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US912796TP46 U.S. Treasury Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 1291883810.44 1291883810.44 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964T3 US9127964T35 U.S. Treasury Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0009 1318605018.17 1318605018.17 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 1871705796.48 1871705796.48 0.0124 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0009 1412926390.35 1412926390.35 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0009 1485669365.00 1485669365.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0010 2042948671.45 2042948671.45 0.0135 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127962Z1 US9127962Z13 U.S. Treasury Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0010 2159754300.00 2159754300.00 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0010 1641796342.74 1641796342.74 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 371941101.24 371941101.24 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 3458694622.50 3458694622.50 0.0229 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0010 1431721561.92 1431721561.92 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0010 557586680.94 557586680.94 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 1130213610.44 1130213610.44 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0010 1070911740.10 1070911740.10 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0010 337889399.64 337889399.64 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0010 799681112.00 799681112.00 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0010 1051576275.44 1051576275.44 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0010 249894445.00 249894445.00 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796C72 US912796C722 U.S. Treasury Debt Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0010 1269112128.90 1269112128.90 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0010 1585264111.86 1585264111.86 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0010 965503583.90 965503583.90 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127965C9 US9127965C90 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0011 2380479156.25 2380479156.25 0.0157 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0011 2826274393.91 2826274393.91 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796TY5 US912796TY52 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0011 2418357949.02 2418357949.02 0.0160 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0011 667590617.99 667590617.99 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0011 1499518755.00 1499518755.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0011 119960799.60 119960799.60 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0011 2656088781.85 2656088781.85 0.0176 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0011 979639850.00 979639850.00 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0011 1164026758.85 1164026758.85 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796B81 US912796B815 U.S. Treasury Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0011 1168529477.50 1168529477.50 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796XE4 US912796XE43 U.S. Treasury Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0011 1291632775.89 1291632775.89 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127964F3 US9127964F31 U.S. Treasury Debt Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0011 143932239.36 143932239.36 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0011 898508354.88 898508354.88 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0012 1774257215.75 1774257215.75 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0012 105937032.82 105937032.82 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0015 240933992.51 240933992.51 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0019 313407033.46 313407033.46 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0014 34189474.86 34189474.86 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0015 445633944.21 445633944.21 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 9128284P2 254900HROIFWPRGM1V77 US9128284P22 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0015 85296093.96 85296093.96 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828WN6 254900HROIFWPRGM1V77 US912828WN60 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0015 66814687.50 66814687.50 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 9128286V7 254900HROIFWPRGM1V77 US9128286V71 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0016 30392578.20 30392578.20 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828S27 254900HROIFWPRGM1V77 US912828S273 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0016 127922733.74 127922733.74 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0014 26385937.50 26385937.50 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0023 123778358.76 123778358.76 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0020 63472500.00 63472500.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0019 72281250.00 72281250.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0019 294920000.00 294920000.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Q78 254900HROIFWPRGM1V77 US912828Q780 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0014 8057812.48 8057812.48 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Y20 254900HROIFWPRGM1V77 US912828Y206 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0015 126421875.00 126421875.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0016 165164843.75 165164843.75 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0015 92592500.00 92592500.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 259483367.53 259483367.53 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 120032734.08 120032734.08 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0017 42367500.00 42367500.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0017 168775312.50 168775312.50 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0018 123951328.74 123951328.74 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0013 61340742.34 61340742.34 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-10-01 2022-07-31 2022-07-31 N N N 0.0016 262981608.41 262981608.41 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 1.60% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0016 981006039.48 981006039.48 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-10-01 2022-01-31 2022-01-31 N N N 0.0013 1416711596.35 1416711596.35 0.0094 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 9128282Z2 254900HROIFWPRGM1V77 US9128282Z22 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0020 128074626.56 128074626.56 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% to 0.42% 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0013 150372325.50 150372325.50 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-07-31 2021-07-31 N N N 0.0010 228410181.12 228410181.12 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-10-31 2021-10-31 N N N 0.0010 1225683112.54 1225683112.54 0.0081 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% to 0.42% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0015 63370547.73 63370547.73 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 25077414.75 25077414.75 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828N48 254900HROIFWPRGM1V77 US912828N480 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0014 51205438.20 51205438.20 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0016 26203125.00 26203125.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0023 7089140.66 7089140.66 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0015 418703267.60 418703267.60 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.46% 9128283L2 254900HROIFWPRGM1V77 US9128283L27 U.S. Treasury Debt Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0014 109391753.63 109391753.63 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0014 27028048.95 27028048.95 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0015 696392974.60 696392974.60 0.0046 N Y Y N Fannie Mae Fannie Mae, 0.06% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0006 83997900.00 83997900.00 0.0006 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0006 83997480.00 83997480.00 0.0006 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0006 83997339.72 83997339.72 0.0006 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0006 83997200.28 83997200.28 0.0006 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0006 83997060.00 83997060.00 0.0006 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0006 83996919.72 83996919.72 0.0006 N N Y N Fannie Mae Fannie Mae, 0.11% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-29 2021-01-29 N N N 0.0009 296018917.36 296018917.36 0.0020 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-04 2021-06-04 N N N 0.0011 870232933.80 870232933.80 0.0058 N N N N Fannie Mae Fannie Mae, 0.17% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-07 2021-09-07 N N N 0.0012 250118312.50 250118312.50 0.0017 N N N N Fannie Mae Fannie Mae, 0.19% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-29 2022-07-29 N N N 0.0015 117090308.79 117090308.79 0.0008 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-11 2021-06-11 N N N 0.0011 24916330.42 24916330.42 0.0002 N N N N Fannie Mae Fannie Mae, 0.21% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-10 2021-09-10 N N N 0.0012 278138018.57 278138018.57 0.0018 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-10 2021-12-10 N N N 0.0013 572626843.36 572626843.36 0.0038 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-09 2022-03-09 N N N 0.0014 252373899.96 252373899.96 0.0017 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-11 2022-03-11 N N N 0.0014 573851781.69 573851781.69 0.0038 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-05 2021-04-05 N N N 0.0010 464386628.00 464386628.00 0.0031 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-19 2022-05-19 N N N 0.0014 300376989.08 300376989.08 0.0020 N N N N Fannie Mae Fannie Mae, 0.26% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-06 2022-07-06 N N N 0.0015 595200788.82 595200788.82 0.0039 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-17 2022-06-17 N N N 0.0014 461994506.08 461994506.08 0.0031 N N N N Fannie Mae Fannie Mae, 0.27% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-24 2022-06-24 N N N 0.0014 439954008.46 439954008.46 0.0029 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-06 2021-07-06 N N N 0.0011 231239302.93 231239302.93 0.0015 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-24 2021-03-24 N N N 0.0010 298320734.42 298320734.42 0.0020 N N N N Fannie Mae Fannie Mae, 0.34% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-04 2022-05-04 N N N 0.0014 432370442.08 432370442.08 0.0029 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-06 2021-07-06 N N N 0.0011 446827495.02 446827495.02 0.0030 N N N N Fannie Mae Fannie Mae, 0.35% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-27 2021-10-27 N N N 0.0012 383935546.44 383935546.44 0.0025 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-25 2021-10-25 N N N 0.0012 560540721.39 560540721.39 0.0037 N N N N Fannie Mae Fannie Mae, 0.39% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-04-27 2022-04-27 N N N 0.0014 1003943710.00 1003943710.00 0.0066 N N N N Fannie Mae Fannie Mae, 0.42% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-23 2021-09-23 N N N 0.0012 1002957130.00 1002957130.00 0.0066 N N N N Fannie Mae Fannie Mae, 0.74% 3135G0J20 B1V7KEBTPIMZEU4LTD58 US3135G0J204 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0015 10721073.19 10721073.19 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0006 10999486.63 10999486.63 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 28998195.62 28998195.62 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 3133ELKX1 US3133ELKX10 U.S. Government Agency Debt Y N/A N/A 2020-10-03 2021-02-03 2021-02-03 N N N 0.0014 169976356.40 169976356.40 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 313313DJ4 US313313DJ47 U.S. Government Agency Debt Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0010 19990444.40 19990444.40 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-10-03 2021-03-03 2021-03-03 N N N 0.0014 54997226.90 54997226.90 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELDW1 US3133ELDW10 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-12-15 2020-12-15 N N N 0.0014 237997477.20 237997477.20 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.15% 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-11-27 2020-11-27 N N N 0.0009 71007256.20 71007256.20 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-05 2021-01-05 N N N 0.0009 69014777.04 69014777.04 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0014 75002998.50 75002998.50 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-08 2020-10-08 N N N 0.0010 548023437.96 548023437.96 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-20 2021-04-20 N N N 0.0010 141156536.79 141156536.79 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-30 2020-12-30 N N N 0.0009 97058425.04 97058425.04 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.37% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-27 2021-04-27 N N N 0.0010 147227660.37 147227660.37 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.71% 3133ELSY1 US3133ELSY11 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0013 53134630.60 53134630.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 229000000.00 229000000.00 0.0015 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0006 93998265.70 93998265.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUY7 2549001DPIFGXC1TOL40 US3130AHUY77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0008 81999678.56 81999678.56 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0006 132996897.11 132996897.11 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384L49 2549001DPIFGXC1TOL40 US313384L491 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0006 260991734.13 260991734.13 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384L56 2549001DPIFGXC1TOL40 US313384L566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0006 155994800.52 155994800.52 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384L72 2549001DPIFGXC1TOL40 US313384L723 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0006 81996993.06 81996993.06 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHYA5 2549001DPIFGXC1TOL40 US3130AHYA55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0008 262996354.82 262996354.82 0.0017 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 624990625.00 624990625.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313384P94 2549001DPIFGXC1TOL40 US313384P948 U.S. Government Agency Debt Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0007 33996826.78 33996826.78 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313384Q85 2549001DPIFGXC1TOL40 US313384Q854 U.S. Government Agency Debt Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0007 114987701.90 114987701.90 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313384R27 2549001DPIFGXC1TOL40 US313384R274 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0007 18997894.23 18997894.23 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJNZ8 2549001DPIFGXC1TOL40 US3130AJNZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0015 27999998.32 27999998.32 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHWW9 2549001DPIFGXC1TOL40 US3130AHWW93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0010 506987365.56 506987365.56 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384R76 2549001DPIFGXC1TOL40 US313384R761 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 82987135.00 82987135.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0009 183470640.00 183470640.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384S67 2549001DPIFGXC1TOL40 US313384S678 U.S. Government Agency Debt Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0009 37993445.00 37993445.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384S83 2549001DPIFGXC1TOL40 US313384S835 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0009 214961837.50 214961837.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T58 2549001DPIFGXC1TOL40 US313384T585 U.S. Government Agency Debt Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0009 177966180.00 177966180.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0009 48990445.00 48990445.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U49 2549001DPIFGXC1TOL40 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0009 96979872.50 96979872.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U98 2549001DPIFGXC1TOL40 US313384U989 U.S. Government Agency Debt Y N/A N/A 2020-12-28 2020-12-28 2020-12-28 N N N 0.0009 417908040.00 417908040.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384V48 2549001DPIFGXC1TOL40 US313384V482 U.S. Government Agency Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 138968377.50 138968377.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BU9 2549001DPIFGXC1TOL40 US313385BU96 U.S. Government Agency Debt Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0010 124953472.50 124953472.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0010 53977800.06 53977800.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385DL7 2549001DPIFGXC1TOL40 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0010 203901400.68 203901400.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0010 70965288.81 70965288.81 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-30 2021-04-30 N N N 0.0013 77990874.00 77990874.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-15 2021-04-15 N N N 0.0010 204012464.40 204012464.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-17 2021-03-17 N N N 0.0010 161510492.66 161510492.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-02 2021-03-02 N N N 0.0009 136509138.68 136509138.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-23 2021-04-23 N N N 0.0010 27501582.08 27501582.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-25 2021-02-25 N N N 0.0009 102004671.60 102004671.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 546036521.94 546036521.94 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-16 2021-04-16 N N N 0.0013 200980404.51 200980404.51 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-15 2021-04-15 N N N 0.0013 67743573.24 67743573.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-09 2021-02-09 N N N 0.0009 194012567.32 194012567.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-04 2021-03-04 N N N 0.0009 305769989.94 305769989.94 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 273018069.87 273018069.87 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-19 2021-02-19 N N N 0.0009 435029266.80 435029266.80 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2021-01-08 2021-01-08 N N N 0.0016 179977735.80 179977735.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-11 2020-12-11 2020-12-11 N N N 0.0015 301975447.40 301975447.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-13 2021-01-13 2021-01-13 N N N 0.0016 209972578.20 209972578.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0013 40999389.92 40999389.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2X3 2549001DPIFGXC1TOL40 US3130AK2X30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0009 164003568.64 164003568.64 0.0011 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 97003383.36 97003383.36 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJXL8 2549001DPIFGXC1TOL40 US3130AJXL85 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0016 138978263.18 138978263.18 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0014 38994028.32 38994028.32 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 25995927.62 25995927.62 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0015 35463983.45 35463983.45 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-12 2021-02-12 2021-02-12 N N N 0.0017 97882831.28 97882831.28 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-14 2020-12-14 2020-12-14 N N N 0.0015 60995398.16 60995398.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-24 2021-03-24 2021-03-24 N N N 0.0015 35094368.56 35094368.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0015 189966979.90 189966979.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0016 31992936.32 31992936.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0016 139969096.40 139969096.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJWD7 2549001DPIFGXC1TOL40 US3130AJWD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0010 70000680.40 70000680.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3B0 2549001DPIFGXC1TOL40 US3130AK3B01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 72000819.36 72000819.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK7M2 2549001DPIFGXC1TOL40 US3130AK7M20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0013 333975300.70 333975300.70 0.0022 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 58997101.92 58997101.92 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 83003746.62 83003746.62 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 109996038.90 109996038.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKAV8 2549001DPIFGXC1TOL40 US3130AKAV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0014 38993673.42 38993673.42 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKBD7 2549001DPIFGXC1TOL40 US3130AKBD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0013 65987766.24 65987766.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-05-14 2021-05-14 N N N 0.0010 454065035.50 454065035.50 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2021-04-20 2021-04-20 N N N 0.0014 394871440.83 394871440.83 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-27 2020-11-27 2020-11-27 N N N 0.0014 96996981.36 96996981.36 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK4X1 2549001DPIFGXC1TOL40 US3130AK4X12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0015 390948829.83 390948829.83 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0012 81997667.10 81997667.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAD8 2549001DPIFGXC1TOL40 US3130AKAD89 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0015 80983552.14 80983552.14 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAH9 2549001DPIFGXC1TOL40 US3130AKAH93 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0015 416906971.47 416906971.47 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAK2 2549001DPIFGXC1TOL40 US3130AKAK23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0015 53987997.96 53987997.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 420071139.60 420071139.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-11-26 2021-11-26 N N N 0.0013 417067287.12 417067287.12 0.0028 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 347898552.74 347898552.74 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 0.0016 67989260.08 67989260.08 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 87329816.16 87329816.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4L7 2549001DPIFGXC1TOL40 US3130AK4L73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0013 50200823.95 50200823.95 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK7L4 2549001DPIFGXC1TOL40 US3130AK7L47 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0015 53991749.88 53991749.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-30 2022-03-30 N N N 0.0017 39737955.75 39737955.75 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-23 2021-07-23 N N N 0.0011 277079839.71 277079839.71 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-25 2022-02-25 N N N 0.0013 96923216.27 96923216.27 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-25 2022-03-25 N N N 0.0014 40005820.40 40005820.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-04 2021-03-04 N N N 0.0009 1280302630.40 1280302630.40 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-08 2021-07-08 N N N 0.0011 199057503.04 199057503.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-22 2022-02-22 N N N 0.0013 233056166.98 233056166.98 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-28 2022-02-28 N N N 0.0013 277065931.54 277065931.54 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-11 2021-06-11 N N N 0.0010 209258402.36 209258402.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 41000910.61 41000910.61 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 28000621.88 28000621.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 139003087.19 139003087.19 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-11-16 2020-11-16 N N N 0.0016 222997524.70 222997524.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 175020151.25 175020151.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-04 2020-12-04 N N N 0.0009 23003052.56 23003052.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-26 2022-05-26 N N N 0.0014 273091261.17 273091261.17 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-12 2022-08-12 N N N 0.0015 243045958.59 243045958.59 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-24 2020-11-24 2020-11-24 N N N 0.0016 42000002.52 42000002.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJML0 2549001DPIFGXC1TOL40 US3130AJML05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0015 491006599.04 491006599.04 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJMM8 2549001DPIFGXC1TOL40 US3130AJMM87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0015 147001975.68 147001975.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJT90 2549001DPIFGXC1TOL40 US3130AJT909 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0015 292005708.60 292005708.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJTA7 2549001DPIFGXC1TOL40 US3130AJTA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0018 145995761.62 145995761.62 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUA5 2549001DPIFGXC1TOL40 US3130AJUA57 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0016 114996919.15 114996919.15 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUB3 2549001DPIFGXC1TOL40 US3130AJUB31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0016 143996094.72 143996094.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUT4 2549001DPIFGXC1TOL40 US3130AJUT49 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0015 144996032.80 144996032.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-09-16 2022-09-16 N N N 0.0016 110010816.30 110010816.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-09-15 2022-09-15 N N N 0.0016 137014519.26 137014519.26 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-22 2021-02-22 N N N 0.0009 20006118.60 20006118.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-23 2020-12-23 N N N 0.0009 223842730.13 223842730.13 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-25 2021-01-25 N N N 0.0009 239061076.45 239061076.45 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0014 29000009.28 29000009.28 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 0.0015 148000957.56 148000957.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0014 221003566.94 221003566.94 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0014 74001417.10 74001417.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-10 2022-02-10 N N N 0.0013 135599051.86 135599051.86 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-07 2020-10-07 N N N 0.0010 14000238.70 14000238.70 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0019 208002953.60 208002953.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-04 2021-06-04 N N N 0.0010 180123525.00 180123525.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-10 2021-03-10 N N N 0.0010 226110471.06 226110471.06 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-01 2021-02-01 N N N 0.0017 11001915.65 11001915.65 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2021-01-22 2021-01-22 N N N 0.0015 4901192.91 4901192.91 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-09 2021-04-09 N N N 0.0010 437326412.78 437326412.78 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-13 2021-04-13 N N N 0.0009 1699839681.12 1699839681.12 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-05-13 2021-05-13 N N N 0.0010 224289732.80 224289732.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-07 2021-04-07 N N N 0.0009 60066273.60 60066273.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-06 2021-04-06 N N N 0.0009 149171808.92 149171808.92 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0015 60009346.20 60009346.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-25 2021-03-25 N N N 0.0010 841033393.20 841033393.20 0.0056 N N N N Freddie Mac Freddie Mac, 0.07% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 588963352.42 588963352.42 0.0039 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-05 2021-02-05 N N N 0.0010 661008864.01 661008864.01 0.0044 N N N N Freddie Mac Freddie Mac, 0.10% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-19 2021-02-19 N N N 0.0010 956010028.44 956010028.44 0.0063 N N N N Freddie Mac Freddie Mac, 0.10% 3134GVDN5 US3134GVDN57 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-24 2021-02-24 N N N 0.0010 200001846.00 200001846.00 0.0013 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-03 2022-08-03 N N N 0.0015 244048680.44 244048680.44 0.0016 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-18 2022-08-18 N N N 0.0015 207032621.13 207032621.13 0.0014 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-29 2022-07-29 N N N 0.0015 320124854.40 320124854.40 0.0021 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-04-29 2022-04-29 N N N 0.0014 112086532.32 112086532.32 0.0007 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-10 2021-12-10 N N N 0.0013 444339665.19 444339665.19 0.0029 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-13 2021-12-13 N N N 0.0013 448662999.68 448662999.68 0.0030 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-11 2022-03-11 N N N 0.0014 448870338.56 448870338.56 0.0030 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-24 2021-06-24 N N N 0.0010 106182104.82 106182104.82 0.0007 N N N N Freddie Mac Freddie Mac, 0.38% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-22 2021-10-22 N N N 0.0012 641761132.80 641761132.80 0.0042 N N N N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFC610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-09-30 2042-11-15 0.375 - 2.75 211335400.00 259150250.95 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 252000000.00 252000000.00 0.0017 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFD870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2043-11-15 2048-02-15 2.5 - 3.75 382100800.00 518128975.58 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 503000000.00 503000000.00 0.0033 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GFD857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2050-05-15 0 - 2.875 206502400.00 205446465.22 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 201000000.00 201000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GEB313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2049-02-15 0 - 4.5 150801200.00 193118936.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 189000000.00 189000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGD630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2050-02-15 0 - 5.5 612152732.00 706884322.22 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 690000000.00 690000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2048-11-15 0 - 5.5 477622700.00 516490067.92 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 505000000.00 505000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGE274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2050-02-15 0 - 6.75 428479032.00 485769612.64 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 475000000.00 475000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFA833000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-02-15 0.125 - 5.5 171441875.00 190063192.55 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 186000000.00 186000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-22 2050-08-15 0 - 6.875 472302664.00 511349739.04 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 500000000.00 500000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFB782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 7.625 420114800.00 508397051.57 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 497000000.00 497000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEB876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-02-15 0 - 6.375 1003055575.00 1177655589.12 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0011 1150000000.00 1150000000.00 0.0076 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFI516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 7.625 346817400.00 375753162.47 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 367500000.00 367500000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEJ462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-08-15 0 - 7.25 1020644764.00 1139318816.13 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1114500000.00 1114500000.00 0.0074 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFH295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 6.125 1359551937.00 1524005763.96 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1492000000.00 1492000000.00 0.0099 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFH802000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 6.375 221023200.00 249971266.68 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 245000000.00 245000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-11-15 0 - 7.625 350190064.00 382047500.52 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 374000000.00 374000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GED385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-02-15 0 - 7.625 815577100.00 979730687.21 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 956000000.00 956000000.00 0.0063 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GGA949000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2046-08-15 2.25 - 4.25 192901700.00 249266320.36 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 242000000.00 242000000.00 0.0016 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GGC213000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 0.25 - 0.25 135650200.00 135663086.77 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 133000000.00 133000000.00 0.0009 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GFJ203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2050-08-15 1.375 - 3 271547100.00 314163539.94 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 305000000.00 305000000.00 0.0020 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GFH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2037-02-15 2046-11-15 2.875 - 4.75 318945000.00 467305631.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 456000000.00 456000000.00 0.0030 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GGF627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2028-11-15 1.5 - 5.25 316481000.00 345663997.82 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 339000000.00 339000000.00 0.0022 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGD546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-10-31 1.5 - 2.125 238204000.00 251949517.11 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 247000000.00 247000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGC966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2024-10-31 1.375 - 1.5 118337000.00 121397478.21 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 119000000.00 119000000.00 0.0008 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2049-02-15 2.125 - 3 176782000.00 244965044.59 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0010 237000000.00 237000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2047-08-15 1.5 - 3.75 482308000.00 610714655.95 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0010 594000000.00 594000000.00 0.0039 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2024-07-31 1.375 - 2.125 231416000.00 241688298.83 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 237000000.00 237000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGF205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2044-05-15 1.5 - 3.375 359154000.00 385434647.59 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 378000000.00 378000000.00 0.0025 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2028-02-15 0.625 - 8 1202280000.00 1265731921.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 1240000000.00 1240000000.00 0.0082 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-05-15 0 - 2.875 23248600.00 24480132.45 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 24000000.00 24000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2042-11-15 2.75 - 2.75 19991700.00 25750179.24 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 25000000.00 25000000.00 0.0002 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2022-08-31 0 - 1.5 1049082100.00 1058775885.76 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0009 1038000000.00 1038000000.00 0.0069 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2025-08-31 0 - 0.25 477125400.00 476858043.17 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 467500000.00 467500000.00 0.0031 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2022-09-30 0.125 - 0.125 243801200.00 243786815.73 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 239000000.00 239000000.00 0.0016 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2.75 - 6 216908400.00 241889582.91 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 237000000.00 237000000.00 0.0016 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEH397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-09-30 1.5 - 1.625 118495100.00 127490240.39 U.S. Treasuries (including strips) Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0016 125000000.00 125000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 24367000.00 25511741.35 U.S. Treasuries (including strips) Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 25000000.00 25000000.00 0.0002 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDB302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2026-08-15 1.5 - 6 119370400.00 132690239.48 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0021 130000000.00 130000000.00 0.0009 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 2023-11-15 2026-02-15 2 - 6 122539400.00 131606572.10 U.S. Treasuries (including strips) Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0021 129000000.00 129000000.00 0.0009 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 2022-02-28 2026-09-30 1.5 - 6 116843000.00 131809127.50 U.S. Treasuries (including strips) Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0021 129000000.00 129000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.5 - 1.625 124952400.00 129661142.89 U.S. Treasuries (including strips) Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0021 127000000.00 127000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 6 126362700.00 129581799.17 U.S. Treasuries (including strips) Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0021 127000000.00 127000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.08% RB0PEZSDGCO3JS6CEU02 GGF622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 232300000.00 270012453.13 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 264000000.00 264000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GGF534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2029-05-15 0.25 - 2.75 1891790400.00 2015324052.71 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 1976000000.00 1976000000.00 0.0131 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GGF179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2047-02-15 1.25 - 3 855779000.00 905496215.51 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 888000000.00 888000000.00 0.0059 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFI614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2024-05-31 2 - 2 257546200.00 276406093.58 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0011 271000000.00 271000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFH288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2027-11-15 0.25 - 2.25 280610800.00 287103425.52 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 281500000.00 281500000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFH943000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2027-11-15 1.625 - 6.625 310562000.00 328443987.94 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 322000000.00 322000000.00 0.0021 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GFD374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 6 239026500.00 271380380.83 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 266000000.00 266000000.00 0.0018 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGA899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-08-15 0 - 5.375 207270400.00 246871419.32 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 242000000.00 242000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GFJ951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 5.375 222531500.00 248129078.60 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 242000000.00 242000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GFJ953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 5.375 213361300.00 247507364.69 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-20 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 242000000.00 242000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEC318000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 175161800.00 193845328.29 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0015 190000000.00 190000000.00 0.0013 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GED335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 85824500.00 91820769.17 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0015 90000000.00 90000000.00 0.0006 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEE399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 117474300.00 127526655.02 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 125000000.00 125000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 118296500.00 126498496.73 U.S. Treasuries (including strips) Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 124000000.00 124000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 171721400.00 183627571.04 U.S. Treasuries (including strips) Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 180000000.00 180000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 116256000.00 126499568.65 U.S. Treasuries (including strips) Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 124000000.00 124000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFC600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 60100800.00 64267842.69 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 63000000.00 63000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 114847300.00 127524406.26 U.S. Treasuries (including strips) Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 125000000.00 125000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 91772800.00 102019166.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 100000000.00 100000000.00 0.0007 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.09% X574KRZ6V5A7UBU45C31 GGF620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2036-02-15 2.25 - 7.5 182520000.00 210038539.34 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 205762900.00 205762900.00 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.15% X574KRZ6V5A7UBU45C31 GGE201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2031-02-15 1.75 - 8 407100000.00 455311478.89 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-28 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0015 446502450.00 446502450.00 0.0030 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GGC891000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2049-08-15 0 - 8.125 186427600.00 242307409.32 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 236000000.00 236000000.00 0.0016 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GGD579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2048-02-15 0 - 7.875 134264700.00 159838633.43 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0009 156000000.00 156000000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.13% 5493006GGLR4BTEL8O61 GFI586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2044-02-15 1.375 - 3.625 82900000.00 120608228.99 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0013 117000000.00 117000000.00 0.0008 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.09%, dated 9/30/2020 due 10/01/2020 B4TYDEB6GKMZO031MB27 GGF827000_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 3564231456.00 810414111.08 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 792608000.00 792608000.00 0.0052 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2050-09-01 2.5 - 2.5 81430110.00 85687592.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 84000000.00 84000000.00 0.0006 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2050-10-01 2 - 2.5 75526803.00 79070545.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-09-20 2050-09-20 2.5 - 2.5 33896072.00 35191711.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 N N/A N/A N N 0.0012 112000000.00 112000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GGA934000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-08-01 2040-08-01 2.5 - 2.5 131197830.00 136684176.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 134000000.00 134000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GEF063000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2050-09-01 2 - 2.5 37235946.00 38664314.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 37900000.00 37900000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2050-07-01 2.5 - 2.5 40977436.00 42848045.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 42000000.00 42000000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GEJ463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-09-23 2025-09-23 0.375 - 0.375 6000.00 5981.20 Agency Debentures and Agency Strips Federal Farm Credit Bank 2038-03-09 2038-03-09 3.46 - 3.46 1000.00 1259.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-15 2050-09-01 0 - 2.5 158380900.00 166083876.25 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-10-24 2033-10-24 4.1 - 4.1 60000.00 67185.04 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-05-15 0 - 3.125 4564881.00 3198750.46 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2049-03-20 4.5 - 4.5 35150.00 15463.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 166000000.00 166000000.00 0.0011 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.08%, dated 9/30/2020 due 10/01/2020 8NAV47T0Y26Q87Y0QP81 GGF915000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 7.5 - 7.5 3969455.00 5269383.71 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-02-01 2050-10-01 2 - 3.5 176182045.00 174170046.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2050-10-01 2 - 2 12842695.00 13334661.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2070-08-20 0.872 - 5.237 19105859.00 19394544.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0008 208008000.00 208008000.00 0.0014 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.09%, dated 9/30/2020 due 10/01/2020 8NAV47T0Y26Q87Y0QP81 GGF827000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2050-10-01 2 - 2 44618189.00 46327382.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 7.5 - 7.5 13790710.00 18306933.58 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2070-08-20 0.872 - 5.237 66377718.00 67380676.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-02-01 2050-10-01 2 - 3.5 612093018.00 605102921.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0009 722663000.00 722663000.00 0.0048 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 9/30/2020 due 10/01/2020 E57ODZWZ7FF32TWEFA76 GGF827000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2049-11-20 2.5 - 10 60407199.00 5402079.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 33039724.00 13306495.41 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 4266843.00 3896725.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2050-03-01 0 - 9 67471113.00 32317358.96 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 12991.00 14428.81 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-04-07 2036-07-15 1.125 - 5.625 5303275.00 7416832.99 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 5207043.00 7796840.11 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2046-08-15 0 - 7.625 136135527.00 154582118.85 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 220190000.00 220190000.00 0.0015 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 2030-04-15 2030-04-15 0 - 0 1000.00 895.37 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-03-15 2025-10-31 2 - 3 14054500.00 14726538.55 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2044-09-15 0 - 3.875 3053000.00 2694475.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2025-09-23 0.375 - 1.875 49028000.00 48874693.92 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-30 2032-01-01 0 - 8.5 1035782.00 1023733.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 66000000.00 66000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-22 2042-05-15 0 - 7.875 381533700.00 403797768.80 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2028-01-01 3.07 - 3.07 1001.00 1102.73 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-11-18 2025-06-13 2 - 3 70000.00 73410.02 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-11-08 2021-11-08 0.24 - 0.24 50000.00 50056.67 Agency Debentures and Agency Strips Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 396000000.00 396000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 1.875 - 1.875 2500.00 2564.86 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-01-15 2050-07-20 2.5 - 4.5 516931052.00 538560446.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 528000000.00 528000000.00 0.0035 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-15 2021-09-15 2.75 - 2.75 13925400.00 14288456.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2044-12-01 2 - 5.5 132526348.00 32587825.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2045-06-01 1.5 - 6.5 1368965802.00 664217791.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-13 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 697000000.00 697000000.00 0.0046 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 MBNUM2BPBDO7JBLYG310 GGF827000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 1.125 - 1.125 14907546.00 17798842.99 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2035-10-01 1.5 - 5 190245485.00 187114725.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-02-01 2035-10-01 1.5 - 5.5 130144248.00 132150783.71 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0009 330285000.00 330285000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GGF578000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2046-11-15 3.35 - 3.75 295863801.00 316120899.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2024-11-30 2 - 2.125 84175700.00 89849413.47 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 395000000.00 395000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.08% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-25 2052-12-01 2 - 10 1511100979.00 543546041.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-02-20 2060-07-15 2.2 - 9.5 337505737.00 159401878.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-10-15 2050-03-01 2 - 9.5 829290925.00 236474167.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 921000000.00 921000000.00 0.0061 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 CYYGQCGNHMHPSMRL3R97 GGF827000_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 2028-07-01 2050-09-01 2.5 - 5 208482960.00 158017652.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-04-20 2050-06-20 3 - 5 60659480.00 43205585.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2050-10-01 2 - 5 179344131.00 104163906.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-15 2026-07-31 1.625 - 1.875 2610485.00 2711258.42 U.S. Treasuries (including strips) Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 6727686.00 6333703.23 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 308266000.00 308266000.00 0.0020 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.08%, dated 9/30/2020 due 10/01/2020 ZBUT11V806EZRVTWT807 GGF915000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-03-01 2.5 - 5 660819.00 698747.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2025-07-31 0 - 2.625 70685450.00 74129203.04 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2059-11-01 2 - 7.5 125031497.00 91962791.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 163520000.00 163520000.00 0.0011 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.09%, dated 9/30/2020 due 10/01/2020 ZBUT11V806EZRVTWT807 GGF827000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2025-07-31 0 - 2.625 245576614.00 257540953.78 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-03-01 2.5 - 5 2295831.00 2427600.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2059-11-01 2 - 7.5 434386575.00 319498714.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 568104000.00 568104000.00 0.0038 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GFF834000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2050-03-01 2.797 - 4.5 59327168.00 30971273.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-01 2050-08-01 2 - 6 521617341.00 39415178.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0015 69000000.00 69000000.00 0.0005 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GFI442000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2050-10-01 2 - 4 284376703.00 68694712.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-09-01 2050-09-01 2 - 5.75 179243061.00 111857323.58 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 177000000.00 177000000.00 0.0012 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.08%, dated 9/30/2020 due 10/01/2020 K5HU16E3LMSVCCJJJ255 GGF915000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 12491366.00 11660249.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-09-30 2050-09-01 0.4 - 3 4668432.00 4625417.36 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 3.167 - 3.167 68111.00 2180.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-12-20 2050-06-20 2 - 4.5 136646.00 97469.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 16064000.00 16064000.00 0.0001 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.09%, dated 9/30/2020 due 10/01/2020 K5HU16E3LMSVCCJJJ255 GGF827000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-09-30 2050-09-01 0.4 - 3 16219194.00 16069754.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 3.167 - 3.167 236634.00 7574.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-12-20 2050-06-20 2 - 4.5 474741.00 338631.14 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 43397856.00 40510366.46 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 55810000.00 55810000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 7TK5RJIZDFROZCA6XF66 GGF827000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-04-01 2038-10-01 2.335 - 3.945 2033374.00 12648.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-08-15 2048-07-20 2.5 - 8.5 151426872.00 50306889.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-10-01 3 - 8.5 240258884.00 61977641.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 110095000.00 110095000.00 0.0007 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2050-10-01 1.5 - 8 347481106.00 341186278.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-10-01 2050-10-01 2 - 4.5 352975011.00 348173851.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-12 2025-08-31 0 - 0.25 2200.00 2198.42 U.S. Treasuries (including strips) Federal Farm Credit Bank 2030-04-29 2030-04-29 1.34 - 1.34 4459000.00 4633487.61 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-10-12 2021-10-12 3 - 3 600000.00 626001.00 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 681000000.00 681000000.00 0.0045 N Y Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GGA900000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 2050-07-01 0 - 4 102527169.00 106227525.22 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-08-15 0 - 6.375 21117900.00 30518867.64 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 134000000.00 134000000.00 0.0009 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 9/30/2020 due 10/01/2020 OXTKY6Q8X53C9ILVV871 GGF827000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-06 2040-08-15 0 - 7.625 154325435.00 189548901.55 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-01 2050-10-01 2 - 6 28916283.00 27271913.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2050-10-01 1.5 - 5.5 25567613.00 24932729.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-09-15 2070-01-20 1.5 - 5.5 14823624.00 14283315.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 251016000.00 251016000.00 0.0017 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 549300QJJX6CVVUXLE15 GGF827000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2050-09-01 2 - 3.604 10521839.00 10803189.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-27 2050-05-15 0 - 6.25 368228074.00 346746152.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-04-01 2050-07-01 2.5 - 3.582 6944117.00 7188588.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-08-15 2055-10-15 1.93 - 6.5 306239520.00 197446542.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 550474000.00 550474000.00 0.0036 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GGC873000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2059-08-01 1.78 - 5.5 619390198.00 430056624.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-01 2050-09-01 2 - 4.5 36596246.00 36092439.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 457000000.00 457000000.00 0.0030 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 9/30/2020 due 10/01/2020 ES7IP3U3RHIGC71XBU11 GGF827000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2051-04-15 0.506 - 7.607 939417426.00 538496762.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.598 - 7 1647278028.00 859354375.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 1369551000.00 1369551000.00 0.0091 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.08%, dated 9/30/2020 due 10/01/2020 O2RNE8IBXP4R0TD8PU41 GGF915000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2049-08-15 0.125 - 7.5 2914187.00 3256519.47 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 3189000.00 3189000.00 0.0000 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.09%, dated 9/30/2020 due 10/01/2020 O2RNE8IBXP4R0TD8PU41 GGF827000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2049-08-15 0.125 - 7.5 120882724.00 135082755.96 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 132282000.00 132282000.00 0.0009 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.08%, dated 9/30/2020 due 10/01/2020 5U0XI89JRFVHWIBS4F54 GGF915000_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 581931169.00 390089528.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 381730000.00 381730000.00 0.0025 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.09%, dated 9/30/2020 due 10/01/2020 5U0XI89JRFVHWIBS4F54 GGF827000_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 1620943488.00 1086577096.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 1063292000.00 1063292000.00 0.0070 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFG593000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 316742000.00 178522056.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-12-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 175000000.00 175000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFB672000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 137190000.00 79527355.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 5250000.00 5300656.11 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 83000000.00 83000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GDJ481000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-07-01 2047-07-01 3.5 - 3.5 186667000.00 93815278.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-04-30 1.125 - 1.375 13300000.00 13472782.13 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 105000000.00 105000000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GEE925000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 13550000.00 13809423.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 2049-07-01 3.5 - 3.5 307826000.00 166873383.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 177000000.00 177000000.00 0.0012 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GGF617000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 2050-09-01 2 - 3.5 559690401.00 567121417.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 556000000.00 556000000.00 0.0037 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF915000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2038-02-25 0.25 - 6.087 28655366.00 28360410.67 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 6778039.00 6777225.28 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 70634.00 72443.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 36736297.00 36855093.47 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 70634000.00 70634000.00 0.0005 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF827000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 1584683.00 1584493.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2038-02-25 0.25 - 6.087 6699532.00 6630571.99 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 8588826.00 8616601.26 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 16514.00 16937.14 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 16514000.00 16514000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-10-23 2028-11-16 0.085 - 3.25 267905000.00 271328853.46 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 266000000.00 266000000.00 0.0018 N Y Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 US64986MJ710 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2036-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 14500000.00 14500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 13300000.00 13300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 26600000.00 26600000.00 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., 0.14% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 10300000.00 10300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 11640000.00 11640000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 8900000.00 8900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 8400000.00 8400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 12700000.00 12700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.15% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0015 19800000.00 19800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.15% 64986MG41 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0015 16700000.00 16700000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 8600000.00 8600000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GGF756000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-10-07 2020-10-07 2020-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 402000000.00 402000000.00 0.0027 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 Colchester Street Trust: Government Portfolio 2020-10-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer