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2020-08-18 2020-08-18 2020-08-18 N N N 0.0015 99999.17 99999.17 0.0016 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 99999.06 99999.06 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0016 99996.52 99996.52 0.0016 N N N 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 749618.26 749618.26 0.0123 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 99984.84 99984.84 0.0016 N N N N Federal Home Loan 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999893.34 0.0164 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 99996.98 99996.98 0.0016 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 499930.88 499930.88 0.0082 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 200023.36 200023.36 0.0033 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 999980.77 999980.77 0.0164 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-02-22 2021-02-22 N N N 0.0023 99983.19 99983.19 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384A82 2549001DPIFGXC1TOL40 US313384A825 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0003 799996.89 799996.89 0.0131 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384B24 2549001DPIFGXC1TOL40 US313384B245 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-07 2020-08-07 2020-08-07 N N N 0.0004 399996.89 399996.89 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 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 499991.25 499991.25 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 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 699978.22 699978.22 0.0115 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384C80 2549001DPIFGXC1TOL40 US313384C805 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-21 2020-08-21 2020-08-21 N N N 0.0006 99996.50 99996.50 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 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 199991.83 199991.83 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384D55 2549001DPIFGXC1TOL40 US313384D555 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-26 2020-08-26 2020-08-26 N N N 0.0006 899959.75 899959.75 0.0147 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384D63 2549001DPIFGXC1TOL40 US313384D639 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0006 699967.33 699967.33 0.0115 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 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 99990.75 99990.75 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% to 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 497951.45 497951.45 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 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 199970.50 199970.50 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384J75 2549001DPIFGXC1TOL40 US313384J750 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0009 999837.50 999837.50 0.0164 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384Q36 2549001DPIFGXC1TOL40 US313384Q367 U.S. Government Agency Debt Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0009 99972.70 99972.70 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 313384V30 2549001DPIFGXC1TOL40 US313384V300 U.S. Government Agency Debt Y N/A N/A 2020-12-30 2020-12-30 2020-12-30 N N N 0.0010 474803.40 474803.40 0.0078 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 100000.21 100000.21 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 99999.53 99999.53 0.0016 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 400009.84 400009.84 0.0066 N 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0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-03 2021-06-04 2021-06-04 N N N 0.0025 99989.91 99989.91 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-22 2021-01-22 2021-01-22 N N N 0.0017 100037.28 100037.28 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 313385BQ8 2549001DPIFGXC1TOL40 US313385BQ84 U.S. Government Agency Debt Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0010 99947.50 99947.50 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 199962.78 199962.78 0.0033 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 100022.54 100022.54 0.0016 N N N 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 499946.25 499946.25 0.0082 N N Y 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 100016.02 100016.02 0.0016 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 100064.56 100064.56 0.0016 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 250047.41 250047.41 0.0041 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 100075.95 100075.95 0.0016 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 200188.37 200188.37 0.0033 N N N N Freddie Mac Freddie Mac, 0.11% 3134GVDT2 US3134GVDT28 U.S. Government Agency Debt Y N/A N/A 2020-08-01 2020-08-25 2020-08-25 N N N 0.0020 1249925.89 1249925.89 0.0205 N N N 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 99947.39 99947.39 0.0016 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 99959.54 99959.54 0.0016 N N N N Freddie Mac Freddie Mac, 0.20% 313396L50 S6XOOCT0IEG5ABCC6L87 US313396L503 U.S. Government Agency Debt Y N/A N/A 2020-10-21 2020-10-21 2020-10-21 N N N 0.0009 749851.88 749851.88 0.0123 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 99967.57 99967.57 0.0016 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.11% to 0.19% 9127964S5 US9127964S51 U.S. Treasury Debt Y N/A N/A 2020-11-17 2020-11-17 2020-11-17 N N N 0.0006 999823.33 999823.33 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.17% 9127962S7 US9127962S79 U.S. Treasury Debt Y N/A N/A 2020-10-22 2020-10-22 2020-10-22 N N N 0.0009 899815.00 899815.00 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 9127963B3 US9127963B36 U.S. Treasury Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 999685.83 999685.83 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796XF1 US912796XF18 U.S. Treasury Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0008 249989.67 249989.67 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% to 0.17% 9127963Y3 US9127963Y39 U.S. Treasury Debt Y N/A N/A 2020-09-15 2020-09-15 2020-09-15 N N N 0.0009 749917.13 749917.13 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0006 249994.27 249994.27 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963P2 US9127963P22 U.S. Treasury Debt Y N/A N/A 2020-08-18 2020-08-18 2020-08-18 N N N 0.0007 1249957.03 1249957.03 0.0205 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796XG9 US912796XG90 U.S. Treasury Debt Y N/A N/A 2020-08-27 2020-08-27 2020-08-27 N N N 0.0008 499970.00 499970.00 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% to 0.15% 912796XH7 US912796XH73 U.S. Treasury Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 749940.26 749940.26 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127963X5 US9127963X55 U.S. Treasury Debt Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0008 499957.50 499957.50 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964G1 US9127964G14 U.S. Treasury Debt Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0008 199969.78 199969.78 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127964H9 US9127964H96 U.S. Treasury Debt Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0009 249953.16 249953.16 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 9127965F2 US9127965F22 U.S. Treasury Debt Y N/A N/A 2020-12-29 2020-12-29 2020-12-29 N N N 0.0011 499763.61 499763.61 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127963M9 US9127963M90 U.S. Treasury Debt Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0002 499998.96 499998.96 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 9127963R8 US9127963R87 U.S. Treasury Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0008 399970.60 399970.60 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.43% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0008 799928.22 799928.22 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127964J5 US9127964J52 U.S. Treasury Debt Y N/A N/A 2020-10-20 2020-10-20 2020-10-20 N N N 0.0008 649880.29 649880.29 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% to 0.16% 9127962T5 US9127962T52 U.S. Treasury Debt Y N/A N/A 2020-10-29 2020-10-29 2020-10-29 N N N 0.0009 349920.70 349920.70 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796TP4 US912796TP46 U.S. Treasury Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 249937.86 249937.86 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127963N7 US9127963N73 U.S. Treasury Debt Y N/A N/A 2020-08-11 2020-08-11 2020-08-11 N N N 0.0006 499990.28 499990.28 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% to 0.17% 9127962H1 US9127962H15 U.S. Treasury Debt Y N/A N/A 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 1499799.59 1499799.59 0.0246 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127964K2 US9127964K26 U.S. Treasury Debt Y N/A N/A 2020-10-27 2020-10-27 2020-10-27 N N N 0.0009 499887.85 499887.85 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 499830.56 499830.56 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 9127965B1 US9127965B18 U.S. Treasury Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0010 249907.40 249907.40 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127962J7 US9127962J70 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 499925.23 499925.23 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.19% 9127962R9 US9127962R96 U.S. Treasury Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0009 749859.32 749859.32 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 9127963K3 US9127963K35 U.S. Treasury Debt Y N/A N/A 2020-12-17 2020-12-17 2020-12-17 N N N 0.0010 249805.59 249805.59 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% to 0.18% 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0009 749716.98 749716.98 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796WZ8 US912796WZ80 U.S. Treasury Debt Y N/A N/A 2020-08-06 2020-08-06 2020-08-06 N N N 0.0004 249998.28 249998.28 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964A4 US9127964A44 U.S. Treasury Debt Y N/A N/A 2020-09-29 2020-09-29 2020-09-29 N N N 0.0009 499926.77 499926.77 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 9127964Q9 US9127964Q95 U.S. Treasury Debt Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 499872.22 499872.22 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796TN9 US912796TN97 U.S. Treasury Debt Y N/A N/A 2020-10-08 2020-10-08 2020-10-08 N N N 0.0009 499916.36 499916.36 0.0082 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% to 1.59% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0021 301997.65 301997.65 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0061 300248.60 300248.60 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.26% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-08-03 2022-01-31 2022-01-31 N N N 0.0015 550929.11 550929.11 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.33% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-07-31 2021-07-31 N N N 0.0014 200376.81 200376.81 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-08-03 2021-10-31 2021-10-31 N N N 0.0014 300994.05 300994.05 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0024 100418.12 100418.12 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0023 100096.19 100096.19 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0020 100299.34 100299.34 0.0016 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 GEA369000_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 1140665.00 270115.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 264000.00 264000.00 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 2040-07-01 2 - 3.38 5711.00 6046.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-07-01 2040-07-01 1.5 - 2 2000.00 2048.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-01-20 2054-01-15 2.54 - 5 284440.00 247670.44 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 250000.00 250000.00 0.0041 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 2023-07-31 2049-08-15 0 - 1.25 247047.00 255071.04 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 250000.00 250000.00 0.0041 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 GEA369000_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 149853.00 151786.60 U.S. Treasuries (including strips) Federal Farm Credit Bank 2020-12-28 2050-02-03 0.16 - 3.5 12467.00 12980.12 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-06-20 2.5 - 9.5 39315.00 32061.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-08-25 2050-08-01 0.25 - 9.5 98247.00 89225.19 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-08-05 2035-02-26 0 - 5.75 13588.00 13953.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2020-10-01 2050-08-01 0.125 - 10 54296.00 45810.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 339000.00 339000.00 0.0056 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 GEA369000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-11 2036-07-15 0.5 - 5.625 1465.00 1972.12 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-09-15 2049-08-20 2.5 - 10 28454.00 2019.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-08-15 2048-02-15 0 - 8.125 67135.00 73077.70 U.S. Treasuries (including strips) Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 2866.00 2580.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2020-11-24 2050-03-01 0 - 9 33119.00 11603.14 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-01-05 2029-10-03 2 - 5.75 544.00 577.72 Agency Debentures and Agency Strips Tennessee Valley Authority 2021-03-15 2065-09-15 0 - 5.98 2811.00 4433.68 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 21660.00 13966.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 108000.00 108000.00 0.0018 N Y 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 United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2021-12-31 0 - 1.625 977100.00 987515.67 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-24 2026-04-24 2.125 - 2.125 11000.00 12078.94 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-07-15 2049-10-20 2.5 - 4 9318.00 8600.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-06-19 2023-06-19 2.75 - 2.75 11000.00 11827.63 Agency Debentures and Agency Strips Y N/A N/A 2020-08-04 2020-08-04 2020-08-04 N N N 0.0013 1000000.00 1000000.00 0.0164 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-07-20 2050-07-20 3 - 3.5 954878.00 1020022.44 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 1000000.00 1000000.00 0.0164 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2049-10-20 4 - 4.5 1004140.00 1020106.57 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 1000000.00 1000000.00 0.0164 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 GEA369000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-07-20 2 - 5 241307.00 251206.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 682.00 743.58 U.S. Treasuries (including strips) 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 247000.00 247000.00 0.0040 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 Federal Home Loan Mortgage Corp 2046-11-15 2046-11-15 3.75 - 3.75 974825.00 1030010.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 1000000.00 1000000.00 0.0164 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 GEA369000_03735 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 2043-10-01 2049-05-01 3.5 - 4.5 12394.00 11151.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-07-01 2049-10-01 3.02 - 3.197 6204.00 5168.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 16000.00 16000.00 0.0003 N Y Y N 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 GEA369000_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 15335.00 15574.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2050-02-15 0.125 - 7.25 69727.00 84345.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-03-01 2050-03-01 2 - 5 17672.00 16758.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-03-01 2029-08-01 3.5 - 5.5 35.00 5.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 114000.00 114000.00 0.0019 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 2050-03-01 2050-03-01 4 - 4 511850.00 509510.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2047-11-15 2.125 - 2.75 400.00 518.01 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 500000.00 500000.00 0.0082 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 GEA369000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2050-07-01 2 - 3.5 18591.00 19902.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-08-04 2045-02-15 0 - 7.625 62266.00 74570.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2033-09-01 2050-07-01 2.5 - 5.5 13655.00 13807.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-04-20 2069-12-20 0.918 - 5.5 18284.00 17181.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 123000.00 123000.00 0.0020 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 GEA369000_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 648147.00 361607.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-12-01 2051-04-15 0.523 - 7 354713.00 226090.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 576000.00 576000.00 0.0094 N Y 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 United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2046-02-15 1 - 1 691500.00 1030014.18 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 1000000.00 1000000.00 0.0164 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 GEA369000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2024-08-25 2038-02-25 2.862 - 3.673 282.00 164.99 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2046-02-15 2.5 - 2.875 6043.00 8074.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2036-03-25 0.295 - 0.295 27.00 0.32 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 8000.00 8000.00 0.0001 N Y 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 2021-01-31 2022-04-30 0.219 - 0.22 1019000.00 1020092.65 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 1000000.00 1000000.00 0.0164 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 2020-09-17 2049-05-15 0 - 8.125 835600.00 1026276.19 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 1000000.00 1000000.00 0.0164 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 2040-05-15 0 - 1.625 236100.00 255079.29 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 250000.00 250000.00 0.0041 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 2020-09-08 2040-05-15 0 - 3 221900.00 255072.93 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 250000.00 250000.00 0.0041 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 2023-08-31 2049-05-15 1.375 - 2.875 244300.00 255079.38 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 250000.00 250000.00 0.0041 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 2020-09-24 2045-08-15 0 - 2.875 1021900.00 1020142.07 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 1000000.00 1000000.00 0.0164 N Y 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 2048-11-15 2048-11-15 3.375 - 3.375 671800.00 1030113.81 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 1000000.00 1000000.00 0.0164 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 2048-11-15 2048-11-15 3.375 - 3.375 671800.00 1030113.81 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 1000000.00 1000000.00 0.0164 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 2023-12-31 2023-12-31 2.625 - 2.625 938700.00 1019685.19 U.S. Treasuries (including strips) Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0011 1000000.00 1000000.00 0.0164 N Y 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 2047-02-15 2.125 - 3 951500.00 1028433.13 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 1000000.00 1000000.00 0.0164 N Y Y N 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 1000000.00 1000000.00 0.0164 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 Flex Government Money Market Fund 2020-08-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer