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U.S. Treasury Notes, 0.11% 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0026 34121191.64 34121191.64 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0017 208261406.25 208261406.25 0.0014 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 444858750.00 444858750.00 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 0.0016 85125468.96 85125468.96 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 0.0014 66716719.08 66716719.08 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 0.0018 51579726.69 51579726.69 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 9128284T4 254900HROIFWPRGM1V77 US9128284T44 U.S. Treasury Debt Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0017 74120663.88 74120663.88 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828S27 254900HROIFWPRGM1V77 US912828S273 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0013 127843358.74 127843358.74 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0015 50658203.00 50658203.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0022 123590609.10 123590609.10 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0017 294418125.00 294418125.00 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0014 144669375.36 144669375.36 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Q78 254900HROIFWPRGM1V77 US912828Q780 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0015 8049375.04 8049375.04 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 0.0016 126170000.00 126170000.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 295535938.96 295535938.96 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0017 92425429.46 92425429.46 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 251875000.00 251875000.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0016 331907359.05 331907359.05 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0014 205673436.48 205673436.48 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 245724530.04 245724530.04 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0023 123703325.07 123703325.07 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828S76 254900HROIFWPRGM1V77 US912828S760 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 59437890.92 59437890.92 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 118316250.00 118316250.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-07-31 2022-07-31 N N N 0.0016 262988388.55 262988388.55 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 0.0060 978857911.38 978857911.38 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 2020-11-02 2022-01-31 2022-01-31 N N N 0.0013 1416499917.25 1416499917.25 0.0093 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 0.0028 150170281.50 150170281.50 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 2020-11-02 2021-07-31 2021-07-31 N N N 0.0013 228323807.88 228323807.88 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 2020-11-02 2021-10-31 2021-10-31 N N N 0.0011 1225267040.77 1225267040.77 0.0081 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0032 25035547.25 25035547.25 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 0.0023 51130721.67 51130721.67 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0019 7070546.84 7070546.84 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 0.0039 417731823.89 417731823.89 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 0.0026 109220727.18 109220727.18 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0044 695394982.40 695394982.40 0.0046 N Y Y N Fannie Mae Fannie Mae, 0.10% 3136G4VN0 B1V7KEBTPIMZEU4LTD58 US3136G4VN05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2023-05-05 N N N 0.0025 16000548.80 16000548.80 0.0001 N N Y N Fannie Mae Fannie Mae, 0.13% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-29 2021-01-29 N N N 0.0011 296013873.52 296013873.52 0.0020 N N N N Fannie Mae Fannie Mae, 0.17% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-04 2021-06-04 N N N 0.0013 870202623.00 870202623.00 0.0057 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-07 2021-09-07 N N N 0.0014 250107200.00 250107200.00 0.0016 N N N N Fannie Mae Fannie Mae, 0.21% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-07-29 2022-07-29 N N N 0.0019 117041409.81 117041409.81 0.0008 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-11 2021-06-11 N N N 0.0013 24914263.97 24914263.97 0.0002 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-10 2021-09-10 N N N 0.0014 278115858.83 278115858.83 0.0018 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 572580671.52 572580671.52 0.0038 N N N N Fannie Mae Fannie Mae, 0.26% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-09 2022-03-09 N N N 0.0016 252351025.92 252351025.92 0.0017 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 573799867.89 573799867.89 0.0038 N N N N Fannie Mae Fannie Mae, 0.28% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-05 2021-04-05 N N N 0.0012 464320090.40 464320090.40 0.0031 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-07-06 2022-07-06 N N N 0.0017 595140860.16 595140860.16 0.0039 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-05-19 2022-05-19 N N N 0.0016 300345896.83 300345896.83 0.0020 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-24 2022-06-24 N N N 0.0016 439905494.57 439905494.57 0.0029 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-17 2022-06-17 N N N 0.0016 461943371.96 461943371.96 0.0030 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 231200225.42 231200225.42 0.0015 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-24 2021-03-24 N N N 0.0012 298261733.40 298261733.40 0.0020 N N N N Fannie Mae Fannie Mae, 0.36% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-04 2022-05-04 N N N 0.0016 432294706.76 432294706.76 0.0029 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 446732193.74 446732193.74 0.0029 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-27 2021-10-27 N N N 0.0014 383858931.12 383858931.12 0.0025 N N N N Fannie Mae Fannie Mae, 0.40% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-25 2021-10-25 N N N 0.0014 560413889.88 560413889.88 0.0037 N N N N Fannie Mae Fannie Mae, 0.41% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-27 2022-04-27 N N N 0.0016 1003723080.00 1003723080.00 0.0066 N N N N Fannie Mae Fannie Mae, 0.44% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-23 2021-09-23 N N N 0.0014 1002691860.00 1002691860.00 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 0.0014 10710372.44 10710372.44 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.00% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 29000000.00 29000000.00 0.0002 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 31331KN30 US31331KN301 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0256 20000000.00 20000000.00 0.0001 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-03-03 2021-03-03 N N N 0.0013 54997763.15 54997763.15 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 313313DJ4 US313313DJ47 U.S. Government Agency Debt Y N/A N/A 2021-03-22 2021-03-22 2021-03-22 N N N 0.0011 19991444.40 19991444.40 0.0001 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 2020-11-15 2020-12-15 2020-12-15 N N N 0.0013 237998533.92 237998533.92 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-27 2020-11-27 N N N 0.0011 71003181.51 71003181.51 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-01-05 2021-01-05 N N N 0.0011 69009850.44 69009850.44 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-20 2021-04-20 N N N 0.0012 141131612.22 141131612.22 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.35% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-30 2020-12-30 N N N 0.0012 97037648.61 97037648.61 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-27 2021-04-27 N N N 0.0012 147192631.74 147192631.74 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 0.0011 53114068.19 53114068.19 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0006 93999688.86 93999688.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0008 25998807.38 25998807.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0007 78998007.62 78998007.62 0.0005 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 33998790.96 33998790.96 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 114994122.35 114994122.35 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 18998944.36 18998944.36 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384R76 2549001DPIFGXC1TOL40 US313384R761 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0008 112241581.25 112241581.25 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0008 183485320.00 183485320.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384S67 2549001DPIFGXC1TOL40 US313384S678 U.S. Government Agency Debt Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0008 89991675.00 89991675.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384S83 2549001DPIFGXC1TOL40 US313384S835 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0008 214979037.50 214979037.50 0.0014 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 506996156.94 506996156.94 0.0033 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 177980420.00 177980420.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0009 48994365.00 48994365.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U49 2549001DPIFGXC1TOL40 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0009 96987632.50 96987632.50 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U98 2549001DPIFGXC1TOL40 US313384U989 U.S. Government Agency Debt Y N/A N/A 2020-12-28 2020-12-28 2020-12-28 N N N 0.0009 417941480.00 417941480.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384V48 2549001DPIFGXC1TOL40 US313384V482 U.S. Government Agency Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 138979497.50 138979497.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AX4 2549001DPIFGXC1TOL40 US313385AX45 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0010 37991450.00 37991450.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BD7 2549001DPIFGXC1TOL40 US313385BD71 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 26993474.91 26993474.91 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 U.S. Government Agency Debt Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0010 220946076.00 220946076.00 0.0015 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 124964583.75 124964583.75 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 53982600.12 53982600.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEL6 2549001DPIFGXC1TOL40 US3130AKEL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0013 63995894.40 63995894.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0012 40999963.92 40999963.92 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-11 2020-12-11 2020-12-11 N N N 0.0015 301986319.40 301986319.40 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 2020-11-13 2021-01-13 2021-01-13 N N N 0.0015 209980911.00 209980911.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-14 2020-12-14 2020-12-14 N N N 0.0015 60997351.99 60997351.99 0.0004 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 164001607.20 164001607.20 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 97001822.63 97001822.63 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKD52 2549001DPIFGXC1TOL40 US3130AKD521 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0012 127993363.20 127993363.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJXL8 2549001DPIFGXC1TOL40 US3130AJXL85 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0016 138982986.40 138982986.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEE2 2549001DPIFGXC1TOL40 US3130AKEE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0012 63997231.36 63997231.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKCA2 2549001DPIFGXC1TOL40 US3130AKCA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0013 64995401.25 64995401.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0014 38994997.47 38994997.47 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBE5 2549001DPIFGXC1TOL40 US3130AKBE53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0013 25997082.02 25997082.02 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385DL7 2549001DPIFGXC1TOL40 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0011 203911486.44 203911486.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0011 70968760.00 70968760.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EC6 2549001DPIFGXC1TOL40 US313385EC61 U.S. Government Agency Debt Y N/A N/A 2021-04-09 2021-04-09 2021-04-09 N N N 0.0011 12993723.86 12993723.86 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EZ5 2549001DPIFGXC1TOL40 US313385EZ56 U.S. Government Agency Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0011 38978667.00 38978667.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0014 35415277.80 35415277.80 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 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 97886993.01 97886993.01 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2021-03-24 2021-03-24 N N N 0.0015 35095323.28 35095323.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 31994267.84 31994267.84 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 189972826.20 189972826.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 139974921.80 139974921.80 0.0009 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 72000245.52 72000245.52 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 0.0014 333980537.82 333980537.82 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 58997537.34 58997537.34 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 83002241.83 83002241.83 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD78 2549001DPIFGXC1TOL40 US3130AKD786 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0013 44996261.85 44996261.85 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 109995905.80 109995905.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKAV8 2549001DPIFGXC1TOL40 US3130AKAV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0015 38994410.13 38994410.13 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD94 2549001DPIFGXC1TOL40 US3130AKD943 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-19 2021-04-19 2021-04-19 N N N 0.0015 63990336.64 63990336.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0015 304956946.20 304956946.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1W95 2549001DPIFGXC1TOL40 US3130A1W958 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0016 14179861.50 14179861.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKBD7 2549001DPIFGXC1TOL40 US3130AKBD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0014 65988566.16 65988566.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-25 2021-02-25 N N N 0.0011 102005306.04 102005306.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-21 2021-05-21 N N N 0.0014 63994338.56 63994338.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 546027933.36 546027933.36 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-15 2021-04-15 N N N 0.0012 204010008.24 204010008.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-23 2021-04-23 N N N 0.0012 27501334.85 27501334.85 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-30 2021-04-30 N N N 0.0015 77992267.08 77992267.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0011 305766498.27 305766498.27 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-02 2021-03-02 N N N 0.0011 136507145.78 136507145.78 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-09 2021-02-09 N N N 0.0011 194009886.24 194009886.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-19 2021-02-19 N N N 0.0011 435022315.50 435022315.50 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-16 2021-04-16 N N N 0.0015 200983501.92 200983501.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 273014640.99 273014640.99 0.0018 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 390955210.95 390955210.95 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0012 161508336.63 161508336.63 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0015 67744481.76 67744481.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0013 81996795.44 81996795.44 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 80984187.99 80984187.99 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 416911099.77 416911099.77 0.0027 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 53988889.50 53988889.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-16 2021-11-16 N N N 0.0016 120974546.44 120974546.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0015 96998652.67 96998652.67 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK5T9 2549001DPIFGXC1TOL40 US3130AK5T90 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0016 67990222.28 67990222.28 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 87329786.46 87329786.46 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 50200573.93 50200573.93 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 53991931.32 53991931.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-14 2021-05-14 N N N 0.0012 454056019.06 454056019.06 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 139000568.51 139000568.51 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 41000167.69 41000167.69 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 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 28000114.52 28000114.52 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0015 222999228.42 222999228.42 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 42000000.84 42000000.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0011 175013730.50 175013730.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-26 2021-11-26 N N N 0.0015 417062904.45 417062904.45 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-28 2022-04-28 N N N 0.0018 145706219.62 145706219.62 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-14 2022-04-14 N N N 0.0018 232938977.30 232938977.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0015 420013242.60 420013242.60 0.0028 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 491001914.90 491001914.90 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 147000573.30 147000573.30 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 292002017.72 292002017.72 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 145997691.74 145997691.74 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 114997230.80 114997230.80 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 143996394.24 143996394.24 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUT4 2549001DPIFGXC1TOL40 US3130AJUT49 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0016 144996303.95 144996303.95 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-25 2022-03-25 N N N 0.0016 40005478.40 40005478.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-23 2021-07-23 N N N 0.0015 277031073.86 277031073.86 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-28 2022-02-28 N N N 0.0015 277062186.50 277062186.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-22 2022-02-22 N N N 0.0015 233053154.29 233053154.29 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-11 2021-06-11 N N N 0.0012 209251072.00 209251072.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-25 2022-02-25 N N N 0.0015 96921708.51 96921708.51 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-08 2021-07-08 N N N 0.0013 199050665.40 199050665.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0012 1280242521.60 1280242521.60 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-03-30 2022-03-30 N N N 0.0019 39738668.07 39738668.07 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-26 2022-05-26 N N N 0.0016 273086101.47 273086101.47 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-12 2022-08-12 N N N 0.0018 242999815.32 242999815.32 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0015 221000183.43 221000183.43 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0015 74000108.78 74000108.78 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0011 23001570.44 23001570.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-22 2021-02-22 N N N 0.0011 20005291.60 20005291.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-16 2022-09-16 N N N 0.0018 110010292.70 110010292.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-23 2020-12-23 N N N 0.0011 223825544.53 223825544.53 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-25 2021-01-25 N N N 0.0011 239044124.18 239044124.18 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-15 2022-09-15 N N N 0.0018 137013558.89 137013558.89 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0020 208001067.04 208001067.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-10 2022-02-10 N N N 0.0015 135592878.48 135592878.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-01 2021-02-01 2021-02-01 N N N 0.0017 11001409.10 11001409.10 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-22 2021-01-22 2021-01-22 N N N 0.0014 4900870.58 4900870.58 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-10 2021-03-10 N N N 0.0012 226088180.68 226088180.68 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-04 2021-06-04 N N N 0.0012 180107856.00 180107856.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-09 2021-04-09 N N N 0.0012 437271844.59 437271844.59 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-13 2021-04-13 N N N 0.0012 1699537012.62 1699537012.62 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-13 2021-05-13 N N N 0.0012 224248561.60 224248561.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-07 2021-04-07 N N N 0.0012 60055073.40 60055073.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-06 2021-04-06 N N N 0.0012 149142387.38 149142387.38 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-25 2021-03-25 N N N 0.0012 840844443.60 840844443.60 0.0055 N N N N Freddie Mac Freddie Mac, 0.00% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 589000000.00 589000000.00 0.0039 N Y Y N Freddie Mac Freddie Mac, 0.12% 3134GVDN5 US3134GVDN57 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-24 2021-02-24 N N N 0.0012 200001440.00 200001440.00 0.0013 N N N N Freddie Mac Freddie Mac, 0.12% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-05 2021-02-05 N N N 0.0012 661006636.44 661006636.44 0.0044 N N N N Freddie Mac Freddie Mac, 0.12% 3134GT3A9 S6XOOCT0IEG5ABCC6L87 US3134GT3A93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-19 2021-02-19 N N N 0.0012 956007753.16 956007753.16 0.0063 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-18 2022-08-18 N N N 0.0017 207031097.61 207031097.61 0.0014 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-08-03 2022-08-03 N N N 0.0017 244046362.44 244046362.44 0.0016 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-07-29 2022-07-29 N N N 0.0017 320118844.80 320118844.80 0.0021 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-04-29 2022-04-29 N N N 0.0016 112081709.60 112081709.60 0.0007 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 444307282.69 444307282.69 0.0029 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-13 2021-12-13 N N N 0.0015 448614503.68 448614503.68 0.0030 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 448817299.84 448817299.84 0.0030 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-24 2021-06-24 N N N 0.0013 106160186.14 106160186.14 0.0007 N N N N Freddie Mac Freddie Mac, 0.40% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-22 2021-10-22 N N N 0.0014 641615027.20 641615027.20 0.0042 N N N N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GHI484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 75523900.00 90780732.60 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 89000000.00 89000000.00 0.0006 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGH880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2026-08-15 1.5 - 2.625 477119900.00 507999522.77 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 498000000.00 498000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GHG767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2025-06-30 0.25 - 2.625 448739000.00 480426753.62 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 471000000.00 471000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 7.625 481186321.00 510709619.06 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 500000000.00 500000000.00 0.0033 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGG629000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2049-08-15 0 - 8.125 1121643000.00 1250671830.05 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 1225000000.00 1225000000.00 0.0081 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGH910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2049-08-15 0 - 6.75 635623216.00 723648345.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 708000000.00 708000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHC308000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2049-08-15 0.125 - 7.625 371173680.00 397346926.38 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 389000000.00 389000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2044-05-15 0 - 6.75 167798110.00 179526706.28 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 176000000.00 176000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 6.375 162649231.00 182020563.17 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 178000000.00 178000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2049-08-15 0.214 - 4.5 190179200.00 242349119.52 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 236000000.00 236000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-08-15 0 - 6.75 441272160.00 464608158.39 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 455000000.00 455000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHE063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 6.75 364909823.00 410745385.50 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 402000000.00 402000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2048-08-15 0 - 7.25 1073618870.00 1227865820.19 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1200000000.00 1200000000.00 0.0079 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 7.5 424026799.00 482130695.39 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 470000000.00 470000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHB625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2050-02-15 0 - 7.5 213824900.00 238692025.81 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 234000000.00 234000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGH909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2049-08-15 0 - 7.5 365354305.00 381579078.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 374000000.00 374000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-08-15 0 - 6 177331520.00 181591059.06 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 178000000.00 178000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2048-08-15 0 - 7.5 352825239.00 422704742.48 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 412000000.00 412000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHB388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 6.75 851602039.00 954338377.38 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 934000000.00 934000000.00 0.0062 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2043-05-15 0.125 - 2.875 236978700.00 240722254.19 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 236000000.00 236000000.00 0.0016 N N Y N BofA Securities, Inc. BofA Securities, Inc., 0.13% 549300HN4UKV1E2R3U73 GGI563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2023-06-15 0.25 - 0.25 118023000.00 118331133.55 U.S. Treasuries (including strips) Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0013 116000000.00 116000000.00 0.0008 N N N Y Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHD393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-02-15 2048-05-15 3.125 - 3.625 231682800.00 318282416.00 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 309000000.00 309000000.00 0.0020 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHF637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2044-02-15 3.625 - 4.375 247789461.00 361655791.28 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 352000000.00 352000000.00 0.0023 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHE464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2043-08-15 2.875 - 3.875 298713300.00 422267388.90 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 411000000.00 411000000.00 0.0027 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GHI410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2038-05-15 0.125 - 4.5 926873000.00 1005157546.00 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 986000000.00 986000000.00 0.0065 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHG817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2022-10-15 1.375 - 1.875 234116000.00 240677194.15 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 236000000.00 236000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2028-02-15 1.875 - 2.75 330965000.00 359946014.12 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 353000000.00 353000000.00 0.0023 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-02-15 1.625 - 2.5 220677000.00 238609919.84 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 234000000.00 234000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHI846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2048-08-15 2.125 - 3 91548000.00 121583145.23 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 118000000.00 118000000.00 0.0008 N N Y N DNB Bank ASA DNB Bank ASA, 0.09% 549300GKFG0RYRRQ1414 GHI472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2025-08-15 2 - 2 387493100.00 415143122.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 407000000.00 407000000.00 0.0027 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2028-05-15 1.5 - 2.875 1170740000.00 1261772933.63 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1237000000.00 1237000000.00 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 2021-01-05 2048-05-15 0 - 3.125 22851700.00 24480336.97 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0009 24000000.00 24000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2041-02-15 0 - 4.75 24070500.00 24480432.50 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 24000000.00 24000000.00 0.0002 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2024-08-15 1.5 - 2.375 898617200.00 971047329.21 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0009 952000000.00 952000000.00 0.0063 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 2020-11-03 2024-05-15 0 - 2.5 468503000.00 473293217.98 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 464000000.00 464000000.00 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 2021-03-23 2024-01-31 0 - 2.875 234225100.00 247868302.34 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-20 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 243000000.00 243000000.00 0.0016 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GHF671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2.625 - 6 109414700.00 119305868.13 U.S. Treasuries (including strips) Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 117000000.00 117000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHA917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2024-04-30 1.625 - 2 112881700.00 120348331.70 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 118000000.00 118000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2.625 - 6 109504200.00 119342999.67 U.S. Treasuries (including strips) Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 117000000.00 117000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-08-15 1.5 - 6 217501400.00 241743248.94 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 2023-11-15 2026-09-30 1.5 - 6 119319100.00 127496540.08 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 2026-02-15 2 - 6 24369000.00 25500992.97 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.09% RB0PEZSDGCO3JS6CEU02 GHI479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 219742000.00 252098710.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 247000000.00 247000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHI412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2030-05-15 0.125 - 2.75 986044600.00 1021917511.28 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1002000000.00 1002000000.00 0.0066 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2048-05-15 0.25 - 3.125 298374400.00 319154942.33 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 313000000.00 313000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2048-05-15 0.25 - 3.125 619749700.00 647510187.63 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 635000000.00 635000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHG756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2048-05-15 1.25 - 3.125 263093100.00 282465975.69 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 277000000.00 277000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2048-05-15 0.125 - 3.125 395465100.00 400738418.40 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 393000000.00 393000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHH407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2048-05-15 0.25 - 3.125 401025100.00 422162663.92 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 414000000.00 414000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHF658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2027-11-15 0.125 - 2.75 275783900.00 292668451.65 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 287000000.00 287000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHE013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2048-05-15 0.25 - 3.125 394120200.00 417049982.52 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 409000000.00 409000000.00 0.0027 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGH851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2050-08-15 0 - 6.375 228293300.00 256716887.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 251250000.00 251250000.00 0.0017 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHE466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2050-08-15 0.125 - 6.25 229513100.00 243788238.92 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 239000000.00 239000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2050-08-15 0.125 - 6.25 217605300.00 239418005.82 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 234000000.00 234000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHC789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2050-08-15 0.25 - 4.5 97898800.00 132606281.77 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 130000000.00 130000000.00 0.0009 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGI415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2050-08-15 0.25 - 5.375 164818300.00 179535207.07 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 176000000.00 176000000.00 0.0012 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-08-15 0.125 - 8 233521500.00 253203165.17 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 248000000.00 248000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 119122300.00 126514316.18 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 2027-05-15 1.5 - 2.375 172920200.00 183650591.41 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 117081000.00 126515420.26 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 2027-05-15 1.5 - 2.375 60520300.00 64275822.26 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, 0.15% 5493007VSMFZCPV1NB83 GGI408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 159753800.00 180558193.90 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0015 177000000.00 177000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 77063200.00 84668217.34 U.S. Treasuries (including strips) Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 83000000.00 83000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GHA900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 113335700.00 120368633.97 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 118000000.00 118000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 115606300.00 127541412.96 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 92353100.00 102032708.48 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, 0.10% X574KRZ6V5A7UBU45C31 GHI451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2036-02-15 1.5 - 6.375 186700000.00 212092944.03 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 207889650.00 207889650.00 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.15% X574KRZ6V5A7UBU45C31 GHH197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2031-02-15 1.75 - 8 417410000.00 465252640.80 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0015 456260600.00 456260600.00 0.0030 N N Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHE410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-06-15 2046-08-15 0.125 - 3.125 222499300.00 240113698.50 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0010 235000000.00 235000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHG606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-02-15 0 - 6.75 435732100.00 483208856.75 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 471000000.00 471000000.00 0.0031 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHH828000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 7.875 199326799.00 236814922.66 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 231000000.00 231000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGI910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2049-11-15 0 - 5.375 212688500.00 239866553.93 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0012 234000000.00 234000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGJ456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-02-15 0 - 7.875 215238700.00 238251807.79 U.S. Treasuries (including strips) Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 232000000.00 232000000.00 0.0015 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.13% 5493006GGLR4BTEL8O61 GHC857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2044-02-15 1.375 - 3.625 80808000.00 114335633.53 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0013 111000000.00 111000000.00 0.0007 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GHI497000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2046-11-15 0.25 - 2.875 230827000.00 265695034.89 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 259000000.00 259000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 10/30/2020 due 11/02/2020 B4TYDEB6GKMZO031MB27 GHI988000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-08-20 3 - 5.25 1264714050.00 338747615.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 331327000.00 331327000.00 0.0022 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 10/30/2020 due 11/02/2020 B4TYDEB6GKMZO031MB27 GHI874000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-08-20 3 - 5.25 3231838771.00 865632573.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 846670000.00 846670000.00 0.0056 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGG351000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2050-06-20 3 - 3 128965962.00 133631506.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 131000000.00 131000000.00 0.0009 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-03-01 2050-10-01 1.22 - 4.5 54692516.00 39824207.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-15 2070-09-20 2 - 3.724 33866561.00 36667031.03 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-11-25 2021-01-20 0 - 0 1918000.00 1917750.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2050-10-01 2050-10-01 2.5 - 2.5 6970997.00 7286991.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 84000000.00 84000000.00 0.0006 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-04-01 2050-08-01 2.5 - 3 39804500.00 38096253.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-03-20 2050-10-20 2.5 - 4.5 28737074.00 30659227.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2050-10-01 2.5 - 4 52408245.00 36310619.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 103000000.00 103000000.00 0.0007 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2030-02-15 1.25 - 2 22678700.00 23781544.98 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-07-20 2055-08-15 2 - 6.5 49212636.00 51459360.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2050-10-01 1.5 - 3.5 10772542.00 11397958.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2050-11-01 1.992 - 5 18773819.00 19451042.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 104000000.00 104000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-01 2050-10-01 2 - 3 41003076.00 42852995.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 42000000.00 42000000.00 0.0003 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 10/30/2020 due 11/02/2020 8NAV47T0Y26Q87Y0QP81 GHI988000_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 2023-06-15 2024-12-31 0.25 - 1.75 11560811.00 12291507.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2050-10-20 2 - 4.5 553561056.00 405730506.80 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2034-07-25 2034-07-25 4.107 - 4.107 294675.00 230077.88 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 410048000.00 410048000.00 0.0027 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 10/30/2020 due 11/02/2020 8NAV47T0Y26Q87Y0QP81 GHI874000_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 2023-06-15 2024-12-31 0.25 - 1.75 4149254.00 4411505.00 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2050-10-20 2 - 4.5 198676804.00 145619422.49 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2034-07-25 2034-07-25 4.107 - 4.107 105761.00 82576.51 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 147169000.00 147169000.00 0.0010 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.11% 549300HN4UKV1E2R3U73 GHE621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-06-01 2050-09-01 2 - 3.5 128841719.00 132604456.92 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0011 130000000.00 130000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 10/30/2020 due 11/02/2020 E57ODZWZ7FF32TWEFA76 GHI874000_00276 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 2020-11-30 2057-09-01 0 - 10.5 43028668.00 16677164.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2049-02-15 0.125 - 7.625 177361381.00 187417170.19 U.S. Treasuries (including strips) Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 13677024.00 12128800.70 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 15291.00 16977.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2050-03-01 0 - 9 66272323.00 24863476.62 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 1.625 - 5.625 6032228.00 8418434.84 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 6129162.00 9035645.42 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 67972615.00 5810388.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 259172000.00 259172000.00 0.0017 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2044-09-15 0 - 3.875 3053000.00 2665361.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2041-06-01 0.375 - 6.5 40003102.00 18545444.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-10-20 2047-10-20 3.5 - 3.5 2139.00 1158.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-15 2049-02-15 0.125 - 3 17742400.00 18976984.18 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2022-06-10 2.375 - 5.25 150000.00 155346.71 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-03-26 2023-09-01 0.3 - 2.625 542000.00 543027.03 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-04-15 0 - 0 25724000.00 22814658.67 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2048-12-01 0 - 8 13154582.00 2599714.69 Agency Debentures and Agency Strips Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 65000000.00 65000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2021-11-08 2036-08-01 0.24 - 2.79 679000.00 780066.92 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-11-18 2027-03-12 1.625 - 2.875 1155000.00 1221273.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2025-09-23 2037-03-01 0.375 - 6.5 7480464.00 6210322.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2028-01-01 3 - 3.07 2147.00 1352.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2049-02-15 0 - 3 382322200.00 386450030.83 U.S. Treasuries (including strips) Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 2404000.00 2125679.92 Agency Debentures and Agency Strips Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 389000000.00 389000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2035-10-01 1.5 - 3.5 196283972.00 203461990.22 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 9300.00 10186.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2035-10-01 1.5 - 5 322093771.00 326938549.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 520000000.00 520000000.00 0.0034 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.13% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-02-01 2050-11-01 2 - 5 122088981.00 50992069.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 2203900.00 2413924.44 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-04-15 2069-06-20 1.98 - 8.5 1106173790.00 171862801.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-01 2059-01-01 0.389 - 7.5 1209856860.00 438822660.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0013 651000000.00 651000000.00 0.0043 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI874000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2050-03-01 1.5 - 7 357333280.00 205796483.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2021-08-15 0.125 - 2.25 10239948.00 10417470.06 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 226296576.00 240548968.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-03-01 1.36 - 7 835527019.00 467522324.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 906152000.00 906152000.00 0.0060 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI988000_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 2021-02-15 2021-08-15 0.125 - 2.25 5092063.00 5180338.97 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-03-01 1.36 - 7 415486017.00 232486784.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2050-03-01 1.5 - 7 177692612.00 102337279.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 112531445.00 119618792.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 450606000.00 450606000.00 0.0030 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 10/30/2020 due 11/02/2020 1VUV7VQFKUOQSJ21A208 GHI988000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-10-20 2050-10-20 2 - 5 3850013.00 1875794.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 1839000.00 1839000.00 0.0000 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 10/30/2020 due 11/02/2020 1VUV7VQFKUOQSJ21A208 GHI874000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-10-20 2050-10-20 2 - 5 966852918.00 471068093.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 461828000.00 461828000.00 0.0030 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GHI448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2046-11-15 3.05 - 3.8 453208064.00 479984000.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 466000000.00 466000000.00 0.0031 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-04 2026-07-31 0 - 2.625 962278900.00 992467499.55 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 973000000.00 973000000.00 0.0064 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.11% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-01-20 2060-09-15 1.87 - 5 165341387.00 143861508.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-19 2021-01-19 0 - 0 18329000.00 18325407.52 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2057-02-01 2 - 7 398140904.00 189169956.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-09-01 2050-08-01 2 - 6.5 866707679.00 443254690.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 779000000.00 779000000.00 0.0051 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 CYYGQCGNHMHPSMRL3R97 GHI874000_03556 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 2034-10-01 2045-09-01 2.32 - 4.242 13774897.00 861790.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2048-09-01 2.136 - 4.18 28209176.00 23525821.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-07-15 2050-09-20 2.5 - 4.5 186320952.00 110203417.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 131951000.00 131951000.00 0.0009 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 CYYGQCGNHMHPSMRL3R97 GHI988000_03556 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 2034-10-01 2045-09-01 2.32 - 4.242 54809.00 3428.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-07-15 2050-09-20 2.5 - 4.5 741325.00 438471.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2048-09-01 2.136 - 4.18 112241.00 93603.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 525000.00 525000.00 0.0000 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 10/30/2020 due 11/02/2020 ZBUT11V806EZRVTWT807 GHI874000_00267 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 2030-09-01 2057-01-01 1.99 - 5.5 297127253.00 269469801.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-08-20 3 - 3 96737091.00 101431717.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-10-01 1.5 - 2.5 31407502.00 32870549.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 395852000.00 395852000.00 0.0026 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 10/30/2020 due 11/02/2020 ZBUT11V806EZRVTWT807 GHI988000_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 2050-08-01 2050-10-01 1.5 - 2.5 125042.00 130867.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2057-01-01 1.99 - 5.5 1182948.00 1072836.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-08-20 3 - 3 385138.00 403828.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 1576000.00 1576000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.1%, dated 10/30/2020 due 11/02/2020 ZOMOLU8CGIZRYZ7PFU34 GHI874000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2050-10-01 1.5 - 5.5 82824970.00 51922389.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-06-15 2049-06-20 3 - 5.5 694373415.00 64078254.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-04 2039-05-15 0 - 4.25 1784064.00 2056989.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2050-10-01 2 - 3.5 13528235.00 14121188.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 129586000.00 129586000.00 0.0009 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.1%, dated 10/30/2020 due 11/02/2020 ZOMOLU8CGIZRYZ7PFU34 GHI988000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2050-10-01 2 - 3.5 41549.00 43370.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-04 2039-05-15 0 - 4.25 5479.00 6317.67 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-06-15 2049-06-20 3 - 5.5 2132644.00 196804.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2050-10-01 1.5 - 5.5 254380.00 159470.24 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 398000.00 398000.00 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GGI912000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2027-05-31 0.25 - 0.5 2626500.00 2615678.41 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-11-01 2050-03-01 2.401 - 4 23168587.00 2887540.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-05-20 2050-10-20 2.5 - 6.5 44968.00 9716.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-08-01 2050-08-01 2 - 4.5 136480785.00 60793767.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0014 65000000.00 65000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHA882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2050-10-01 2 - 6 303449057.00 109667791.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-10-01 2050-10-01 1.5 - 4.5 97170570.00 62725615.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0014 169000000.00 169000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHC151000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-08-01 2050-10-01 1.5 - 2.424 48148557.00 40519874.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2048-10-01 3.5 - 4.5 25034731.00 25784766.52 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-14 2020-12-14 2020-12-14 N N N 0.0014 65000000.00 65000000.00 0.0004 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.1%, dated 10/30/2020 due 11/02/2020 K5HU16E3LMSVCCJJJ255 GHI874000_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 2028-01-15 2030-04-15 0 - 0 47343660.00 43220678.78 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 0 - 0 39216253.00 24310351.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 65975000.00 65975000.00 0.0004 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.1%, dated 10/30/2020 due 11/02/2020 K5HU16E3LMSVCCJJJ255 GHI988000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 0 - 0 156330.00 96909.77 U.S. Treasuries (including strips) Resolution Funding Corp 2028-01-15 2030-04-15 0 - 0 188729.00 172293.12 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 263000.00 263000.00 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 7TK5RJIZDFROZCA6XF66 GHI988000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-10-20 2050-10-20 2.5 - 3 286409.00 301137.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2050-10-01 2.5 - 3.5 223510.00 234366.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 525000.00 525000.00 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 7TK5RJIZDFROZCA6XF66 GHI874000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2050-10-01 2.5 - 3.5 56176088.00 58904683.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-10-20 2050-10-20 2.5 - 3 71984666.00 75686346.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 131951000.00 131951000.00 0.0009 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2050-11-01 2 - 8.5 851304960.00 846179846.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2021-01-01 2050-11-01 2 - 7 277057491.00 239102275.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2050-10-20 2.5 - 3.5 9315.00 1787.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2039-09-06 2039-09-06 2.6 - 2.6 5000.00 5290.74 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1064000000.00 1064000000.00 0.0070 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 10/30/2020 due 11/02/2020 OXTKY6Q8X53C9ILVV871 GHI988000_07426 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 2020-11-15 2050-11-01 1.5 - 9.5 10894271.00 1799279.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 2056-05-01 2 - 5.5 1647639.00 1691587.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2070-03-20 1.5 - 10 5860886.00 1129772.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 4530000.00 4530000.00 0.0000 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 10/30/2020 due 11/02/2020 OXTKY6Q8X53C9ILVV871 GHI874000_07426 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 2020-11-15 2050-11-01 1.5 - 9.5 2736224243.00 451911446.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2070-03-20 1.5 - 10 1472034400.00 283756408.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 2056-05-01 2 - 5.5 413825209.00 424863199.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 1137766000.00 1137766000.00 0.0075 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHH807000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2059-08-01 2 - 5.5 602778464.00 407642610.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-07-15 2050-10-01 2 - 6.5 44307126.00 43362243.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-09-20 2.5 - 3 853414.00 890473.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 443000000.00 443000000.00 0.0029 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 10/30/2020 due 11/02/2020 ES7IP3U3RHIGC71XBU11 GHI874000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-10-20 1 - 3.5 6652782.00 7030885.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-11-01 1 - 7.604 1010714980.00 576453561.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 1.74 - 7 1842555919.00 989766481.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 1541719000.00 1541719000.00 0.0102 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 10/30/2020 due 11/02/2020 ES7IP3U3RHIGC71XBU11 GHI988000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 1.74 - 7 324325053.00 174217811.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-11-01 1 - 7.604 177905141.00 101466840.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-10-20 1 - 3.5 1171016.00 1237570.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 271372000.00 271372000.00 0.0018 N Y Y N Societe Generale Societe Generale, 0.10% O2RNE8IBXP4R0TD8PU41 GHI619000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2048-05-15 0 - 6.875 234727403.00 266197393.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 260000000.00 260000000.00 0.0017 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFB672000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 137190000.00 74538654.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-02-28 1.125 - 2 10200000.00 10298626.54 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 83000000.00 83000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFG593000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 316742000.00 164491565.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 1.375 - 1.375 13950000.00 14132377.22 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 175000000.00 175000000.00 0.0012 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 87090979.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 1.375 - 1.375 19850000.00 20109511.67 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 3 N N/A N/A N N 0.0017 105000000.00 105000000.00 0.0007 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GEE925000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 2049-07-01 3.5 - 3.5 307826000.00 154195222.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2021-05-31 1.375 - 2 26000000.00 26496023.55 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 177000000.00 177000000.00 0.0012 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GHI435000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2050-09-01 2.5 - 4 679269596.00 660965508.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 648000000.00 648000000.00 0.0043 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 10/30/2020 due 11/02/2020 VYVVCKR63DVZZN70PB21 GHI988000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-10-20 2.5 - 2.5 170144194.00 178501487.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 175000000.00 175000000.00 0.0012 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 10/30/2020 due 11/02/2020 VYVVCKR63DVZZN70PB21 GHI874000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-10-20 2.5 - 2.5 18898645.00 19826925.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 19438000.00 19438000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2050-10-20 2.5 - 5 253713826.00 263162924.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 258000000.00 258000000.00 0.0017 N N 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 2020-11-06 2020-11-06 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 2020-11-06 2020-11-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 26600000.00 26600000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 20800000.00 20800000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.14% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 12700000.00 12700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 11640000.00 11640000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 19800000.00 19800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986MG41 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 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., 0.11% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 8600000.00 8600000.00 0.0001 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI857000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1280000000.00 1280000000.00 0.0084 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI856000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 427000000.00 427000000.00 0.0028 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GHH931000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-11-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 99000000.00 99000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GHH400000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2021-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0018 108121250.00 108121250.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Colchester Street Trust: Government Portfolio 2020-11-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer