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1014843.75 1014843.75 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828S27 254900HROIFWPRGM1V77 US912828S273 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0016 5036328.10 5036328.10 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0023 5031640.60 5031640.60 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0020 3022500.00 3022500.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0019 3011718.75 3011718.75 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0019 13130000.00 13130000.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WN6 254900HROIFWPRGM1V77 US912828WN60 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0015 3037031.25 3037031.25 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Y20 254900HROIFWPRGM1V77 US912828Y206 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0015 5097656.25 5097656.25 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0016 7092968.75 7092968.75 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0015 4070000.00 4070000.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 6103359.36 6103359.36 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 11249648.41 11249648.41 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0017 8133750.00 8133750.00 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0017 2017500.00 2017500.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0018 5038671.90 5038671.90 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0013 3016757.82 3016757.82 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-10-01 2022-07-31 2022-07-31 N N N 0.0016 19998601.40 19998601.40 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0016 10030736.60 10030736.60 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-10-01 2022-01-31 2022-01-31 N N N 0.0013 12019611.96 12019611.96 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-10-31 2021-10-31 N N N 0.0010 50158909.50 50158909.50 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0015 2004008.56 2004008.56 0.0003 N Y Y N Fannie Mae Fannie Mae, 0.06% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0006 10999725.00 10999725.00 0.0017 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0006 12999610.00 12999610.00 0.0020 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0006 12999588.29 12999588.29 0.0020 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0006 12999566.71 12999566.71 0.0020 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0006 12999545.00 12999545.00 0.0020 N N Y N Fannie Mae Fannie Mae, 0.06% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0006 12999523.29 12999523.29 0.0020 N N Y N Fannie Mae Fannie Mae, 0.11% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-29 2021-01-29 N N N 0.0009 14000894.74 14000894.74 0.0021 N N N N Fannie Mae Fannie Mae, 0.14% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-11 2020-12-11 N N N 0.0008 6000650.70 6000650.70 0.0009 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-30 2020-10-30 N N N 0.0008 1000052.34 1000052.34 0.0002 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-04 2021-06-04 N N N 0.0011 14003748.36 14003748.36 0.0021 N N N N Fannie Mae Fannie Mae, 0.17% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-07 2021-09-07 N N N 0.0012 12505915.63 12505915.63 0.0019 N N N N Fannie Mae Fannie Mae, 0.19% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-29 2022-07-29 N N N 0.0015 5003859.35 5003859.35 0.0008 N N N N Fannie Mae Fannie Mae, 0.21% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-10 2021-09-10 N N N 0.0012 12510706.13 12510706.13 0.0019 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-10 2021-12-10 N N N 0.0013 24026301.12 24026301.12 0.0036 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-09 2022-03-09 N N N 0.0014 11016321.03 11016321.03 0.0017 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-11 2022-03-11 N N N 0.0014 24035676.72 24035676.72 0.0036 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-19 2022-05-19 N N N 0.0014 12624249.71 12624249.71 0.0019 N N N N Fannie Mae Fannie Mae, 0.26% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-06 2022-07-06 N N N 0.0015 23046495.19 23046495.19 0.0035 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-05 2021-04-05 N N N 0.0010 17014165.25 17014165.25 0.0026 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-15 2022-06-15 N N N 0.0014 17036596.24 17036596.24 0.0026 N N N N Fannie Mae Fannie Mae, 0.27% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-24 2022-06-24 N N N 0.0014 17036943.38 17036943.38 0.0026 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-17 2022-06-17 N N N 0.0014 17036673.76 17036673.76 0.0026 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-09 2022-05-09 N N N 0.0014 8019121.12 8019121.12 0.0012 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-06 2021-07-06 N N N 0.0011 6008816.88 6008816.88 0.0009 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-24 2021-03-24 N N N 0.0010 12012915.48 12012915.48 0.0018 N N N N Fannie Mae Fannie Mae, 0.34% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-04 2022-05-04 N N N 0.0014 9028617.12 9028617.12 0.0014 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-26 2021-04-26 N N N 0.0010 28040045.60 28040045.60 0.0042 N N N N Fannie Mae Fannie Mae, 0.35% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-27 2021-10-27 N N N 0.0012 12029312.16 12029312.16 0.0018 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-06 2021-07-06 N N N 0.0011 20037107.40 20037107.40 0.0030 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-04 2021-10-04 N N N 0.0012 36688730.11 36688730.11 0.0056 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-25 2021-10-25 N N N 0.0012 20055124.20 20055124.20 0.0030 N N N N Fannie Mae Fannie Mae, 0.42% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-09-23 2021-09-23 N N N 0.0012 52153770.76 52153770.76 0.0079 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 999937.78 999937.78 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-10-03 2020-12-03 2020-12-03 N N N 0.0014 4999827.60 4999827.60 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-10-03 2021-03-03 2021-03-03 N N N 0.0014 1999899.16 1999899.16 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-05 2021-01-05 N N N 0.0009 3000642.48 3000642.48 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0014 3000119.94 3000119.94 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-20 2021-04-20 N N N 0.0010 6006661.14 6006661.14 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-08 2020-10-08 N N N 0.0010 2000085.54 2000085.54 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-30 2020-12-30 N N N 0.0009 6003613.92 6003613.92 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.37% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-27 2021-04-27 N N N 0.0010 6009292.26 6009292.26 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.71% 3133ELSY1 US3133ELSY11 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0013 2005080.40 2005080.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 8000000.00 8000000.00 0.0012 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0006 7999852.40 7999852.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUY7 2549001DPIFGXC1TOL40 US3130AHUY77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0008 2999988.24 2999988.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0006 5999860.02 5999860.02 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384L49 2549001DPIFGXC1TOL40 US313384L491 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0006 10999651.63 10999651.63 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384L56 2549001DPIFGXC1TOL40 US313384L566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0006 9999666.70 9999666.70 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384L72 2549001DPIFGXC1TOL40 US313384L723 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0006 2999889.99 2999889.99 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHYA5 2549001DPIFGXC1TOL40 US3130AHYA55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0008 10999847.54 10999847.54 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384M48 2549001DPIFGXC1TOL40 US313384M481 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0006 116994735.00 116994735.00 0.0177 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHWL3 2549001DPIFGXC1TOL40 US3130AHWL39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0009 13999883.38 13999883.38 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHYZ0 2549001DPIFGXC1TOL40 US3130AHYZ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0009 25999610.00 25999610.00 0.0039 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 999906.67 999906.67 0.0002 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 999889.17 999889.17 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJNZ8 2549001DPIFGXC1TOL40 US3130AJNZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0015 999999.94 999999.94 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHWW9 2549001DPIFGXC1TOL40 US3130AHWW93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0010 20999476.68 20999476.68 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384R76 2549001DPIFGXC1TOL40 US313384R761 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 2999535.00 2999535.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0009 6998880.00 6998880.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384S67 2549001DPIFGXC1TOL40 US313384S678 U.S. Government Agency Debt Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0009 2999482.50 2999482.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384S83 2549001DPIFGXC1TOL40 US313384S835 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0009 28994852.50 28994852.50 0.0044 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 19996200.00 19996200.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0009 1999610.00 1999610.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U49 2549001DPIFGXC1TOL40 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0009 3999170.00 3999170.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U98 2549001DPIFGXC1TOL40 US313384U989 U.S. Government Agency Debt Y N/A N/A 2020-12-28 2020-12-28 2020-12-28 N N N 0.0009 16996260.00 16996260.00 0.0026 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 5998635.00 5998635.00 0.0009 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 8996699.97 8996699.97 0.0014 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 4998138.90 4998138.90 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 2998766.67 2998766.67 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385DL7 2549001DPIFGXC1TOL40 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0010 8995650.03 8995650.03 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0010 2998533.33 2998533.33 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-30 2021-04-30 N N N 0.0013 3999532.00 3999532.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-04 2021-03-04 N N N 0.0009 13000849.94 13000849.94 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-15 2021-04-15 N N N 0.0013 2999715.42 2999715.42 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-17 2021-03-17 N N N 0.0010 6000389.82 6000389.82 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-02 2021-03-02 N N N 0.0009 6000401.70 6000401.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 11000728.09 11000728.09 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-25 2021-02-25 N N N 0.0009 4000183.20 4000183.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-16 2021-04-16 N N N 0.0013 8999122.59 8999122.59 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 22001471.58 22001471.58 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-19 2021-02-19 N N N 0.0009 30002018.40 30002018.40 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-09 2021-02-09 N N N 0.0009 9000583.02 9000583.02 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-23 2021-04-23 N N N 0.0010 1000057.53 1000057.53 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2021-01-08 2021-01-08 N N N 0.0016 7999010.48 7999010.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-11 2020-12-11 2020-12-11 N N N 0.0015 11999024.40 11999024.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-13 2021-01-13 2021-01-13 N N N 0.0016 8998824.78 8998824.78 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0013 3999940.48 3999940.48 0.0006 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 7000152.32 7000152.32 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 4000139.52 4000139.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJXL8 2549001DPIFGXC1TOL40 US3130AJXL85 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0016 5999061.72 5999061.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0014 1999693.76 1999693.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBE5 2549001DPIFGXC1TOL40 US3130AKBE53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0014 999843.37 999843.37 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0015 1266570.84 1266570.84 0.0002 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 2020-10-11 2021-02-11 2021-02-11 N N N 0.0017 4999134.15 4999134.15 0.0008 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 2020-10-12 2021-02-12 2021-02-12 N N N 0.0017 11997873.48 11997873.48 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-12 2021-02-12 2021-02-12 N N N 0.0017 3999298.52 3999298.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-14 2020-12-14 2020-12-14 N N N 0.0015 10999170.16 10999170.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-24 2021-03-24 2021-03-24 N N N 0.0015 1699727.25 1699727.25 0.0003 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 2020-10-24 2021-03-24 2021-03-24 N N N 0.0017 11996907.24 11996907.24 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0016 1999558.52 1999558.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0015 11997914.52 11997914.52 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2021-03-26 2021-03-26 N N N 0.0016 5998675.56 5998675.56 0.0009 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 2020-10-26 2021-03-26 2021-03-26 N N N 0.0015 999833.65 999833.65 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJWD7 2549001DPIFGXC1TOL40 US3130AJWD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0010 3000029.16 3000029.16 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 3000034.14 3000034.14 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK7M2 2549001DPIFGXC1TOL40 US3130AK7M20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0013 13998964.70 13998964.70 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK6P6 2549001DPIFGXC1TOL40 US3130AK6P69 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0014 1999901.76 1999901.76 0.0003 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 3000135.42 3000135.42 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 3999855.96 3999855.96 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 0.0014 1999675.56 1999675.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKBD7 2549001DPIFGXC1TOL40 US3130AKBD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0013 2999443.92 2999443.92 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-05-14 2021-05-14 N N N 0.0010 34004870.50 34004870.50 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2021-04-20 2021-04-20 N N N 0.0014 17998698.24 17998698.24 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-27 2020-11-27 2020-11-27 N N N 0.0014 3999875.52 3999875.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK4X1 2549001DPIFGXC1TOL40 US3130AK4X12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0015 15997906.08 15997906.08 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0012 3999886.20 3999886.20 0.0006 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 2999390.82 2999390.82 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 17995984.38 17995984.38 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 1999555.48 1999555.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 18003048.84 18003048.84 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-11-26 2021-11-26 N N N 0.0013 17002743.12 17002743.12 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0016 14999937.60 14999937.60 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJVQ9 2549001DPIFGXC1TOL40 US3130AJVQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2021-04-23 2021-04-23 N N N 0.0016 7999102.64 7999102.64 0.0012 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 2020-10-26 2021-03-26 2021-03-26 N N N 0.0013 9000060.93 9000060.93 0.0014 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 2020-10-26 2021-03-26 2021-03-26 N N N 0.0017 11998030.92 11998030.92 0.0018 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 2999526.18 2999526.18 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4L7 2549001DPIFGXC1TOL40 US3130AK4L73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0013 1999833.64 1999833.64 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 1999694.44 1999694.44 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-23 2021-07-23 N N N 0.0011 13003746.99 13003746.99 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-25 2022-03-25 N N N 0.0014 2000291.02 2000291.02 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-30 2022-03-30 N N N 0.0017 1999394.00 1999394.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-25 2022-02-25 N N N 0.0013 4000958.36 4000958.36 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-11 2021-06-11 N N N 0.0010 1000279.17 1000279.17 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-07-08 2021-07-08 N N N 0.0011 9002600.64 9002600.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-28 2022-02-28 N N N 0.0013 11002618.22 11002618.22 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-22 2022-02-22 N N N 0.0013 9002169.54 9002169.54 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-04 2021-03-04 N N N 0.0009 56713405.58 56713405.58 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 10000025.80 10000025.80 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 1000022.21 1000022.21 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 7000155.47 7000155.47 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-11-09 2020-11-09 N N N 0.0013 2000044.42 2000044.42 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJTT6 2549001DPIFGXC1TOL40 US3130AJTT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-12 2021-04-12 2021-04-12 N N N 0.0017 27997014.92 27997014.92 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-11-16 2020-11-16 N N N 0.0016 9999889.00 9999889.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2021-02-23 2021-02-23 N N N 0.0014 1900102.94 1900102.94 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 0.0010 7000806.05 7000806.05 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-12 2022-08-12 N N N 0.0015 8001513.04 8001513.04 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-05-26 2022-05-26 N N N 0.0014 11003677.19 11003677.19 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-04 2020-12-04 N N N 0.0009 1000132.72 1000132.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-24 2020-11-24 2020-11-24 N N N 0.0016 26000001.56 26000001.56 0.0039 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 11000215.05 11000215.05 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 5999825.82 5999825.82 0.0009 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 3999892.84 3999892.84 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUB3 2549001DPIFGXC1TOL40 US3130AJUB31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0016 5999837.28 5999837.28 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 0.0015 5999835.84 5999835.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-09-15 2022-09-15 N N N 0.0016 6000635.88 6000635.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-23 2020-12-23 N N N 0.0009 1000190.93 1000190.93 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-25 2021-01-25 N N N 0.0009 10002555.50 10002555.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0014 1000000.32 1000000.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2021-03-19 2021-03-19 N N N 0.0017 4000021.72 4000021.72 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJRM3 2549001DPIFGXC1TOL40 US3130AJRM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0015 6000038.82 6000038.82 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2021-03-19 2021-03-19 N N N 0.0019 17079264.88 17079264.88 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0014 8000129.12 8000129.12 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0014 3000057.45 3000057.45 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-12-11 2020-12-11 N N N 0.0009 20004102.40 20004102.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0019 18000000.00 18000000.00 0.0027 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-07 2020-10-07 N N N 0.0010 26000443.30 26000443.30 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-10 2022-02-10 N N N 0.0013 8005848.08 8005848.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-11 2021-03-11 N N N 0.0010 26512373.91 26512373.91 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-16 2020-10-16 N N N 0.0009 22901120.50 22901120.50 0.0035 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 0.0019 8000113.60 8000113.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-10 2021-03-10 N N N 0.0010 11005376.91 11005376.91 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-01 2021-02-01 N N N 0.0017 1000174.15 1000174.15 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-09 2021-04-09 N N N 0.0010 18013444.92 18013444.92 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-13 2021-04-13 N N N 0.0009 5005417.20 5005417.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-05-13 2021-05-13 N N N 0.0010 9011641.05 9011641.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-07 2021-04-07 N N N 0.0009 2002209.12 2002209.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-04-06 2021-04-06 N N N 0.0009 6006918.48 6006918.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0015 2000311.54 2000311.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-03-25 2021-03-25 N N N 0.0010 44955237.33 44955237.33 0.0068 N N N N Freddie Mac Freddie Mac, 0.07% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0007 10999315.58 10999315.58 0.0017 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-05 2021-02-05 N N N 0.0010 4000053.64 4000053.64 0.0006 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-03 2022-08-03 N N N 0.0015 10001995.10 10001995.10 0.0015 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-08-18 2022-08-18 N N N 0.0015 9001418.31 9001418.31 0.0014 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-07-29 2022-07-29 N N N 0.0015 10003901.70 10003901.70 0.0015 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWQ25 US3134GWQ253 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-09-09 2022-09-09 N N N 0.0016 20002748.20 20002748.20 0.0030 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-04-29 2022-04-29 N N N 0.0014 3002317.83 3002317.83 0.0005 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-10 2021-12-10 N N N 0.0013 18017828.28 18017828.28 0.0027 N N N N Freddie Mac Freddie Mac, 0.22% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-01-18 2022-01-18 N N N 0.0013 27029553.93 27029553.93 0.0041 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-04-18 2022-04-18 N N N 0.0014 19026574.54 19026574.54 0.0029 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-12-13 2021-12-13 N N N 0.0013 19028118.29 19028118.29 0.0029 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-06-02 2022-06-02 N N N 0.0014 28455509.50 28455509.50 0.0043 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-03-11 2022-03-11 N N N 0.0014 20038854.40 20038854.40 0.0030 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-06-24 2021-06-24 N N N 0.0010 4006871.88 4006871.88 0.0006 N N N N Freddie Mac Freddie Mac, 0.38% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-10-22 2021-10-22 N N N 0.0012 22060538.94 22060538.94 0.0033 N N N N Barclays Bank PLC Barclays Bank PLC, 0.08% G5GSEF7VJP5I7OUK5573 GGF624000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 6192900.00 8240119.47 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 8000000.00 8000000.00 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFC610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 7741700.00 10300914.41 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GFD870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 15483200.00 20601562.71 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GFD857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2041-02-15 0 - 4.75 5117400.00 8214312.33 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 8000000.00 8000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GEB313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2050-08-15 0 - 7.625 5751800.00 8199963.55 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 8000000.00 8000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2050-02-15 0.125 - 2.75 19647300.00 20465478.67 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGD630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2050-02-15 0.125 - 2 28339000.00 30601223.42 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 30000000.00 30000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFB782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2050-02-15 0.214 - 4.5 20373500.00 20401850.01 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 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 2022-04-30 2050-02-15 0.125 - 2.25 20374100.00 20401737.84 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFA833000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 4.5 5434212.00 8169134.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 8000000.00 8000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGE274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 4.5 19723532.00 21489681.89 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 21000000.00 21000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEB876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2050-02-15 0.125 - 7.625 39778300.00 47950053.58 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0011 47000000.00 47000000.00 0.0071 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFI516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2050-02-15 0.125 - 4.375 11686964.00 15448878.81 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 15000000.00 15000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFH802000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2040-08-15 0.4 - 5.375 9742300.00 10200594.72 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 10000000.00 10000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFH295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-02-15 0 - 4.5 52085532.00 62346676.42 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 61000000.00 61000000.00 0.0092 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEJ462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-22 2027-08-31 0 - 6.375 46720100.00 46925463.83 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 46000000.00 46000000.00 0.0070 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GFF254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-22 2048-02-15 0 - 6.875 14477000.00 15301106.62 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 15000000.00 15000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GED385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-22 2050-02-15 0 - 6.375 29104404.00 39135316.99 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 38000000.00 38000000.00 0.0058 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GGC787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-15 2024-03-31 0.125 - 2.125 21707800.00 22440471.01 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 22000000.00 22000000.00 0.0033 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GGE901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-15 2028-11-15 0.125 - 3.125 28210600.00 29580236.08 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 29000000.00 29000000.00 0.0044 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GGF575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-15 2024-03-31 0.125 - 2.125 21454500.00 22440095.63 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 22000000.00 22000000.00 0.0033 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GGA949000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2025-11-30 2.875 - 2.875 8934400.00 10200344.92 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GGC213000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2025-11-30 2.875 - 2.875 5360600.00 6120161.28 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 6000000.00 6000000.00 0.0009 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GFH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 17974000.00 19381016.70 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 19000000.00 19000000.00 0.0029 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GFJ203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2027-04-30 0.5 - 2.875 12511500.00 13260627.52 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 13000000.00 13000000.00 0.0020 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GGF627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2029-02-15 2.375 - 5.25 10980000.00 15324346.40 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 15000000.00 15000000.00 0.0023 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGC966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2024-10-31 1.5 - 1.5 4819000.00 5104474.15 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 5000000.00 5000000.00 0.0008 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGD546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 2 - 2 10814000.00 11218202.64 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0010 11000000.00 11000000.00 0.0017 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2043-11-15 2.5 - 3.75 17753000.00 26849156.67 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0010 26000000.00 26000000.00 0.0039 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2049-02-15 2.125 - 3 7460000.00 10336866.31 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2026-08-15 1.5 - 2.25 9269000.00 10201150.31 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GGF205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2024-07-31 2.125 - 2.125 15144000.00 16316579.00 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 16000000.00 16000000.00 0.0024 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.08% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-02-15 2031-02-15 5.375 - 5.375 1379900.00 2040090.73 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 2000000.00 2000000.00 0.0003 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 2024-08-31 2024-08-31 1.875 - 1.875 51620000.00 55087773.14 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 54000000.00 54000000.00 0.0082 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2045-08-15 0 - 2.875 1019900.00 1020040.10 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 1000000.00 1000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-05-15 0 - 2.75 800000.00 1029992.92 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 1000000.00 1000000.00 0.0002 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2025-06-30 1.5 - 2.75 42544900.00 45900692.67 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0009 45000000.00 45000000.00 0.0068 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 2020-10-31 2020-10-31 1.75 - 1.75 20225000.00 20400347.01 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 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 2021-07-31 2022-05-15 0.32 - 2.125 9806800.00 10200299.87 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2.75 - 6 9363300.00 10215653.84 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 10000000.00 10000000.00 0.0015 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 2024-11-30 2026-08-15 1.5 - 6 4828500.00 5113938.70 U.S. Treasuries (including strips) Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0016 5000000.00 5000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 974600.00 1020385.90 U.S. Treasuries (including strips) Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 1000000.00 1000000.00 0.0002 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDB302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-08-15 1.5 - 2.75 5001200.00 5102815.82 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0021 5000000.00 5000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-08-15 1.5 - 2.75 4683600.00 5109472.39 U.S. Treasuries (including strips) Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0021 5000000.00 5000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 5000900.00 5102480.78 U.S. Treasuries (including strips) Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0021 5000000.00 5000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-08-15 1.5 - 2.75 4919900.00 5105207.68 U.S. Treasuries (including strips) Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0021 5000000.00 5000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-15 1.5 - 2.75 4974900.00 5101622.00 U.S. Treasuries (including strips) Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0021 5000000.00 5000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.08% RB0PEZSDGCO3JS6CEU02 GGF622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 9800000.00 11390968.75 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 11000000.00 11000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GGF534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2029-11-15 0.125 - 6.625 81771800.00 87705407.14 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 86000000.00 86000000.00 0.0130 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GGF179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2024-12-31 2 - 2.375 37205700.00 39792429.30 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 39000000.00 39000000.00 0.0059 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFI614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2047-02-15 2.125 - 3 10497100.00 11239468.07 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0011 11000000.00 11000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFH288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2047-02-15 2.75 - 3 10893700.00 12260044.91 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 12000000.00 12000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GFH943000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2047-02-15 1.625 - 3 12316000.00 13271896.26 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0011 13000000.00 13000000.00 0.0020 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GFD374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-15 2050-02-15 0.25 - 5.375 7817800.00 11249674.04 U.S. Treasuries (including strips) Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 11000000.00 11000000.00 0.0017 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGA899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2050-02-15 0 - 5.375 10210800.00 10200368.69 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GFJ951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-15 2050-02-15 0.25 - 5.375 9092900.00 10298598.97 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 10000000.00 10000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GFJ953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2050-02-15 0.125 - 5.375 6910400.00 10200488.16 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-20 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 10000000.00 10000000.00 0.0015 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEC318000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7375300.00 8161981.94 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0015 8000000.00 8000000.00 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GED335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 3687600.00 4080935.64 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0015 4000000.00 4000000.00 0.0006 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEE399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 4768800.00 5101140.41 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 5000000.00 5000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 4533800.00 5100752.91 U.S. Treasuries (including strips) Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 5000000.00 5000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 6678100.00 7141120.92 U.S. Treasuries (including strips) Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 7000000.00 7000000.00 0.0011 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 2025-06-30 2025-06-30 2.75 - 2.75 4533900.00 5100865.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 5000000.00 5000000.00 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 2025-06-30 2025-06-30 2.75 - 2.75 2720300.00 3060474.24 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 3000000.00 3000000.00 0.0005 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 2026-11-15 2026-11-15 2 - 2 4609400.00 5101058.88 U.S. Treasuries (including strips) Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 5000000.00 5000000.00 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 2026-08-15 2026-08-15 1.5 - 1.5 3816200.00 4080793.28 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 4000000.00 4000000.00 0.0006 N N N Y Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GGC891000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2027-05-31 0.5 - 2.875 9016900.00 10200189.13 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 10000000.00 10000000.00 0.0015 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GGD579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2047-11-15 0 - 6.625 6026800.00 7150098.82 U.S. Treasuries (including strips) Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0009 7000000.00 7000000.00 0.0011 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.09%, dated 9/30/2020 due 10/01/2020 B4TYDEB6GKMZO031MB27 GGF817000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 154938626.00 35229039.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 34455000.00 34455000.00 0.0052 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-08-01 2.5 - 2.5 2910020.00 3060271.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-02 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 3000000.00 3000000.00 0.0005 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-09-20 2050-09-20 3 - 3 4771316.00 5100969.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 N N/A N/A N N 0.0012 5000000.00 5000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GGA934000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-08-01 2040-08-01 2.5 - 2.5 5874530.00 6120187.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 6000000.00 6000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GEF063000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-01 2050-09-01 2 - 2 1965058.00 2040333.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 2000000.00 2000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-01 2050-09-01 2 - 2 1965106.00 2040383.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 2000000.00 2000000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GEJ463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2050-05-15 0 - 2.375 8138945.00 7181329.74 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-10-24 2038-03-12 3.375 - 4.1 20000.00 23782.33 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-04-20 2050-04-20 4 - 4 1000.00 1056.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-09-23 2025-09-23 0.375 - 0.375 4000.00 3987.46 Agency Debentures and Agency Strips Y N/A N/A 2020-10-07 2020-10-07 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 7000000.00 7000000.00 0.0011 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 9/30/2020 due 10/01/2020 VJW2DOOHGDT6PR0ZRO63 GGF817000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2025-09-12 0 - 3.125 165401.00 166827.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-01 2050-09-01 0.25 - 9 2487033.00 1656732.57 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2020-10-15 0 - 0 107225.00 107215.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-25 2050-10-01 0.25 - 9.5 9539376.00 8081778.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-09-20 2.5 - 9.5 15388206.00 15366399.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-13 2050-08-15 0 - 7.875 2118836.00 2131143.59 U.S. Treasuries (including strips) Federal Farm Credit Bank 2020-12-11 2029-01-23 0.161 - 4.8 1114143.00 1127977.38 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 28076000.00 28076000.00 0.0043 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.09%, dated 9/30/2020 due 10/01/2020 8NAV47T0Y26Q87Y0QP81 GGF817000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2070-08-20 0.872 - 5.237 2885423.00 2929023.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 7.5 - 7.5 599479.00 795798.33 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2050-10-01 2 - 2 1939543.00 2013841.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-02-01 2050-10-01 2 - 3.5 26607548.00 26303689.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0009 31414000.00 31414000.00 0.0048 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 9/30/2020 due 10/01/2020 E57ODZWZ7FF32TWEFA76 GGF817000_00276 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 2020-11-17 2050-03-01 0 - 9 2933074.00 1404885.60 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 226370.00 338940.70 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-04-07 2036-07-15 1.125 - 5.625 230542.00 322421.21 Agency Debentures and Agency Strips Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 185488.00 169396.68 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 1436284.00 578453.94 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 565.00 627.24 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2046-08-15 0 - 7.625 5918023.00 6719923.89 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2049-11-20 2.5 - 10 2625967.00 234836.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 9572000.00 9572000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2023-08-24 0.25 - 1.875 44000.00 44293.63 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-14 2021-07-14 1.125 - 1.125 100000.00 100997.70 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2050-05-15 0 - 8.125 2522900.00 2855481.09 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2022-10-05 2 - 2 4000.00 4185.96 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 0 - 0 160000.00 55234.72 Agency Debentures and Agency Strips Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0009 3000000.00 3000000.00 0.0005 N N Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2025-10-31 0.25 - 3 15186800.00 17340098.94 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0010 17000000.00 17000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2021-09-30 1.5 - 1.5 23145200.00 23460229.32 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 23000000.00 23000000.00 0.0035 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 1.875 - 1.875 667100.00 684405.91 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-01-15 2.5 - 5.5 28742885.00 28902080.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-13 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 29000000.00 29000000.00 0.0044 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 MBNUM2BPBDO7JBLYG310 GGF817000_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 2035-02-01 2035-10-01 1.5 - 5.5 5657175.00 5744398.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2035-10-01 1.5 - 5 8269692.00 8133600.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 1.125 - 1.125 648009.00 773689.36 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0009 14357000.00 14357000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GGF578000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 16453835.00 17510049.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 17000000.00 17000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.08% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-01-01 2050-08-01 2 - 5.5 14317512.00 9975394.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2050-07-01 2.5 - 2.5 1498258.00 1591577.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-15 2048-11-20 2.7 - 4 63043000.00 29233119.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 40000000.00 40000000.00 0.0061 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 CYYGQCGNHMHPSMRL3R97 GGF817000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-04-20 2050-06-20 3 - 5 2636805.00 1878101.52 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 292445.00 275319.44 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2050-09-01 2.5 - 5 9062534.00 6868861.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2050-10-01 2 - 5 7795900.00 4527895.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-15 2026-07-31 1.625 - 1.875 113475.00 117855.56 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 13400000.00 13400000.00 0.0020 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.09%, dated 9/30/2020 due 10/01/2020 ZBUT11V806EZRVTWT807 GGF817000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-03-01 2.5 - 5 99798.00 105525.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2025-07-31 0 - 2.625 10675008.00 11195087.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2059-11-01 2 - 7.5 18882421.00 13888338.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 24695000.00 24695000.00 0.0037 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GFF834000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-01 2050-09-01 2.5 - 2.5 2785856.00 2959218.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 2042-05-01 3.406 - 6 1393514.00 101062.14 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0015 3000000.00 3000000.00 0.0005 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GFI442000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2050-06-20 3 - 3 5969871.00 6284095.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2023-08-15 0.125 - 0.125 842600.00 842045.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 2047-04-01 3 - 3 20000.00 14334.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 7000000.00 7000000.00 0.0011 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.09%, dated 9/30/2020 due 10/01/2020 K5HU16E3LMSVCCJJJ255 GGF817000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-09-30 2050-09-01 0.4 - 3 705031.00 698534.77 Agency Debentures and Agency Strips Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 1886458.00 1760941.57 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2035-11-01 3.167 - 3.167 10286.00 329.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-12-20 2050-06-20 2 - 4.5 20636.00 14719.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 2426000.00 2426000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 7TK5RJIZDFROZCA6XF66 GGF817000_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 2027-08-15 2048-07-20 2.5 - 8.5 6582761.00 2186918.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-10-01 3 - 8.5 10444429.00 2694263.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-04-01 2038-10-01 2.335 - 3.945 88393.00 549.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 4786000.00 4786000.00 0.0007 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-04-15 2030-04-15 0 - 0 1000.00 895.37 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-12-10 2021-12-10 2.625 - 2.625 760000.00 788442.11 Agency Debentures and Agency Strips Federal Farm Credit Bank 2035-04-30 2035-09-17 1.6 - 1.68 6194000.00 6291687.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2021-04-01 2050-09-01 2.5 - 5.5 16244121.00 10496071.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 2050-01-01 3 - 5.5 15889516.00 13022981.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 30000000.00 30000000.00 0.0045 N Y Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GGA900000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-02-15 0 - 5.375 18100.00 23707.29 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-03-15 2050-08-01 0 - 2.5 358989.00 331518.50 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-15 2050-07-01 0 - 2.5 5781354.00 5765135.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-07 2020-10-07 2020-10-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 6000000.00 6000000.00 0.0009 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 9/30/2020 due 10/01/2020 OXTKY6Q8X53C9ILVV871 GGF817000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-01 2050-10-01 2 - 6 1257031.00 1185546.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2050-10-01 1.5 - 5.5 1111455.00 1083858.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-09-15 2070-01-20 1.5 - 5.5 644401.00 620914.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-06 2040-08-15 0 - 7.625 6708732.00 8239943.33 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 10912000.00 10912000.00 0.0017 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.09%, dated 9/30/2020 due 10/01/2020 549300QJJX6CVVUXLE15 GGF817000_07749 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 2038-04-01 2050-07-01 2.5 - 3.582 301859.00 312486.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-08-15 2055-10-15 1.93 - 6.5 13312174.00 8582963.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2050-09-01 2 - 3.604 457382.00 469612.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-27 2050-05-15 0 - 6.25 16006803.00 15072989.25 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 23929000.00 23929000.00 0.0036 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GGC873000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-08-01 3.5 - 4.5 20121479.00 20400396.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0010 20000000.00 20000000.00 0.0030 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 9/30/2020 due 10/01/2020 ES7IP3U3RHIGC71XBU11 GGF817000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2051-04-15 0.506 - 7.607 40836214.00 23408304.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.598 - 7 71606726.00 37355895.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 59534000.00 59534000.00 0.0090 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.09%, dated 9/30/2020 due 10/01/2020 O2RNE8IBXP4R0TD8PU41 GGF817000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2049-08-15 0.125 - 7.5 5254495.00 5871742.54 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 5750000.00 5750000.00 0.0009 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.09%, dated 9/30/2020 due 10/01/2020 5U0XI89JRFVHWIBS4F54 GGF817000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-04-01 2.5 - 4 106605318.00 71461401.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 69930000.00 69930000.00 0.0106 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GGF617000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2050-05-15 1.25 - 2 23085000.00 24720123.15 U.S. Treasuries (including strips) Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 24000000.00 24000000.00 0.0036 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 9/30/2020 due 10/01/2020 VYVVCKR63DVZZN70PB21 GGF817000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2038-02-25 0.25 - 6.087 291285.00 288285.74 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-01-28 2022-01-28 1.9 - 1.9 718.00 736.40 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2021-09-30 0.125 - 0.125 68899.00 68891.01 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2036-03-25 0.25 - 6.625 373427.00 374634.84 Agency Debentures and Agency Strips Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 718000.00 718000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2035-09-01 1.5 - 1.5 10946284.00 11220196.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 11000000.00 11000000.00 0.0017 N Y Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 1100000.00 1100000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 600000.00 600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% (Theatre Row Tower Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD77 US64986MD770 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 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 14800000.00 14800000.00 0.0022 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.14% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 200000.00 200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.15% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0015 900000.00 900000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-10-07 2020-10-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 400000.00 400000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GGF756000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-10-07 2020-10-07 2020-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 17000000.00 17000000.00 0.0026 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. Variable Insurance Products Fund V: Government Money Market Portfolio 2020-10-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer