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0.0030 397608311.19 397608311.19 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0016 29087965.12 29087965.12 0.0001 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 0.0017 49225579.83 49225579.83 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0017 29058100.92 29058100.92 0.0001 N Y Y N Fannie Mae Fannie Mae, 0.14% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-01-29 2021-01-29 N N N 0.0021 334890354.50 334890354.50 0.0017 N N N N Fannie Mae Fannie Mae, 0.17% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-11 2020-12-11 N N N 0.0020 158981171.22 158981171.22 0.0008 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-30 2020-10-30 N N N 0.0020 14999077.80 14999077.80 0.0001 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-04 2021-06-04 N N N 0.0022 258901038.69 258901038.69 0.0013 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-07 2021-09-07 N N N 0.0025 627651529.08 627651529.08 0.0032 N N N N Fannie Mae Fannie Mae, 0.22% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-07-29 2022-07-29 N N N 0.0024 139943762.00 139943762.00 0.0007 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-10 2021-09-10 N N N 0.0022 599133007.95 599133007.95 0.0031 N N N N Fannie Mae Fannie Mae, 0.25% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-12-10 2021-12-10 N N N 0.0027 641823559.14 641823559.14 0.0033 N N N N Fannie Mae Fannie Mae, 0.27% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-03-11 2022-03-11 N N N 0.0029 640792200.62 640792200.62 0.0033 N N N N Fannie Mae Fannie Mae, 0.27% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-03-09 2022-03-09 N N N 0.0029 299903079.00 299903079.00 0.0015 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2022-07-06 2022-07-06 N N N 0.0031 662492322.80 662492322.80 0.0034 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2022-05-19 2022-05-19 N N N 0.0028 334441773.25 334441773.25 0.0017 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-05 2021-04-05 N N N 0.0021 448243586.56 448243586.56 0.0023 N N N N Fannie Mae Fannie Mae, 0.30% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-24 2022-06-24 N N N 0.0032 485564375.50 485564375.50 0.0025 N N N N Fannie Mae Fannie Mae, 0.30% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-15 2022-06-15 N N N 0.0032 370760100.23 370760100.23 0.0019 N N N N Fannie Mae Fannie Mae, 0.30% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-17 2022-06-17 N N N 0.0032 498811228.30 498811228.30 0.0026 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-05-09 2022-05-09 N N N 0.0028 220154085.80 220154085.80 0.0011 N N N N Fannie Mae Fannie Mae, 0.32% 313588K87 B1V7KEBTPIMZEU4LTD58 US313588K879 U.S. Government Agency Debt Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0009 295945240.00 295945240.00 0.0015 N N N N Fannie Mae Fannie Mae, 0.32% 313588L37 B1V7KEBTPIMZEU4LTD58 US313588L372 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0009 339934550.00 339934550.00 0.0017 N N N N Fannie Mae Fannie Mae, 0.32% 313588L45 B1V7KEBTPIMZEU4LTD58 US313588L455 U.S. Government Agency Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0009 339933700.00 339933700.00 0.0017 N N N N Fannie Mae Fannie Mae, 0.32% 313588L52 B1V7KEBTPIMZEU4LTD58 US313588L521 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0009 344931862.50 344931862.50 0.0018 N N N N Fannie Mae Fannie Mae, 0.32% 313588L60 B1V7KEBTPIMZEU4LTD58 US313588L604 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0009 346930600.00 346930600.00 0.0018 N N N N Fannie Mae Fannie Mae, 0.32% 313588L78 B1V7KEBTPIMZEU4LTD58 US313588L786 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0009 346929732.50 346929732.50 0.0018 N N N N Fannie Mae Fannie Mae, 0.33% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-06 2021-07-06 N N N 0.0022 234944300.12 234944300.12 0.0012 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-24 2021-03-24 N N N 0.0026 316985809.54 316985809.54 0.0016 N N N N Fannie Mae Fannie Mae, 0.37% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2022-05-04 2022-05-04 N N N 0.0028 246393828.78 246393828.78 0.0013 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-26 2021-04-26 N N N 0.0021 736703952.37 736703952.37 0.0038 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-27 2021-10-27 N N N 0.0024 391670236.56 391670236.56 0.0020 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-06 2021-07-06 N N N 0.0026 476411849.49 476411849.49 0.0024 N N N N Fannie Mae Fannie Mae, 0.39% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-04 2021-10-04 N N N 0.0024 914506850.06 914506850.06 0.0047 N N N N Fannie Mae Fannie Mae, 0.41% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-25 2021-10-25 N N N 0.0024 527094385.08 527094385.08 0.0027 N N N N Fannie Mae Fannie Mae, 0.45% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-23 2021-09-23 N N N 0.0024 1362280734.72 1362280734.72 0.0070 N N N N Fannie Mae Fannie Mae, 0.52% 313588B95 B1V7KEBTPIMZEU4LTD58 US313588B951 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0006 487989561.68 487989561.68 0.0025 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 313312A75 US313312A750 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0002 65999871.96 65999871.96 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-03 2020-12-03 N N N 0.0017 134983411.20 134983411.20 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-03 2021-03-03 N N N 0.0018 66986169.19 66986169.19 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.18% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0015 94000513.24 94000513.24 0.0005 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2021-01-05 2021-01-05 N N N 0.0022 73993173.50 73993173.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.23% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2020-10-23 2020-10-23 N N N 0.0016 78912540.37 78912540.37 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 313312C81 US313312C814 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0006 78997235.00 78997235.00 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.26% 3133ELYT5 US3133ELYT51 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-07 2021-05-07 N N N 0.0024 126018721.08 126018721.08 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 313312M56 US313312M565 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0009 12997172.50 12997172.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 31992720.00 31992720.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-08 2020-10-08 N N N 0.0020 43010330.32 43010330.32 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-20 2021-04-20 N N N 0.0024 150099561.00 150099561.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELUR3 US3133ELUR32 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 191054095.02 191054095.02 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.36% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-30 2020-12-30 N N N 0.0022 157991098.83 157991098.83 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.40% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-27 2021-04-27 N N N 0.0024 156185950.44 156185950.44 0.0008 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 0.0014 65221302.90 65221302.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AHYZ0 2549001DPIFGXC1TOL40 US3130AHYZ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-28 2020-10-28 2020-10-28 N N N 0.0009 534974480.50 534974480.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AFZE0 2549001DPIFGXC1TOL40 US3130AFZE03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0020 14034860.00 14034860.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0012 15899625.08 15899625.08 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384L64 2549001DPIFGXC1TOL40 US313384L640 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0009 501899600.00 501899600.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% to 0.15% 313384G94 2549001DPIFGXC1TOL40 US313384G947 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-23 2020-09-23 2020-09-23 N N N 0.0009 339956650.00 339956650.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 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 0.0010 58977521.00 58977521.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 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 0.0010 116953902.00 116953902.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 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 0.0010 501795184.00 501795184.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 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 0.0010 166930361.00 166930361.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-19 2020-08-19 N N N 0.0019 427383801.54 427383801.54 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-28 2020-08-28 N N N 0.0020 670659436.06 670659436.06 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384A90 2549001DPIFGXC1TOL40 US313384A908 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0004 430997487.27 430997487.27 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJKP3 2549001DPIFGXC1TOL40 US3130AJKP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0009 93000013.02 93000013.02 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-09-11 2020-09-11 N N N 0.0015 230993402.64 230993402.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-09-11 2020-09-11 N N N 0.0015 48898603.42 48898603.42 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0014 77999444.64 77999444.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384C64 2549001DPIFGXC1TOL40 US313384C649 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0006 8999720.01 8999720.01 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384L72 2549001DPIFGXC1TOL40 US313384L723 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-23 2020-10-23 2020-10-23 N N N 0.0009 66986432.50 66986432.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJWD7 2549001DPIFGXC1TOL40 US3130AJWD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0013 82996458.39 82996458.39 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-21 2020-08-21 N N N 0.0020 183692530.76 183692530.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-28 2020-09-28 N N N 0.0020 332960006.70 332960006.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-05 2020-08-05 N N N 0.0017 122499356.88 122499356.88 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-04 2020-09-04 N N N 0.0021 575958827.52 575958827.52 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 313384D48 2549001DPIFGXC1TOL40 US313384D480 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0006 62997304.86 62997304.86 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% to 0.16% 313384E62 2549001DPIFGXC1TOL40 US313384E629 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0008 136989040.00 136989040.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-25 2020-08-25 N N N 0.0020 43998205.68 43998205.68 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-25 2021-02-25 N N N 0.0015 118386854.05 118386854.05 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-09 2021-02-09 N N N 0.0023 202906506.32 202906506.32 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2021-01-08 2021-01-08 N N N 0.0019 209958657.30 209958657.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2020-12-11 2020-12-11 N N N 0.0018 323951837.40 323951837.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0015 313999174.18 313999174.18 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B73 2549001DPIFGXC1TOL40 US313384B732 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0005 89998425.00 89998425.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2021-01-13 2021-01-13 N N N 0.0018 245949619.20 245949619.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B81 2549001DPIFGXC1TOL40 US313384B815 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0005 399992224.00 399992224.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384B99 2549001DPIFGXC1TOL40 US313384B997 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0006 203995636.44 203995636.44 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-12-14 2020-12-14 N N N 0.0018 316957090.88 316957090.88 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384C49 2549001DPIFGXC1TOL40 US313384C490 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-17 2020-08-17 2020-08-17 N N N 0.0006 130996434.18 130996434.18 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 164998627.20 164998627.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 163998453.48 163998453.48 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0019 37988833.32 37988833.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0018 2999335.65 2999335.65 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0018 327924113.92 327924113.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0019 163951806.96 163951806.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313384F87 2549001DPIFGXC1TOL40 US313384F873 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0009 127986560.00 127986560.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0016 410985709.53 410985709.53 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% to 0.15% 313384L56 2549001DPIFGXC1TOL40 US313384L566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0009 275945490.00 275945490.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-28 2020-09-28 N N N 0.0021 33996472.50 33996472.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 123000205.41 123000205.41 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 78000173.16 78000173.16 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 39000086.58 39000086.58 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0014 188000417.36 188000417.36 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-11 2021-02-11 2021-02-11 N N N 0.0025 124936376.25 124936376.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2020-08-12 2020-08-12 N N N 0.0015 619999919.40 619999919.40 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2021-02-12 2021-02-12 N N N 0.0020 328916532.70 328916532.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2021-02-12 2021-02-12 N N N 0.0018 114982567.15 114982567.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2021-03-24 2021-03-24 N N N 0.0018 40991114.89 40991114.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2021-03-24 2021-03-24 N N N 0.0020 320788291.50 320788291.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-27 2020-11-27 2020-11-27 N N N 0.0017 114992715.90 114992715.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% to 0.16% 313384D71 2549001DPIFGXC1TOL40 US313384D712 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0006 261987264.18 261987264.18 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384H77 2549001DPIFGXC1TOL40 US313384H770 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0009 198971642.50 198971642.50 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313384J59 2549001DPIFGXC1TOL40 US313384J594 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-05 2020-10-05 2020-10-05 N N N 0.0009 286954797.50 286954797.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0014 209001772.32 209001772.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2020-09-01 2020-09-01 N N N 0.0014 47000723.33 47000723.33 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-14 2021-05-14 N N N 0.0015 275011585.75 275011585.75 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-20 2021-04-20 2021-04-20 N N N 0.0021 499827490.00 499827490.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJVQ9 2549001DPIFGXC1TOL40 US3130AJVQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2021-04-23 2021-04-23 N N N 0.0016 231000000.00 231000000.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0014 95001201.75 95001201.75 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0020 327928351.68 327928351.68 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2021-03-26 2021-03-26 N N N 0.0020 245940536.88 245940536.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0017 616998636.43 616998636.43 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJNY1 2549001DPIFGXC1TOL40 US3130AJNY17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0013 297003195.72 297003195.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.33% 313384G45 2549001DPIFGXC1TOL40 US313384G459 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0009 1516081630.56 1516081630.56 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 313384G86 2549001DPIFGXC1TOL40 US313384G863 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-22 2020-09-22 2020-09-22 N N N 0.0009 228971375.00 228971375.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% to 0.29% 313384H36 2549001DPIFGXC1TOL40 US313384H366 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-25 2020-09-25 2020-09-25 N N N 0.0009 329956275.00 329956275.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJMM8 2549001DPIFGXC1TOL40 US3130AJMM87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0014 146009076.82 146009076.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJML0 2549001DPIFGXC1TOL40 US3130AJML05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0014 487030276.79 487030276.79 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 0.0014 327024361.50 327024361.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJTA7 2549001DPIFGXC1TOL40 US3130AJTA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0014 163008313.00 163008313.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUA5 2549001DPIFGXC1TOL40 US3130AJUA57 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0015 132000464.64 132000464.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUB3 2549001DPIFGXC1TOL40 US3130AJUB31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0015 165000767.25 165000767.25 0.0008 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 0.0014 168500825.65 168500825.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-26 2021-02-26 N N N 0.0016 414522022.39 414522022.39 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 315999399.60 315999399.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0018 236998886.10 236998886.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384F46 2549001DPIFGXC1TOL40 US313384F469 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0009 102990215.00 102990215.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 313384G29 2549001DPIFGXC1TOL40 US313384G293 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0009 96989330.00 96989330.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRU5 2549001DPIFGXC1TOL40 US3130AJRU58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0013 114004335.42 114004335.42 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJRZ4 2549001DPIFGXC1TOL40 US3130AJRZ46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0012 163008148.37 163008148.37 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-23 2021-07-23 N N N 0.0023 311732441.08 311732441.08 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-11 2021-06-11 N N N 0.0024 21987565.60 21987565.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-02 2020-10-02 N N N 0.0020 22999056.77 22999056.77 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-04 2021-03-04 N N N 0.0018 1479001138.83 1479001138.83 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-07-08 2021-07-08 N N N 0.0022 215908718.40 215908718.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 48002721.60 48002721.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 32001814.40 32001814.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0016 160009072.00 160009072.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-16 2020-11-16 2020-11-16 N N N 0.0019 255993431.04 255993431.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-23 2021-02-23 2021-02-23 N N N 0.0019 40996521.56 40996521.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-11-24 2020-11-24 N N N 0.0018 582000075.66 582000075.66 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0015 158002768.16 158002768.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% to 0.44% 313384F38 2549001DPIFGXC1TOL40 US313384F386 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-09-09 2020-09-09 N N N 0.0009 423960780.00 423960780.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0013 33000838.86 33000838.86 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJRM3 2549001DPIFGXC1TOL40 US3130AJRM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0013 162008453.16 162008453.16 0.0008 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 0.0013 244017890.08 244017890.08 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0013 81006553.71 81006553.71 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-04 2020-12-04 N N N 0.0022 23997440.16 23997440.16 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-11 2020-09-11 N N N 0.0021 52998400.46 52998400.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJTT6 2549001DPIFGXC1TOL40 US3130AJTT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-12 2021-04-12 2021-04-12 N N N 0.0021 831385053.44 831385053.44 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-23 2020-12-23 N N N 0.0017 15001752.30 15001752.30 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJH44 2549001DPIFGXC1TOL40 US3130AJH441 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-08 2020-10-08 N N N 0.0021 19999767.80 19999767.80 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-15 2020-09-15 N N N 0.0022 262993385.55 262993385.55 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-01-25 2021-01-25 N N N 0.0022 264974316.20 264974316.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-18 2020-09-18 N N N 0.0021 224995673.25 224995673.25 0.0012 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 0.0018 226014671.92 226014671.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-01 2020-10-01 N N N 0.0020 312900653.96 312900653.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-10 2020-08-10 2020-08-10 N N N 0.0023 985895336.69 985895336.69 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-19 2021-03-19 2021-03-19 N N N 0.0022 451293873.09 451293873.09 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-19 2021-03-19 2021-03-19 N N N 0.0019 113012417.57 113012417.57 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-02-10 2022-02-10 N N N 0.0030 233607035.57 233607035.57 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-11 2020-12-11 N N N 0.0022 479995732.80 479995732.80 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-07 2020-10-07 N N N 0.0021 447911018.34 447911018.34 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-10-16 2020-10-16 N N N 0.0017 581869810.18 581869810.18 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-11 2021-03-11 N N N 0.0023 722987781.30 722987781.30 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2021-02-01 2021-02-01 N N N 0.0019 31908216.80 31908216.80 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-10 2021-03-10 N N N 0.0023 249003650.34 249003650.34 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-09 2020-11-09 2020-11-09 N N N 0.0027 126994114.82 126994114.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% to 0.30% 313384D30 2549001DPIFGXC1TOL40 US313384D308 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0006 493979829.98 493979829.98 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-07 2021-05-07 N N N 0.0020 319157745.50 319157745.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-11-12 2021-11-12 N N N 0.0028 328738803.74 328738803.74 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-09 2021-04-09 N N N 0.0024 462104130.18 462104130.18 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E47 2549001DPIFGXC1TOL40 US313384E470 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0008 359973000.00 359973000.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384E54 2549001DPIFGXC1TOL40 US313384E546 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0008 488962102.50 488962102.50 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384F95 2549001DPIFGXC1TOL40 US313384F956 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0009 695425233.75 695425233.75 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384H28 2549001DPIFGXC1TOL40 US313384H283 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 302960610.00 302960610.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 313384K73 2549001DPIFGXC1TOL40 US313384K733 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0009 147972990.00 147972990.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-25 2020-09-25 N N N 0.0020 509381600.05 509381600.05 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313384H93 2549001DPIFGXC1TOL40 US313384H937 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 224966812.50 224966812.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-09-25 2020-09-25 N N N 0.0021 677128393.05 677128393.05 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-13 2021-04-13 N N N 0.0024 360132337.04 360132337.04 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJDY2 2549001DPIFGXC1TOL40 US3130AJDY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0010 327077172.00 327077172.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 313384G78 2549001DPIFGXC1TOL40 US313384G780 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0009 125984565.00 125984565.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-07 2021-04-07 N N N 0.0024 64045137.92 64045137.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-05-13 2021-05-13 N N N 0.0024 238080685.05 238080685.05 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJJ67 2549001DPIFGXC1TOL40 US3130AJJ678 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-30 2020-10-30 2020-10-30 N N N 0.0014 63031196.34 63031196.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-04-06 2021-04-06 N N N 0.0024 159122693.94 159122693.94 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFA2 2549001DPIFGXC1TOL40 US3130AJFA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0013 111036970.77 111036970.77 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-03-25 2021-03-25 N N N 0.0023 1170101022.65 1170101022.65 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-04 2020-11-04 2020-11-04 N N N 0.0040 79004446.12 79004446.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.45% 3130AJDN6 2549001DPIFGXC1TOL40 US3130AJDN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0019 83027033.10 83027033.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 313384F20 2549001DPIFGXC1TOL40 US313384F204 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0008 49995500.00 49995500.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.46% 3130AJDU0 2549001DPIFGXC1TOL40 US3130AJDU05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0019 331107806.70 331107806.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 3130AJDT3 2549001DPIFGXC1TOL40 US3130AJDT32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0019 331104407.33 331104407.33 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.48% 313384F53 2549001DPIFGXC1TOL40 US313384F535 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0009 258974747.50 258974747.50 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.52% 313384A66 2549001DPIFGXC1TOL40 US313384A668 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0000 500000000.00 500000000.00 0.0026 N Y Y N Freddie Mac Freddie Mac, 0.13% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-05 2021-02-05 N N N 0.0023 103845340.29 103845340.29 0.0005 N N N N Freddie Mac Freddie Mac, 0.13% to 0.15% 3134GVRM2 US3134GVRM29 U.S. Government Agency Debt Y N/A N/A 2020-08-06 2020-08-06 2025-05-06 N N N 0.0039 93005487.00 93005487.00 0.0005 N N Y N Freddie Mac Freddie Mac, 0.13% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y N/A N/A 2020-09-17 2020-09-17 2020-09-17 N N N 0.0009 192978287.50 192978287.50 0.0010 N N Y N Freddie Mac Freddie Mac, 0.14% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2020-12-14 2020-12-14 N N N 0.0014 328899990.13 328899990.13 0.0017 N N N N Freddie Mac Freddie Mac, 0.14% 313396D59 S6XOOCT0IEG5ABCC6L87 US313396D591 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0006 157992934.24 157992934.24 0.0008 N N Y N Freddie Mac Freddie Mac, 0.15% 313396G49 S6XOOCT0IEG5ABCC6L87 US313396G495 U.S. Government Agency Debt Y N/A N/A 2020-09-18 2020-09-18 2020-09-18 N N N 0.0009 182978955.00 182978955.00 0.0009 N N Y N Freddie Mac Freddie Mac, 0.15% 313396G72 S6XOOCT0IEG5ABCC6L87 US313396G727 U.S. Government Agency Debt Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0009 91988730.00 91988730.00 0.0005 N N Y N Freddie Mac Freddie Mac, 0.15% 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 0.0009 301931295.00 301931295.00 0.0015 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-08-03 2022-08-03 N N N 0.0020 292781492.66 292781492.66 0.0015 N N N N Freddie Mac Freddie Mac, 0.20% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-07-29 2022-07-29 N N N 0.0022 205917229.20 205917229.20 0.0011 N N N N Freddie Mac Freddie Mac, 0.22% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2022-04-29 2022-04-29 N N N 0.0024 70976766.67 70976766.67 0.0004 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-12-10 2021-12-10 N N N 0.0026 517758152.37 517758152.37 0.0027 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-01-18 2022-01-18 N N N 0.0022 608241746.88 608241746.88 0.0031 N N N N Freddie Mac Freddie Mac, 0.26% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-04-18 2022-04-18 N N N 0.0028 554820035.70 554820035.70 0.0028 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-12-13 2021-12-13 N N N 0.0027 500096215.00 500096215.00 0.0026 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-06-02 2022-06-02 N N N 0.0031 983236156.52 983236156.52 0.0050 N N N N Freddie Mac Freddie Mac, 0.30% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2022-03-11 2022-03-11 N N N 0.0030 500000665.00 500000665.00 0.0026 N N N N Freddie Mac Freddie Mac, 0.37% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-24 2021-06-24 N N N 0.0025 110117397.50 110117397.50 0.0006 N N N N Freddie Mac Freddie Mac, 0.41% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-10-22 2021-10-22 N N N 0.0026 602103472.06 602103472.06 0.0031 N N N N Freddie Mac Freddie Mac, 0.42% 3134GVHN1 US3134GVHN12 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-09-23 2021-09-23 N N N 0.0026 47588282.08 47588282.08 0.0002 N N N N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GCI944000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2024-02-29 2.375 - 2.625 221087200.00 233607073.53 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0013 229000000.00 229000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GDJ455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2040-05-15 0 - 2.875 578788500.00 619145162.81 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 607000000.00 607000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-05-15 0 - 6.875 813031500.00 899400916.46 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 881000000.00 881000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2050-05-15 0 - 6.75 219504700.00 241827909.03 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 237000000.00 237000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GDI756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-15 2044-05-15 0 - 6.75 528161990.00 618127648.52 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 606000000.00 606000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG915000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-08 2049-05-15 0 - 6.75 766626436.00 865796963.88 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 848000000.00 848000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-05-15 0 - 5.375 141208100.00 187381409.07 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 182250000.00 182250000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDB757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2048-08-15 0 - 7.5 461035300.00 481478613.41 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 472000000.00 472000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GDG899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-24 2050-02-15 0 - 6.75 295614600.00 341966987.92 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 333750000.00 333750000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCI945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2050-05-15 0 - 7.125 553910700.00 603565832.21 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 591000000.00 591000000.00 0.0030 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GCJ710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-15 2047-05-15 0 - 8 1221342077.00 1400035624.24 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0013 1372000000.00 1372000000.00 0.0070 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GDD199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2049-08-15 0 - 8.75 800022659.00 992498118.78 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 972000000.00 972000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.14% R0MUWSFPU8MPRO8K5P83 GDD197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-08-15 0 - 7.5 659309506.00 934683555.33 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 912000000.00 912000000.00 0.0047 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GDJ608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2045-08-15 0.125 - 3.625 139609700.00 155042230.25 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 152000000.00 152000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2046-11-15 0.125 - 3.625 140133200.00 150978199.37 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 148000000.00 148000000.00 0.0008 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.13% 2IGI19DL77OX0HC3ZE78 GCI309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2047-02-15 0.125 - 3.625 42187000.00 44885404.51 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0013 44000000.00 44000000.00 0.0002 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GEA159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-15 2050-02-15 0.125 - 4.25 2166274800.00 2398034131.82 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 2350000000.00 2350000000.00 0.0120 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GDI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-02-15 0.125 - 4.25 691522500.00 723207001.11 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 709000000.00 709000000.00 0.0036 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 GDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2044-05-15 0.125 - 3.375 659700100.00 678447417.92 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 665000000.00 665000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.12% 549300IMBXQ8SGH3HJ31 GDI266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-06 2050-05-15 0 - 4.25 907706600.00 966343272.30 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 947000000.00 947000000.00 0.0049 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDB785000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 338501300.00 380490524.51 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 373000000.00 373000000.00 0.0019 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDG508000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-31 2047-08-15 2 - 2.75 369535800.00 386859479.80 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 379000000.00 379000000.00 0.0019 N N Y N Credit AG Credit AG, 0.12% 1VUV7VQFKUOQSJ21A208 GDF607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-31 2029-02-15 2.625 - 2.75 553587100.00 621206930.40 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 609000000.00 609000000.00 0.0031 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDC682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2029-05-15 1.75 - 2.375 581705300.00 651827091.79 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 639000000.00 639000000.00 0.0033 N N Y N Credit AG Credit AG, 0.13% 1VUV7VQFKUOQSJ21A208 GDE976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-05-15 2044-05-15 3.375 - 3.375 225268400.00 331676816.83 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-20 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 322000000.00 322000000.00 0.0016 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GDJ557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2028-11-15 0 - 3.125 639093000.00 681133256.56 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-31 Y CREDIT AG CIB PARIS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 668000000.00 668000000.00 0.0034 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.11% 1VUV7VQFKUOQSJ21A208 GEA221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-24 2029-02-15 0 - 5.25 1132776000.00 1214319205.32 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1191000000.00 1191000000.00 0.0061 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GEA107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2050-05-15 0.25 - 3 1659747000.00 1791368645.54 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 1755000000.00 1755000000.00 0.0090 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.10% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-18 2046-08-15 0 - 6.625 106978300.00 116392994.42 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 114000000.00 114000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2048-08-15 0 - 3.625 101533000.00 106224646.09 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0010 104000000.00 104000000.00 0.0005 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2044-02-15 0 - 3.75 30809200.00 31620499.30 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0010 31000000.00 31000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-24 2027-05-31 0 - 1.875 878560000.00 896223624.48 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 878000000.00 878000000.00 0.0045 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.11% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-29 2045-08-15 0 - 3.125 40643500.00 45001543.97 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0011 44000000.00 44000000.00 0.0002 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 2021-06-17 2023-12-31 0 - 2.75 1359374100.00 1368855220.70 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0010 1342000000.00 1342000000.00 0.0069 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.11% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2024-06-30 0.125 - 2.125 582755300.00 612013138.07 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-26 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 600000000.00 600000000.00 0.0031 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.12% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-25 2025-06-30 0 - 2.75 329540100.00 350892920.15 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 344000000.00 344000000.00 0.0018 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG543000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 114084800.00 128580234.89 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0017 126000000.00 126000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.17% H7FNTJ4851HG0EXQ1Z70 GAG546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2024-11-30 1.5 - 1.5 134960800.00 142889747.00 U.S. Treasuries (including strips) Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0017 140000000.00 140000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.18% H7FNTJ4851HG0EXQ1Z70 GCB713000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 142519300.00 148977198.66 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 146000000.00 146000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDB302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-09-30 1.5 - 2.75 148205400.00 153064194.48 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0021 150000000.00 150000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 141177100.00 153989497.26 U.S. Treasuries (including strips) Y N/A N/A 2020-10-16 2020-10-16 2020-10-16 N N N 0.0021 151000000.00 151000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDE383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 141381100.00 154212011.10 U.S. Treasuries (including strips) Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0021 151000000.00 151000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-12-31 1.75 - 2 144965500.00 155091509.75 U.S. Treasuries (including strips) Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0021 152000000.00 152000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.21% H7FNTJ4851HG0EXQ1Z70 GDF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2023-11-15 2.625 - 2.75 151232900.00 155041407.55 U.S. Treasuries (including strips) Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0021 152000000.00 152000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.11% RB0PEZSDGCO3JS6CEU02 GEA208000 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 384800000.00 448881486.43 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 439000000.00 439000000.00 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2047-02-15 0.125 - 3 362958900.00 377276950.70 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 370000000.00 370000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GDJ484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2025-02-28 1.375 - 2.75 358736500.00 377448694.33 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 370000000.00 370000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2030-02-15 0.125 - 6.625 2025484100.00 2105015121.22 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 2064000000.00 2064000000.00 0.0106 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2023-08-31 1.375 - 2.125 109370800.00 114273567.45 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 112000000.00 112000000.00 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDJ482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2026-09-30 1.625 - 2.875 94240600.00 104172483.78 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 102000000.00 102000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI863000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 1.125 - 1.125 295237800.00 308981801.53 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0011 303000000.00 303000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GDI876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2025-08-15 1.375 - 2.5 234911100.00 251997174.17 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 247000000.00 247000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDH548000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 41613100.00 44900165.31 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0012 44000000.00 44000000.00 0.0002 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDG529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2027-11-15 0.125 - 2.75 523232800.00 556789726.47 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0012 546000000.00 546000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2029-05-15 1.375 - 2.875 183406300.00 202934658.90 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 199000000.00 199000000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.12% U7M81AY481YLIOR75625 GDI352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2025-05-31 0.5 - 2.875 134089600.00 143781696.69 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 141000000.00 141000000.00 0.0007 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GDI741000 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 2049-11-15 0 - 4.5 382951500.00 404187441.30 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 396000000.00 396000000.00 0.0020 N N Y N Norinchukin Bank Norinchukin Bank, 0.20% 5493007VSMFZCPV1NB83 GBD809000 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 2027-05-15 2 - 2.375 194962100.00 220388636.68 U.S. Treasuries (including strips) Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0017 216000950.40 216000950.40 0.0011 N N Y N Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBH924000 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 93121200.00 103050753.59 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 101000000.00 101000000.00 0.0005 N N Y N Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GBI824000 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 133688000.00 147943208.92 U.S. Treasuries (including strips) Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0021 145000000.00 145000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC146000 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 138302800.00 148957415.26 U.S. Treasuries (including strips) Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0021 146000000.00 146000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCC910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 107808500.00 119369269.45 U.S. Treasuries (including strips) Y N/A N/A 2020-08-19 2020-08-19 2020-08-19 N N N 0.0021 117000000.00 117000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCD486000 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 2027-05-15 2 - 2.75 134609200.00 149974139.82 U.S. Treasuries (including strips) Y N/A N/A 2020-08-24 2020-08-24 2020-08-24 N N N 0.0021 147000000.00 147000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCF239000 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 2027-05-15 2 - 2.375 196191600.00 217307009.58 U.S. Treasuries (including strips) Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0021 213000000.00 213000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCG648000 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 134598200.00 148950463.94 U.S. Treasuries (including strips) Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0021 146000000.00 146000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.21% 5493007VSMFZCPV1NB83 GCH644000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 69058500.00 74473547.62 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0021 73000000.00 73000000.00 0.0004 N N N Y SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.11% 6PJDTY319315T5LR2241 GEA219000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2026-02-15 1.5 - 2.125 741661000.00 785246658.75 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 769999384.00 769999384.00 0.0039 N Y Y N Societe Generale Societe Generale, 0.11% O2RNE8IBXP4R0TD8PU41 GDI286000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-30 2049-11-15 0.25 - 8 296007456.00 324214407.44 U.S. Treasuries (including strips) Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0011 317000000.00 317000000.00 0.0016 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GDJ546000 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 2027-08-15 0 - 2.375 291501000.00 306003102.00 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0012 300000000.00 300000000.00 0.0015 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GEA235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-15 2028-05-15 0.125 - 2.875 434048500.00 466143931.52 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 457000000.00 457000000.00 0.0023 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.11%, dated 7/31/2020 due 08/03/2020 B4TYDEB6GKMZO031MB27 GEA483000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 216035103.00 51158146.67 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 50000000.00 50000000.00 0.0003 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.11%, dated 7/31/2020 due 08/03/2020 B4TYDEB6GKMZO031MB27 GEA377000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-07-20 3 - 5.25 3626023900.00 858659820.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 839221000.00 839221000.00 0.0043 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.16% 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 2027-01-01 2050-07-01 2 - 5.5 52460104.00 53135347.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-29 2040-05-15 0 - 2 3449600.00 3539234.85 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-09-20 2069-04-20 2.54 - 6 38688831.00 33650729.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-07-21 2050-08-01 0.375 - 4.5 47642791.00 40268940.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 N N/A N/A N N 0.0016 128000000.00 128000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GDF502000 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 2049-01-20 2049-10-20 3 - 4.5 96943000.00 57106308.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 2050-01-01 3 - 3 1156602.00 1188209.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2050-03-01 3.35 - 4 131538376.00 115114248.94 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 170000000.00 170000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GDB725000 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 2022-10-01 2049-11-01 2 - 6.5 95115245.00 33021132.24 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-22 2043-06-22 3.625 - 3.625 2000000.00 2720274.17 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2064-09-20 2064-09-20 4.695 - 4.695 412914.00 351576.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-12-01 2049-09-01 2.5 - 4 18531363.00 14911438.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 50000000.00 50000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.14% 3Y4U8VZURTYWI1W2K376 GDC628000 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 2021-12-01 2040-05-15 2.25 - 4 5919180.00 404704.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-03-20 2049-08-20 0.587 - 3.5 70657260.00 45287315.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-10-25 2044-11-01 1.75 - 8 5235162.00 656277.46 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 45000000.00 45000000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 GDG919000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2049-08-15 0 - 2.875 251032502.00 209524072.87 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 204000000.00 204000000.00 0.0010 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.11%, dated 7/31/2020 due 08/03/2020 VJW2DOOHGDT6PR0ZRO63 GEA377000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-11 2050-05-15 0 - 8 476216071.00 482353648.86 U.S. Treasuries (including strips) Federal Farm Credit Bank 2020-12-28 2050-02-03 0.16 - 3.5 39610685.00 41248748.41 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-08-05 2035-02-26 0 - 5.75 43171001.00 44343329.00 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-06-20 2.5 - 9.5 124826145.00 101886606.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-08-25 2050-08-01 0.25 - 9.5 312222068.00 283543444.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2020-10-01 2050-08-01 0.125 - 10 172565057.00 145578492.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1077288000.00 1077288000.00 0.0055 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.11%, dated 7/31/2020 due 08/03/2020 E57ODZWZ7FF32TWEFA76 GEA377000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 9075368.00 8168076.28 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2048-02-15 0 - 8.125 212555491.00 231344375.82 U.S. Treasuries (including strips) Tennessee Valley Authority 2021-03-15 2065-09-15 0 - 5.98 8875684.00 14035840.77 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.5 - 5.625 4637860.00 6243217.55 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-09-15 2049-08-20 2.5 - 10 90053204.00 6392486.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2020-11-24 2050-03-01 0 - 9 104851591.00 36732432.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 68589067.00 44215196.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-01-05 2029-10-03 2 - 5.75 1724539.00 1828891.89 Agency Debentures and Agency Strips Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 341899000.00 341899000.00 0.0018 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2033-07-15 2065-09-15 0 - 4.7 359000.00 558498.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2023-04-20 2049-10-01 0.25 - 6.5 5113043.00 5395384.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2044-05-01 0.25 - 8 8376613.00 8321700.92 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-08-04 2036-03-14 0.396 - 5.625 2000000.00 2037017.55 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2020-09-24 2050-05-15 0 - 8.125 56529700.00 64378008.82 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-10-04 2021-10-04 0.324 - 0.324 999000.00 1000451.36 Agency Debentures and Agency Strips Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 6906000.00 6187758.76 Agency Debentures and Agency Strips Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 86000000.00 86000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.13% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2020-11-24 2050-02-01 0 - 6.75 66551807.00 66678282.16 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 1.875 - 5.5 3490000.00 4492777.21 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2036-04-01 2044-09-15 0 - 5.98 312000.00 414575.05 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-01-15 2063-11-20 3.355 - 10 22106141.00 10985667.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2047-05-15 0.125 - 7.875 368652900.00 426642282.81 U.S. Treasuries (including strips) Federal Farm Credit Bank 2020-10-26 2036-12-04 1.75 - 3.78 14000.00 17325.70 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-08-28 2056-08-01 0 - 8.5 9365848.00 5774140.64 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 4682000.00 4173946.34 Agency Debentures and Agency Strips Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 508000000.00 508000000.00 0.0026 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 United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 13300.00 14490.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-03-20 2050-05-20 2.5 - 5 651463450.00 690540700.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0013 677000000.00 677000000.00 0.0035 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.15% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 81900.00 89229.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-20 2049-10-20 2.5 - 5.5 902577665.00 854760725.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-08-10 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 838000000.00 838000000.00 0.0043 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 MBNUM2BPBDO7JBLYG310 GEA377000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 2188680.00 2384544.44 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 773829301.00 805581163.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 792093000.00 792093000.00 0.0041 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.12% 7LTWFZYICNSX8D621K86 GEA111000 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 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 55792.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-06-15 2046-11-15 3.05 - 3.8 243342472.00 251266173.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 244000000.00 244000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.11% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-08-20 2060-07-15 2.45 - 6 387336642.00 324362973.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 318000000.00 318000000.00 0.0016 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.11%, dated 7/31/2020 due 08/03/2020 KBVRJ5K57JZ3E2AVWX40 GEA377000_03735 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 2048-07-01 2049-10-01 3.02 - 3.197 19883155.00 16565973.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 2049-05-01 3.5 - 4.5 39727362.00 35745206.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 51285000.00 51285000.00 0.0003 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.16% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2042-08-01 2057-01-01 2.5 - 5 178564237.00 109146791.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0016 107000000.00 107000000.00 0.0005 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 GDD125000 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 2032-08-01 2050-07-01 2.5 - 4 54894939.00 14893157.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2050-06-01 2.5 - 6.15 145608857.00 70794934.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0017 84000000.00 84000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% K5HU16E3LMSVCCJJJ255 GDF947000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2050-07-01 2.5 - 4.5 399284801.00 174153043.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-11-01 2050-07-01 2.851 - 5 100989473.00 50260732.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-21 2020-09-21 2020-09-21 N N N 0.0017 220000000.00 220000000.00 0.0011 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.11%, dated 7/31/2020 due 08/03/2020 7TK5RJIZDFROZCA6XF66 GEA377000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-15 2050-02-20 2.5 - 5 80439655.00 81696970.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-03-01 2029-08-01 3.5 - 5.5 184713.00 26568.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-02-15 0.125 - 7.25 365802285.00 442450055.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-03-01 2 - 5 92703738.00 87910676.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 598010000.00 598010000.00 0.0031 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.11% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-24 2022-03-31 0 - 1.875 9300.00 9608.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2050-08-01 2.5 - 6.5 288801244.00 289984148.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-03-01 2050-08-01 2.5 - 5 765374263.00 768775989.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1038000000.00 1038000000.00 0.0053 N Y Y N Natixis SA Natixis SA, 0.13% KX1WK48MPD4Y2NCUIZ63 GDG008000 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 2033-08-01 2050-03-01 3.85 - 4 172441785.00 171653966.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2049-08-15 0.25 - 2.25 682500.00 734128.87 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-21 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 169000000.00 169000000.00 0.0009 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.11%, dated 7/31/2020 due 08/03/2020 OXTKY6Q8X53C9ILVV871 GEA377000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2045-02-15 0 - 7.625 197323112.00 236301412.75 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2050-07-01 2 - 3.5 58914738.00 63066265.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-04-20 2069-12-20 0.918 - 5.5 57940207.00 54443898.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-09-01 2050-07-01 2.5 - 5.5 43270413.00 43752265.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 389765000.00 389765000.00 0.0020 N Y Y N RBC Financial Group RBC Financial Group, 0.12% ES7IP3U3RHIGC71XBU11 GDH913000 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 2029-02-01 2050-05-01 3 - 9 401413729.00 192268220.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2059-08-01 1.78 - 8.5 792927431.00 402405654.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 583000000.00 583000000.00 0.0030 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.11%, dated 7/31/2020 due 08/03/2020 ES7IP3U3RHIGC71XBU11 GEA377000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.622 - 7 2062215813.00 1150523050.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-12-01 2051-04-15 0.523 - 7 1128613044.00 719350589.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1832653000.00 1832653000.00 0.0094 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.11%, dated 7/31/2020 due 08/03/2020 O2RNE8IBXP4R0TD8PU41 GEA377000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-08-31 2049-02-15 0.125 - 6.625 160738913.00 174564840.85 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 170968000.00 170968000.00 0.0009 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.11%, dated 7/31/2020 due 08/03/2020 5U0XI89JRFVHWIBS4F54 GEA377000_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 4259289266.00 3275539061.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 3192829000.00 3192829000.00 0.0164 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAE917000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2021-04-30 1.375 - 2 7850000.00 7935543.45 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2047-01-01 2047-07-01 3 - 3.5 149382000.00 101727152.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0020 107000000.00 107000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAG528000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2021-04-30 1.375 - 2 12675000.00 12812852.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2048-01-01 2048-01-01 3.5 - 3.5 156000000.00 102210230.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-07 2020-08-07 2020-09-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 112320000.00 112320000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.20% 5493006GGLR4BTEL8O61 GAF957000 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 2048-01-01 2049-07-01 3.5 - 3.5 224348000.00 147437958.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-11-01 2048-11-01 4 - 4 68000000.00 31489918.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2021-04-30 1.375 - 2 26850000.00 27143268.66 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0020 201505000.00 201505000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.21% 5493006GGLR4BTEL8O61 GAH016000 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 2049-08-01 2049-08-01 3.5 - 3.5 264474000.00 174850546.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-04-30 1.125 - 2 30250000.00 30597454.83 U.S. Treasuries (including strips) Y N/A N/A 2020-08-07 2020-08-07 2020-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0021 201000000.00 201000000.00 0.0010 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.12% SUVUFHICNZMP2WKHG940 GEA236000 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 2029-03-01 2050-07-01 2.5 - 4.5 546782039.00 442684330.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2040-07-01 2050-03-01 2.5 - 4 176961158.00 154412397.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2050-06-20 3 - 4.5 1500697995.00 454533788.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 1031000000.00 1031000000.00 0.0053 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.11%, dated 7/31/2020 due 08/03/2020 VYVVCKR63DVZZN70PB21 GEA377000_08395 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 2036-03-25 2036-03-25 0.295 - 0.295 87329.00 1029.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-08-25 2038-02-25 2.862 - 3.673 902598.00 528829.58 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2046-02-15 2.5 - 2.875 19367506.00 25881650.88 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 25642000.00 25642000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.12% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2049-05-15 2.875 - 6.75 246630800.00 349163480.13 U.S. Treasuries (including strips) Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 339000000.00 339000000.00 0.0017 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.16% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 15900000.00 15900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.16% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 31655000.00 31655000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.16% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 12200000.00 12200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 6500000.00 6500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 20900000.00 20900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 29200000.00 29200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 8200000.00 8200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.18% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0018 22340000.00 22340000.00 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., 0.13% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 9700000.00 9700000.00 0.0000 N N Y N Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev. FHLMC Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev., 0.17% (Grand Promenade Proj.) LOC Freddie Mac VRDN 544393AY7 Variable Rate Demand Note Y N/A N/A 2020-08-07 2020-08-07 2032-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 41100000.00 41100000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GEA470000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 608000000.00 608000000.00 0.0031 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. Treasury securities CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GEA355000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 198000000.00 198000000.00 0.0010 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. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEA353000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 349000000.00 349000000.00 0.0018 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. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEA354000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 215000000.00 215000000.00 0.0011 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. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEA351000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 152000000.00 152000000.00 0.0008 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. Treasury securities MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEA350000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 138000000.00 138000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GDJ481000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-08-07 2020-08-07 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 125246250.00 125246250.00 0.0006 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. Treasury securities Fidelity Hereford Street Trust: Fidelity Government Money Market Fund 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer