 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-05-19 2022-05-19 N N N 0.0016 353843131.28 353843131.28 0.0017 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-07-06 2022-07-06 N N N 0.0017 689321400.32 689321400.32 0.0033 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-24 2022-06-24 N N N 0.0016 507043690.78 507043690.78 0.0024 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-17 2022-06-17 N N N 0.0016 501023180.00 501023180.00 0.0024 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 251326360.24 251326360.24 0.0012 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-24 2021-03-24 N N N 0.0012 338296865.40 338296865.40 0.0016 N N N N Fannie Mae Fannie Mae, 0.36% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-04 2022-05-04 N N N 0.0016 513538027.52 513538027.52 0.0025 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-26 2021-04-26 N N N 0.0012 860038608.31 860038608.31 0.0041 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-27 2021-10-27 N N N 0.0014 419939666.16 419939666.16 0.0020 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 528966976.49 528966976.49 0.0025 N N N N Fannie Mae Fannie Mae, 0.40% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-25 2021-10-25 N N N 0.0014 608535297.24 608535297.24 0.0029 N N N N Fannie Mae Fannie Mae, 0.44% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-23 2021-09-23 N N N 0.0014 1493008179.54 1493008179.54 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.00% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 35000000.00 35000000.00 0.0002 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2020-12-03 2020-12-03 N N N 0.0012 142997534.68 142997534.68 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-03-03 2021-03-03 N N N 0.0013 68997193.77 68997193.77 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-09-02 2021-09-02 N N N 0.0014 194005843.28 194005843.28 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-14 2021-01-14 N N N 0.0011 25003007.75 25003007.75 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-01-05 2021-01-05 N N N 0.0011 77010992.52 77010992.52 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-20 2021-04-20 N N N 0.0012 161150280.62 161150280.62 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.35% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-30 2020-12-30 N N N 0.0012 126048904.38 126048904.38 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-27 2021-04-27 N N N 0.0012 167218840.14 167218840.14 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 0.0011 70150656.10 70150656.10 0.0003 N N N 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 115999616.04 115999616.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 48998802.44 48998802.44 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0007 107997276.24 107997276.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0008 34998394.55 34998394.55 0.0002 N N N 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 42998470.92 42998470.92 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 140992793.49 140992793.49 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 23998666.56 23998666.56 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 143989200.00 143989200.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 228981680.00 228981680.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 119988900.00 119988900.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 270973577.50 270973577.50 0.0013 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 638995156.38 638995156.38 0.0031 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 231974480.00 231974480.00 0.0011 N N Y 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 59993100.00 59993100.00 0.0003 N N Y 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 120984572.50 120984572.50 0.0006 N N Y 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 517927480.00 517927480.00 0.0025 N N Y 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 172974482.50 172974482.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AH9 2549001DPIFGXC1TOL40 US313385AH94 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0010 488908992.21 488908992.21 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AN6 2549001DPIFGXC1TOL40 US313385AN62 U.S. Government Agency Debt Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0010 114977000.00 114977000.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AQ9 2549001DPIFGXC1TOL40 US313385AQ93 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0010 446908114.68 446908114.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AX4 2549001DPIFGXC1TOL40 US313385AX45 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0010 52988075.00 52988075.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BD7 2549001DPIFGXC1TOL40 US313385BD71 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 37990816.54 37990816.54 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 U.S. Government Agency Debt Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0010 305925336.00 305925336.00 0.0015 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 295917777.12 295917777.12 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 157455375.53 157455375.53 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 68977766.82 68977766.82 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEL6 2549001DPIFGXC1TOL40 US3130AKEL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0013 87994354.80 87994354.80 0.0004 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 0.0012 50999955.12 50999955.12 0.0002 N N Y 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 2020-11-09 2021-01-08 2021-01-08 N N N 0.0011 221000000.00 221000000.00 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 2020-11-11 2020-12-11 2020-12-11 N N N 0.0015 341984507.40 341984507.40 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 2020-11-13 2021-01-13 2021-01-13 N N N 0.0015 257976547.80 257976547.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-14 2020-12-14 2020-12-14 N N N 0.0015 329885679.04 329885679.04 0.0016 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 208002038.40 208002038.40 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 120002254.80 120002254.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKD52 2549001DPIFGXC1TOL40 US3130AKD521 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0012 176990822.55 176990822.55 0.0008 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 171978947.20 171978947.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEE2 2549001DPIFGXC1TOL40 US3130AKEE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0012 87996193.12 87996193.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKCA2 2549001DPIFGXC1TOL40 US3130AKCA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0013 87993774.00 87993774.00 0.0004 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 52993201.69 52993201.69 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 0.0013 35995959.72 35995959.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 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 0.0011 272881548.03 272881548.03 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 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 0.0011 94958200.00 94958200.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EC6 2549001DPIFGXC1TOL40 US313385EC61 U.S. Government Agency Debt Y N/A N/A 2021-04-09 2021-04-09 2021-04-09 N N N 0.0011 16991792.74 16991792.74 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EZ5 2549001DPIFGXC1TOL40 US313385EZ56 U.S. Government Agency Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0011 53970462.00 53970462.00 0.0003 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 0.0014 47557658.76 47557658.76 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 2020-11-11 2021-02-11 2021-02-11 N N N 0.0016 343954523.20 343954523.20 0.0016 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 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 119984056.80 119984056.80 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 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 343853824.55 343853824.55 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-20 2021-04-20 2021-04-20 N N N 0.0013 435972196.28 435972196.28 0.0021 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 2020-11-24 2021-03-24 2021-03-24 N N N 0.0015 40794563.81 40794563.81 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 2020-11-24 2021-03-24 2021-03-24 N N N 0.0017 331928938.72 331928938.72 0.0016 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 38993013.93 38993013.93 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 170969368.77 170969368.77 0.0008 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 343950801.12 343950801.12 0.0016 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 1999730.02 1999730.02 0.0000 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 90750309.46 90750309.46 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 0.0014 439974361.20 439974361.20 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 77996744.28 77996744.28 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 104002809.04 104002809.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD78 2549001DPIFGXC1TOL40 US3130AKD786 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0013 61994849.66 61994849.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 138994826.42 138994826.42 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 0.0015 52992403.51 52992403.51 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD94 2549001DPIFGXC1TOL40 US3130AKD943 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-19 2021-04-19 2021-04-19 N N N 0.0015 88986561.89 88986561.89 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0015 424940007.00 424940007.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1W95 2549001DPIFGXC1TOL40 US3130A1W958 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0016 19355510.95 19355510.95 0.0001 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 0.0014 89984408.40 89984408.40 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 316935306.64 316935306.64 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-09 2021-02-09 N N N 0.0011 227011567.92 227011567.92 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-30 2021-04-30 N N N 0.0015 105739515.95 105739515.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-02 2021-03-02 N N N 0.0011 173009056.55 173009056.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-19 2021-02-19 N N N 0.0011 545027958.50 545027958.50 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-23 2021-04-23 N N N 0.0012 34001650.36 34001650.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 346018555.98 346018555.98 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-25 2021-02-25 N N N 0.0011 128006658.56 128006658.56 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-21 2021-05-21 N N N 0.0014 89992038.60 89992038.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-16 2021-04-16 N N N 0.0015 262978412.96 262978412.96 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0011 378020396.88 378020396.88 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-15 2021-04-15 N N N 0.0012 265763037.70 265763037.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 694035505.04 694035505.04 0.0033 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 491943641.40 491943641.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0012 210010840.20 210010840.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0015 86992913.85 86992913.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0013 103995935.68 103995935.68 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 106979112.53 106979112.53 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 298936256.19 298936256.19 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 253949746.10 253949746.10 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 71985186.00 71985186.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-16 2021-11-16 N N N 0.0016 167714712.11 167714712.11 0.0008 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0017 341954459.28 341954459.28 0.0016 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0014 258001416.42 258001416.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 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 120998319.31 120998319.31 0.0006 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 86987490.27 86987490.27 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 114986551.90 114986551.90 0.0005 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 65994181.44 65994181.44 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 71989241.76 71989241.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-14 2021-05-14 N N N 0.0012 516063669.24 516063669.24 0.0025 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 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 37000151.33 37000151.33 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 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 56000229.04 56000229.04 0.0003 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 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 185000756.65 185000756.65 0.0009 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 2020-11-16 2020-11-16 2020-11-16 N N N 0.0015 294998979.30 294998979.30 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 2020-11-23 2021-02-23 2021-02-23 N N N 0.0013 43001821.05 43001821.05 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 666000013.32 666000013.32 0.0032 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 0.0011 215016868.90 215016868.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0015 462514582.63 462514582.63 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-14 2022-04-14 N N N 0.0018 317916715.80 317916715.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-26 2021-11-26 N N N 0.0015 525979332.02 525979332.02 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-28 2022-04-28 N N N 0.0018 198940224.38 198940224.38 0.0010 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 340002349.40 340002349.40 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 169997312.30 169997312.30 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 136996701.04 136996701.04 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 169995743.20 169995743.20 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 0.0016 180495399.06 180495399.06 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-25 2022-03-25 N N N 0.0016 53757361.60 53757361.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-23 2021-07-23 N N N 0.0015 350039263.00 350039263.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-25 2022-02-25 N N N 0.0015 120026883.60 120026883.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0012 1613305615.11 1613305615.11 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-08 2021-07-08 N N N 0.0013 246062631.60 246062631.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-22 2022-02-22 N N N 0.0015 290966363.02 290966363.02 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-11 2021-06-11 N N N 0.0012 268765597.73 268765597.73 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-28 2022-02-28 N N N 0.0015 351078799.50 351078799.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-03-30 2022-03-30 N N N 0.0019 53984605.68 53984605.68 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0017 120000530.40 120000530.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0018 595879083.91 595879083.91 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-26 2022-05-26 N N N 0.0016 422033063.04 422033063.04 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-12 2022-08-12 N N N 0.0018 304999768.20 304999768.20 0.0015 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 0.0015 254000210.82 254000210.82 0.0012 N N Y 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 0.0015 84000123.48 84000123.48 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0011 26001775.28 26001775.28 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-22 2021-02-22 N N N 0.0011 236062440.88 236062440.88 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-15 2022-09-15 N N N 0.0018 176017418.72 176017418.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-23 2020-12-23 N N N 0.0011 541561806.81 541561806.81 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-25 2021-01-25 N N N 0.0011 275050770.50 275050770.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-16 2022-09-16 N N N 0.0018 143763450.69 143763450.69 0.0007 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 0.0020 237001215.81 237001215.81 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-10 2022-02-10 N N N 0.0015 166113784.70 166113784.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-01 2021-02-01 2021-02-01 N N N 0.0017 34004355.40 34004355.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-14 2021-05-14 N N N 0.0012 115060406.05 115060406.05 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-10 2021-03-10 N N N 0.0012 301517600.25 301517600.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-04 2021-06-04 N N N 0.0012 203121637.60 203121637.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-09 2021-04-09 N N N 0.0012 500210972.79 500210972.79 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-13 2021-04-13 N N N 0.0012 382345782.58 382345782.58 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-07 2021-04-07 N N N 0.0012 68062416.52 68062416.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-13 2021-05-13 N N N 0.0012 253280741.45 253280741.45 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-06 2021-04-06 N N N 0.0012 169161499.78 169161499.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-25 2021-03-25 N N N 0.0012 977581766.21 977581766.21 0.0047 N N N N Freddie Mac Freddie Mac, 0.00% 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 0.0000 598000000.00 598000000.00 0.0029 N Y Y N Freddie Mac Freddie Mac, 0.12% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-05 2021-02-05 N N N 0.0012 110001104.40 110001104.40 0.0005 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-18 2022-08-18 N N N 0.0017 260939195.01 260939195.01 0.0012 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-08-03 2022-08-03 N N N 0.0017 302057383.02 302057383.02 0.0014 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 516473435.16 516473435.16 0.0025 N N N N Freddie Mac Freddie Mac, 0.24% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-01-18 2022-01-18 N N N 0.0015 826843023.86 826843023.86 0.0040 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-18 2022-04-18 N N N 0.0016 375394553.08 375394553.08 0.0018 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-13 2021-12-13 N N N 0.0015 533731094.78 533731094.78 0.0026 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-02 2022-06-02 N N N 0.0016 50092581.00 50092581.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 532970543.56 532970543.56 0.0025 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-24 2021-06-24 N N N 0.0013 117176809.23 117176809.23 0.0006 N N N N Freddie Mac Freddie Mac, 0.40% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-22 2021-10-22 N N N 0.0014 695751295.12 695751295.12 0.0033 N N N N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GHI484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2042-08-15 2.75 - 2.75 99596300.00 124630960.21 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 121000000.00 121000000.00 0.0006 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGH880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2047-02-15 0.625 - 3 652693400.00 697355855.06 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 683000000.00 683000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GHG767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2042-11-15 1.625 - 2.875 578438600.00 659810263.52 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 646000000.00 646000000.00 0.0031 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 2020-11-12 2050-08-15 0 - 8.125 579511840.00 644041283.01 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 628000000.00 628000000.00 0.0030 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGG629000 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 2048-11-15 0 - 6.75 1586101969.00 1719671500.84 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 1684000000.00 1684000000.00 0.0080 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGH910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2049-02-15 0 - 5.375 739163892.00 993785335.67 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 972000000.00 972000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHB625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2049-08-15 0 - 7.625 287071130.00 331132453.54 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 324000000.00 324000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ710000 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 2048-08-15 0 - 6.75 582074780.00 642861871.77 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 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 GHI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-08-15 0.214 - 5 249568045.00 330813973.87 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 323000000.00 323000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHE063000 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 2050-02-15 0 - 7.5 522721120.00 569672604.60 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 558000000.00 558000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH361000 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 2050-02-15 0 - 8.125 1565495833.00 1685310501.80 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1650000000.00 1650000000.00 0.0079 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 6.75 209872190.00 248331735.19 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 242000000.00 242000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ011000 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 2048-08-15 0 - 7.5 193481430.00 248248670.26 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 243000000.00 243000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHC308000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2050-02-15 0.214 - 7.5 520369500.00 547822600.28 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 537000000.00 537000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH201000 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 2050-02-15 0 - 4.375 549448930.00 661875103.79 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 646000000.00 646000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHB388000 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 2049-08-15 0 - 8.125 999812680.00 1331460401.60 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1296000000.00 1296000000.00 0.0062 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGH909000 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 2050-08-15 0 - 8.125 464256250.00 524854046.98 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 513000000.00 513000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2050-02-15 0.125 - 6.75 318033900.00 329463103.71 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 323000000.00 323000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-31 2048-05-15 0.125 - 7.5 543145008.00 579428052.35 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 567000000.00 567000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ013000 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 2050-02-15 0 - 7.5 219358290.00 247879008.12 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 243000000.00 243000000.00 0.0012 N N Y N BofA Securities, Inc. BofA Securities, Inc., 0.13% 549300HN4UKV1E2R3U73 GGI563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2020-11-03 0 - 0 163215700.00 163215373.57 U.S. Treasuries (including strips) Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0013 160000000.00 160000000.00 0.0008 N N N Y Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GHI422000 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 2361934700.00 2463318564.95 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 2415000000.00 2415000000.00 0.0115 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHG572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2039-11-15 0.125 - 4.375 888855800.00 921075408.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 903000000.00 903000000.00 0.0043 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHH204000 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 2039-11-15 0.125 - 4.375 642102700.00 690549671.43 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 677000000.00 677000000.00 0.0032 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHH806000 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 2044-05-15 0.125 - 3.375 657939300.00 690590038.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 677000000.00 677000000.00 0.0032 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHE464000 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 2050-08-15 1.25 - 8.125 460750800.00 578306745.25 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 565000000.00 565000000.00 0.0027 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHF637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2049-02-15 2.25 - 7.625 407604600.00 498290424.51 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 485000000.00 485000000.00 0.0023 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHD393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2029-02-15 0 - 2.875 415371500.00 435557013.37 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 427000000.00 427000000.00 0.0020 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GHI410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2049-02-15 1.625 - 3.125 1161506000.00 1389152463.58 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1354000000.00 1354000000.00 0.0065 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHG817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2022-04-30 1.375 - 2.625 321403000.00 329377694.27 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 323000000.00 323000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2028-02-15 0 - 2.75 473160000.00 494548987.14 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 485000000.00 485000000.00 0.0023 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2024-08-15 1.875 - 2.375 313002000.00 329377786.77 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 323000000.00 323000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHI846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2047-08-15 2.125 - 2.75 132300000.00 167353322.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 162000000.00 162000000.00 0.0008 N N Y N DNB Bank ASA DNB Bank ASA, 0.09% 549300GKFG0RYRRQ1414 GHI472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2028-05-15 1.5 - 2.875 518373200.00 569164275.78 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 558000000.00 558000000.00 0.0027 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.09% 549300H47WTHXPU08X20 GHI417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-15 2040-08-15 0.5 - 8 463215900.00 502860027.07 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 493000000.00 493000000.00 0.0024 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 2021-07-31 2026-10-31 1.375 - 2.625 1640690000.00 1731854144.43 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1698000000.00 1698000000.00 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 2021-01-05 2041-02-15 0 - 4.75 29523000.00 32695838.56 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0009 32000000.00 32000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-05 2029-05-15 0 - 2.375 31341500.00 32640559.06 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 32000000.00 32000000.00 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 2021-02-09 2024-02-29 0 - 7.125 1291125200.00 1333150109.54 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0009 1307000000.00 1307000000.00 0.0062 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 2020-12-01 2024-12-31 0 - 2.25 324940000.00 340691449.47 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-20 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 334000000.00 334000000.00 0.0016 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-25 2021-02-25 0 - 0 652016600.00 651798174.44 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 639000000.00 639000000.00 0.0031 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GHF671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 159295200.00 165230902.06 U.S. Treasuries (including strips) Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHA917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 161949100.00 165240883.40 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 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 2 - 6 154161900.00 165200190.42 U.S. Treasuries (including strips) Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 162000000.00 162000000.00 0.0008 N N N Y 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 2026-08-15 1.5 - 6 274733600.00 301922099.02 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 2026-02-15 1.5 - 6 150731400.00 159120167.19 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 0.0007 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 2026-02-15 2 - 6 31193000.00 32642353.87 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.09% RB0PEZSDGCO3JS6CEU02 GHI479000 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 302490000.00 347031241.54 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 340000000.00 340000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHI412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2030-08-15 0.125 - 3.125 1342486300.00 1403386169.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1376000000.00 1376000000.00 0.0066 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2048-05-15 0.5 - 3.125 879354300.00 890158189.32 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 873000000.00 873000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2048-05-15 0.625 - 3.125 421581300.00 442509695.47 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 434000000.00 434000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHG756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2046-05-15 1.625 - 2.5 351247200.00 387480897.35 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 380000000.00 380000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2046-05-15 1.5 - 6.625 493101100.00 554735169.14 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 544000000.00 544000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHH407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2046-05-15 0.25 - 2.875 569967800.00 581220541.06 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 570000000.00 570000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHE013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2046-05-15 0.5 - 2.875 544774500.00 579194125.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 568000000.00 568000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHF658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2029-02-15 0.25 - 2.75 394934400.00 402787072.52 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 395000000.00 395000000.00 0.0019 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGH851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-08-15 0 - 8 330115400.00 353053989.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 346000000.00 346000000.00 0.0017 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHE466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2050-08-15 0 - 8 312002400.00 334683857.39 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 328000000.00 328000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGI415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 8 222146400.00 248445646.87 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 243000000.00 243000000.00 0.0012 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHC789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 8 170323500.00 182614265.01 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 179000000.00 179000000.00 0.0009 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-08-15 0.5 - 8 300217500.00 330821178.73 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 324000000.00 324000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-08-15 0 - 8 312061400.00 348829389.90 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 341000000.00 341000000.00 0.0016 N N Y N 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 142817900.00 160183429.80 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 2027-05-15 1.5 - 2.375 219032200.00 232624025.83 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 143728800.00 161205088.05 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 70952400.00 79579652.02 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, 0.15% 5493007VSMFZCPV1NB83 GGI408000 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 225619500.00 247884864.14 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0015 243000000.00 243000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 101989300.00 115271147.26 U.S. Treasuries (including strips) Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 113000000.00 113000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GHA900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 155596400.00 165251780.91 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 162000000.00 162000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 144874700.00 159171726.41 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 0.0007 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 119979800.00 127540902.51 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 RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHE410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2045-08-15 0.125 - 3.125 305554100.00 330942623.63 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0010 324000000.00 324000000.00 0.0015 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GHI414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2025-09-30 1.875 - 3 729105000.00 785253870.91 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 770000000.00 770000000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHG606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 7.625 625540500.00 660186907.05 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 646000000.00 646000000.00 0.0031 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHH828000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2049-11-15 0 - 8 261815300.00 325406701.83 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 319000000.00 319000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGI910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2049-11-15 0 - 8.125 292432900.00 326029157.44 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0012 319000000.00 319000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGJ456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2049-11-15 0 - 8.125 307534700.00 326501088.18 U.S. Treasuries (including strips) Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 320000000.00 320000000.00 0.0015 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.13% 5493006GGLR4BTEL8O61 GHC857000 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 111413000.00 157620067.77 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0013 152975000.00 152975000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GHI434000 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 2021-08-31 1.5 - 1.5 30186200.00 30600299.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 30000000.00 30000000.00 0.0001 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GHI497000 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 2023-03-31 2027-03-31 0.125 - 2.875 347934900.00 363123018.01 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 2042-10-01 2.27 - 2.27 1910.00 37.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 356000000.00 356000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 10/30/2020 due 11/02/2020 B4TYDEB6GKMZO031MB27 GHI869000_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 2049-08-20 3 - 5.25 4436543918.00 1188307090.99 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 1162276000.00 1162276000.00 0.0056 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGG351000 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 2050-06-20 2050-06-20 3 - 3 177205138.00 183615810.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 180000000.00 180000000.00 0.0009 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 2044-04-15 2054-05-15 2.49 - 3.04 49965694.00 52223091.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2050-11-01 1.5 - 3.211 672811.00 693404.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-10-01 2 - 2.5 52464643.00 54203467.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 105000000.00 105000000.00 0.0005 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 Federal Home Loan Mortgage Corp 2050-10-01 2050-10-01 2 - 2 29326.00 30297.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2050-10-01 2.5 - 3 140514782.00 145837537.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-15 2044-04-15 2.49 - 2.49 1000.00 1107.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 143000000.00 143000000.00 0.0007 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 2030-01-01 2050-10-01 1.5 - 4.5 55148777.00 22116050.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-01-15 2061-08-15 2.15 - 5 87267828.00 93152101.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-10-01 2050-10-01 1.5 - 4.5 30215243.00 31370532.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 143750000.00 143750000.00 0.0007 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 2023-10-01 2050-04-01 2.5 - 4.5 94051964.00 46764103.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 3 - 3 7229567.00 7312294.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 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 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 10/30/2020 due 11/02/2020 VJW2DOOHGDT6PR0ZRO63 GHI869000_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 2020-11-05 2050-08-15 0 - 8.125 596976796.00 601830709.08 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2050-10-20 2 - 9.5 55745323.00 26804481.64 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-11-20 2025-10-15 0 - 3.5 212372125.00 212998156.93 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-25 2050-11-01 0.25 - 9.5 282339799.00 247868130.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-01 2050-10-01 0.125 - 8 107929732.00 86069846.73 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-03-17 2029-01-23 0.136 - 4.8 71910259.00 72054181.99 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 1468.00 1495.29 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 1223105000.00 1223105000.00 0.0058 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 10/30/2020 due 11/02/2020 8NAV47T0Y26Q87Y0QP81 GHI869000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2034-07-25 2034-07-25 4.107 - 4.107 331056.00 258484.13 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2024-12-31 0.25 - 1.75 12988150.00 13809060.69 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2050-10-20 2 - 4.5 621905691.00 455823453.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 460674000.00 460674000.00 0.0022 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.11% 549300HN4UKV1E2R3U73 GHE621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2050-10-01 2050-10-01 2.5 - 2.5 16164673.00 16885211.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 2050-10-01 1.5 - 3.5 160696354.00 164680891.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0011 178000000.00 178000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 10/30/2020 due 11/02/2020 E57ODZWZ7FF32TWEFA76 GHI869000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 93310407.00 7976292.76 Agency Mortgage-Backed Securities Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 18775327.00 16649981.36 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 59068225.00 22893811.86 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 1.625 - 5.625 8280828.00 11556524.57 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 20991.00 23306.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2050-03-01 0 - 9 90976269.00 34131686.44 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2049-02-15 0.125 - 7.625 243475319.00 257279550.43 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 8413873.00 12403809.04 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 355782000.00 355782000.00 0.0017 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-02-15 0.125 - 7.875 39532300.00 41364954.93 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-04-05 2028-12-07 0.3 - 5.75 1475000.00 1478012.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2048-12-01 0 - 8 3349300.00 3466826.06 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2022-09-09 2 - 2.375 80000.00 82271.46 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-01-15 2048-02-15 2.5 - 5.5 1073508.00 529703.94 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2044-09-15 2065-09-15 0 - 0 5000.00 2057.78 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-04-15 0 - 0 5048000.00 4476370.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2038-11-15 0 - 1.875 39639000.00 39395622.31 Agency Debentures and Agency Strips Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 89000000.00 89000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-31 2049-02-15 0.125 - 5 460331400.00 483224022.05 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2047-12-01 0.75 - 9 165719683.00 1228093.42 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 68056000.00 60359002.51 Agency Debentures and Agency Strips Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 534000000.00 534000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2040-10-01 1.5 - 6.5 1291035411.00 609923710.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 12600.00 13800.74 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2035-11-01 2040-10-01 1.5 - 5.5 225106144.00 116317241.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 712000000.00 712000000.00 0.0034 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.13% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2050-11-01 2050-11-01 1.5 - 4.5 362281834.00 376119816.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 60300.00 66046.39 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-01 2050-11-01 1.5 - 4.5 513179313.00 536780765.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0013 895000000.00 895000000.00 0.0043 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI869000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 310651334.00 330216474.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-03-01 1.36 - 7 1146979700.00 641796864.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2050-03-01 1.5 - 7 490533539.00 282509585.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2021-08-15 0.125 - 2.25 14057012.00 14300706.67 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 1243931000.00 1243931000.00 0.0059 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI996000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2050-03-01 1.5 - 7 10252877.00 5904868.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 6493072.00 6902013.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2021-08-15 0.125 - 2.25 293813.00 298905.95 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-03-01 1.36 - 7 23973573.00 13414504.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 26000000.00 26000000.00 0.0001 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 10/30/2020 due 11/02/2020 1VUV7VQFKUOQSJ21A208 GHI869000_02102 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 2039-10-20 2050-10-20 2 - 5 1327257002.00 646663430.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 633979000.00 633979000.00 0.0030 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GHI448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-30 2026-01-31 0.25 - 2.75 494774100.00 522375533.73 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 477000.00 485957.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.75 - 3.75 122544758.00 130133076.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 54381.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 639000000.00 639000000.00 0.0031 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2027-11-15 0 - 2.875 299593000.00 302374752.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-09-01 2050-11-01 2 - 7.5 694846575.00 400848298.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-05-20 2050-10-20 2.5 - 5.5 211718475.00 115525603.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-09-01 2 - 7.5 865139034.00 543981566.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1336000000.00 1336000000.00 0.0064 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.11% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-10-01 2050-07-01 2 - 7 341703173.00 183407702.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-02-20 2055-11-15 1.95 - 6.5 394870271.00 169709685.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 2050-10-01 1.5 - 7 633351464.00 334117957.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-03 2021-01-19 0 - 0 408338200.00 408288170.68 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1074000000.00 1074000000.00 0.0051 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 CYYGQCGNHMHPSMRL3R97 GHI869000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2048-09-01 2.136 - 4.18 38724418.00 32295296.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-07-15 2050-09-20 2.5 - 4.5 255773873.00 151282797.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-10-01 2045-09-01 2.32 - 4.242 18909622.00 1183031.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 181137000.00 181137000.00 0.0009 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 10/30/2020 due 11/02/2020 ZBUT11V806EZRVTWT807 GHI869000_00267 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 2050-08-20 2050-08-20 3 - 3 132797105.00 139241713.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-10-01 1.5 - 2.5 43115058.00 45123475.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2057-01-01 1.99 - 5.5 407885311.00 369918187.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 543411000.00 543411000.00 0.0026 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.1%, dated 10/30/2020 due 11/02/2020 ZOMOLU8CGIZRYZ7PFU34 GHI869000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2050-10-01 2 - 3.5 18570969.00 19384950.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2050-10-01 1.5 - 5.5 113698501.00 71276788.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-04 2039-05-15 0 - 4.25 2449083.00 2823745.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-06-15 2049-06-20 3 - 5.5 953205490.00 87963828.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 177890000.00 177890000.00 0.0009 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GGI912000 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 2050-10-01 2050-10-01 1.5 - 1.5 38541952.00 39125713.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-01 2050-06-01 3 - 3 51491167.00 51663465.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0014 89000000.00 89000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHA882000 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 2030-08-01 2050-10-01 2 - 4.5 74152481.00 55570762.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2050-10-01 1.5 - 5 198099687.00 182107722.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0014 233000000.00 233000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHC151000 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 2037-10-01 2050-10-01 2 - 4.5 69170486.00 14639388.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-04-01 2050-10-01 1.5 - 4 95221667.00 76146966.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-14 2020-12-14 2020-12-14 N N N 0.0014 89000000.00 89000000.00 0.0004 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.1%, dated 10/30/2020 due 11/02/2020 K5HU16E3LMSVCCJJJ255 GHI869000_12878 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 2049-05-15 2049-05-15 0 - 0 53834597.00 33372336.06 U.S. Treasuries (including strips) Resolution Funding Corp 2028-01-15 2030-04-15 0 - 0 64991597.00 59331723.17 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 90568000.00 90568000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 7TK5RJIZDFROZCA6XF66 GHI869000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2050-10-01 2.5 - 3.5 77116263.00 80861968.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-10-20 2050-10-20 2.5 - 3 98817637.00 103899157.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 181137000.00 181137000.00 0.0009 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2021-04-01 2050-11-01 0.375 - 5.5 677474584.00 635561858.80 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-06-12 2028-12-08 2 - 2.5 20715000.00 22935644.40 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-01 2057-01-01 2 - 7 830084309.00 830414503.02 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2028-03-17 2028-03-17 2.79 - 2.79 250000.00 284735.12 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2040-08-15 1.125 - 2.875 12400.00 14429.46 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1460000000.00 1460000000.00 0.0070 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 10/30/2020 due 11/02/2020 OXTKY6Q8X53C9ILVV871 GHI869000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 2056-05-01 2 - 5.5 568082822.00 583235334.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2070-03-20 1.5 - 10 2020750441.00 389529533.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-15 2050-11-01 1.5 - 9.5 3756180069.00 620366094.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 1561880000.00 1561880000.00 0.0075 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHH807000 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 2033-01-01 2050-10-01 2 - 5 142247846.00 67384415.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-09-20 2.5 - 3 1738127.00 1849389.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2058-08-01 2 - 6 696882095.00 556485484.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 613000000.00 613000000.00 0.0029 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 10/30/2020 due 11/02/2020 ES7IP3U3RHIGC71XBU11 GHI869000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 1.74 - 7 2529388042.00 1358712365.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-10-20 1 - 3.5 9132676.00 9651722.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-11-01 1 - 7.604 1387469631.00 791332699.31 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 2116411000.00 2116411000.00 0.0101 N Y Y N Societe Generale Societe Generale, 0.10% O2RNE8IBXP4R0TD8PU41 GHI619000 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 2048-03-01 2050-10-01 2 - 3.5 4024.00 3699.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-07-20 2060-04-15 2 - 8 7613060.00 7911246.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 8.125 335844072.00 355824428.64 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 356000000.00 356000000.00 0.0017 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 173562000.00 94300444.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-05-31 1.125 - 2 12750000.00 12922712.30 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 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., 0.16% 5493006GGLR4BTEL8O61 GFG593000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 406165000.00 210931030.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-02-28 1.125 - 1.125 18000000.00 18093845.54 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 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., 0.17% 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 17800000.00 17921834.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3 - 3 186715000.00 114855274.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 3 N N/A N/A N N 0.0017 130000000.00 130000000.00 0.0006 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GEE925000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2020-12-15 1.875 - 1.875 30800000.00 31085406.43 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2049-07-01 3.5 - 3.5 314522000.00 164959175.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 4 - 4 88000000.00 32635023.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 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.), 0.10% SUVUFHICNZMP2WKHG940 GHI435000 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 2049-08-01 2050-10-01 2.5 - 3.5 902805551.00 906787557.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 889000000.00 889000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 10/30/2020 due 11/02/2020 VYVVCKR63DVZZN70PB21 GHI869000_08395 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 2050-10-20 2050-10-20 2.5 - 2.5 25943587.00 27217906.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 26684000.00 26684000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-07-20 2050-10-20 2.5 - 4.5 350472923.00 359007963.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2036-03-25 0.269 - 0.269 851422.00 9868.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2023-01-25 2038-02-25 2.198 - 6.078 6980000.00 5176567.68 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 357000000.00 357000000.00 0.0017 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.17% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 32150000.00 32150000.00 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 2020-11-06 2020-11-06 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 2020-11-06 2020-11-06 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., 0.11% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 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 2020-11-06 2020-11-06 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 2020-11-06 2020-11-06 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., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 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 2020-11-06 2020-11-06 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% (750 Sixth Avenue Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MFM2 US64986MFM29 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 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., 0.14% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 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 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% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 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., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 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., 0.11% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 10600000.00 10600000.00 0.0001 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI857000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1757000000.00 1757000000.00 0.0084 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. BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI856000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 586000000.00 586000000.00 0.0028 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. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GHH931000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-11-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 136800000.00 136800000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GHH400000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2021-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0018 149000000.00 149000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-11-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer