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N N 0.0017 13107656.25 13107656.25 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0014 6027890.64 6027890.64 0.0009 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 0.0014 3032578.14 3032578.14 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 0.0016 5087500.00 5087500.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 13157421.94 13157421.94 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0017 4062656.24 4062656.24 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 12187500.00 12187500.00 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0016 13267109.44 13267109.44 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 11169296.82 11169296.82 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0014 9073828.08 9073828.08 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0023 5028590.45 5028590.45 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828S76 254900HROIFWPRGM1V77 US912828S760 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 3022265.64 3022265.64 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 5056250.00 5056250.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-07-31 2022-07-31 N N N 0.0016 39998234.00 39998234.00 0.0059 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 0.0060 10008772.10 10008772.10 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 2020-11-02 2022-01-31 2022-01-31 N N N 0.0013 12017816.04 12017816.04 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 2020-11-02 2021-10-31 2021-10-31 N N N 0.0011 50141882.50 50141882.50 0.0075 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0044 2001136.64 2001136.64 0.0003 N Y Y N Fannie Mae Fannie Mae, 0.10% 3136G4VN0 B1V7KEBTPIMZEU4LTD58 US3136G4VN05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2023-05-05 N N N 0.0025 1000034.30 1000034.30 0.0001 N N Y N Fannie Mae Fannie Mae, 0.13% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-29 2021-01-29 N N N 0.0011 14000656.18 14000656.18 0.0021 N N N N Fannie Mae Fannie Mae, 0.16% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-11 2020-12-11 N N N 0.0011 6000357.36 6000357.36 0.0009 N N N N Fannie Mae Fannie Mae, 0.17% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-04 2021-06-04 N N N 0.0013 14003260.60 14003260.60 0.0021 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-07 2021-09-07 N N N 0.0014 12505360.00 12505360.00 0.0019 N N N N Fannie Mae Fannie Mae, 0.21% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-07-29 2022-07-29 N N N 0.0019 5001769.65 5001769.65 0.0007 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-10 2021-09-10 N N N 0.0014 12509709.38 12509709.38 0.0019 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 24024363.84 24024363.84 0.0036 N N N N Fannie Mae Fannie Mae, 0.26% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-09 2022-03-09 N N N 0.0016 11015322.56 11015322.56 0.0016 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 24033502.32 24033502.32 0.0036 N N N N Fannie Mae Fannie Mae, 0.28% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-05 2021-04-05 N N N 0.0012 17011727.45 17011727.45 0.0025 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-05-19 2022-05-19 N N N 0.0016 12622942.96 12622942.96 0.0019 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-07-06 2022-07-06 N N N 0.0017 23044174.72 23044174.72 0.0034 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-24 2022-06-24 N N N 0.0016 17035064.71 17035064.71 0.0025 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-17 2022-06-17 N N N 0.0016 17034788.12 17034788.12 0.0025 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-15 2022-06-15 N N N 0.0016 17034708.56 17034708.56 0.0025 N N N N Fannie Mae Fannie Mae, 0.31% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-09 2022-05-09 N N N 0.0016 8018073.36 8018073.36 0.0012 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 6007801.44 6007801.44 0.0009 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-24 2021-03-24 N N N 0.0012 12010539.60 12010539.60 0.0018 N N N N Fannie Mae Fannie Mae, 0.36% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-04 2022-05-04 N N N 0.0016 9027035.64 9027035.64 0.0013 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 20032833.80 20032833.80 0.0030 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-26 2021-04-26 N N N 0.0012 28033854.52 28033854.52 0.0042 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-27 2021-10-27 N N N 0.0014 12026911.68 12026911.68 0.0018 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-04 2021-10-04 N N N 0.0014 36681007.51 36681007.51 0.0055 N N N N Fannie Mae Fannie Mae, 0.40% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-25 2021-10-25 N N N 0.0014 20050586.40 20050586.40 0.0030 N N N N Fannie Mae Fannie Mae, 0.44% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-23 2021-09-23 N N N 0.0014 52139976.72 52139976.72 0.0078 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.00% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 1000000.00 1000000.00 0.0001 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2020-12-03 2020-12-03 N N N 0.0012 4999913.80 4999913.80 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-03-03 2021-03-03 N N N 0.0013 1999918.66 1999918.66 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-01-05 2021-01-05 N N N 0.0011 3000428.28 3000428.28 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-20 2021-04-20 N N N 0.0012 6005600.52 6005600.52 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.35% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-30 2020-12-30 N N N 0.0012 6002328.78 6002328.78 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-27 2021-04-27 N N N 0.0012 6007862.52 6007862.52 0.0009 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 0.0011 2004304.46 2004304.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0006 7999973.52 7999973.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0008 999954.13 999954.13 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0007 2999924.34 2999924.34 0.0004 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 999964.44 999964.44 0.0001 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 999944.44 999944.44 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384R76 2549001DPIFGXC1TOL40 US313384R761 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0008 3999700.00 3999700.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0008 6999440.00 6999440.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384S67 2549001DPIFGXC1TOL40 US313384S678 U.S. Government Agency Debt Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0008 4999537.50 4999537.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384S83 2549001DPIFGXC1TOL40 US313384S835 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0008 28997172.50 28997172.50 0.0043 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 20999840.82 20999840.82 0.0031 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 19997800.00 19997800.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0009 1999770.00 1999770.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U49 2549001DPIFGXC1TOL40 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0009 3999490.00 3999490.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U98 2549001DPIFGXC1TOL40 US313384U989 U.S. Government Agency Debt Y N/A N/A 2020-12-28 2020-12-28 2020-12-28 N N N 0.0009 16997620.00 16997620.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384V48 2549001DPIFGXC1TOL40 US313384V482 U.S. Government Agency Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 5999115.00 5999115.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AV8 2549001DPIFGXC1TOL40 US313385AV88 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0010 4998902.80 4998902.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AX4 2549001DPIFGXC1TOL40 US313385AX45 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0010 1999550.00 1999550.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BD7 2549001DPIFGXC1TOL40 US313385BD71 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 1999516.66 1999516.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 U.S. Government Agency Debt Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0010 12996828.00 12996828.00 0.0019 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 8997499.98 8997499.98 0.0013 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 4998583.35 4998583.35 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0010 2999033.34 2999033.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEL6 2549001DPIFGXC1TOL40 US3130AKEL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0013 2999807.55 2999807.55 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0012 3999996.48 3999996.48 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2021-01-08 2021-01-08 N N N 0.0011 8000000.00 8000000.00 0.0012 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 2020-11-11 2020-12-11 2020-12-11 N N N 0.0015 11999456.40 11999456.40 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 2020-11-13 2021-01-13 2021-01-13 N N N 0.0015 8999181.90 8999181.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-14 2020-12-14 2020-12-14 N N N 0.0015 10999522.49 10999522.49 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2X3 2549001DPIFGXC1TOL40 US3130AK2X30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0009 7000068.60 7000068.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZP7 2549001DPIFGXC1TOL40 US3130AJZP71 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0009 4000075.16 4000075.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKD52 2549001DPIFGXC1TOL40 US3130AKD521 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0012 5999688.90 5999688.90 0.0009 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 5999265.60 5999265.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEE2 2549001DPIFGXC1TOL40 US3130AKEE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0012 2999870.22 2999870.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKCA2 2549001DPIFGXC1TOL40 US3130AKCA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0013 2999787.75 2999787.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0014 1999743.46 1999743.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBE5 2549001DPIFGXC1TOL40 US3130AKBE53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0013 999887.77 999887.77 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385DL7 2549001DPIFGXC1TOL40 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0011 8996094.99 8996094.99 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0011 2998680.00 2998680.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EC6 2549001DPIFGXC1TOL40 US313385EC61 U.S. Government Agency Debt Y N/A N/A 2021-04-09 2021-04-09 2021-04-09 N N N 0.0011 999517.22 999517.22 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EZ5 2549001DPIFGXC1TOL40 US313385EZ56 U.S. Government Agency Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0011 1998906.00 1998906.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0014 1264831.35 1264831.35 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 2020-11-11 2021-02-11 2021-02-11 N N N 0.0016 4999339.00 4999339.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 3999468.56 3999468.56 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 11998388.76 11998388.76 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-20 2021-04-20 2021-04-20 N N N 0.0013 17998852.14 17998852.14 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2021-03-24 2021-03-24 N N N 0.0015 1699773.49 1699773.49 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 2020-11-24 2021-03-24 2021-03-24 N N N 0.0017 11997431.52 11997431.52 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 1999641.74 1999641.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 5998925.22 5998925.22 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 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 999865.01 999865.01 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 11998283.76 11998283.76 0.0018 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 3000010.23 3000010.23 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK7M2 2549001DPIFGXC1TOL40 US3130AK7M20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0014 13999184.22 13999184.22 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 1999916.52 1999916.52 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 3000081.03 3000081.03 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD78 2549001DPIFGXC1TOL40 US3130AKD786 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0013 1999833.86 1999833.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 3999851.12 3999851.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKAV8 2549001DPIFGXC1TOL40 US3130AKAV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0015 1999713.34 1999713.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD94 2549001DPIFGXC1TOL40 US3130AKD943 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-19 2021-04-19 2021-04-19 N N N 0.0015 2999547.03 2999547.03 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0015 13998023.76 13998023.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1W95 2549001DPIFGXC1TOL40 US3130A1W958 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0016 1012847.25 1012847.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKBD7 2549001DPIFGXC1TOL40 US3130AKBD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0014 2999480.28 2999480.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-21 2021-05-21 N N N 0.0014 2999734.62 2999734.62 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0011 13000701.48 13000701.48 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 11000589.93 11000589.93 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-30 2021-04-30 N N N 0.0015 3999603.44 3999603.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-25 2021-02-25 N N N 0.0011 4000208.08 4000208.08 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-23 2021-04-23 N N N 0.0012 1000048.54 1000048.54 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 22001125.52 22001125.52 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-02 2021-03-02 N N N 0.0011 6000314.10 6000314.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-09 2021-02-09 N N N 0.0011 9000458.64 9000458.64 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-19 2021-02-19 N N N 0.0011 30001539.00 30001539.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-16 2021-04-16 N N N 0.0015 8999261.28 8999261.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJVQ9 2549001DPIFGXC1TOL40 US3130AJVQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2021-04-23 2021-04-23 N N N 0.0015 7999240.32 7999240.32 0.0012 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 15998167.20 15998167.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0012 6000309.72 6000309.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0015 2999755.65 2999755.65 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0013 3999843.68 3999843.68 0.0006 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 2999414.37 2999414.37 0.0004 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 17996162.58 17996162.58 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 1999588.50 1999588.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-16 2021-11-16 N N N 0.0016 5998737.84 5998737.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0017 11998402.08 11998402.08 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0014 9000049.41 9000049.41 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0015 3999944.44 3999944.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK5T9 2549001DPIFGXC1TOL40 US3130AK5T90 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0016 2999568.63 2999568.63 0.0004 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 1999823.68 1999823.68 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 1999701.16 1999701.16 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-14 2021-05-14 N N N 0.0012 34004195.26 34004195.26 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 2000008.18 2000008.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 1000004.09 1000004.09 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 7000028.63 7000028.63 0.0010 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 2020-11-12 2021-04-12 2021-04-12 N N N 0.0017 27997512.20 27997512.20 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 2020-11-16 2020-11-16 2020-11-16 N N N 0.0015 9999965.40 9999965.40 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 2020-11-23 2021-02-23 2021-02-23 N N N 0.0013 1900080.47 1900080.47 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 26000000.52 26000000.52 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0011 7000549.22 7000549.22 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-28 2022-04-28 N N N 0.0018 5998197.72 5998197.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-14 2022-04-14 N N N 0.0018 9997381.00 9997381.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0015 18000567.54 18000567.54 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-26 2021-11-26 N N N 0.0015 17002564.45 17002564.45 0.0025 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 11000076.01 11000076.01 0.0016 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 5999905.14 5999905.14 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 3999903.68 3999903.68 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 5999849.76 5999849.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUT4 2549001DPIFGXC1TOL40 US3130AJUT49 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0016 5999847.06 5999847.06 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-11 2021-06-11 N N N 0.0012 1000244.13 1000244.13 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-28 2022-02-28 N N N 0.0015 11002469.50 11002469.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-25 2022-03-25 N N N 0.0016 2000273.92 2000273.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-22 2022-02-22 N N N 0.0015 9002053.17 9002053.17 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0012 56710742.95 56710742.95 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-08 2021-07-08 N N N 0.0013 9002291.40 9002291.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-25 2022-02-25 N N N 0.0015 4000896.12 4000896.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-23 2021-07-23 N N N 0.0015 13001458.34 13001458.34 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-03-30 2022-03-30 N N N 0.0019 1999429.84 1999429.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0018 17079400.49 17079400.49 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0017 4000017.68 4000017.68 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-12 2022-08-12 N N N 0.0018 7999993.92 7999993.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-26 2022-05-26 N N N 0.0016 11003469.29 11003469.29 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0015 8000006.64 8000006.64 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0015 3000004.41 3000004.41 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0011 1000068.28 1000068.28 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-15 2022-09-15 N N N 0.0018 6000593.82 6000593.82 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-23 2020-12-23 N N N 0.0011 1000114.14 1000114.14 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-25 2021-01-25 N N N 0.0011 10001846.20 10001846.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0020 8000041.04 8000041.04 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-11 2020-12-11 N N N 0.0011 20002254.00 20002254.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-10 2022-02-10 N N N 0.0015 8005483.60 8005483.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-01 2021-02-01 2021-02-01 N N N 0.0017 1000128.10 1000128.10 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-11 2021-03-11 N N N 0.0012 26509932.20 26509932.20 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-10 2021-03-10 N N N 0.0012 11004291.98 11004291.98 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-09 2021-04-09 N N N 0.0012 18011197.26 18011197.26 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-13 2021-04-13 N N N 0.0012 5004525.95 5004525.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-07 2021-04-07 N N N 0.0012 2001835.78 2001835.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-13 2021-05-13 N N N 0.0012 9009986.85 9009986.85 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-06 2021-04-06 N N N 0.0012 6005733.72 6005733.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-25 2021-03-25 N N N 0.0012 44945137.52 44945137.52 0.0067 N N N N Freddie Mac Freddie Mac, 0.00% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 11000000.00 11000000.00 0.0016 N Y Y N Freddie Mac Freddie Mac, 0.12% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-05 2021-02-05 N N N 0.0012 4000040.16 4000040.16 0.0006 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-18 2022-08-18 N N N 0.0017 9001352.07 9001352.07 0.0013 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-08-03 2022-08-03 N N N 0.0017 10001900.10 10001900.10 0.0015 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-07-29 2022-07-29 N N N 0.0017 10003713.90 10003713.90 0.0015 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWQ25 US3134GWQ253 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-09 2022-09-09 N N N 0.0018 20002623.20 20002623.20 0.0030 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-04-29 2022-04-29 N N N 0.0016 3002188.65 3002188.65 0.0004 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 18016515.18 18016515.18 0.0027 N N N N Freddie Mac Freddie Mac, 0.24% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-01-18 2022-01-18 N N N 0.0015 27027556.47 27027556.47 0.0040 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-18 2022-04-18 N N N 0.0016 19025064.04 19025064.04 0.0028 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-13 2021-12-13 N N N 0.0015 19026061.54 19026061.54 0.0028 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-02 2022-06-02 N N N 0.0016 28452586.01 28452586.01 0.0042 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 20036486.60 20036486.60 0.0030 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-24 2021-06-24 N N N 0.0013 4006044.76 4006044.76 0.0006 N N N N Freddie Mac Freddie Mac, 0.40% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-22 2021-10-22 N N N 0.0014 22055516.56 22055516.56 0.0033 N N N N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GHI484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 3532800.00 4080084.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 4000000.00 4000000.00 0.0006 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGH880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 19431600.00 22441853.07 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 22000000.00 22000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GHG767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 18547100.00 21420330.45 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 21000000.00 21000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2040-05-15 0.214 - 6.375 20371000.00 20403579.34 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGG629000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 7.625 45959707.00 54140823.50 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 53000000.00 53000000.00 0.0079 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGH910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2050-02-15 0 - 7.5 23734440.00 31895402.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 31000000.00 31000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHC308000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2048-08-15 0 - 3.125 16740300.00 17340868.53 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 17000000.00 17000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2050-02-15 0 - 6.75 53357870.00 54060620.77 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 53000000.00 53000000.00 0.0079 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2050-02-15 0 - 6.375 8074200.00 8160154.26 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 8000000.00 8000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHE063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2042-11-15 0 - 4.75 17263253.00 18360663.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 18000000.00 18000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHB625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2050-02-15 0 - 6.75 9124410.00 10200628.01 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2049-05-15 0 - 7.5 7860740.00 8160572.17 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 8000000.00 8000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 7.5 17644890.00 20401386.50 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 7.5 19723639.00 21447650.92 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 21000000.00 21000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2022-04-30 0.214 - 0.214 10184400.00 10200132.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 4.375 8193100.00 8160687.98 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 8000000.00 8000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHB388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 8.125 38311700.00 42060106.52 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 41000000.00 41000000.00 0.0061 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGH909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2048-08-15 0 - 6.25 16013970.00 16321461.07 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 16000000.00 16000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2049-02-15 0 - 7.5 14083838.00 18539047.55 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 18000000.00 18000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2040-08-15 1.125 - 6.125 9665000.00 10200117.85 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 10000000.00 10000000.00 0.0015 N N Y N BofA Securities, Inc. BofA Securities, Inc., 0.13% 549300HN4UKV1E2R3U73 GGI563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.625 - 1.625 4757100.00 5100541.85 U.S. Treasuries (including strips) Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0013 5000000.00 5000000.00 0.0007 N N N Y Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GHI422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2026-05-31 1.375 - 2.125 72752900.00 79560657.79 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 78000000.00 78000000.00 0.0116 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHG572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2028-11-15 0.25 - 3.125 28441100.00 29580512.03 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 29000000.00 29000000.00 0.0043 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHH204000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2028-02-15 0.25 - 2.75 21042100.00 22440319.18 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 22000000.00 22000000.00 0.0033 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHH806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2028-02-15 0.125 - 3 21889000.00 22440326.93 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 22000000.00 22000000.00 0.0033 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHF637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2022-07-15 1.75 - 1.75 14823900.00 15300463.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 15000000.00 15000000.00 0.0022 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHD393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2026-07-31 1.75 - 1.875 13221000.00 14280574.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 14000000.00 14000000.00 0.0021 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHE464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2022-07-15 1.75 - 1.75 17788800.00 18360679.95 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 18000000.00 18000000.00 0.0027 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GHI410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2030-05-15 1.625 - 6.625 34148000.00 43892445.46 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 43000000.00 43000000.00 0.0064 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHG817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 9852000.00 10197856.91 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-06-30 2 - 2.5 15243000.00 16315787.08 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 16000000.00 16000000.00 0.0024 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2027-05-15 2.375 - 2.5 9043000.00 10197654.18 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHI846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2047-08-15 2.125 - 2.75 4096000.00 5178670.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 5000000.00 5000000.00 0.0007 N N Y N DNB Bank ASA DNB Bank ASA, 0.09% 549300GKFG0RYRRQ1414 GHI472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2026-08-15 1.5 - 2 17316500.00 18360216.40 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 18000000.00 18000000.00 0.0027 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.09% 549300H47WTHXPU08X20 GHI417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2021-05-15 2.625 - 2.625 15912400.00 16320039.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 16000000.00 16000000.00 0.0024 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 54230000.00 56133757.65 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 55000000.00 55000000.00 0.0082 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-05 2044-11-15 0 - 3.5 1003500.00 1020018.55 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0009 1000000.00 1000000.00 0.0001 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-12 2050-08-15 0 - 3.5 1014000.00 1020111.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 1000000.00 1000000.00 0.0001 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 2020-11-24 2023-01-15 0 - 1.5 41446900.00 42840376.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0009 42000000.00 42000000.00 0.0062 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2025-02-15 0 - 7.625 11220400.00 11220430.79 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-20 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 11000000.00 11000000.00 0.0016 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 2021-05-31 2021-05-31 1.375 - 1.375 20140100.00 20400579.62 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 20000000.00 20000000.00 0.0030 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GHF671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 4916600.00 5099803.72 U.S. Treasuries (including strips) Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 5000000.00 5000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHA917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 4998500.00 5100099.70 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 5000000.00 5000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2.625 - 6 4679700.00 5100103.59 U.S. Treasuries (including strips) Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 5000000.00 5000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2.75 - 6 9363300.00 10204437.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 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 4833500.00 5102996.56 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 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-02-15 2 - 6 974800.00 1020112.51 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 0.0001 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.09% RB0PEZSDGCO3JS6CEU02 GHI479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 9782000.00 11222386.21 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 11000000.00 11000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHI412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2025-11-15 2 - 2.75 41295300.00 44876548.13 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 44000000.00 44000000.00 0.0065 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-01-31 1.75 - 1.75 27458800.00 28555846.21 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 28000000.00 28000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2046-05-15 0.25 - 2.5 14342700.00 14280606.12 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 14000000.00 14000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHG756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2046-05-15 2.5 - 2.5 10985600.00 12240520.08 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 12000000.00 12000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-02-28 2.625 - 2.625 16330700.00 17335663.98 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 17000000.00 17000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHH407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2046-05-15 0.5 - 2.5 17711600.00 18361001.67 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 18000000.00 18000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHE013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-30 2046-05-15 2 - 2.5 17152800.00 18361442.80 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 18000000.00 18000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHF658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 0.25 - 0.25 13305200.00 13269044.57 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 13000000.00 13000000.00 0.0019 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGH851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2050-08-15 0.25 - 6.25 8139700.00 11290083.79 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 11000000.00 11000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2043-05-15 0.25 - 6 10405300.00 10200666.71 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHE466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2050-08-15 0.25 - 6.25 8291900.00 10204349.46 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 8 10720800.00 11220475.60 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 11000000.00 11000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGI415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2050-08-15 0.25 - 6 7253900.00 8160631.29 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 8000000.00 8000000.00 0.0012 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHC789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2050-08-15 0.625 - 5.375 4710800.00 6179519.95 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 6000000.00 6000000.00 0.0009 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 4548400.00 5101449.55 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 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 6724700.00 7141996.28 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 0.0010 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 4548400.00 5101449.55 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 0.0007 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 2729000.00 3060824.86 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 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 7427900.00 8160925.72 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0015 8000000.00 8000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2027-05-15 2027-05-15 2.375 - 2.375 3610300.00 4080461.60 U.S. Treasuries (including strips) Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 4000000.00 4000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GHA900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 4802400.00 5100406.57 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 5000000.00 5000000.00 0.0007 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 4643500.00 5101745.93 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 0.0007 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 2027-05-15 1.5 - 2.375 3842900.00 4081367.31 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 RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHE410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2022-09-30 0.125 - 1.375 10012900.00 10200389.68 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0010 10000000.00 10000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHG606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2045-08-15 0 - 4.625 15633600.00 21470909.83 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 21000000.00 21000000.00 0.0031 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHH828000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2048-08-15 0 - 6.75 9745600.00 10234525.78 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 10000000.00 10000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGI910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2049-11-15 0 - 7.875 7976200.00 10284995.87 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0012 10000000.00 10000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGJ456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2040-05-15 0 - 8 9159100.00 10200896.92 U.S. Treasuries (including strips) Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 10000000.00 10000000.00 0.0015 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GHI434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-17 2020-12-17 0 - 0 1020200.00 1020077.58 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1000000.00 1000000.00 0.0001 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GHI497000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-11-01 2041-12-01 3.5 - 3.765 2293005.00 865928.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-08-20 2 - 2 7200.00 7444.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2027-03-31 0.625 - 2.75 8606600.00 8874839.36 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 2047-01-01 3 - 3 2363104.00 1471928.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 11000000.00 11000000.00 0.0016 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 10/30/2020 due 11/02/2020 B4TYDEB6GKMZO031MB27 GHI870000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-08-20 3 - 5.25 142443368.00 38152775.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 37317000.00 37317000.00 0.0056 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGG351000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2041-05-15 4.375 - 4.375 3956200.00 6180545.07 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 6000000.00 6000000.00 0.0009 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2050-10-01 2.5 - 3 7713.00 8057.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-15 2044-04-15 2.49 - 2.49 1000.00 1107.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-08-01 2050-10-01 2 - 2.5 2913997.00 3051769.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 3000000.00 3000000.00 0.0004 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-15 2054-05-15 2.49 - 3.04 3784.00 4185.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-10-01 2050-10-01 2 - 2 4835895.00 4996137.75 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-01-20 2021-01-20 0 - 0 100000.00 99974.20 Agency Debentures and Agency Strips Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 5000000.00 5000000.00 0.0007 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2050-10-01 2.5 - 3.211 11164.00 11676.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-10-01 2050-10-01 2 - 3.5 1510507.00 1629356.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-15 2054-05-15 2.49 - 3.5 3205198.00 3459442.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 5000000.00 5000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-04-01 2050-04-01 4 - 4 2269793.00 2040619.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 2000000.00 2000000.00 0.0003 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 10/30/2020 due 11/02/2020 VJW2DOOHGDT6PR0ZRO63 GHI870000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 47.00 48.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-01 2050-10-01 0.125 - 8 3465284.00 2763428.23 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2050-08-15 0 - 8.125 19167019.00 19322864.30 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-25 2050-11-01 0.25 - 9.5 9065038.00 7958255.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2050-10-20 2 - 9.5 1789815.00 860606.40 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-11-20 2025-10-15 0 - 3.5 6818591.00 6838691.38 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-03-17 2029-01-23 0.136 - 4.8 2308811.00 2313429.94 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 39270000.00 39270000.00 0.0058 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 10/30/2020 due 11/02/2020 8NAV47T0Y26Q87Y0QP81 GHI870000_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 2047-03-20 2050-10-20 2 - 4.5 50212909.00 36803364.97 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2034-07-25 2034-07-25 4.107 - 4.107 26730.00 20870.11 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2024-12-31 0.25 - 1.75 1048668.00 1114948.99 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 37195000.00 37195000.00 0.0055 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.11% 549300HN4UKV1E2R3U73 GHE621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2070-08-20 2070-08-20 2.887 - 2.887 5268725.00 6120206.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0011 6000000.00 6000000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 10/30/2020 due 11/02/2020 E57ODZWZ7FF32TWEFA76 GHI870000_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 2920953.00 1095857.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 2995932.00 256092.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 1896493.00 735045.65 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2049-02-15 0.125 - 7.625 7817197.00 8260407.51 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 1.625 - 5.625 265870.00 371042.32 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 270134.00 398245.87 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 674.00 748.29 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 602814.00 534576.61 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 11423000.00 11423000.00 0.0017 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 8000.00 7095.22 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-17 2024-09-06 1.25 - 2.625 2791000.00 2827117.88 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2023-08-24 0.25 - 1.875 42000.00 42284.72 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 0 - 0 157000.00 48304.82 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2043-02-15 0.625 - 8.125 9600.00 12892.51 U.S. Treasuries (including strips) Federal Farm Credit Bank 2023-09-01 2023-09-01 0.3 - 0.3 122000.00 121941.16 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-10-20 2047-10-20 3.5 - 3.5 1000.00 541.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 3000000.00 3000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2030-02-15 0 - 2.875 16364700.00 17302852.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2020-11-17 1.875 - 1.875 2000.00 2018.43 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 40000.00 35476.08 Agency Debentures and Agency Strips Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 17000000.00 17000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-10-01 2040-10-01 1.5 - 1.5 2704.00 2753.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2040-10-01 1.5 - 2.5 22238979.00 23457715.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 23000000.00 23000000.00 0.0034 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.13% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-01 2050-11-01 2 - 2.5 27072749.00 28560817.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 1200.00 1314.36 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0013 28000000.00 28000000.00 0.0042 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI870000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 9974111.00 10602288.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2050-03-01 1.5 - 7 15749604.00 9070559.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2021-08-15 0.125 - 2.25 451329.00 459154.02 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-03-01 1.36 - 7 36826184.00 20606227.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 39939000.00 39939000.00 0.0059 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 10/30/2020 due 11/02/2020 1VUV7VQFKUOQSJ21A208 GHI870000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-10-20 2050-10-20 2 - 5 42613897.00 20762255.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 20355000.00 20355000.00 0.0030 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GHI448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.75 - 3.75 20368882.00 21630180.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 21000000.00 21000000.00 0.0031 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-06-20 2047-06-20 3.5 - 6 22046102.00 5769202.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-01 2045-11-01 4 - 4 4426424.00 3764167.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2021-01-31 0 - 2.125 34317300.00 34326958.73 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 43000000.00 43000000.00 0.0064 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.11% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-01-01 2050-04-01 2.5 - 8 11542218.00 231123.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-12-20 2048-05-20 2.5 - 5.5 19659757.00 3727675.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-07 2021-01-07 0 - 0 25486300.00 25482094.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2049-01-01 2 - 8.5 63358856.00 5240484.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 34000000.00 34000000.00 0.0051 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 CYYGQCGNHMHPSMRL3R97 GHI870000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-10-01 2045-09-01 2.32 - 4.242 607155.00 37985.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-07-15 2050-09-20 2.5 - 4.5 8212462.00 4857432.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2048-09-01 2.136 - 4.18 1243376.00 1036946.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 5816000.00 5816000.00 0.0009 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.1%, dated 10/30/2020 due 11/02/2020 ZBUT11V806EZRVTWT807 GHI870000_00267 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 2050-08-20 2050-08-20 3 - 3 4263644.00 4470557.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2057-01-01 1.99 - 5.5 13095756.00 11876761.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-08-01 2050-10-01 1.5 - 2.5 1384271.00 1448754.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 17447000.00 17447000.00 0.0026 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.1%, dated 10/30/2020 due 11/02/2020 ZOMOLU8CGIZRYZ7PFU34 GHI870000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-06-15 2049-06-20 3 - 5.5 30607170.00 2824494.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2050-10-01 1.5 - 5.5 3650829.00 2288678.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2050-10-01 2 - 3.5 596309.00 622445.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-04 2039-05-15 0 - 4.25 78640.00 90669.72 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 5712000.00 5712000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GGI912000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-10-01 2050-10-01 1.5 - 1.5 3014650.00 3060310.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0014 3000000.00 3000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHA882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2050-10-01 1.5 - 2.999 7439741.00 7140555.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0014 7000000.00 7000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHC151000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-06-01 2049-07-01 3.5 - 4 4271247.00 3060214.20 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-14 2020-12-14 2020-12-14 N N N 0.0014 3000000.00 3000000.00 0.0004 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.1%, dated 10/30/2020 due 11/02/2020 K5HU16E3LMSVCCJJJ255 GHI870000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 0 - 0 1728547.00 1071534.68 U.S. Treasuries (including strips) Resolution Funding Corp 2028-01-15 2030-04-15 0 - 0 2086781.00 1905050.91 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 2908000.00 2908000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 7TK5RJIZDFROZCA6XF66 GHI870000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2050-10-01 2.5 - 3.5 2476072.00 2596339.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-10-20 2050-10-20 2.5 - 3 3172866.00 3336024.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 5816000.00 5816000.00 0.0009 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2050-10-01 2 - 6.5 42488389.00 30984697.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2022-02-01 2050-11-01 1.18 - 5.5 16264831.00 16955661.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 47000000.00 47000000.00 0.0070 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 10/30/2020 due 11/02/2020 OXTKY6Q8X53C9ILVV871 GHI870000_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 2021-07-01 2056-05-01 2 - 5.5 18239331.00 18725831.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-15 2050-11-01 1.5 - 9.5 120599016.00 19917982.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2070-03-20 1.5 - 10 64879897.00 12506554.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 50147000.00 50147000.00 0.0075 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.1%, dated 10/30/2020 due 11/02/2020 549300QJJX6CVVUXLE15 GHI870000_07749 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 2038-06-15 2050-10-20 2.5 - 5 77957282.00 50029448.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2050-10-01 2 - 5.5 32103997.00 11640840.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2050-07-01 2 - 3 7496624.00 6842098.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2045-05-15 0.25 - 3 2554413.00 3289655.35 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 70370000.00 70370000.00 0.0105 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHH807000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3.5 - 3.5 877979.00 609852.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-05-20 3 - 3 77900.00 80845.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-08-01 2 - 4.5 19212451.00 19709529.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 20000000.00 20000000.00 0.0030 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 10/30/2020 due 11/02/2020 ES7IP3U3RHIGC71XBU11 GHI870000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-10-20 1 - 3.5 293224.00 309889.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 1.74 - 7 81211542.00 43624429.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-11-01 1 - 7.604 44547740.00 25407465.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 67952000.00 67952000.00 0.0101 N Y Y N Societe Generale Societe Generale, 0.10% O2RNE8IBXP4R0TD8PU41 GHI619000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 3.5 - 3.5 1831.00 1027.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2049-11-15 0 - 2.875 10010400.00 11219149.23 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 11000000.00 11000000.00 0.0016 N N Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 10/30/2020 due 11/02/2020 5U0XI89JRFVHWIBS4F54 GHI870000_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 66201391.00 41032924.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 40228000.00 40228000.00 0.0060 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GHI435000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-07 2021-09-09 0 - 0 29587600.00 29580324.79 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 29000000.00 29000000.00 0.0043 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 10/30/2020 due 11/02/2020 VYVVCKR63DVZZN70PB21 GHI870000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-10-20 2.5 - 2.5 833220.00 874147.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 857000.00 857000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-09-20 2050-09-20 3.5 - 3.5 10499351.00 11220125.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 11000000.00 11000000.00 0.0016 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 200000.00 200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-11-06 2020-11-06 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 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., 0.11% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 400000.00 400000.00 0.0001 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI857000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 56000000.00 56000000.00 0.0083 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI856000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 19000000.00 19000000.00 0.0028 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2020-11-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer