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N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 297960184.22 297960184.22 0.0311 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 174973828.75 174973828.75 0.0183 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0009 283952489.64 283952489.64 0.0296 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.19% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0009 140973552.63 140973552.63 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0008 64988028.95 64988028.95 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0009 119973082.80 119973082.80 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0009 120172767.49 120172767.49 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0010 123966081.04 123966081.04 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0010 28989257.82 28989257.82 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0010 4997750.70 4997750.70 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0006 99998056.00 99998056.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 26993099.88 26993099.88 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 58982300.00 58982300.00 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.18% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 134954249.85 134954249.85 0.0141 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0010 74972083.50 74972083.50 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0009 99988951.00 99988951.00 0.0104 N Y Y N U.S. Treasury Bills U.S. 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Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0007 28632257.81 28632257.81 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0015 4043125.00 4043125.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0016 4055781.24 4055781.24 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0021 19126517.58 19126517.58 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0019 15106125.15 15106125.15 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0061 52043089.80 52043089.80 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.26% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-08-03 2022-01-31 2022-01-31 N N N 0.0015 24040542.96 24040542.96 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-10-31 2021-10-31 N N N 0.0014 80265080.00 80265080.00 0.0084 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0024 11045993.64 11045993.64 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0023 23022124.39 23022124.39 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0020 6017960.22 6017960.22 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0030 26039839.02 26039839.02 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0035 28053550.00 28053550.00 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0016 2006066.56 2006066.56 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0017 3013811.01 3013811.01 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0017 2004006.96 2004006.96 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.14% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-01-29 2021-01-29 N N N 0.0021 20993126.70 20993126.70 0.0022 N N N N Fannie Mae Fannie Mae, 0.17% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-11 2020-12-11 N N N 0.0020 9898827.64 9898827.64 0.0010 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-30 2020-10-30 N N N 0.0020 999938.52 999938.52 0.0001 N N N N Fannie Mae Fannie Mae, 0.22% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-07-29 2022-07-29 N N N 0.0024 6997188.10 6997188.10 0.0007 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2022-07-06 2022-07-06 N N N 0.0031 31987558.40 31987558.40 0.0033 N N N N Fannie Mae Fannie Mae, 0.30% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-24 2022-06-24 N N N 0.0032 24990446.50 24990446.50 0.0026 N N N N Fannie Mae Fannie Mae, 0.30% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-15 2022-06-15 N N N 0.0032 11995473.72 11995473.72 0.0013 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-05-09 2022-05-09 N N N 0.0028 14009805.46 14009805.46 0.0015 N N N N Fannie Mae Fannie Mae, 0.32% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0009 21995930.00 21995930.00 0.0023 N N N N Fannie Mae Fannie Mae, 0.32% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0009 24995187.50 24995187.50 0.0026 N N N N Fannie Mae Fannie Mae, 0.32% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0009 24995125.00 24995125.00 0.0026 N N N N Fannie Mae Fannie Mae, 0.32% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0009 24995062.50 24995062.50 0.0026 N N N N Fannie Mae Fannie Mae, 0.32% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0009 24995000.00 24995000.00 0.0026 N N N N Fannie Mae Fannie Mae, 0.32% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0009 24994937.50 24994937.50 0.0026 N N N N Fannie Mae Fannie Mae, 0.33% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-06 2021-07-06 N N N 0.0022 16015630.88 16015630.88 0.0017 N N N N Fannie Mae Fannie Mae, 0.37% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2022-05-04 2022-05-04 N N N 0.0028 19030417.67 19030417.67 0.0020 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-27 2021-10-27 N N N 0.0024 28047996.48 28047996.48 0.0029 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-26 2021-04-26 N N N 0.0021 52063883.56 52063883.56 0.0054 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-06 2021-07-06 N N N 0.0026 15016133.10 15016133.10 0.0016 N N N N Fannie Mae Fannie Mae, 0.39% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-04 2021-10-04 N N N 0.0024 50588888.08 50588888.08 0.0053 N N N N Fannie Mae Fannie Mae, 0.41% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-25 2021-10-25 N N N 0.0024 38079062.04 38079062.04 0.0040 N N N N Fannie Mae Fannie Mae, 0.45% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-23 2021-09-23 N N N 0.0024 100241408.00 100241408.00 0.0105 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-03 2020-12-03 N N N 0.0017 8998894.08 8998894.08 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-03 2021-03-03 N N N 0.0018 3999174.28 3999174.28 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 6000032.76 6000032.76 0.0006 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2021-01-05 2021-01-05 N N N 0.0022 1999815.50 1999815.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.23% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2020-10-23 2020-10-23 N N N 0.0016 4000635.76 4000635.76 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 313312C81 US313312C814 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0006 5999790.00 5999790.00 0.0006 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0009 999782.50 999782.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1999545.00 1999545.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-20 2021-04-20 N N N 0.0024 11007301.14 11007301.14 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-08 2020-10-08 N N N 0.0020 3000720.72 3000720.72 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 14003965.08 14003965.08 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-30 2020-12-30 N N N 0.0022 11006346.34 11006346.34 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-27 2021-04-27 N N N 0.0024 11013111.89 11013111.89 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHYZ0 2549001DPIFGXC1TOL40 US3130AHYZ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0009 25998759.80 25998759.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AFZE0 2549001DPIFGXC1TOL40 US3130AFZE03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0020 1002490.00 1002490.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0012 999976.42 999976.42 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384L64 2549001DPIFGXC1TOL40 US313384L640 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0009 23995200.00 23995200.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 0.15% 313384G94 2549001DPIFGXC1TOL40 US313384G947 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-23 2020-09-23 2020-09-23 N N N 0.0009 18997577.50 18997577.50 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0010 2998857.00 2998857.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384U49 2549001DPIFGXC1TOL40 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0010 5997636.00 5997636.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384U98 2549001DPIFGXC1TOL40 US313384U989 U.S. Government Agency Debt Y N/A N/A 2020-12-28 2020-12-28 2020-12-28 N N N 0.0010 23990208.00 23990208.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384V48 2549001DPIFGXC1TOL40 US313384V482 U.S. Government Agency Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0010 7996664.00 7996664.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-19 2020-08-19 N N N 0.0019 28098935.01 28098935.01 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-28 2020-08-28 N N N 0.0020 40997520.32 40997520.32 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0009 7000000.98 7000000.98 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-09-11 2020-09-11 N N N 0.0015 2999914.32 2999914.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-09-11 2020-09-11 N N N 0.0015 14899574.46 14899574.46 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0014 4999964.40 4999964.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384L72 2549001DPIFGXC1TOL40 US313384L723 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0009 2999392.50 2999392.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJWD7 2549001DPIFGXC1TOL40 US3130AJWD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0013 3999829.32 3999829.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-04 2020-09-04 N N N 0.0021 42996926.36 42996926.36 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-28 2020-09-28 N N N 0.0020 19997598.00 19997598.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-05 2020-08-05 N N N 0.0017 6999963.25 6999963.25 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-21 2020-08-21 N N N 0.0020 10299581.20 10299581.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0006 4999786.10 4999786.10 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% to 0.16% 313384E62 2549001DPIFGXC1TOL40 US313384E629 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0008 8999280.00 8999280.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-25 2020-08-25 N N N 0.0020 2999877.66 2999877.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2021-01-08 2021-01-08 N N N 0.0019 12997440.69 12997440.69 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-12-11 2020-12-11 N N N 0.0018 19997027.00 19997027.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0015 19999947.40 19999947.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2021-01-13 2021-01-13 N N N 0.0018 14996928.00 14996928.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-12-14 2020-12-14 N N N 0.0018 17997563.52 17997563.52 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0019 9997061.40 9997061.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0019 1999412.28 1999412.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0018 19995372.80 19995372.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0016 24999130.75 24999130.75 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384L56 2549001DPIFGXC1TOL40 US313384L566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0009 11997630.00 11997630.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-28 2020-09-28 N N N 0.0021 1999792.50 1999792.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 2000004.44 2000004.44 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 7000011.69 7000011.69 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 5000011.10 5000011.10 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 11000024.42 11000024.42 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2021-03-24 2021-03-24 N N N 0.0018 2399479.90 2399479.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 0.16% 313384D71 2549001DPIFGXC1TOL40 US313384D712 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0006 12999368.07 12999368.07 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0014 10000084.80 10000084.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2020-09-01 2020-09-01 N N N 0.0014 3000046.17 3000046.17 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-20 2021-04-20 2021-04-20 N N N 0.0021 34987924.30 34987924.30 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJVQ9 2549001DPIFGXC1TOL40 US3130AJVQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2021-04-23 2021-04-23 N N N 0.0016 11000000.00 11000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0014 5000063.25 5000063.25 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJNY1 2549001DPIFGXC1TOL40 US3130AJNY17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0013 21000225.96 21000225.96 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJT90 2549001DPIFGXC1TOL40 US3130AJT909 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0014 16001192.00 16001192.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJTA7 2549001DPIFGXC1TOL40 US3130AJTA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 8000408.00 8000408.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUA5 2549001DPIFGXC1TOL40 US3130AJUA57 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0015 6000021.12 6000021.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUB3 2549001DPIFGXC1TOL40 US3130AJUB31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0015 8000037.20 8000037.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRU5 2549001DPIFGXC1TOL40 US3130AJRU58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0013 6000228.18 6000228.18 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRZ4 2549001DPIFGXC1TOL40 US3130AJRZ46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0012 8000399.92 8000399.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-02 2020-10-02 N N N 0.0020 1999917.98 1999917.98 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-11 2021-06-11 N N N 0.0024 1998869.60 1998869.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 3000170.10 3000170.10 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 9000510.30 9000510.30 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 2000113.40 2000113.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2021-02-23 2021-02-23 N N N 0.0019 2999745.48 2999745.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0015 8000140.16 8000140.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 313384F38 2549001DPIFGXC1TOL40 US313384F386 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0009 2999722.50 2999722.50 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0013 2000050.84 2000050.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJRM3 2549001DPIFGXC1TOL40 US3130AJRM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0013 8000417.44 8000417.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0013 12000879.84 12000879.84 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0013 4000323.64 4000323.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-11 2020-09-11 N N N 0.0021 3999879.28 3999879.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-04 2020-12-04 N N N 0.0022 999893.34 999893.34 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJTT6 2549001DPIFGXC1TOL40 US3130AJTT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2021-04-12 2021-04-12 N N N 0.0021 39994470.40 39994470.40 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-18 2020-09-18 N N N 0.0021 11999769.24 11999769.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-15 2020-09-15 N N N 0.0022 13999647.90 13999647.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-23 2020-12-23 N N N 0.0017 1000116.82 1000116.82 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0018 11000714.12 11000714.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-01 2020-10-01 N N N 0.0020 29000060.61 29000060.61 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0023 60999711.47 60999711.47 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-02-10 2022-02-10 N N N 0.0030 13982464.72 13982464.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-07 2020-10-07 N N N 0.0021 40901006.14 40901006.14 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-11 2020-12-11 N N N 0.0022 99999111.00 99999111.00 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-16 2020-10-16 N N N 0.0017 37004439.63 37004439.63 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2021-02-01 2021-02-01 N N N 0.0019 2000515.16 2000515.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-10 2021-03-10 N N N 0.0023 4000058.64 4000058.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0027 8999582.94 8999582.94 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-11-12 2021-11-12 N N N 0.0028 20996091.48 20996091.48 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-09 2021-04-09 N N N 0.0024 28006310.92 28006310.92 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0008 25998050.00 25998050.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0008 33997365.00 33997365.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0009 51994410.00 51994410.00 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 21997140.00 21997140.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0009 23996820.00 23996820.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0009 10997992.50 10997992.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0009 74991375.00 74991375.00 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-25 2020-09-25 N N N 0.0020 2000320.44 2000320.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 15997640.00 15997640.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0010 25005900.00 25005900.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0009 9998775.00 9998775.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-13 2021-05-13 N N N 0.0024 17012911.50 17012911.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-07 2021-04-07 N N N 0.0024 4002821.12 4002821.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0014 5002475.90 5002475.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-06 2021-04-06 N N N 0.0024 11008488.26 11008488.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 8002664.56 8002664.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-25 2021-03-25 N N N 0.0023 54050859.90 54050859.90 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-11-04 2020-11-04 N N N 0.0040 6000337.68 6000337.68 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0009 19998050.00 19998050.00 0.0021 N N Y N Freddie Mac Freddie Mac, 0.13% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-05 2021-02-05 N N N 0.0023 5996843.52 5996843.52 0.0006 N N N N Freddie Mac Freddie Mac, 0.13% 3134GVRM2 US3134GVRM29 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2025-05-06 N N N 0.0039 3000177.00 3000177.00 0.0003 N N Y N Freddie Mac Freddie Mac, 0.13% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0009 13998425.00 13998425.00 0.0015 N N Y N Freddie Mac Freddie Mac, 0.14% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-14 2020-12-14 N N N 0.0014 25999999.22 25999999.22 0.0027 N N N N Freddie Mac Freddie Mac, 0.14% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-10 2020-09-10 N N N 0.0004 6630769.74 6630769.74 0.0007 N N N N Freddie Mac Freddie Mac, 0.14% 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0006 11999463.36 11999463.36 0.0013 N N Y N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-08-03 2022-08-03 N N N 0.0020 13994335.60 13994335.60 0.0015 N N N N Freddie Mac Freddie Mac, 0.20% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-07-29 2022-07-29 N N N 0.0022 12994776.60 12994776.60 0.0014 N N N N Freddie Mac Freddie Mac, 0.22% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2022-04-29 2022-04-29 N N N 0.0024 3998691.08 3998691.08 0.0004 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-12-10 2021-12-10 N N N 0.0026 24993152.75 24993152.75 0.0026 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-01-18 2022-01-18 N N N 0.0022 39015506.79 39015506.79 0.0041 N N N N Freddie Mac Freddie Mac, 0.26% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-04-18 2022-04-18 N N N 0.0028 26991244.98 26991244.98 0.0028 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-02 2022-06-02 N N N 0.0031 77971147.02 77971147.02 0.0081 N N N N Freddie Mac Freddie Mac, 0.37% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-24 2021-06-24 N N N 0.0025 8008538.00 8008538.00 0.0008 N N N N Freddie Mac Freddie Mac, 0.41% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-22 2021-10-22 N N N 0.0026 43078950.58 43078950.58 0.0045 N N N N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GCI944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2030-05-15 0.625 - 2.125 10794000.00 11221304.37 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0013 11000000.00 11000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GDJ455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2024-11-30 0.16 - 1.5 27934900.00 29580247.97 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 29000000.00 29000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-05-15 0 - 3.625 30579000.00 43260885.79 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 42000000.00 42000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-05-15 0 - 5 24842000.00 29580444.19 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 29000000.00 29000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-08-15 0 - 5.375 10522800.00 11220628.99 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 11000000.00 11000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDB757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-31 2025-10-31 3 - 3 20391200.00 23461931.20 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 23000000.00 23000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG915000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2050-02-15 0 - 7.5 35374210.00 40821057.74 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 40000000.00 40000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2047-08-15 1.375 - 3.375 8791000.00 9180407.32 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 9000000.00 9000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2047-08-15 0 - 5.375 12005400.00 16480075.59 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 16000000.00 16000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCI945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-05-15 0 - 5.375 22370800.00 29804583.94 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 29000000.00 29000000.00 0.0030 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCJ710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2045-08-15 0.125 - 7.125 61316700.00 67328942.64 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0013 66000000.00 66000000.00 0.0069 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GDD199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2045-08-15 0 - 6.375 36966600.00 48171088.06 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 47000000.00 47000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.14% R0MUWSFPU8MPRO8K5P83 GDD197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2047-08-15 0 - 5.25 39674600.00 44883587.52 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 44000000.00 44000000.00 0.0046 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GDJ608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2046-11-15 0.125 - 3.625 6399800.00 7140259.06 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 7000000.00 7000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2047-02-15 2.625 - 3.125 1455700.00 2060219.48 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 2000000.00 2000000.00 0.0002 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2047-02-15 0.125 - 3.625 5936100.00 7140978.79 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 7000000.00 7000000.00 0.0007 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GDI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2050-02-15 0.125 - 2.625 31059000.00 34680540.57 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 34000000.00 34000000.00 0.0035 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-20 2050-02-15 0 - 3.375 29271100.00 32745678.61 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 32000000.00 32000000.00 0.0033 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.12% 549300IMBXQ8SGH3HJ31 GDI266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2026-09-30 0.25 - 1.625 43676600.00 45900920.66 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 45000000.00 45000000.00 0.0047 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDB785000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 12092100.00 18541588.66 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 18000000.00 18000000.00 0.0019 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDG508000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 12091600.00 18540821.97 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 18000000.00 18000000.00 0.0019 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDF607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 19480900.00 29871307.25 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 29000000.00 29000000.00 0.0030 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDE976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 10076400.00 15450787.20 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 15000000.00 15000000.00 0.0016 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDC682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 20825100.00 31932454.90 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 31000000.00 31000000.00 0.0032 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GDJ557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2028-02-15 2.75 - 2.875 27534000.00 32630662.79 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 32000000.00 32000000.00 0.0033 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.11% 1VUV7VQFKUOQSJ21A208 GEA221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-15 2027-02-28 1.125 - 2.125 54457000.00 58122015.66 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 57000000.00 57000000.00 0.0059 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2044-11-15 0 - 3.75 1019900.00 1020046.13 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0010 1000000.00 1000000.00 0.0001 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2025-08-15 2 - 2 39100000.00 42892243.48 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 42000000.00 42000000.00 0.0044 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2024-11-30 1.75 - 7.5 51791300.00 53040592.79 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0010 52000000.00 52000000.00 0.0054 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.11% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 1.5 - 1.5 28400700.00 29580663.88 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-26 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 29000000.00 29000000.00 0.0030 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 8159800.00 9196571.33 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 9000000.00 9000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2026-08-15 1.5 - 6 9660100.00 10228466.52 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 10000000.00 10000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 GCB713000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 7565200.00 8177170.64 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 8000000.00 8000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDB302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-08-15 1.5 - 2.75 7001700.00 7141189.16 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0021 7000000.00 7000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 6662800.00 7152099.38 U.S. Treasuries (including strips) Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0021 7000000.00 7000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 7001200.00 7140629.47 U.S. Treasuries (including strips) Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0021 7000000.00 7000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2024-04-30 2 - 2.75 6663000.00 7152331.38 U.S. Treasuries (including strips) Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0021 7000000.00 7000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 6348800.00 7155468.52 U.S. Treasuries (including strips) Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0021 7000000.00 7000000.00 0.0007 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.11% RB0PEZSDGCO3JS6CEU02 GEA208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 18500000.00 21580840.69 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 21000000.00 21000000.00 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2022-09-30 1.75 - 2 17867200.00 18358594.46 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 18000000.00 18000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2027-03-31 0.625 - 1.875 18065400.00 18396401.31 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 18000000.00 18000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 92001800.00 99939142.79 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 98000000.00 98000000.00 0.0102 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-08-31 1.375 - 1.375 4888300.00 5101575.59 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 5000000.00 5000000.00 0.0005 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 4509200.00 5104320.46 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 5000000.00 5000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI863000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 1.125 - 1.125 13663700.00 14299776.80 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 14000000.00 14000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2024-02-15 2 - 2.75 11305000.00 12249493.43 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 12000000.00 12000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDH548000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2047-02-15 2.125 - 3 1898000.00 2049698.23 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0012 2000000.00 2000000.00 0.0002 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 7889900.00 9208751.46 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 9000000.00 9000000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDG529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2047-02-15 2.125 - 3 24632000.00 26574998.72 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0012 26000000.00 26000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.75 - 1.75 6919200.00 7143713.28 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 7000000.00 7000000.00 0.0007 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GDI741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2048-02-15 0.25 - 3 18639100.00 19380279.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 19000000.00 19000000.00 0.0020 N N Y N Norinchukin Bank Norinchukin Bank, 0.20% 5493007VSMFZCPV1NB83 GBD809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 13830100.00 15304809.50 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 15000066.00 15000066.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBH924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 5685700.00 6121926.57 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 6000000.00 6000000.00 0.0006 N N Y N Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBI824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7375900.00 8162395.38 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 8000000.00 8000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7375600.00 8162063.39 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 8000000.00 8000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 5531700.00 6121547.54 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 6000000.00 6000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCD486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 7580300.00 8161886.84 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 8000000.00 8000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCF239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9475300.00 10202277.80 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 10000000.00 10000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCG648000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 6348200.00 7141526.63 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 7000000.00 7000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCH644000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 3790000.00 4080781.91 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 4000000.00 4000000.00 0.0004 N N N Y Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GDJ546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2029-08-15 0.219 - 6.125 14255000.00 14280177.23 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0012 14000000.00 14000000.00 0.0015 N N N Y Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.11%, dated 7/31/2020 due 08/03/2020 B4TYDEB6GKMZO031MB27 GEA373000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 172802158.00 40920378.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 39994000.00 39994000.00 0.0042 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.16% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2054-01-15 2.54 - 4.5 1752876.00 1828884.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-07-01 2035-07-01 1.5 - 2 4508579.00 4696294.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 2050-07-01 2.5 - 4.5 3079616.00 2657228.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 N N/A N/A N N 0.0016 9000000.00 9000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GDB725000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-04-01 2022-04-01 4.8 - 4.8 400000.00 436887.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2022-12-01 2039-11-01 2.5 - 3 3209349.00 678184.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2038-02-01 4 - 5.5 14800000.00 925105.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 2000000.00 2000000.00 0.0002 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GDF502000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-05-01 2048-02-01 3 - 4 2520726.00 2127082.18 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2021-07-14 1.125 - 1.75 2000000.00 2026255.19 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2065-09-20 2065-09-20 4.643 - 4.643 1000000.00 973691.70 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-05 2029-09-04 0.41 - 2.53 3000000.00 3033384.06 Agency Debentures and Agency Strips Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 8000000.00 8000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GDC628000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-07-15 2025-07-15 4.5 - 4.5 2849205.00 334924.28 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2020-12-11 2 - 2 330000.00 333111.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2038-02-15 2049-05-01 3 - 3.5 4085234.00 672300.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2044-11-01 1.25 - 6 3109529.00 704278.96 Agency Debentures and Agency Strips Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 2000000.00 2000000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GDG919000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2040-01-06 2040-01-06 3.03 - 3.03 25000.00 25230.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2023-04-20 2023-05-05 0.375 - 0.375 2048000.00 2058000.60 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2049-08-15 0 - 1.625 7905558.00 8117394.44 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 10000000.00 10000000.00 0.0010 N N Y N Citibank NA Citibank NA, 0.13% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2049-10-01 1.25 - 3 802970.00 810661.17 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-06-20 2047-06-20 4 - 4 358328.00 175890.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2047-05-15 0.5 - 3.625 19134400.00 23468532.36 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-04-05 2021-04-05 2.23 - 2.23 1000.00 1021.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2023-06-19 2023-06-19 2.75 - 2.75 11000.00 11827.63 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-12-10 2021-12-10 2.875 - 2.875 130000.00 135283.45 Agency Debentures and Agency Strips Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 24000000.00 24000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.13% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 200.00 217.90 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-12-20 2049-12-20 3 - 4.5 32387121.00 32640532.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0013 32000000.00 32000000.00 0.0033 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-12-20 2049-12-20 3 - 4.5 40483652.00 40800471.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 3600.00 3922.16 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 40000000.00 40000000.00 0.0042 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 MBNUM2BPBDO7JBLYG310 GEA373000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 13001149.00 13534615.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 36772.00 40062.87 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 13308000.00 13308000.00 0.0014 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.12% 7LTWFZYICNSX8D621K86 GEA111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2046-11-15 2046-11-15 3.75 - 3.75 11697895.00 12360124.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 12000000.00 12000000.00 0.0013 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 6264544.00 5100317.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0016 5000000.00 5000000.00 0.0005 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 GDD125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 2050-03-01 4 - 4.5 1482179.00 1658190.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-08-01 2035-08-01 2 - 2 2319820.00 2422195.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0017 4000000.00 4000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 GDF947000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-08-01 2039-12-01 2.875 - 4.55 60221739.00 7072675.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-01-01 2050-07-01 2.5 - 3 8960332.00 4148013.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0017 11000000.00 11000000.00 0.0011 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 7TK5RJIZDFROZCA6XF66 GEA373000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-15 2050-02-20 2.5 - 5 2331365.00 2367806.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-03-01 2 - 5 2686813.00 2547896.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-02-15 0.125 - 7.25 10601968.00 12823438.34 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2028-03-01 2029-08-01 3.5 - 5.5 5353.00 770.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 17332000.00 17332000.00 0.0018 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.11% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2050-07-01 3 - 5.5 44991413.00 23280024.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-08-01 2050-07-01 2.41 - 5 28952389.00 26700076.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2021-03-31 1.25 - 1.25 400.00 404.63 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 49000000.00 49000000.00 0.0051 N Y Y N Natixis SA Natixis SA, 0.13% KX1WK48MPD4Y2NCUIZ63 GDG008000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2048-02-15 0 - 6.625 8156400.00 8159509.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.85 - 3.85 1023.00 1203.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 8000000.00 8000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 0.12% ES7IP3U3RHIGC71XBU11 GDH913000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2028-08-01 2050-02-01 0.625 - 6.5 116818555.00 20548449.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2049-04-01 2.5 - 5 15648737.00 8084240.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 28000000.00 28000000.00 0.0029 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.11%, dated 7/31/2020 due 08/03/2020 ES7IP3U3RHIGC71XBU11 GEA373000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2025-12-01 2051-04-15 0.523 - 7 19417927.00 12376507.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.622 - 7 35480651.00 19794877.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 31531000.00 31531000.00 0.0033 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.12% SUVUFHICNZMP2WKHG940 GEA236000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2028-01-15 0.5 - 1.75 39142000.00 50470610.20 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 49000000.00 49000000.00 0.0051 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-08-15 2048-08-15 3 - 3 11416700.00 16480345.94 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 16000000.00 16000000.00 0.0017 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.16% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 1200000.00 1200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.16% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 2300000.00 2300000.00 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., 0.16% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 900000.00 900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 1600000.00 1600000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 600000.00 600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 700000.00 700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.18% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0018 1700000.00 1700000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.13% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 700000.00 700000.00 0.0001 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GEA470000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 29000000.00 29000000.00 0.0030 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GEA355000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 9000000.00 9000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEA354000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0010 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEA353000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 17000000.00 17000000.00 0.0018 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEA351000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 7000000.00 7000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEA350000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 7000000.00 7000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer