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2021-02-15 N N N 0.0017 10060937.50 10060937.50 0.0012 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 1011367.19 1011367.19 0.0001 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 6028810.20 6028810.20 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 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 10082812.50 10082812.50 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 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 6027890.64 6027890.64 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 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 8070000.00 8070000.00 0.0010 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 6034308.54 6034308.54 0.0007 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 50074233.50 50074233.50 0.0060 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 50071010.50 50071010.50 0.0060 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 87246875.55 87246875.55 0.0105 N Y Y N Fannie Mae Fannie Mae, 0.12% 3135G0J20 B1V7KEBTPIMZEU4LTD58 US3135G0J204 0000310522 U.S. 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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 32032485.12 32032485.12 0.0039 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 32044669.76 32044669.76 0.0039 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 23047066.28 23047066.28 0.0028 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 22045377.86 22045377.86 0.0027 N N N N Fannie Mae Fannie Mae, 0.31% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-09 2022-05-09 N N N 0.0016 40090366.80 40090366.80 0.0048 N N N N 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2021-04-20 N N N 0.0012 6005600.52 6005600.52 0.0007 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 7002716.91 7002716.91 0.0008 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 6007862.52 6007862.52 0.0007 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 8999970.21 8999970.21 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384P45 2549001DPIFGXC1TOL40 US313384P450 U.S. Government Agency Debt Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0006 1999951.12 1999951.12 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0007 3999899.12 3999899.12 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0008 999954.13 999954.13 0.0001 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 1999928.88 1999928.88 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 7999591.12 7999591.12 0.0010 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 1999888.88 1999888.88 0.0002 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 3999700.00 3999700.00 0.0005 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 4999600.00 4999600.00 0.0006 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 79992600.00 79992600.00 0.0096 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 28997172.50 28997172.50 0.0035 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 24999810.50 24999810.50 0.0030 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 37995820.00 37995820.00 0.0046 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 1999770.00 1999770.00 0.0002 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 4999362.50 4999362.50 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 20997060.00 20997060.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384V30 2549001DPIFGXC1TOL40 US313384V300 U.S. Government Agency Debt Y N/A N/A 2020-12-30 2020-12-30 2020-12-30 N N N 0.0009 44993475.00 44993475.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384V48 2549001DPIFGXC1TOL40 US313384V482 U.S. Government Agency Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 6998967.50 6998967.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AH9 2549001DPIFGXC1TOL40 US313385AH94 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0010 48990880.61 48990880.61 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AQ9 2549001DPIFGXC1TOL40 US313385AQ93 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0010 74984583.00 74984583.00 0.0090 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 1999550.00 1999550.00 0.0002 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 1999516.66 1999516.66 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 41989752.00 41989752.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0010 13996111.08 13996111.08 0.0017 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 5998300.02 5998300.02 0.0007 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 2999033.34 2999033.34 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 2999807.55 2999807.55 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 3999996.48 3999996.48 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2021-01-08 2021-01-08 N N N 0.0011 8000000.00 8000000.00 0.0010 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 11998909.20 11998909.20 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 12999435.67 12999435.67 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2X3 2549001DPIFGXC1TOL40 US3130AK2X30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0009 8000078.40 8000078.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZP7 2549001DPIFGXC1TOL40 US3130AJZP71 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0009 5000093.95 5000093.95 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 5999688.90 5999688.90 0.0007 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 6999143.20 6999143.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEE2 2549001DPIFGXC1TOL40 US3130AKEE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0012 2999870.22 2999870.22 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 2999787.75 2999787.75 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 1999743.46 1999743.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKE69 2549001DPIFGXC1TOL40 US3130AKE693 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0011 21998947.08 21998947.08 0.0026 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 10995227.21 10995227.21 0.0013 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 999517.22 999517.22 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-11 2021-02-11 2021-02-11 N N N 0.0016 17997620.40 17997620.40 0.0022 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 5999202.84 5999202.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 16997717.41 16997717.41 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-20 2021-04-20 2021-04-20 N N N 0.0013 15998979.68 15998979.68 0.0019 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 3999467.04 3999467.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2021-03-24 2021-03-24 N N N 0.0017 16996361.32 16996361.32 0.0020 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 15997711.68 15997711.68 0.0019 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 8998387.83 8998387.83 0.0011 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 1999641.74 1999641.74 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 3999460.04 3999460.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3B0 2549001DPIFGXC1TOL40 US3130AK3B01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 4000013.64 4000013.64 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 16999009.41 16999009.41 0.0020 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 4000108.04 4000108.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD78 2549001DPIFGXC1TOL40 US3130AKD786 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0013 1999833.86 1999833.86 0.0002 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 4999813.90 4999813.90 0.0006 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 1999713.34 1999713.34 0.0002 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 2999547.03 2999547.03 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 15997741.44 15997741.44 0.0019 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 40002052.00 40002052.00 0.0048 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 23001196.46 23001196.46 0.0028 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 1000048.54 1000048.54 0.0001 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 27001381.32 27001381.32 0.0032 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 10000490.60 10000490.60 0.0012 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 14000750.82 14000750.82 0.0017 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 3999603.44 3999603.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-16 2021-04-16 N N N 0.0015 9999179.20 9999179.20 0.0012 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 15000809.40 15000809.40 0.0018 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 7000366.45 7000366.45 0.0008 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 18997823.55 18997823.55 0.0023 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 8000412.96 8000412.96 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0015 2999755.65 2999755.65 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 3999843.68 3999843.68 0.0005 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 5998737.84 5998737.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-22 2021-01-22 N N N 0.0011 5000338.70 5000338.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-28 2021-01-28 N N N 0.0011 8000567.60 8000567.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0017 17997603.12 17997603.12 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0014 13000071.37 13000071.37 0.0016 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 5999916.66 5999916.66 0.0007 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 2999568.63 2999568.63 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 18002221.02 18002221.02 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJV22 2549001DPIFGXC1TOL40 US3130AJV228 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0011 50003579.50 50003579.50 0.0060 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 9000706.14 9000706.14 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJZN2 2549001DPIFGXC1TOL40 US3130AJZN24 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N N N 0.0015 29248751.90 29248751.90 0.0035 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 27992666.80 27992666.80 0.0034 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 25000788.25 25000788.25 0.0030 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 22000085.80 22000085.80 0.0026 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 7000027.30 7000027.30 0.0008 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 14000096.74 14000096.74 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJTA7 2549001DPIFGXC1TOL40 US3130AJTA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0018 6999889.33 6999889.33 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUA5 2549001DPIFGXC1TOL40 US3130AJUA57 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0016 5999855.52 5999855.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUB3 2549001DPIFGXC1TOL40 US3130AJUB31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0016 6999824.72 6999824.72 0.0008 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 40007578.80 40007578.80 0.0048 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 11002509.43 11002509.43 0.0013 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 5001120.15 5001120.15 0.0006 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 15001682.70 15001682.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0017 5000022.10 5000022.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0018 26999052.30 26999052.30 0.0032 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 11999990.88 11999990.88 0.0014 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 14004415.46 14004415.46 0.0017 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 11000009.13 11000009.13 0.0013 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 4000005.88 4000005.88 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 1000068.28 1000068.28 0.0001 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 29803401.37 29803401.37 0.0036 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 11002910.38 11002910.38 0.0013 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 12002215.44 12002215.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJS42 2549001DPIFGXC1TOL40 US3130AJS422 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-24 2020-12-24 N N N 0.0011 50005993.00 50005993.00 0.0060 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 10000051.30 10000051.30 0.0012 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 23015765.35 23015765.35 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-11 2020-12-11 N N N 0.0011 50005635.00 50005635.00 0.0060 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 3000533.01 3000533.01 0.0004 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 3001170.54 3001170.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-07 2021-05-07 N N N 0.0012 35023227.40 35023227.40 0.0042 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 23014307.61 23014307.61 0.0028 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 14012672.66 14012672.66 0.0017 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 9009986.85 9009986.85 0.0011 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 2001835.78 2001835.78 0.0002 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 6005733.72 6005733.72 0.0007 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 16016084.64 16016084.64 0.0019 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 44000356.84 44000356.84 0.0053 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 30000301.20 30000301.20 0.0036 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 10001502.30 10001502.30 0.0012 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-08-03 2022-08-03 N N N 0.0017 12002280.12 12002280.12 0.0014 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 27010027.53 27010027.53 0.0032 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 10007295.50 10007295.50 0.0012 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-18 2022-04-18 N N N 0.0016 24031659.84 24031659.84 0.0029 N N N 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 2026-11-30 2026-11-30 1.625 - 1.625 5708500.00 6120628.78 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 6000000.00 6000000.00 0.0007 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 2025-07-31 0.25 - 0.25 128101900.00 127501000.44 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 125000000.00 125000000.00 0.0150 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2025-05-31 0 - 8.125 49716300.00 51000389.09 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0009 50000000.00 50000000.00 0.0060 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2023-12-31 0 - 2.625 24487100.00 24480690.39 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 24000000.00 24000000.00 0.0029 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 2020-11-17 2023-05-15 0 - 2.75 11683400.00 12240417.53 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 12000000.00 12000000.00 0.0014 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 2021-02-15 2045-02-15 0 - 6.75 11329100.00 12240184.67 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 12000000.00 12000000.00 0.0014 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 2020-12-08 2046-08-15 0 - 6.75 12611800.00 12241404.40 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0012 12000000.00 12000000.00 0.0014 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 2048-11-15 0 - 7.875 9657200.00 12316154.72 U.S. Treasuries (including strips) Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 12000000.00 12000000.00 0.0014 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GHI434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2047-02-15 0 - 5.25 426242100.00 447987153.22 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 439016000.00 439016000.00 0.0528 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2020-11-04 Marc L. Spector Marc L. Spector President and Treasurer