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599123501.82 599123501.82 0.0030 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-12-10 2021-12-10 N N N 0.0024 641833908.18 641833908.18 0.0032 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-03-09 2022-03-09 N N N 0.0026 299907891.00 299907891.00 0.0015 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-03-11 2022-03-11 N N N 0.0026 640802475.85 640802475.85 0.0032 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-05 2021-04-05 N N N 0.0018 448214798.08 448214798.08 0.0023 N N N N Fannie Mae Fannie Mae, 0.26% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-07-06 2022-07-06 N N N 0.0028 662502853.90 662502853.90 0.0033 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-19 2022-05-19 N N N 0.0025 334439940.74 334439940.74 0.0017 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-06-17 2022-06-17 N N N 0.0029 498819197.33 498819197.33 0.0025 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-06-15 2022-06-15 N N N 0.0029 370766030.92 370766030.92 0.0019 N N N N Fannie Mae Fannie Mae, 0.27% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-06-24 2022-06-24 N N N 0.0029 485572123.21 485572123.21 0.0024 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-09 2022-05-09 N N N 0.0025 220147195.40 220147195.40 0.0011 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-06 2021-07-06 N N N 0.0019 234924621.62 234924621.62 0.0012 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-24 2021-03-24 N N N 0.0023 316962727.49 316962727.49 0.0016 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 295966700.00 295966700.00 0.0015 N N Y 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 339959200.00 339959200.00 0.0017 N N Y 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 339958350.00 339958350.00 0.0017 N N Y 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 344956875.00 344956875.00 0.0017 N N Y 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 346955757.50 346955757.50 0.0017 N N Y 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 346954890.00 346954890.00 0.0017 N N Y N Fannie Mae Fannie Mae, 0.34% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-04 2022-05-04 N N N 0.0025 246376082.34 246376082.34 0.0012 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-26 2021-04-26 N N N 0.0018 736605546.48 736605546.48 0.0037 N N N N Fannie Mae Fannie Mae, 0.35% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-10-27 2021-10-27 N N N 0.0021 391627210.92 391627210.92 0.0020 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-06 2021-07-06 N N N 0.0023 476367928.68 476367928.68 0.0024 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-10-04 2021-10-04 N N N 0.0021 914398178.45 914398178.45 0.0046 N N N N Fannie Mae Fannie Mae, 0.38% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-10-25 2021-10-25 N N N 0.0021 527023827.44 527023827.44 0.0027 N N N N Fannie Mae Fannie Mae, 0.42% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-09-23 2021-09-23 N N N 0.0021 1362052993.50 1362052993.50 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-12-03 2020-12-03 N N N 0.0016 134987385.60 134987385.60 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2021-03-03 2021-03-03 N N N 0.0017 66988069.31 66988069.31 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-05 2021-01-05 N N N 0.0019 73994449.26 73994449.26 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.23% 3133ELYT5 US3133ELYT51 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-07 2021-05-07 N N N 0.0021 126016759.26 126016759.26 0.0006 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 2020-09-23 2020-10-23 2020-10-23 N N N 0.0016 78908151.95 78908151.95 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-20 2021-04-20 N N N 0.0021 150088470.00 150088470.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ELVP6 US3133ELVP66 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-08 2020-10-08 N N N 0.0017 43005790.81 43005790.81 0.0002 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 12998115.00 12998115.00 0.0001 N N Y 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 0.0010 31994488.96 31994488.96 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-30 2020-12-30 N N N 0.0019 157973380.87 157973380.87 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 0.0012 191024757.42 191024757.42 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.37% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-27 2021-04-27 N N N 0.0021 156165781.20 156165781.20 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 0.0016 65186079.40 65186079.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUY7 2549001DPIFGXC1TOL40 US3130AHUY77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0008 101998102.80 101998102.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHYA5 2549001DPIFGXC1TOL40 US3130AHYA55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-26 2020-10-26 2020-10-26 N N N 0.0008 50998444.50 50998444.50 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 755976072.60 755976072.60 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJNZ8 2549001DPIFGXC1TOL40 US3130AJNZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-02 2020-10-02 2020-10-02 N N N 0.0019 33998711.40 33998711.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-04 2020-09-04 N N N 0.0010 575999925.12 575999925.12 0.0029 N N Y 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 0.0023 14007197.96 14007197.96 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 15899903.81 15899903.81 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 501935995.00 501935995.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384Q85 2549001DPIFGXC1TOL40 US313384Q854 U.S. Government Agency Debt Y N/A N/A 2020-11-25 2020-11-25 2020-11-25 N N N 0.0010 205951361.34 205951361.34 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313384R27 2549001DPIFGXC1TOL40 US313384R274 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0010 568862489.77 568862489.77 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-25 2021-02-25 N N N 0.0013 118386317.70 118386317.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-19 2021-02-19 N N N 0.0013 906828554.42 906828554.42 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-09 2021-02-09 N N N 0.0012 202987525.65 202987525.65 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-26 2021-02-26 N N N 0.0013 339868593.24 339868593.24 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-26 2021-02-26 N N N 0.0013 678837065.97 678837065.97 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2021-03-02 2021-03-02 N N N 0.0013 168983438.00 168983438.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 230998262.88 230998262.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 48899632.27 48899632.27 0.0002 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 0.0007 339985454.80 339985454.80 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384P45 2549001DPIFGXC1TOL40 US313384P450 U.S. Government Agency Debt Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0010 48990063.78 48990063.78 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313384P94 2549001DPIFGXC1TOL40 US313384P948 U.S. Government Agency Debt Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0010 42990683.19 42990683.19 0.0002 N N N 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 0.0011 58980530.00 58980530.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2X3 2549001DPIFGXC1TOL40 US3130AK2X30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0012 202988644.18 202988644.18 0.0010 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 0.0011 116959602.24 116959602.24 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 0.0011 501818998.88 501818998.88 0.0025 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 0.0011 166938256.76 166938256.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZP7 2549001DPIFGXC1TOL40 US3130AJZP71 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0011 117995114.80 117995114.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJXL8 2549001DPIFGXC1TOL40 US3130AJXL85 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0018 167952511.44 167952511.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-28 2020-09-28 N N N 0.0010 34000484.84 34000484.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2021-01-08 2021-01-08 N N N 0.0016 209966074.50 209966074.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-12-11 2020-12-11 N N N 0.0016 323962370.64 323962370.64 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-13 2021-01-13 2021-01-13 N N N 0.0017 245958118.50 245958118.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-14 2020-12-14 2020-12-14 N N N 0.0016 316966261.69 316966261.69 0.0016 N N N 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 66991290.00 66991290.00 0.0003 N N Y 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 82996607.79 82996607.79 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313384R76 2549001DPIFGXC1TOL40 US313384R761 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0011 67980884.52 67980884.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJYT0 2549001DPIFGXC1TOL40 US3130AJYT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0012 499987565.00 499987565.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJZT9 2549001DPIFGXC1TOL40 US3130AJZT93 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0012 100996813.45 100996813.45 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0013 284833275.00 284833275.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385BU9 2549001DPIFGXC1TOL40 US313385BU96 U.S. Government Agency Debt Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0013 154908205.90 154908205.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0013 67956290.96 67956290.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0012 135997838.96 135997838.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-14 2021-05-14 N N N 0.0014 274976693.75 274976693.75 0.0014 N N N 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 0.0005 136999201.29 136999201.29 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2021-02-11 2021-02-11 N N N 0.0023 124945847.50 124945847.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-20 2021-04-20 2021-04-20 N N N 0.0014 499958210.00 499958210.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0013 101992137.84 101992137.84 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-26 2021-02-26 N N N 0.0013 414512704.43 414512704.43 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-11-26 2021-11-26 N N N 0.0016 515884823.64 515884823.64 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-12 2021-02-12 2021-02-12 N N N 0.0019 328928452.37 328928452.37 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-12 2021-02-12 2021-02-12 N N N 0.0017 114985056.90 114985056.90 0.0006 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 0.0007 127996764.16 127996764.16 0.0006 N N Y 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0018 2999425.80 2999425.80 0.0000 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0019 163958345.64 163958345.64 0.0008 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0018 327933799.76 327933799.76 0.0017 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0019 37990348.38 37990348.38 0.0002 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 410991890.97 410991890.97 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 275965500.00 275965500.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJGG8 2549001DPIFGXC1TOL40 US3130AJGG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-02 2020-10-02 N N N 0.0010 23001071.11 23001071.11 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0015 47000000.00 47000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-25 2022-02-25 N N N 0.0017 117966145.80 117966145.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-23 2021-07-23 N N N 0.0014 311901157.15 311901157.15 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-06-11 2021-06-11 N N N 0.0014 22000908.38 22000908.38 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-04 2021-03-04 N N N 0.0013 1479154925.25 1479154925.25 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-22 2022-02-22 N N N 0.0017 286919519.46 286919519.46 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-28 2022-02-28 N N N 0.0017 344798758.05 344798758.05 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-07-08 2021-07-08 N N N 0.0014 216004136.40 216004136.40 0.0011 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 2020-09-24 2021-03-24 2021-03-24 N N N 0.0021 320801827.06 320801827.06 0.0016 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 2020-09-24 2021-03-24 2021-03-24 N N N 0.0019 40992191.55 40992191.55 0.0002 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 2020-09-27 2020-11-27 2020-11-27 N N N 0.0017 114994440.90 114994440.90 0.0006 N N N 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 0.0007 198989166.44 198989166.44 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 286975605.00 286975605.00 0.0014 N N Y 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 0.0013 209011789.69 209011789.69 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-11 2020-09-11 N N N 0.0009 53000984.21 53000984.21 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-12 2022-08-12 N N N 0.0018 299785153.30 299785153.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-04 2020-12-04 N N N 0.0011 24003264.24 24003264.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-05-26 2022-05-26 N N N 0.0015 339031052.40 339031052.40 0.0017 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 0.0010 296999664.39 296999664.39 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-11-09 2020-11-09 N N N 0.0013 48001908.00 48001908.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-11-09 2020-11-09 N N N 0.0013 160006360.00 160006360.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-09 2020-11-09 2020-11-09 N N N 0.0013 32001272.00 32001272.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-16 2020-11-16 2020-11-16 N N N 0.0017 255995261.44 255995261.44 0.0013 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 0.0007 1516205872.58 1516205872.58 0.0076 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 0.0007 228990649.93 228990649.93 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 0.0007 329984598.90 329984598.90 0.0017 N N Y 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0020 327938073.60 327938073.60 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 2020-09-26 2021-03-26 2021-03-26 N N N 0.0015 246015864.54 246015864.54 0.0012 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 0.0018 486973463.37 486973463.37 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJMM8 2549001DPIFGXC1TOL40 US3130AJMM87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0018 145992044.46 145992044.46 0.0007 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 0.0018 326984464.23 326984464.23 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJTA7 2549001DPIFGXC1TOL40 US3130AJTA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0021 162980021.09 162980021.09 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 0.0018 131983766.64 131983766.64 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 0.0018 164979683.55 164979683.55 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 0.0018 168479229.01 168479229.01 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJQW2 2549001DPIFGXC1TOL40 US3130AJQW24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-18 2020-09-18 N N N 0.0009 225007839.00 225007839.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJQA0 2549001DPIFGXC1TOL40 US3130AJQA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-15 2020-09-15 N N N 0.0010 263007619.11 263007619.11 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-23 2020-12-23 N N N 0.0011 15002739.90 15002739.90 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJH44 2549001DPIFGXC1TOL40 US3130AJH441 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-08 2020-10-08 N N N 0.0010 20001525.60 20001525.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-25 2021-01-25 N N N 0.0011 265059831.70 265059831.70 0.0013 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 0.0006 102998197.50 102998197.50 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJTT6 2549001DPIFGXC1TOL40 US3130AJTT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-12 2021-04-12 2021-04-12 N N N 0.0019 831397509.31 831397509.31 0.0042 N N N 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 0.0007 96997170.51 96997170.51 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 0.0017 113998723.20 113998723.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJVQ9 2549001DPIFGXC1TOL40 US3130AJVQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-23 2021-04-23 2021-04-23 N N N 0.0019 230970244.89 230970244.89 0.0012 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 0.0017 162998035.85 162998035.85 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-01 2020-10-01 N N N 0.0010 312920416.73 312920416.73 0.0016 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 0.0006 423993402.56 423993402.56 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-19 2021-03-19 2021-03-19 N N N 0.0016 113010770.03 113010770.03 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-19 2021-03-19 2021-03-19 N N N 0.0019 451297339.22 451297339.22 0.0023 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 2020-09-23 2021-02-23 2021-02-23 N N N 0.0020 40997023.40 40997023.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJMP1 2549001DPIFGXC1TOL40 US3130AJMP19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-15 2020-10-15 2020-10-15 N N N 0.0018 32998422.93 32998422.93 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 0.0018 161994295.98 161994295.98 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 0.0018 243991779.64 243991779.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0017 80997640.47 80997640.47 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-07 2020-10-07 N N N 0.0010 447941941.36 447941941.36 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-02-10 2022-02-10 N N N 0.0017 233960839.73 233960839.73 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-11 2020-12-11 N N N 0.0011 480108336.00 480108336.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-24 2020-11-24 2020-11-24 N N N 0.0019 582000058.20 582000058.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-10-16 2020-10-16 N N N 0.0010 581874615.85 581874615.85 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-11 2021-03-11 N N N 0.0013 723268970.46 723268970.46 0.0036 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 0.0022 225985025.24 225985025.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-10 2021-03-10 N N N 0.0013 249098698.62 249098698.62 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-01 2021-02-01 N N N 0.0017 31906886.25 31906886.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-07 2021-05-07 N N N 0.0013 319206217.55 319206217.55 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-11-12 2021-11-12 N N N 0.0015 329133827.35 329133827.35 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-09 2021-04-09 N N N 0.0013 462301783.02 462301783.02 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AJFP9 2549001DPIFGXC1TOL40 US3130AJFP91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-25 2020-09-25 N N N 0.0010 509362389.25 509362389.25 0.0026 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 0.0004 359999301.60 359999301.60 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 0.0005 488998097.79 488998097.79 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 0.0007 695481068.49 695481068.49 0.0035 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 0.0007 302986449.84 302986449.84 0.0015 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 147983720.00 147983720.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJFW4 2549001DPIFGXC1TOL40 US3130AJFW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-25 2020-09-25 N N N 0.0010 677091956.91 677091956.91 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-13 2021-04-13 N N N 0.0013 360272341.74 360272341.74 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-05-13 2021-05-13 N N N 0.0013 238190216.59 238190216.59 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-07 2021-04-07 N N N 0.0013 64068532.48 64068532.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-04-06 2021-04-06 N N N 0.0013 159179456.94 159179456.94 0.0008 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 224983125.00 224983125.00 0.0011 N N Y 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 0.0013 327015385.35 327015385.35 0.0016 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 0.0007 125995099.86 125995099.86 0.0006 N N Y 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 0.0019 63016067.52 63016067.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-03-25 2021-03-25 N N N 0.0013 1170451734.34 1170451734.34 0.0059 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 0.0017 111012828.27 111012828.27 0.0006 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 0.0021 83005449.78 83005449.78 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 0.0006 49999319.50 49999319.50 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 0.0021 331021733.46 331021733.46 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 0.0021 331020905.96 331020905.96 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 0.0007 258994965.04 258994965.04 0.0013 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-02-05 2021-02-05 N N N 0.0012 103889204.79 103889204.79 0.0005 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-14 2020-12-14 N N N 0.0011 328899996.71 328899996.71 0.0017 N N N N Freddie Mac Freddie Mac, 0.12% 3134GVA65 US3134GVA655 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-09-01 2023-06-01 N N N 0.0000 36000000.00 36000000.00 0.0002 N Y 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 0.0007 192993995.77 192993995.77 0.0010 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 0.0007 182993950.02 182993950.02 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 0.0007 91996422.12 91996422.12 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 0.0010 301947989.56 301947989.56 0.0015 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-18 2022-08-18 N N N 0.0019 255873692.16 255873692.16 0.0013 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-08-03 2022-08-03 N N N 0.0018 292770696.37 292770696.37 0.0015 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-07-29 2022-07-29 N N N 0.0018 205952292.46 205952292.46 0.0010 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-04-29 2022-04-29 N N N 0.0017 71025012.59 71025012.59 0.0004 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-12-10 2021-12-10 N N N 0.0015 518275669.12 518275669.12 0.0026 N N N N Freddie Mac Freddie Mac, 0.22% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-01-18 2022-01-18 N N N 0.0016 608493641.28 608493641.28 0.0031 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-04-18 2022-04-18 N N N 0.0017 555572049.60 555572049.60 0.0028 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-12-13 2021-12-13 N N N 0.0015 500623135.00 500623135.00 0.0025 N N N N Freddie Mac Freddie Mac, 0.26% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-09-02 2022-06-02 2022-06-02 N N N 0.0017 985101308.02 985101308.02 0.0050 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2022-03-11 2022-03-11 N N N 0.0016 500832775.00 500832775.00 0.0025 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-06-24 2021-06-24 N N N 0.0014 110180648.60 110180648.60 0.0006 N N N N Freddie Mac Freddie Mac, 0.38% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-10-22 2021-10-22 N N N 0.0015 602596899.07 602596899.07 0.0030 N N N N Freddie Mac Freddie Mac, 0.39% 3134GVHN1 US3134GVHN12 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-09-23 2021-09-23 N N N 0.0014 47623719.45 47623719.45 0.0002 N N N N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GEB313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-11-15 2050-05-15 1.25 - 3 227100700.00 234860104.72 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 228000000.00 228000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GFA892000 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 2044-08-15 0 - 6.75 593970500.00 627779564.19 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 615000000.00 615000000.00 0.0031 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 2020-09-17 2050-08-15 0 - 6.75 586174063.00 619969062.24 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 607000000.00 607000000.00 0.0031 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GEA470000 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 2047-11-15 0 - 7.125 570957936.00 621993440.18 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 608000000.00 608000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFA523000 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 2050-08-15 0 - 6.375 735494154.00 915929292.27 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-25 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 892750000.00 892750000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFB782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2050-08-15 0 - 4.375 557732046.00 631487049.04 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-30 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 616000000.00 616000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFA833000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2047-11-15 0.125 - 6.75 224096800.00 235910147.57 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 231000000.00 231000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEF916000 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 2048-05-15 0 - 7.625 781518515.00 973817049.23 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 949000000.00 949000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEJ462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2048-08-15 0 - 8.125 1316171900.00 1415285636.16 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 1386000000.00 1386000000.00 0.0070 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GEB876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2046-11-15 0 - 7.625 1187282401.00 1432550654.92 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 1402000000.00 1402000000.00 0.0071 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GED385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2050-08-15 0 - 7.625 1020802389.00 1157183551.46 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-10-09 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 1134000000.00 1134000000.00 0.0057 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 2050-08-15 0 - 8.125 890808835.00 933581283.85 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0014 912000000.00 912000000.00 0.0046 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 GFA531000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2028-11-15 0.125 - 3.125 202735300.00 219302753.27 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 215000000.00 215000000.00 0.0011 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 2048-05-15 0.125 - 3.625 139031500.00 155058975.86 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 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., 0.11% 2IGI19DL77OX0HC3ZE78 GEA355000 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 2048-05-15 0.125 - 3.125 191340100.00 201979666.34 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 198000000.00 198000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GEB972000 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 315840400.00 348372280.05 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 341000000.00 341000000.00 0.0017 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GEJ827000 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 2044-05-15 0.125 - 4.375 870810800.00 917007343.94 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 899000000.00 899000000.00 0.0045 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GFA290000 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 2044-05-15 0.25 - 4.25 612755200.00 682748458.41 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 669000000.00 669000000.00 0.0034 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GFA809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2050-02-15 0.125 - 3.375 638858700.00 682627929.46 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 669000000.00 669000000.00 0.0034 N N Y N Credit AG Credit AG, 0.08% 1VUV7VQFKUOQSJ21A208 GFA883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2028-02-15 0.125 - 2.75 254542900.00 268262982.86 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0008 263000000.00 263000000.00 0.0013 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GFA842000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2024-06-30 1.375 - 2 74315000.00 77520980.58 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-28 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 76000000.00 76000000.00 0.0004 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GFB684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-30 2030-02-15 1.375 - 2.875 332604000.00 350883908.01 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 N N N 0.0010 344000000.00 344000000.00 0.0017 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEG488000 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 2027-05-31 0.125 - 2.75 386293200.00 392718098.28 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 385000000.00 385000000.00 0.0019 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEJ510000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2030-08-15 0.375 - 2.875 377361700.00 392708490.06 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 385000000.00 385000000.00 0.0019 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 GEF369000 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 2021-08-12 0 - 0 636005200.00 635496934.99 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y CREDIT AG CIB (GOV REPO) 1.0000 8 N N/A N/A N N 0.0011 623000000.00 623000000.00 0.0031 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GFC056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-07 2037-02-15 0 - 4.75 1004084000.00 1103204115.08 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1082000000.00 1082000000.00 0.0055 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GFC105000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2026-05-15 1.375 - 2.75 608660000.00 626162249.40 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 614000000.00 614000000.00 0.0031 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.09% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2024-06-30 1.75 - 2 41852300.00 43860122.93 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 43000000.00 43000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.09% 549300H47WTHXPU08X20 GFC077000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-25 2030-02-15 0 - 2.875 1971037400.00 2123640065.87 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 2082000000.00 2082000000.00 0.0105 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-10-13 2040-05-15 0 - 2.125 32310200.00 32640665.98 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 32000000.00 32000000.00 0.0002 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-08-15 0.5 - 2.875 849040000.00 934985453.51 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 916000000.00 916000000.00 0.0046 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-17 2049-05-15 0 - 8 29639200.00 31620856.98 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 N N N 0.0009 31000000.00 31000000.00 0.0002 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2025-05-15 0 - 2.875 1221312900.00 1253583162.55 U.S. Treasuries (including strips) Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 1229000000.00 1229000000.00 0.0062 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-09-30 2024-12-31 0 - 2.75 599796000.00 620167836.45 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-25 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 608000000.00 608000000.00 0.0031 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 2021-01-19 2023-04-30 0 - 2.75 295801600.00 310089509.72 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 304000000.00 304000000.00 0.0015 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-02-15 2.375 - 6 280781900.00 298974752.09 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 293000000.00 293000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEH397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.625 - 6 146610600.00 158370105.08 U.S. Treasuries (including strips) Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0016 155000000.00 155000000.00 0.0008 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 2026-08-15 1.5 - 2.75 148234400.00 153080845.13 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 2026-08-15 1.5 - 6 141401100.00 154197815.42 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 2026-08-15 1.5 - 2.75 141433100.00 154219392.37 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 2023-11-15 2026-09-30 1.5 - 6 145319000.00 155272210.04 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 2026-02-15 2.625 - 6 151233900.00 155046308.35 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., 0.09% RB0PEZSDGCO3JS6CEU02 GFC072000 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 252300000.00 290996855.28 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 285000000.00 285000000.00 0.0014 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2026-08-31 1.375 - 2.5 539295000.00 573234942.15 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 562000000.00 562000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFA901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2026-11-30 1.375 - 2.125 144804400.00 154996928.91 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 152000000.00 152000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFB725000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2047-02-15 1.75 - 3 73709900.00 81827014.69 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 80000000.00 80000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFB726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2027-04-30 0.125 - 2 375679600.00 383410665.82 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 376000000.00 376000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2047-02-15 0.625 - 3 135898700.00 146066113.19 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 143000000.00 143000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFC051000 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 0.25 - 3 1725480100.00 1907972862.60 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1869000000.00 1869000000.00 0.0094 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2027-08-15 1.625 - 2.25 161021600.00 172368530.21 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 169000000.00 169000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GFA416000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2022-05-31 1.5 - 1.875 325701700.00 335580995.02 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 329000000.00 329000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GEJ495000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2047-02-15 1.125 - 3 361894300.00 383629018.13 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 376000000.00 376000000.00 0.0019 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEH420000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2026-02-15 1.375 - 2.875 585388800.00 630197728.07 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 618000000.00 618000000.00 0.0031 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 GEH421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2047-02-15 1.375 - 3 172999500.00 185786258.55 U.S. Treasuries (including strips) Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 182000000.00 182000000.00 0.0009 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GEI992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2050-08-15 0.625 - 6.25 261130100.00 317812193.15 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 311000000.00 311000000.00 0.0016 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 2020-11-30 2050-08-15 0.25 - 6.25 373926400.00 403964627.10 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-09-29 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 396000000.00 396000000.00 0.0020 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEC318000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 566100.00 667278.83 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 2 - 2.75 205936400.00 231924467.86 U.S. Treasuries (including strips) Y N/A N/A 2020-10-06 2020-10-06 2020-10-06 N N N 0.0015 228000000.00 228000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GED335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 97736800.00 107781048.69 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 299700.00 353265.26 U.S. Treasuries (including strips) Y N/A N/A 2020-10-07 2020-10-07 2020-10-07 N N N 0.0015 106000000.00 106000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEE399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 432300.00 509564.81 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 141070900.00 155568522.21 U.S. Treasuries (including strips) Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 153000000.00 153000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 1238300.00 1459620.87 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 141203400.00 155637895.90 U.S. Treasuries (including strips) Y N/A N/A 2020-11-13 2020-11-13 2020-11-13 N N N 0.0015 154000000.00 154000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 3927500.00 4629460.54 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 203023900.00 223901245.59 U.S. Treasuries (including strips) Y N/A N/A 2020-11-20 2020-11-20 2020-11-20 N N N 0.0015 224000000.00 224000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 99400.00 117165.72 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 2 - 2.75 141191100.00 156968641.04 U.S. Treasuries (including strips) Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 154000000.00 154000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 222200.00 261913.71 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 147594100.00 157849815.39 U.S. Treasuries (including strips) Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0016 155000000.00 155000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 186800.00 220186.69 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 113418100.00 125248681.43 U.S. Treasuries (including strips) Y N/A N/A 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 123000000.00 123000000.00 0.0006 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 69293000.00 73991013.51 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 424900.00 500842.21 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 Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GFC034000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2028-08-15 2 - 2.875 683416000.00 785218577.40 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 770000000.00 770000000.00 0.0039 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GEJ836000 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 2050-02-15 0 - 8.125 250553400.00 320505281.83 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 313000000.00 313000000.00 0.0016 N Y 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 2020-10-29 2050-02-15 0 - 5.375 256301900.00 307340508.72 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 Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.09%, dated 8/31/2020 due 09/01/2020 B4TYDEB6GKMZO031MB27 GFC192000_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 4757512829.00 1070535351.40 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1046742000.00 1046742000.00 0.0053 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 8/31/2020 due 09/01/2020 B4TYDEB6GKMZO031MB27 GFC237000_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 107686278.00 24231562.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 23693000.00 23693000.00 0.0001 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-09-20 2070-06-20 2.317 - 6 65588861.00 64348897.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2050-08-01 2 - 4.5 38297638.00 30129310.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 2050-09-01 1.5 - 5.5 45951798.00 44254277.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-10-05 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 136000000.00 136000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GEI543000 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 2049-03-01 2049-03-01 4 - 4 193003386.00 175445360.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 172000000.00 172000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 GEF063000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-04-20 2049-04-20 0.558 - 0.558 59152562.00 47383001.37 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-09-08 2020-09-08 2020-10-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 46000000.00 46000000.00 0.0002 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-06-01 3.5 - 3.5 50363434.00 52024132.86 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0013 51000000.00 51000000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GEJ463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2030-12-06 2030-12-06 4.1 - 4.1 1010000.00 1060614.69 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2050-08-20 2.5 - 5 68535571.00 71542235.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-15 2050-02-01 0 - 4 4421076.00 1745868.26 Agency Debentures and Agency Strips Federal Farm Credit Bank 2038-03-09 2040-01-06 3.03 - 3.46 122000.00 123631.66 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-06-15 2050-05-15 0 - 8.125 181688345.00 131656844.93 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2041-08-01 0 - 5.5 16198449.00 6205174.55 Agency Debentures and Agency Strips Y N/A N/A 2020-09-08 2020-09-08 2020-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 207000000.00 207000000.00 0.0010 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 8/31/2020 due 09/01/2020 VJW2DOOHGDT6PR0ZRO63 GFC192000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-09-29 2050-08-01 0.25 - 9 143265229.00 109352311.86 Agency Debentures and Agency Strips Federal Farm Credit Bank 2020-12-28 2050-02-03 0.155 - 3.5 81201244.00 82352734.82 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2020-09-02 2020-09-02 0 - 0 109337.00 109337.18 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-09-25 2050-09-01 0.25 - 9.5 347859373.00 322143397.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2050-08-20 2.5 - 9.5 64888184.00 37436104.47 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-09-08 2050-05-15 0 - 8.125 445919372.00 448679025.87 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-11 2025-03-14 0 - 5.75 114204130.00 115184943.05 Agency Debentures and Agency Strips Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1093374000.00 1093374000.00 0.0055 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.09%, dated 8/31/2020 due 09/01/2020 8NAV47T0Y26Q87Y0QP81 GFC192000_00431 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 2041-11-15 1.25 - 3.125 20683539.00 26553172.44 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2058-08-20 2070-07-20 0.872 - 5.237 61795136.00 59212813.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-08-01 2 - 2.5 436850619.00 453853396.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 2050-09-01 2 - 2.5 508065872.00 526509972.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0009 1045013000.00 1045013000.00 0.0053 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 8/31/2020 due 09/01/2020 E57ODZWZ7FF32TWEFA76 GFC192000_00276 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 2020-09-08 2050-08-15 0 - 8.125 192655299.00 210303480.25 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-01-05 2029-10-03 0.9 - 5.75 24761956.00 24834841.11 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-04 2036-07-15 0.1 - 5.625 19564404.00 21175768.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-24 2050-03-01 0 - 9 90319363.00 32489591.68 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-09-04 2057-09-01 0 - 10.5 63795180.00 39364554.15 Agency Mortgage-Backed Securities Resolution Funding Corp 2020-10-15 2030-04-15 0 - 8.625 9246632.00 8213116.30 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-10-15 2049-08-20 2.5 - 10 88988193.00 5388287.67 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 5.98 9023362.00 13761839.94 Agency Debentures and Agency Strips Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 348338000.00 348338000.00 0.0018 N Y Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2036-04-01 2044-09-15 0 - 5.98 312000.00 407935.75 Agency Debentures and Agency Strips Federal Farm Credit Bank 2020-10-26 2036-12-04 1.55 - 3.78 17006000.00 17419284.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-24 2039-10-01 0 - 6.75 1137646.00 1157937.54 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-04 2036-07-15 0 - 5.5 3590000.00 4572180.79 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2044-02-15 0.125 - 6.375 443933700.00 487372618.08 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-01-15 2063-11-20 3.355 - 9 4461288.00 1230950.56 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 4682000.00 4141080.52 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2056-08-01 0 - 8.5 12913853.00 10521274.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 516000000.00 516000000.00 0.0026 N Y Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-18 2038-03-12 1.125 - 5.625 8940000.00 9057556.10 Agency Debentures and Agency Strips Resolution Funding Corp 2020-10-15 2030-04-15 0 - 0 6912000.00 6151641.69 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2033-07-15 2065-09-15 0 - 4.7 362000.00 532504.14 Agency Debentures and Agency Strips Federal Farm Credit Bank 2020-09-04 2021-05-10 0.275 - 2.69 107000.00 107169.42 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2044-05-01 0 - 7.125 65444869.00 64901474.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-03-01 2049-10-01 0 - 6.75 876596.00 1182318.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-24 2027-01-31 0 - 2.375 5488700.00 5799240.84 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 86000000.00 86000000.00 0.0004 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-01-20 2.5 - 5.5 703000798.00 701760982.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2021-07-15 0.625 - 0.625 11000.00 12828.98 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 688000000.00 688000000.00 0.0035 N Y 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 2021-07-15 2021-07-15 0.625 - 0.625 1300300.00 1516501.56 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2048-10-01 1.5 - 6 517132918.00 166152162.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-09-25 2048-10-01 1.34 - 6.5 1510014089.00 614477947.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-01-20 2070-07-20 1.288 - 4.49 87248143.00 91068241.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-10-13 Y CITIGROUP INC 1.0000 8 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0015 856000000.00 856000000.00 0.0043 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.09%, dated 8/31/2020 due 09/01/2020 MBNUM2BPBDO7JBLYG310 GFC192000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-01-20 2050-07-20 2.5 - 5 1027092320.00 1065913594.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2021-07-15 0.625 - 0.625 2020.00 2356.28 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0009 1045013000.00 1045013000.00 0.0053 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.11% 7LTWFZYICNSX8D621K86 GFC060000 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 2047-02-15 2049-05-15 2.875 - 3 397045600.00 533541672.50 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0011 518000000.00 518000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-06-01 2050-01-01 2 - 6 886469546.00 351484748.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2050-08-01 2 - 6.5 1562958237.00 981658584.62 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1307000000.00 1307000000.00 0.0066 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 2037-02-01 2056-07-01 2.5 - 5 162835076.00 109160858.14 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., 0.15% K5HU16E3LMSVCCJJJ255 GEE341000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-04-01 2050-06-01 2 - 4.5 61670574.00 39030329.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-05-20 2033-05-20 4 - 4 62462.00 31022.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 2050-08-01 2 - 4.5 90951980.00 48666324.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-13 2020-10-13 2020-10-13 N N N 0.0015 86000000.00 86000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.15% K5HU16E3LMSVCCJJJ255 GEG909000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-03-15 2061-03-15 4.65 - 4.65 6430352.00 7508027.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-02-01 2048-02-01 3.5 - 3.5 1000.00 1091.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2050-08-01 2 - 4.5 293360305.00 220984209.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-10-19 2020-10-19 2020-10-19 N N N 0.0015 224000000.00 224000000.00 0.0011 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 8/31/2020 due 09/01/2020 7TK5RJIZDFROZCA6XF66 GFC192000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-08-01 2050-06-01 2 - 3 48474484.00 50511482.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-04-15 2050-08-20 2 - 3 109273680.00 114270496.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-31 2049-05-15 0.145 - 6.875 313408207.00 431183795.95 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 581582000.00 581582000.00 0.0029 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-01 2050-09-01 0 - 7 735005185.00 739239570.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2044-05-15 3.375 - 6.875 2500.00 3524.25 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-07-01 2050-09-01 1.5 - 7.5 728184730.00 718340592.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 1429000000.00 1429000000.00 0.0072 N Y Y N Natixis SA Natixis SA, 0.12% KX1WK48MPD4Y2NCUIZ63 GEI914000 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 2032-07-01 2050-03-01 2.5 - 4 10692643.00 10038307.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-07-20 2050-07-20 4 - 4 1110.00 1190.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 3.125 18440900.00 22253424.64 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-08-01 2.5 - 2.5 135018329.00 142270748.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-21 Y NATIXIS SA (GOV REPO) 1.0000 8 N N/A N/A N N 0.0012 171000000.00 171000000.00 0.0009 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 8/31/2020 due 09/01/2020 OXTKY6Q8X53C9ILVV871 GFC192000_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 2020-10-27 2040-08-15 0 - 8 185583927.00 222775947.96 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-15 2068-10-20 1.006 - 5 37859387.00 31083760.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-02-01 2050-08-01 1.5 - 4.5 31564102.00 28475835.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2050-08-01 1.5 - 5.799 159271764.00 122712509.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 397105000.00 397105000.00 0.0020 N Y Y N RBC Financial Group RBC Financial Group, 0.12% ES7IP3U3RHIGC71XBU11 GEG411000 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 2050-08-20 2.5 - 4 889502.00 945321.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-02-01 2050-08-01 2 - 9 313187963.00 119141241.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2059-08-01 1.74 - 8.5 930730472.00 483795875.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 8 N N/A N/A N N 0.0012 592000000.00 592000000.00 0.0030 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.09%, dated 8/31/2020 due 09/01/2020 ES7IP3U3RHIGC71XBU11 GFC192000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2051-04-15 0.521 - 7 1303672983.00 761519558.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2050-08-20 2.5 - 4.5 20184352.00 7754678.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 0.625 - 7 2461923340.00 1322895103.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 2049688000.00 2049688000.00 0.0103 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.09%, dated 8/31/2020 due 09/01/2020 O2RNE8IBXP4R0TD8PU41 GFC192000_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 2020-09-30 2045-02-15 0 - 4.375 166360969.00 177777384.38 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 174169000.00 174169000.00 0.0009 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.09%, dated 8/31/2020 due 09/01/2020 5U0XI89JRFVHWIBS4F54 GFC192000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2049-09-01 2.5 - 2.5 39256155.00 33919176.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-10-08 2024-09-30 0 - 2.875 139391533.00 145419067.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 2050-09-01 2 - 3 203380160.00 207245630.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2049-12-20 3 - 4.5 519738508.00 242837245.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 617078000.00 617078000.00 0.0031 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.09%, dated 8/31/2020 due 09/01/2020 5U0XI89JRFVHWIBS4F54 GFC192000_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 4077974421.00 2990699920.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 2926038000.00 2926038000.00 0.0147 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GEE925000 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 2047-10-01 2049-07-01 3.5 - 3.5 381652000.00 222860952.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-02-28 1.125 - 1.125 750000.00 753693.75 U.S. Treasuries (including strips) Y N/A N/A 2020-09-08 2020-09-08 2020-11-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 N N/A N/A N N 0.0017 219000000.00 219000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GDJ481000 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 2021-02-28 2021-05-31 1.125 - 2 6700000.00 6735785.36 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-07-01 3 - 3.5 202618000.00 121296146.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 N N/A N/A N N 0.0017 125246250.00 125246250.00 0.0006 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 156000000.00 96523940.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2021-04-30 1.125 - 2 18175000.00 18341685.81 U.S. Treasuries (including strips) Y N/A N/A 2020-09-02 2020-09-02 2020-09-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 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., 0.21% 5493006GGLR4BTEL8O61 GAH016000 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 2021-02-28 2021-05-31 1.125 - 2 43850000.00 44186417.41 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 264474000.00 161334353.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-08 2020-09-08 2020-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 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.), 0.10% SUVUFHICNZMP2WKHG940 GFC055000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2050-08-01 2.5 - 4 596609680.00 510876567.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3.5 - 3.5 150000000.00 98706932.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2050-08-01 2.5 - 4.5 295693240.00 245178875.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0010 838000000.00 838000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 8/31/2020 due 09/01/2020 VYVVCKR63DVZZN70PB21 GFC192000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2050-09-01 2.5 - 5 22675329.00 23975166.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 23505000.00 23505000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.09% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-10-20 2050-08-20 2.5 - 4.5 333971241.00 350884386.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0009 344000000.00 344000000.00 0.0017 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2038-11-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 15900000.00 15900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2038-11-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 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., 0.10% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2037-11-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 12200000.00 12200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2033-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 6500000.00 6500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2031-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 8200000.00 8200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2041-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 22340000.00 22340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2041-05-15 Y FANNIE MAE 1.0000 8 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 29200000.00 29200000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2038-01-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 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., 0.10% (Grand Promenade Proj.) LOC Freddie Mac VRDN 544393AY7 Variable Rate Demand Note Y N/A N/A 2020-09-08 2020-09-08 2032-04-01 Y FREDDIE MAC 1.0000 8 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 41100000.00 41100000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0010 614000000.00 614000000.00 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 GFC147000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-09-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0008 163000000.00 163000000.00 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, 0.09% U7M81AY481YLIOR75625 GFC179000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0009 184000000.00 184000000.00 0.0009 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, 0.09% U7M81AY481YLIOR75625 GFC171000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-09-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0009 411000000.00 411000000.00 0.0021 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., 0.16% 5493006GGLR4BTEL8O61 GFB672000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-09-08 2020-09-08 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 N N/A N/A N N 0.0016 103000000.00 103000000.00 0.0005 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 2020-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer