0000278001-20-000026.txt : 20201207 0000278001-20-000026.hdr.sgml : 20201207 20201207112645 ACCESSION NUMBER: 0000278001-20-000026 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201130 FILED AS OF DATE: 20201207 DATE AS OF CHANGE: 20201207 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: 201371737 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 2020-11-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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2021-01-21 2021-01-21 N N N 0.0008 238724632.81 238724632.81 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0008 562927750.21 562927750.21 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0008 2344683589.15 2344683589.15 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0008 1529778532.50 1529778532.50 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0008 4840271429.50 4840271429.50 0.0230 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796B81 US912796B815 U.S. Treasury Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0008 1855702260.48 1855702260.48 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1261166539.47 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0009 2048308462.50 2048308462.50 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962Q1 US9127962Q14 U.S. Treasury Debt Y N/A N/A 2021-04-22 2021-04-22 2021-04-22 N N N 0.0009 1997271009.72 1997271009.72 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0009 136948967.50 136948967.50 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796F79 US912796F790 U.S. Treasury Debt Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0009 1999187220.00 1999187220.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965A3 US9127965A35 U.S. Treasury Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0009 1467443378.44 1467443378.44 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0009 1734122181.87 1734122181.87 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796A33 US912796A338 U.S. Treasury Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0009 915083639.76 915083639.76 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796F20 US912796F204 U.S. Treasury Debt Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0010 334864576.25 334864576.25 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796A41 US912796A411 U.S. Treasury Debt Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0010 1049463870.00 1049463870.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0013 2502391620.82 2502391620.82 0.0119 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.12% 912810EJ3 254900HROIFWPRGM1V77 US912810EJ35 U.S. 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Notes, 0.09% to 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0018 315227460.54 315227460.54 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 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 0.0020 64117050.88 64117050.88 0.0003 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 0.0021 177341742.75 177341742.75 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828N89 254900HROIFWPRGM1V77 US912828N894 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0016 73149329.53 73149329.53 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 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 0.0010 654646486.00 654646486.00 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828WG1 254900HROIFWPRGM1V77 US912828WG10 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0010 21187851.51 21187851.51 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828QN3 254900HROIFWPRGM1V77 US912828QN35 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0011 19262734.28 19262734.28 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.12% 9128287A2 254900HROIFWPRGM1V77 US9128287A26 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0009 52467187.76 52467187.76 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 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 0.0012 234293554.11 234293554.11 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 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 0.0013 343240401.24 343240401.24 0.0016 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 0.0018 280209066.03 280209066.03 0.0013 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 0.0010 114306562.50 114306562.50 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 0.0011 68685312.16 68685312.16 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 0.0010 226126250.56 226126250.56 0.0011 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 0.0010 101363281.00 101363281.00 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 0.0009 171022655.40 171022655.40 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 0.0009 216541250.00 216541250.00 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828T67 254900HROIFWPRGM1V77 US912828T677 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0012 55571484.10 55571484.10 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0012 145822500.00 145822500.00 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 0.0011 372428125.00 372428125.00 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 0.0011 197746444.82 197746444.82 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 0.0008 10053906.20 10053906.20 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 0.0014 183813985.28 183813985.28 0.0009 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 0.0010 157072500.00 157072500.00 0.0007 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 0.0011 576256639.20 576256639.20 0.0027 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 0.0011 473278050.59 473278050.59 0.0022 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 0.0013 454292812.50 454292812.50 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 0.0012 337530703.13 337530703.13 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 0.0012 302261718.00 302261718.00 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828YJ3 254900HROIFWPRGM1V77 US912828YJ31 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0011 61705312.50 61705312.50 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128285F3 254900HROIFWPRGM1V77 US9128285F31 U.S. Treasury Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0013 36862031.16 36862031.16 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% to 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 0.0012 235869688.08 235869688.08 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 102992437.74 102992437.74 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-07-31 2022-07-31 N N N 0.0013 1043133681.31 1043133681.31 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-01-31 2021-01-31 N N N 0.0008 500104680.00 500104680.00 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-01-31 2022-01-31 N N N 0.0013 1376707626.25 1376707626.25 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.31% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-07-31 2021-07-31 N N N 0.0010 918219399.09 918219399.09 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-10-31 2021-10-31 N N N 0.0010 1387513805.75 1387513805.75 0.0066 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 0.0018 62081823.88 62081823.88 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 9064539.99 9064539.99 0.0000 N Y Y N Fannie Mae Fannie Mae, 0.09% 313589BZ5 B1V7KEBTPIMZEU4LTD58 US313589BZ53 U.S. Government Agency Debt Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0009 30494052.50 30494052.50 0.0001 N N N N Fannie Mae Fannie Mae, 0.13% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-01-29 2021-01-29 N N N 0.0010 375015067.50 375015067.50 0.0018 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-04 2021-06-04 N N N 0.0012 156033296.64 156033296.64 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 2020-12-01 2021-09-07 2021-09-07 N N N 0.0013 711321400.44 711321400.44 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 2020-12-01 2022-07-29 2022-07-29 N N N 0.0012 144093827.54 144093827.54 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 2020-12-01 2021-09-10 2021-09-10 N N N 0.0013 680522940.40 680522940.40 0.0032 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-12-10 2021-12-10 N N N 0.0013 681605705.19 681605705.19 0.0032 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-11 2022-03-11 N N N 0.0014 681882266.34 681882266.34 0.0032 N N N N Fannie Mae Fannie Mae, 0.26% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-09 2022-03-09 N N N 0.0014 321361669.20 321361669.20 0.0015 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-13 2022-05-13 N N N 0.0014 50085134.00 50085134.00 0.0002 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-19 2022-05-19 N N N 0.0013 353857764.36 353857764.36 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 2020-12-01 2022-07-06 2022-07-06 N N N 0.0015 689356054.88 689356054.88 0.0033 N N N N Fannie Mae Fannie Mae, 0.28% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-05 2021-04-05 N N N 0.0011 536305037.60 536305037.60 0.0025 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-06-24 2022-06-24 N N N 0.0015 507063799.22 507063799.22 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 2020-12-01 2022-06-17 2022-06-17 N N N 0.0015 501042275.00 501042275.00 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 2020-12-01 2021-07-06 2021-07-06 N N N 0.0012 251292944.61 251292944.61 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 2020-12-01 2021-03-24 2021-03-24 N N N 0.0011 338239932.68 338239932.68 0.0016 N N N N Fannie Mae Fannie Mae, 0.35% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-04 2022-05-04 N N N 0.0014 513526302.72 513526302.72 0.0024 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-10-27 2021-10-27 N N N 0.0013 419897062.24 419897062.24 0.0020 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-26 2021-04-26 N N N 0.0011 859870579.32 859870579.32 0.0041 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-06 2021-07-06 N N N 0.0012 528875430.35 528875430.35 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 2020-12-01 2021-10-25 2021-10-25 N N N 0.0013 608458457.11 608458457.11 0.0029 N N N N Fannie Mae Fannie Mae, 0.43% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-09-23 2021-09-23 N N N 0.0012 1492752860.71 1492752860.71 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 313313KP2 US313313KP24 U.S. Government Agency Debt Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0010 26980500.06 26980500.06 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0012 142999841.27 142999841.27 0.0007 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0011 29971033.20 29971033.20 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-12-03 2021-03-03 2021-03-03 N N N 0.0013 68997865.83 68997865.83 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EJVV8 US3133EJVV88 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0015 24538305.71 24538305.71 0.0001 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 2020-12-02 2021-09-02 2021-09-02 N N N 0.0013 194012472.26 194012472.26 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 2020-12-01 2021-01-14 2021-01-14 N N N 0.0010 25002027.75 25002027.75 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 2020-12-01 2021-01-05 2021-01-05 N N N 0.0010 77006575.03 77006575.03 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-20 2021-04-20 N N N 0.0011 161125485.01 161125485.01 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 2020-12-01 2020-12-30 2020-12-30 N N N 0.0010 126025251.66 126025251.66 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 2020-12-01 2021-04-27 2021-04-27 N N N 0.0011 167183803.54 167183803.54 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 0.0010 70117593.70 70117593.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 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 0.0003 143999759.52 143999759.52 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 228998855.00 228998855.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 119998400.40 119998400.40 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 270995482.43 270995482.43 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 231994200.00 231994200.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 59998300.20 59998300.20 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 120995562.93 120995562.93 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 517976690.00 517976690.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384V30 2549001DPIFGXC1TOL40 US313384V300 U.S. Government Agency Debt Y N/A N/A 2020-12-30 2020-12-30 2020-12-30 N N N 0.0006 19999033.40 19999033.40 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 172991350.00 172991350.00 0.0008 N N Y 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 0.0010 34998627.65 34998627.65 0.0002 N N N 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 142997953.67 142997953.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 488958708.84 488958708.84 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 114989010.60 114989010.60 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 446955300.00 446955300.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 168980470.36 168980470.36 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 37995102.18 37995102.18 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 305959880.34 305959880.34 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0013 341996025.96 341996025.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 295947460.00 295947460.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 157471256.25 157471256.25 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385CG9 2549001DPIFGXC1TOL40 US313385CG93 U.S. Government Agency Debt Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0009 192958987.50 192958987.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 104977162.50 104977162.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 272922877.50 272922877.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 94972687.50 94972687.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 16994517.50 16994517.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385EX0 2549001DPIFGXC1TOL40 US313385EX09 U.S. Government Agency Debt Y N/A N/A 2021-04-28 2021-04-28 2021-04-28 N N N 0.0009 49981500.00 49981500.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 53979750.00 53979750.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FG6 2549001DPIFGXC1TOL40 US313385FG66 U.S. Government Agency Debt Y N/A N/A 2021-05-07 2021-05-07 2021-05-07 N N N 0.0009 204919537.50 204919537.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FM3 2549001DPIFGXC1TOL40 US313385FM35 U.S. Government Agency Debt Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0009 195920620.00 195920620.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FP6 2549001DPIFGXC1TOL40 US313385FP65 U.S. Government Agency Debt Y N/A N/A 2021-05-14 2021-05-14 2021-05-14 N N N 0.0009 372847070.00 372847070.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FU5 2549001DPIFGXC1TOL40 US313385FU50 U.S. Government Agency Debt Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0009 121948455.00 121948455.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FW1 2549001DPIFGXC1TOL40 US313385FW17 U.S. Government Agency Debt Y N/A N/A 2021-05-21 2021-05-21 2021-05-21 N N N 0.0009 531772570.00 531772570.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2021-02-11 2021-02-11 N N N 0.0015 343968162.80 343968162.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-12 2021-02-12 2021-02-12 N N N 0.0015 343866751.75 343866751.75 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-12 2021-02-12 2021-02-12 N N N 0.0015 119988519.60 119988519.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-13 2021-01-13 2021-01-13 N N N 0.0010 257999834.88 257999834.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AFNC7 2549001DPIFGXC1TOL40 US3130AFNC74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0010 20079980.72 20079980.72 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKGY6 2549001DPIFGXC1TOL40 US3130AKGY62 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0011 89992422.00 89992422.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-21 2021-04-21 N N N 0.0011 425000790.50 425000790.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-19 2021-02-19 N N N 0.0009 545024568.60 545024568.60 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFE1 2549001DPIFGXC1TOL40 US3130AKFE18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-04 2021-05-04 N N N 0.0012 724982484.00 724982484.00 0.0034 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 2020-12-01 2021-02-26 2021-02-26 N N N 0.0011 87999831.92 87999831.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKF68 2549001DPIFGXC1TOL40 US3130AKF682 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-03 2021-05-03 N N N 0.0012 175745824.18 175745824.18 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-25 2021-02-25 N N N 0.0011 128000043.52 128000043.52 0.0006 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 2020-12-14 2020-12-14 2020-12-14 N N N 0.0014 329895566.14 329895566.14 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 0.0010 208000262.08 208000262.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0016 170975974.50 170975974.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0016 38994520.50 38994520.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0015 1999788.24 1999788.24 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0015 343961306.88 343961306.88 0.0016 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 120000657.60 120000657.60 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 0.0013 176992978.41 176992978.41 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 171984389.28 171984389.28 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 0.0007 88004628.80 88004628.80 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 87994846.72 87994846.72 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 0.0015 52994335.36 52994335.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBE5 2549001DPIFGXC1TOL40 US3130AKBE53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0014 35996500.08 35996500.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFS0 2549001DPIFGXC1TOL40 US3130AKFS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0014 30995949.54 30995949.54 0.0001 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 0.0012 47498200.00 47498200.00 0.0002 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 0.0010 90750000.00 90750000.00 0.0004 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 346016293.14 346016293.14 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-23 2021-04-23 N N N 0.0011 34001375.64 34001375.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-21 2021-05-21 N N N 0.0012 90000790.20 90000790.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-09 2021-02-09 N N N 0.0010 227009820.02 227009820.02 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 694032680.46 694032680.46 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-17 2021-03-17 N N N 0.0011 210009991.80 210009991.80 0.0010 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 2020-12-20 2021-04-20 2021-04-20 N N N 0.0013 435976826.60 435976826.60 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 2020-12-24 2021-03-24 2021-03-24 N N N 0.0015 40795673.57 40795673.57 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 2020-12-24 2021-03-24 2021-03-24 N N N 0.0017 331943447.12 331943447.12 0.0016 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 439981119.60 439981119.60 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 77997303.54 77997303.54 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 104001049.36 104001049.36 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 61995648.22 61995648.22 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 0.0014 138994341.31 138994341.31 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 52993132.79 52993132.79 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 88987209.81 88987209.81 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKF76 2549001DPIFGXC1TOL40 US3130AKF765 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0007 114019953.42 114019953.42 0.0005 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 0.0012 19325751.90 19325751.90 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 89983755.90 89983755.90 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 316932437.79 316932437.79 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKGK6 2549001DPIFGXC1TOL40 US3130AKGK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0011 122996172.24 122996172.24 0.0006 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 2020-12-01 2021-03-04 2021-03-04 N N N 0.0011 378018223.38 378018223.38 0.0018 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 2020-12-01 2021-04-15 2021-04-15 N N N 0.0011 87002801.40 87002801.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-11-18 2022-11-18 N N N 0.0015 176681109.92 176681109.92 0.0008 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 2020-12-01 2021-04-30 2021-04-30 N N N 0.0012 105754108.39 105754108.39 0.0005 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 2020-12-01 2021-04-15 2021-04-15 N N N 0.0011 265761156.19 265761156.19 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-14 2021-05-14 N N N 0.0011 516054551.52 516054551.52 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-17 2022-05-17 N N N 0.0014 107985558.24 107985558.24 0.0005 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 2020-12-01 2021-04-16 2021-04-16 N N N 0.0011 263007808.47 263007808.47 0.0013 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 2020-12-02 2021-03-02 2021-03-02 N N N 0.0011 173008253.83 173008253.83 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0017 341964281.52 341964281.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0007 258050286.78 258050286.78 0.0012 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 0.0016 491949722.52 491949722.52 0.0023 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 103994058.48 103994058.48 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 0.0016 106978831.12 106978831.12 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 0.0016 298935996.06 298935996.06 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 0.0016 253948953.62 253948953.62 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 0.0016 71984967.84 71984967.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKGW0 2549001DPIFGXC1TOL40 US3130AKGW07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0015 108978396.20 108978396.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-12 2022-05-12 N N N 0.0014 797956221.72 797956221.72 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 462549714.13 462549714.13 0.0022 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 2020-12-01 2021-11-16 2021-11-16 N N N 0.0013 167752997.69 167752997.69 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-11-23 2022-11-23 N N N 0.0016 475809571.44 475809571.44 0.0023 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 0.0017 86988192.36 86988192.36 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 114985505.40 114985505.40 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 0.0014 65993275.26 65993275.26 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 0.0016 71988804.72 71988804.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-11-26 2021-11-26 N N N 0.0013 526010160.27 526010160.27 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-22 2022-02-22 N N N 0.0013 290984119.55 290984119.55 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-04-28 2022-04-28 N N N 0.0015 199007088.38 199007088.38 0.0009 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 2020-12-23 2021-02-23 2021-02-23 N N N 0.0013 43001345.47 43001345.47 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0011 215009500.85 215009500.85 0.0010 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 2020-12-01 2022-04-14 2022-04-14 N N N 0.0015 318038528.88 318038528.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-23 2021-07-23 N N N 0.0012 350084434.00 350084434.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-25 2022-02-25 N N N 0.0013 120034554.00 120034554.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-25 2022-03-25 N N N 0.0014 53761097.76 53761097.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-11 2021-06-11 N N N 0.0012 268758673.33 268758673.33 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-30 2022-03-30 N N N 0.0015 54011020.86 54011020.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-28 2022-02-28 N N N 0.0014 351100459.71 351100459.71 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-08 2021-07-08 N N N 0.0012 246057003.12 246057003.12 0.0012 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 0.0017 136997183.28 136997183.28 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 0.0017 169996181.80 169996181.80 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 180495801.57 180495801.57 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-12 2022-08-12 N N N 0.0015 305097008.30 305097008.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-26 2022-05-26 N N N 0.0014 422058858.01 422058858.01 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-22 2021-02-22 N N N 0.0010 236035600.60 236035600.60 0.0011 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 2020-12-01 2021-03-04 2021-03-04 N N N 0.0011 1613244401.76 1613244401.76 0.0077 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 2020-12-19 2021-03-19 2021-03-19 N N N 0.0018 595883815.36 595883815.36 0.0028 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 2020-12-19 2021-03-19 2021-03-19 N N N 0.0017 120000410.40 120000410.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-09-16 2022-09-16 N N N 0.0016 143803817.13 143803817.13 0.0007 N N N 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 2020-12-01 2020-12-04 2020-12-04 N N N 0.0011 26000193.70 26000193.70 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-09-15 2022-09-15 N N N 0.0016 176066031.68 176066031.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-23 2020-12-23 N N N 0.0009 541530935.90 541530935.90 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 2020-12-01 2021-01-25 2021-01-25 N N N 0.0010 275035554.75 275035554.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-10 2022-02-10 N N N 0.0013 166119189.66 166119189.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-14 2021-05-14 N N N 0.0011 115051433.75 115051433.75 0.0005 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 236999843.58 236999843.58 0.0011 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 2020-12-01 2021-02-01 2021-02-01 N N N 0.0017 34002985.20 34002985.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-04 2021-06-04 N N N 0.0012 203105746.76 203105746.76 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-10 2021-03-10 N N N 0.0011 301493560.59 301493560.59 0.0014 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 2020-12-01 2021-04-09 2021-04-09 N N N 0.0011 500155088.97 500155088.97 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 2020-12-01 2021-04-13 2021-04-13 N N N 0.0011 382284345.52 382284345.52 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-13 2021-05-13 N N N 0.0011 253238310.82 253238310.82 0.0012 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 2020-12-01 2021-04-07 2021-04-07 N N N 0.0011 68050906.16 68050906.16 0.0003 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 2020-12-01 2021-04-06 2021-04-06 N N N 0.0011 169131934.92 169131934.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-25 2021-03-25 N N N 0.0011 977388213.86 977388213.86 0.0046 N N N N Freddie Mac Freddie Mac, 0.10% 3137EAEL9 S6XOOCT0IEG5ABCC6L87 US3137EAEL94 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 70466738.55 70466738.55 0.0003 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-05 2021-02-05 N N N 0.0010 110002546.50 110002546.50 0.0005 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-18 2022-08-18 N N N 0.0014 260977714.28 260977714.28 0.0012 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-03 2022-08-03 N N N 0.0016 302093846.50 302093846.50 0.0014 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-01-18 2022-01-18 N N N 0.0014 826866507.04 826866507.04 0.0039 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-12-10 2021-12-10 N N N 0.0013 516484782.00 516484782.00 0.0025 N N N N Freddie Mac Freddie Mac, 0.24% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-04-18 2022-04-18 N N N 0.0015 375409305.40 375409305.40 0.0018 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-12-13 2021-12-13 N N N 0.0013 533726137.88 533726137.88 0.0025 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2022-06-02 2022-06-02 N N N 0.0015 50093695.00 50093695.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-11 2022-03-11 N N N 0.0014 532969399.76 532969399.76 0.0025 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-24 2021-06-24 N N N 0.0011 117158327.91 117158327.91 0.0006 N N N N Freddie Mac Freddie Mac, 0.39% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-10-22 2021-10-22 N N N 0.0013 695662261.86 695662261.86 0.0033 N N N N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GIJ639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2044-11-15 0.5 - 3 658754300.00 664068209.92 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 651000000.00 651000000.00 0.0031 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GIB243000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2045-05-15 0.5 - 3 791011700.00 829741219.71 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 813000000.00 813000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GII428000 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 2050-08-15 0.125 - 6.375 582951200.00 575314964.41 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 562000000.00 562000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2045-02-15 0 - 4.5 462688300.00 497761342.30 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 488000000.00 488000000.00 0.0023 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 2022-04-30 2050-08-15 0.14 - 7.625 585413100.00 660666803.03 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 646000000.00 646000000.00 0.0031 N Y 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 2021-01-15 2050-02-15 0 - 8.125 1547914905.00 1687336081.21 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 1650000000.00 1650000000.00 0.0078 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2049-02-15 0 - 8.125 1605914800.00 1795846553.02 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 1757000000.00 1757000000.00 0.0084 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 2021-01-14 2050-08-15 0 - 6.75 503731933.00 523433790.47 U.S. Treasuries (including strips) Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 513000000.00 513000000.00 0.0024 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 2020-12-31 2049-02-15 0 - 6.875 1084175400.00 1327386812.23 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 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 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 0.14 - 7.625 511721700.00 581299134.75 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 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 GIA995000 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 2045-05-15 0 - 6.75 755923300.00 899431938.62 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 881000000.00 881000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIE427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2048-02-15 0.125 - 8.125 733108700.00 834781350.16 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 817000000.00 817000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIB723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2045-08-15 0 - 7.5 734827400.00 831536994.96 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 813000000.00 813000000.00 0.0039 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 2021-01-14 2040-05-15 0 - 5.25 232484437.00 247900993.83 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 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 BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI856000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-07 2050-08-15 0 - 7.875 528854248.00 598732970.91 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 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 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 2021-01-14 2048-05-15 0 - 6.75 317472700.00 329580756.32 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 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, 0.12% R0MUWSFPU8MPRO8K5P83 GIJ708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-15 2045-11-15 0.875 - 4.625 61377000.00 83017551.24 U.S. Treasuries (including strips) Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0012 81000000.00 81000000.00 0.0004 N N N Y 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 2022-11-30 2022-11-30 0.125 - 0.125 163314600.00 163232452.76 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 N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GIF044000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-15 2048-05-15 0.125 - 3.125 143909000.00 171182096.79 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 167000000.00 167000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GIC087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2046-08-15 0.125 - 3.75 124882100.00 136143975.75 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 133000000.00 133000000.00 0.0006 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GIJ617000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2050-02-15 0.125 - 3.125 2180101000.00 2337984236.62 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 2290000000.00 2290000000.00 0.0109 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GIH887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2030-02-15 0.125 - 3 876028400.00 909856011.47 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 892000000.00 892000000.00 0.0042 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GII374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2030-11-15 0.125 - 2.75 667127900.00 682390314.01 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 669000000.00 669000000.00 0.0032 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GIJ637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2030-02-15 0.25 - 3 642537200.00 682381975.98 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 669000000.00 669000000.00 0.0032 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GIJ697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2049-08-15 2.25 - 4.375 382831200.00 502641260.42 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 488000000.00 488000000.00 0.0023 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GIF580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2049-11-15 2.375 - 4.375 316812900.00 421135996.76 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 410000000.00 410000000.00 0.0019 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2026-02-15 1.625 - 1.875 160031000.00 166295764.65 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 163000000.00 163000000.00 0.0008 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GIJ587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2029-02-15 0 - 2.625 348074900.00 362087221.17 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 355000000.00 355000000.00 0.0017 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2024-08-15 0 - 2.375 487252500.00 499644268.36 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 490000000.00 490000000.00 0.0023 N N Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.09% 549300H47WTHXPU08X20 GIJ672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2039-05-15 2040-08-15 1.125 - 4.375 354477700.00 510074947.61 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 500000000.00 500000000.00 0.0024 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-24 2028-08-15 0 - 2.875 1566620000.00 1661673310.96 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1628000000.00 1628000000.00 0.0077 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.15% 213800MBWEIJDM5CU638 GIF625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-31 2025-08-31 2.75 - 2.75 119319800.00 133637371.35 U.S. Treasuries (including strips) Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0015 131000000.00 131000000.00 0.0006 N N N Y 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 2026-08-15 1.5 - 6 160568200.00 165313014.72 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, 0.14% H7FNTJ4851HG0EXQ1Z70 GIB319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.5 - 2.75 154999600.00 166288986.94 U.S. Treasuries (including strips) Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0014 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIB320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6 164040700.00 166235260.96 U.S. Treasuries (including strips) Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0014 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIC493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2024-04-30 0.125 - 2 64297200.00 66342464.94 U.S. Treasuries (including strips) Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0014 65000000.00 65000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GID972000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2026-08-15 1.5 - 2 96435200.00 99985410.48 U.S. Treasuries (including strips) Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0014 98000000.00 98000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIE998000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 285705100.00 317188140.20 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0014 311000000.00 311000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 218525900.00 233530044.37 U.S. Treasuries (including strips) Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0014 229000000.00 229000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GII512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 127441700.00 166304492.34 U.S. Treasuries (including strips) Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0014 163000000.00 163000000.00 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 165277756.20 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 155360900.00 165266115.75 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 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-08-15 1.5 - 6 31423000.00 32635668.23 U.S. Treasuries (including strips) Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 32000000.00 32000000.00 0.0002 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.09% RB0PEZSDGCO3JS6CEU02 GIJ599000 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 366003000.00 415201714.72 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 407000000.00 407000000.00 0.0019 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2028-11-15 1.5 - 3.125 147325000.00 163150251.96 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 160000000.00 160000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIG240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2030-05-15 2030-05-15 0.625 - 0.625 312215600.00 306979050.63 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0009 301000000.00 301000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ292000 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 0.125 - 2.875 748841500.00 785163633.57 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0009 770000000.00 770000000.00 0.0037 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIG900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2030-02-15 0.25 - 2.875 409414000.00 429313003.33 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 421000000.00 421000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2027-02-15 0.125 - 2.25 274583900.00 284499710.07 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 279000000.00 279000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2024-12-31 1.75 - 2.625 330682700.00 353842100.38 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 347000000.00 347000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIJ577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2040-08-15 0.375 - 2.875 1581191000.00 1670560345.07 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1637000000.00 1637000000.00 0.0078 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIE511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2028-08-15 0.25 - 6.625 571555800.00 643455798.85 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 631000000.00 631000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIF030000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2027-11-15 0.125 - 2.75 630383600.00 650601680.69 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 638000000.00 638000000.00 0.0030 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIA520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-11-15 0 - 4.5 159084000.00 166325820.69 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 163000000.00 163000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIB666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2048-08-15 0 - 6.375 215612800.00 261240754.56 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 255500000.00 255500000.00 0.0012 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GII408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-02-15 0 - 6.375 642147500.00 665584961.98 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 652500000.00 652500000.00 0.0031 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIE088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-08 2050-11-15 0 - 6.625 311850600.00 350835042.71 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 343000000.00 343000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIG207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2049-11-15 0 - 6.375 298424100.00 336095354.54 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-19 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 GIB251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-08-15 0 - 6.375 287004600.00 331623977.20 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 325000000.00 325000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GIE441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-08-15 0 - 5.5 149004800.00 167307731.23 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 164000000.00 164000000.00 0.0008 N N Y N 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 71004800.00 79589897.35 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 Y N 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 227472800.00 247916926.99 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 103245700.00 115286058.66 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 155446400.00 165273103.55 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, 0.15% 5493007VSMFZCPV1NB83 GID958000 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 149246700.00 167291922.98 U.S. Treasuries (including strips) Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0015 164000000.00 164000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIF506000 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 153493200.00 167288407.48 U.S. Treasuries (including strips) Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0015 164000000.00 164000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIG184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 125684500.00 133626232.07 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0015 131000000.00 131000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIG807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 227382400.00 241750202.71 U.S. Treasuries (including strips) Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0015 237000000.00 237000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GII027000 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 148329900.00 166264273.89 U.S. Treasuries (including strips) Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0015 163000000.00 163000000.00 0.0008 N N N Y SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GIJ570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2025-08-15 1.625 - 2.75 745328000.00 785262279.29 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 770000000.00 770000000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GII383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-17 2050-11-15 0 - 8.125 286550300.00 329847241.30 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 321000000.00 321000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GIJ220000 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 2040-05-15 0 - 7.25 312667400.00 327423325.25 U.S. Treasuries (including strips) Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0009 321000000.00 321000000.00 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 2020-12-31 2049-08-15 0 - 6.875 310289700.00 326820758.63 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., 0.16% 5493006GGLR4BTEL8O61 GIE080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2044-02-15 1.125 - 3.625 97870000.00 141191653.61 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0016 137000000.00 137000000.00 0.0007 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GIJ576000 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 2040-10-01 2040-10-01 2.5 - 2.5 60642.00 63239.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-01-01 2050-09-01 2.133 - 4.5 75507229.00 38622823.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 3 - 3 46750453.00 25890629.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2046-02-15 0.125 - 2.5 260603800.00 273831664.91 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 331000000.00 331000000.00 0.0016 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 11/30/2020 due 12/01/2020 B4TYDEB6GKMZO031MB27 GIJ776000_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 2041-04-20 2050-03-20 3 - 4.5 5609816916.00 1115484278.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1093609000.00 1093609000.00 0.0052 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GIJ641000 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 53575821.00 55080153.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 54000000.00 54000000.00 0.0003 N N 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 2061-12-15 2.07 - 4 67866070.00 68149210.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-19 2025-09-30 0 - 0.25 9031100.00 8997455.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2050-12-01 1.5 - 4.5 18897595.00 20482118.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-11-01 2050-12-01 2 - 4.5 47485820.00 49259743.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 144000000.00 144000000.00 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-06-15 2060-10-15 2.15 - 5 68598546.00 57360112.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-11-01 2050-11-01 1.5 - 4.5 31207946.00 32244829.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-01 2050-11-01 2 - 4.5 59027443.00 57048019.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-01-20 2053-11-15 2.5 - 5.5 34065299.00 34744945.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 2 - 2 14584722.00 15198171.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-02-01 2050-12-01 1.5 - 3.5 17099628.00 16096797.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-25 2040-05-15 0 - 4.375 6376853.00 6383706.34 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 71000000.00 71000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GIC365000 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 2050-11-01 2 - 6 185114105.00 54063468.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 53000000.00 53000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GHJ776000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-10-01 2.5 - 2.5 102774842.00 109151429.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-02-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 107000000.00 107000000.00 0.0005 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VJW2DOOHGDT6PR0ZRO63 GIJ776000_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 2020-12-08 2050-11-15 0 - 8.125 44650891.00 45338692.61 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-08 2032-05-04 0 - 5.375 8249590.00 8591591.49 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-03-20 2050-11-20 2 - 9 37894692.00 28731305.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2020-12-21 2029-01-23 0.125 - 3.65 17729338.00 17851530.04 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 312.00 318.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-25 2050-11-01 0.2 - 8 122584610.00 116460206.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-25 2050-12-01 0.25 - 9.5 192438443.00 181425656.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 390576000.00 390576000.00 0.0019 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 11/30/2020 due 12/01/2020 8NAV47T0Y26Q87Y0QP81 GIJ776000_00431 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 2058-08-20 2070-10-20 0.804 - 5.238 177657558.00 181955161.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2030-05-15 0.625 - 0.625 23312865.00 22903326.91 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2056-07-01 1.5 - 4 854482718.00 724711923.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 911341000.00 911341000.00 0.0043 N Y Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2021-01-15 2030-04-15 0 - 0 5074000.00 4505318.73 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2046-02-15 0 - 7.875 35580547.00 40379583.97 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-04-05 2040-11-19 2.08 - 5.75 1032000.00 1034524.77 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2044-09-15 2065-09-15 0 - 0 5000.00 2094.11 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 1.875 - 5.5 800000.00 842556.60 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-08-15 2048-02-15 2.5 - 10 1093974.00 525322.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-01 2050-12-01 0 - 7.125 4442373.00 3626394.72 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2038-11-15 0 - 0.73 41092000.00 40886631.44 Agency Debentures and Agency Strips Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 90000000.00 90000000.00 0.0004 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 11/30/2020 due 12/01/2020 E57ODZWZ7FF32TWEFA76 GIJ776000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 10485867.00 11829405.77 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-05-15 0.125 - 7.625 207549820.00 219237666.22 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-01 2057-09-01 0 - 10.5 49410271.00 18499623.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-03-15 2050-03-01 0 - 9 77231197.00 28819437.99 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 49820.00 52736.42 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 78446303.00 6373681.72 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 0.375 - 5.625 7820819.00 10711501.35 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 16031077.00 14333486.73 Agency Debentures and Agency Strips Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 303780000.00 303780000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-05-15 2040-08-15 4.5 - 7 752681.00 3177.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2050-02-15 0 - 5 432501200.00 487916435.28 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-01 2050-12-01 0.25 - 9 165485415.00 2454440.25 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-01-15 0 - 0 68106000.00 60443020.18 Agency Debentures and Agency Strips Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 540000000.00 540000000.00 0.0026 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2050-11-01 1.5 - 5 564506482.00 531580973.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-09-01 2050-11-01 1.5 - 4.5 193091667.00 202697269.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-01-20 2034-01-20 3 - 3 2100000.00 136037.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 720000000.00 720000000.00 0.0034 N Y 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 S6XOOCT0IEG5ABCC6L87 2048-12-01 2050-01-01 2.5 - 5 292774318.00 199016083.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 2050-02-01 2.5 - 6 981053467.00 713884448.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2050-11-20 3 - 3 152209.00 161001.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 11/30/2020 due 12/01/2020 MBNUM2BPBDO7JBLYG310 GIJ776000_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 2021-02-15 2055-09-15 2.25 - 9.75 891776413.00 78663285.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2036-02-01 1.25 - 7 763458277.00 613558477.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2036-03-01 1.5 - 7 314924871.00 237348639.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 911341000.00 911341000.00 0.0043 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 11/30/2020 due 12/01/2020 1VUV7VQFKUOQSJ21A208 GIJ776000_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 2039-09-15 2050-10-20 2 - 5 601443422.00 271124913.22 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2026-02-15 0.125 - 2.375 259293912.00 271124771.00 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 531616000.00 531616000.00 0.0025 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GIJ575000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2049-12-31 N/A 70639505.73 70639505.73 Other Instrument Cash United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2040-11-15 0.125 - 2.625 783249400.00 796990118.15 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 852000000.00 852000000.00 0.0040 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-05-20 2050-10-20 2.5 - 5.5 328335346.00 139740402.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-11-01 2050-11-01 2 - 6.5 718785768.00 501738008.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-08-01 2057-09-01 2 - 6 652099545.00 460648120.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 1080500000.00 1080500000.00 0.0051 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 CYYGQCGNHMHPSMRL3R97 GIJ776000_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 2026-11-01 2050-09-01 2.425 - 5.5 118786278.00 84946711.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-11-01 2050-05-01 2.5 - 6 111548268.00 53292981.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2050-01-20 3.5 - 4.5 31564555.00 16688537.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 151890000.00 151890000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GIA430000 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 2030-11-01 2050-12-01 1.5 - 4.5 181594190.00 183619992.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0014 180000000.00 180000000.00 0.0009 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GIB966000 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 2033-07-01 2050-12-01 2 - 5 252277742.00 237680333.15 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 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 GIB968000 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 2050-12-01 2 - 4.5 190015258.00 128553644.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-12-01 2.568 - 4.5 186076690.00 54041976.65 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0014 179000000.00 179000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GIC376000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-11-01 2050-11-01 1.5 - 4.007 43407026.00 33769832.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-03-01 2050-11-01 2.5 - 5 74402284.00 58037665.16 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0014 90000000.00 90000000.00 0.0004 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.10% 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 Banks 2549001DPIFGXC1TOL40 2020-12-01 2025-03-14 0 - 2.375 159065000.00 159069403.49 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-01-18 2032-12-07 0.384 - 3.28 36861000.00 36889691.84 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2050-12-01 1.5 - 8 772337323.00 765873639.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-07-15 2050-11-20 2.5 - 8.5 38452919.00 34783762.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-11-06 2050-12-01 0.25 - 5 226845479.00 210925122.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-06-17 2047-11-15 0 - 2.875 296188140.00 370944256.25 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1544000000.00 1544000000.00 0.0073 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 11/30/2020 due 12/01/2020 OXTKY6Q8X53C9ILVV871 GIJ776000_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 2025-12-01 2050-12-01 2 - 6 593537010.00 583343013.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-09-01 2050-12-01 1.5 - 5 466540727.00 461052048.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-07-15 2070-02-20 2 - 5 111344783.00 115124132.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2025-10-31 0 - 2.375 354075980.00 355680548.06 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1485486000.00 1485486000.00 0.0071 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GIJ185000 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 2041-06-20 2050-11-20 2.5 - 4.5 58945823.00 48904142.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-09-01 2050-11-01 2 - 7.594 276733665.00 194437915.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-01 2058-08-01 1.5 - 5.5 638023007.00 391198621.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0010 620000000.00 620000000.00 0.0029 N N Y N RBC Financial Group RBC Financial Group, 0.11% ES7IP3U3RHIGC71XBU11 GIE951000 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 2039-07-25 2050-12-01 2 - 4.5 474987571.00 74911148.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-10-15 2050-09-01 2 - 4.5 153835306.00 109627942.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-01-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0011 180000000.00 180000000.00 0.0009 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 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ776000_76426 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 2050-11-20 2050-11-20 2 - 2 10501989.00 10985824.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 1.5 - 4.5 1524199346.00 1131995803.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2026-11-30 1.125 - 1.625 2585261.00 2757165.23 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2028-03-01 2050-12-01 2 - 6.423 942034815.00 627370931.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1737623000.00 1737623000.00 0.0083 N Y Y N Societe Generale Societe Generale, 0.10% O2RNE8IBXP4R0TD8PU41 GIJ219000 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 2028-05-20 2050-09-20 2 - 2.875 984377.00 977341.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2043-08-15 0 - 2.75 326203865.00 351021566.48 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2050-11-01 1.903 - 4 15575401.00 13285357.65 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 0 - 0 59000.00 52117.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2030-06-01 2050-11-01 1.5 - 5.342 2862562.00 2801120.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0010 360000000.00 360000000.00 0.0017 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ776000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2050-11-20 2 - 4.5 1747606445.00 1125355494.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2044-08-15 0 - 3.125 777555472.00 820138590.02 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-05-01 2050-08-01 2.5 - 3.5 468315243.00 308486039.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 2050-10-01 2 - 3.5 2183403807.00 1704790358.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 3880271000.00 3880271000.00 0.0184 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ776000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 3167183866.00 1836259700.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1792443000.00 1792443000.00 0.0085 N Y 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 4 350000.00 170111.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 173562000.00 87658671.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-05-31 1.125 - 2 19250000.00 19411243.60 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 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 United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-05-31 1.125 - 2 9700000.00 9762946.27 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 4 54000000.00 26245718.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 406165000.00 193039970.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 224406250.00 224406250.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GHH400000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-05-31 1.125 - 2 8850000.00 8930334.53 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 4 50000.00 24301.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3 - 3 246281000.00 143142687.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GIC479000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2049-07-01 3.5 - 3.5 428553000.00 204041710.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 4 - 4 87600000.00 29659193.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-02-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0018 229000000.00 229000000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GIJ594000 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 2050-11-01 2.5 - 3.5 1127357777.00 1091403032.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1070000000.00 1070000000.00 0.0051 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ776000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 11737839.00 12236406.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-01-25 2050-11-25 2 - 7.491 13274303.00 11008764.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 22783000.00 22783000.00 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ911000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 12956807.00 13507149.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-01-25 2050-11-25 2 - 7.491 14652829.00 12152017.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 25149000.00 25149000.00 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 Federal Home Loan Mortgage Corp 2050-11-01 2050-11-01 2 - 2 353410355.00 367206120.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 360000000.00 360000000.00 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., 0.14% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 32150000.00 32150000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.12% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0012 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.12% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0012 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 2020-12-07 2020-12-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 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., 0.12% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 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 2020-12-07 2020-12-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 11100000.00 11100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% (750 Sixth Avenue Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MFM2 US64986MFM29 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 22600000.00 22600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 16600000.00 16600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 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% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-12-07 2020-12-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 10600000.00 10600000.00 0.0001 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ896000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 326000000.00 326000000.00 0.0015 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, 0.10% R0MUWSFPU8MPRO8K5P83 GIJ897000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 325500000.00 325500000.00 0.0015 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. Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GIJ839000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 162000000.00 162000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GIJ283000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2020-12-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 137000000.00 137000000.00 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., 0.17% 5493006GGLR4BTEL8O61 GIJ284000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-03-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 111000000.00 111000000.00 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer