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Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828S76 254900HROIFWPRGM1V77 US912828S760 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0014 152120703.88 152120703.88 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0017 121879687.20 121879687.20 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0015 375781250.00 375781250.00 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0016 417403673.92 417403673.92 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0014 282296873.60 282296873.60 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 328986560.88 328986560.88 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 161800000.00 161800000.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.16% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-07-31 2022-07-31 N N N 0.0016 1114950772.75 1114950772.75 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0060 292256145.32 292256145.32 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-11-02 2022-01-31 2022-01-31 N N N 0.0013 311461732.37 311461732.37 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-10-31 2021-10-31 N N N 0.0011 1284635029.65 1284635029.65 0.0062 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0044 49027847.68 49027847.68 0.0002 N Y Y N Fannie Mae Fannie Mae, 0.10% 3136G4VN0 B1V7KEBTPIMZEU4LTD58 US3136G4VN05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2023-05-05 N N N 0.0025 21410734.36 21410734.36 0.0001 N N Y N Fannie Mae Fannie Mae, 0.13% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-29 2021-01-29 N N N 0.0011 335015701.45 335015701.45 0.0016 N N N N Fannie Mae Fannie Mae, 0.16% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-11 2020-12-11 N N N 0.0011 159009470.04 159009470.04 0.0008 N N N N Fannie Mae Fannie Mae, 0.17% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-04 2021-06-04 N N N 0.0013 259060321.10 259060321.10 0.0012 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-07 2021-09-07 N N N 0.0014 628269286.40 628269286.40 0.0030 N N N N Fannie Mae Fannie Mae, 0.21% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-07-29 2022-07-29 N N N 0.0019 140049550.20 140049550.20 0.0007 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-10 2021-09-10 N N N 0.0014 599465273.25 599465273.25 0.0029 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 642651732.72 642651732.72 0.0031 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 641894791.13 641894791.13 0.0031 N N N N Fannie Mae Fannie Mae, 0.26% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-09 2022-03-09 N N N 0.0016 300417888.00 300417888.00 0.0014 N N N N Fannie Mae Fannie Mae, 0.28% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-05 2021-04-05 N N N 0.0012 448309052.80 448309052.80 0.0021 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-05-19 2022-05-19 N N N 0.0016 335008898.93 335008898.93 0.0016 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-07-06 2022-07-06 N N N 0.0017 664022904.16 664022904.16 0.0032 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-24 2022-06-24 N N N 0.0016 486751922.52 486751922.52 0.0023 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-15 2022-06-15 N N N 0.0016 371657259.11 371657259.11 0.0018 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-17 2022-06-17 N N N 0.0016 500021133.64 500021133.64 0.0024 N N N N Fannie Mae Fannie Mae, 0.31% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-09 2022-05-09 N N N 0.0016 220497017.40 220497017.40 0.0011 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 235020185.83 235020185.83 0.0011 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-24 2021-03-24 N N N 0.0012 317078245.44 317078245.44 0.0015 N N N N Fannie Mae Fannie Mae, 0.36% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-04 2022-05-04 N N N 0.0016 246738974.16 246738974.16 0.0012 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-26 2021-04-26 N N N 0.0012 736689648.42 736689648.42 0.0035 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-06 2021-07-06 N N N 0.0013 476681280.27 476681280.27 0.0023 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-27 2021-10-27 N N N 0.0014 391876872.24 391876872.24 0.0019 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-04 2021-10-04 N N N 0.0014 914920539.83 914920539.83 0.0044 N N N N Fannie Mae Fannie Mae, 0.40% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-25 2021-10-25 N N N 0.0014 527330422.32 527330422.32 0.0025 N N N N Fannie Mae Fannie Mae, 0.44% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-23 2021-09-23 N N N 0.0014 1362658237.74 1362658237.74 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.00% 313312M98 US313312M987 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 32000000.00 32000000.00 0.0002 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2020-12-03 2020-12-03 N N N 0.0012 134997672.60 134997672.60 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-03-03 2021-03-03 N N N 0.0013 66997275.11 66997275.11 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 313313EK0 US313313EK01 U.S. Government Agency Debt Y N/A N/A 2021-04-16 2021-04-16 2021-04-16 N N N 0.0011 14992440.00 14992440.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-09-02 2021-09-02 N N N 0.0014 189505707.74 189505707.74 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 3133ELG73 US3133ELG734 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2021-01-05 2021-01-05 N N N 0.0011 74010564.24 74010564.24 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.25% 3133ELYT5 US3133ELYT51 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-07 2021-05-07 N N N 0.0012 126082688.76 126082688.76 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.32% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-20 2021-04-20 N N N 0.0012 150140013.00 150140013.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.35% 3133ELVK7 US3133ELVK79 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-30 2020-12-30 N N N 0.0012 157961285.73 157961285.73 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.39% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-27 2021-04-27 N N N 0.0012 156204425.52 156204425.52 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.71% 3133ELSY1 US3133ELSY11 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0011 65139894.95 65139894.95 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0006 159999470.40 159999470.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 48998802.44 48998802.44 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0008 34998394.55 34998394.55 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0007 106997301.46 106997301.46 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313384P94 2549001DPIFGXC1TOL40 US313384P948 U.S. Government Agency Debt Y N/A N/A 2020-11-18 2020-11-18 2020-11-18 N N N 0.0007 42998470.92 42998470.92 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313384R27 2549001DPIFGXC1TOL40 US313384R274 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0007 39997777.60 39997777.60 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384R76 2549001DPIFGXC1TOL40 US313384R761 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0008 141989350.00 141989350.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384R92 2549001DPIFGXC1TOL40 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0008 220982320.00 220982320.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384S67 2549001DPIFGXC1TOL40 US313384S678 U.S. Government Agency Debt Y N/A N/A 2020-12-09 2020-12-09 2020-12-09 N N N 0.0008 148986217.50 148986217.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313384S83 2549001DPIFGXC1TOL40 US313384S835 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0008 874914687.50 874914687.50 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHWW9 2549001DPIFGXC1TOL40 US3130AHWW93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0010 627995239.76 627995239.76 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T58 2549001DPIFGXC1TOL40 US313384T585 U.S. Government Agency Debt Y N/A N/A 2020-12-16 2020-12-16 2020-12-16 N N N 0.0009 603933560.00 603933560.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0009 58993215.00 58993215.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U49 2549001DPIFGXC1TOL40 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0009 116985082.50 116985082.50 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384U98 2549001DPIFGXC1TOL40 US313384U989 U.S. Government Agency Debt Y N/A N/A 2020-12-28 2020-12-28 2020-12-28 N N N 0.0009 501929720.00 501929720.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313384V48 2549001DPIFGXC1TOL40 US313384V482 U.S. Government Agency Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0009 166975367.50 166975367.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AF3 2549001DPIFGXC1TOL40 US313385AF39 U.S. Government Agency Debt Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 N N N 0.0010 149972916.00 149972916.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AH9 2549001DPIFGXC1TOL40 US313385AH94 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0010 436918669.93 436918669.93 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AN6 2549001DPIFGXC1TOL40 US313385AN62 U.S. Government Agency Debt Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0010 499900000.00 499900000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AQ9 2549001DPIFGXC1TOL40 US313385AQ93 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0010 555885708.64 555885708.64 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AV8 2549001DPIFGXC1TOL40 US313385AV88 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0010 61986394.72 61986394.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385AX4 2549001DPIFGXC1TOL40 US313385AX45 U.S. Government Agency Debt Y N/A N/A 2021-01-22 2021-01-22 2021-01-22 N N N 0.0010 51988300.00 51988300.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BD7 2549001DPIFGXC1TOL40 US313385BD71 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 26993474.91 26993474.91 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 U.S. Government Agency Debt Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0010 387905328.00 387905328.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0010 284920832.70 284920832.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385BU9 2549001DPIFGXC1TOL40 US313385BU96 U.S. Government Agency Debt Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0010 154956083.85 154956083.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0010 67978089.04 67978089.04 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEL6 2549001DPIFGXC1TOL40 US3130AKEL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0013 87994354.80 87994354.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHJB0 2549001DPIFGXC1TOL40 US3130AHJB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0012 68999939.28 68999939.28 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2021-01-08 2021-01-08 N N N 0.0011 210000000.00 210000000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-11 2020-12-11 2020-12-11 N N N 0.0015 323985322.80 323985322.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-13 2021-01-13 2021-01-13 N N N 0.0015 245977638.60 245977638.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-14 2020-12-14 2020-12-14 N N N 0.0015 316986239.03 316986239.03 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK2X3 2549001DPIFGXC1TOL40 US3130AK2X30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0009 203001989.40 203001989.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZP7 2549001DPIFGXC1TOL40 US3130AJZP71 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0009 118002217.22 118002217.22 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKD52 2549001DPIFGXC1TOL40 US3130AKD521 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0012 173990978.10 173990978.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJXL8 2549001DPIFGXC1TOL40 US3130AJXL85 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0016 167979436.80 167979436.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEE2 2549001DPIFGXC1TOL40 US3130AKEE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0012 87996193.12 87996193.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKCA2 2549001DPIFGXC1TOL40 US3130AKCA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0013 86993844.75 86993844.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0014 51993329.96 51993329.96 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKE69 2549001DPIFGXC1TOL40 US3130AKE693 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0011 577972336.92 577972336.92 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBE5 2549001DPIFGXC1TOL40 US3130AKBE53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0013 34996071.95 34996071.95 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385DL7 2549001DPIFGXC1TOL40 US313385DL79 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0011 264885019.15 264885019.15 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0011 91959520.00 91959520.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EC6 2549001DPIFGXC1TOL40 US313385EC61 U.S. Government Agency Debt Y N/A N/A 2021-04-09 2021-04-09 2021-04-09 N N N 0.0011 16991792.74 16991792.74 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385EZ5 2549001DPIFGXC1TOL40 US313385EZ56 U.S. Government Agency Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0011 51971556.00 51971556.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0014 46545793.68 46545793.68 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-11 2021-02-11 2021-02-11 N N N 0.0016 124983475.00 124983475.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 328955825.17 328955825.17 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-12 2021-02-12 2021-02-12 N N N 0.0016 114984721.10 114984721.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-20 2021-04-20 2021-04-20 N N N 0.0013 499968115.00 499968115.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2021-03-24 2021-03-24 N N N 0.0015 40994537.16 40994537.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2021-03-24 2021-03-24 N N N 0.0017 320831314.56 320831314.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 163970622.68 163970622.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 2999595.03 2999595.03 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0016 37993193.06 37993193.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0015 327953089.44 327953089.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3B0 2549001DPIFGXC1TOL40 US3130AK3B01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 89000303.49 89000303.49 0.0004 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 0.0009 500012310.00 500012310.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK7M2 2549001DPIFGXC1TOL40 US3130AK7M20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0014 424975235.25 424975235.25 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK6P6 2549001DPIFGXC1TOL40 US3130AK6P69 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-25 2021-01-25 2021-01-25 N N N 0.0014 58997537.34 58997537.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJZT9 2549001DPIFGXC1TOL40 US3130AJZT93 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 101002728.01 101002728.01 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD78 2549001DPIFGXC1TOL40 US3130AKD786 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0013 60994932.73 60994932.73 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3P9 2549001DPIFGXC1TOL40 US3130AK3P96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 135994938.08 135994938.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 313382K69 2549001DPIFGXC1TOL40 US313382K695 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0016 7141283.73 7141283.73 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKAV8 2549001DPIFGXC1TOL40 US3130AKAV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-24 2021-03-24 2021-03-24 N N N 0.0015 51992546.84 51992546.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKD94 2549001DPIFGXC1TOL40 US3130AKD943 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-19 2021-04-19 2021-04-19 N N N 0.0015 86986863.87 86986863.87 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0015 418440924.54 418440924.54 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A1W95 2549001DPIFGXC1TOL40 US3130A1W958 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0016 19244097.75 19244097.75 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKBD7 2549001DPIFGXC1TOL40 US3130AKBD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0014 86984928.12 86984928.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKB47 2549001DPIFGXC1TOL40 US3130AKB475 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0015 307937143.36 307937143.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 339918228.84 339918228.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-19 2021-02-19 N N N 0.0011 906946523.97 906946523.97 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-15 2021-04-15 N N N 0.0012 258012657.48 258012657.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-21 2021-05-21 N N N 0.0014 87992215.52 87992215.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-23 2021-04-23 N N N 0.0012 34001650.36 34001650.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-30 2021-04-30 N N N 0.0015 102989788.58 102989788.58 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0011 370019965.20 370019965.20 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-02 2021-03-02 N N N 0.0011 169008847.15 169008847.15 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-09 2021-02-09 N N N 0.0011 203010344.88 203010344.88 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-16 2021-04-16 N N N 0.0015 254979069.60 254979069.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-25 2021-02-25 N N N 0.0011 118406159.17 118406159.17 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0011 678934732.52 678934732.52 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJVQ9 2549001DPIFGXC1TOL40 US3130AJVQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2021-04-23 2021-04-23 N N N 0.0015 230978064.24 230978064.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK4X1 2549001DPIFGXC1TOL40 US3130AK4X12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0015 483944557.80 483944557.80 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0012 204010530.48 204010530.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0015 84993076.75 84993076.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZU6 2549001DPIFGXC1TOL40 US3130AJZU66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0013 101996013.84 101996013.84 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAD8 2549001DPIFGXC1TOL40 US3130AKAD89 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0015 103979698.16 103979698.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAH9 2549001DPIFGXC1TOL40 US3130AKAH93 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0015 290937961.71 290937961.71 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAE6 2549001DPIFGXC1TOL40 US3130AKAE62 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0015 245951328.90 245951328.90 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAK2 2549001DPIFGXC1TOL40 US3130AKAK23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0015 68985803.25 68985803.25 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-16 2021-11-16 N N N 0.0016 165965080.24 165965080.24 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0017 327956323.52 327956323.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-26 2021-03-26 2021-03-26 N N N 0.0014 246001350.54 246001350.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0015 114998402.65 114998402.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK5T9 2549001DPIFGXC1TOL40 US3130AK5T90 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0016 84987777.85 84987777.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4L7 2549001DPIFGXC1TOL40 US3130AK4L73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0013 63994357.76 63994357.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK7L4 2549001DPIFGXC1TOL40 US3130AK7L47 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0015 68989690.02 68989690.02 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-14 2021-05-14 N N N 0.0012 275033932.25 275033932.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 48000196.32 48000196.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 160000654.40 160000654.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-09 2020-11-09 2020-11-09 N N N 0.0013 32000130.88 32000130.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJTT6 2549001DPIFGXC1TOL40 US3130AJTT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-12 2021-04-12 2021-04-12 N N N 0.0017 831426121.23 831426121.23 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-16 2020-11-16 2020-11-16 N N N 0.0015 255999114.24 255999114.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2021-02-23 2021-02-23 N N N 0.0013 41001736.35 41001736.35 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-24 2020-11-24 2020-11-24 N N N 0.0015 582000011.64 582000011.64 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJVH9 2549001DPIFGXC1TOL40 US3130AJVH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0011 209016398.14 209016398.14 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-26 2021-02-26 N N N 0.0015 414513069.19 414513069.19 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-28 2022-04-28 N N N 0.0018 198940224.38 198940224.38 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-14 2022-04-14 N N N 0.0018 304920120.50 304920120.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-26 2021-11-26 N N N 0.0015 516077838.60 516077838.60 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 0.0015 146000569.40 146000569.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJML0 2549001DPIFGXC1TOL40 US3130AJML05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-23 2020-11-23 2020-11-23 N N N 0.0015 487001899.30 487001899.30 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJT90 2549001DPIFGXC1TOL40 US3130AJT909 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-27 2020-11-27 2020-11-27 N N N 0.0015 327002259.57 327002259.57 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJTA7 2549001DPIFGXC1TOL40 US3130AJTA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0018 162997422.97 162997422.97 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 0.0016 131996821.44 131996821.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJUB3 2549001DPIFGXC1TOL40 US3130AJUB31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0016 164995868.40 164995868.40 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 0.0016 168495704.94 168495704.94 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-23 2021-07-23 N N N 0.0015 311934988.94 311934988.94 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-07-08 2021-07-08 N N N 0.0013 216054993.60 216054993.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-25 2022-03-25 N N N 0.0016 52007121.92 52007121.92 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-28 2022-02-28 N N N 0.0015 344977430.05 344977430.05 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-04 2021-03-04 N N N 0.0012 1479280226.13 1479280226.13 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-25 2022-02-25 N N N 0.0015 118026435.54 118026435.54 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-11 2021-06-11 N N N 0.0012 22005370.86 22005370.86 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-22 2022-02-22 N N N 0.0015 287065473.31 287065473.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-03-30 2022-03-30 N N N 0.0019 51985175.84 51985175.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0018 451304158.67 451304158.67 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-19 2021-03-19 2021-03-19 N N N 0.0017 113000499.46 113000499.46 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-05-26 2022-05-26 N N N 0.0016 339106917.21 339106917.21 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-12 2022-08-12 N N N 0.0018 299899772.08 299899772.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS34 2549001DPIFGXC1TOL40 US3130AJS349 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0015 244000202.52 244000202.52 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJS83 2549001DPIFGXC1TOL40 US3130AJS836 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0015 81000119.07 81000119.07 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0011 24001638.72 24001638.72 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-01-25 2021-01-25 N N N 0.0011 265048924.30 265048924.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-15 2022-09-15 N N N 0.0018 172767097.07 172767097.07 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-16 2022-09-16 N N N 0.0018 139013006.23 139013006.23 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-23 2020-12-23 N N N 0.0011 15001712.10 15001712.10 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJRA9 2549001DPIFGXC1TOL40 US3130AJRA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0020 226001159.38 226001159.38 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-02-10 2022-02-10 N N N 0.0015 234060326.76 234060326.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJPV5 2549001DPIFGXC1TOL40 US3130AJPV59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-12-11 2020-12-11 N N N 0.0011 480054096.00 480054096.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-01 2021-02-01 2021-02-01 N N N 0.0017 31904086.39 31904086.39 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-11 2021-03-11 N N N 0.0012 723270980.40 723270980.40 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-10 2021-03-10 N N N 0.0012 249097154.82 249097154.82 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-07 2021-05-07 N N N 0.0012 319211701.16 319211701.16 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-09 2021-04-09 N N N 0.0012 462287396.34 462287396.34 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-11-12 2021-11-12 N N N 0.0014 329193511.13 329193511.13 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-13 2021-04-13 N N N 0.0012 360225777.88 360225777.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-05-13 2021-05-13 N N N 0.0012 238163985.74 238163985.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-07 2021-04-07 N N N 0.0012 64058744.96 64058744.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-04-06 2021-04-06 N N N 0.0012 159151943.58 159151943.58 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-03-25 2021-03-25 N N N 0.0012 1170175184.01 1170175184.01 0.0056 N N N N Freddie Mac Freddie Mac, 0.00% 313396M91 S6XOOCT0IEG5ABCC6L87 US313396M915 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0000 302000000.00 302000000.00 0.0014 N Y Y N Freddie Mac Freddie Mac, 0.12% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-02-05 2021-02-05 N N N 0.0012 103901043.16 103901043.16 0.0005 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-08-18 2022-08-18 N N N 0.0017 256038458.88 256038458.88 0.0012 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-08-03 2022-08-03 N N N 0.0017 292955653.93 292955653.93 0.0014 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-07-29 2022-07-29 N N N 0.0017 206076506.34 206076506.34 0.0010 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWQ25 US3134GWQ253 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-09-09 2022-09-09 N N N 0.0018 328943138.52 328943138.52 0.0016 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-11-03 2022-04-29 2022-04-29 N N N 0.0016 71051798.05 71051798.05 0.0003 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-10 2021-12-10 N N N 0.0015 518375178.43 518375178.43 0.0025 N N N N Freddie Mac Freddie Mac, 0.24% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-01-18 2022-01-18 N N N 0.0015 608620530.88 608620530.88 0.0029 N N N N Freddie Mac Freddie Mac, 0.25% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-04-18 2022-04-18 N N N 0.0016 555732133.80 555732133.80 0.0027 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-12-13 2021-12-13 N N N 0.0015 500685830.00 500685830.00 0.0024 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-06-02 2022-06-02 N N N 0.0016 985421253.43 985421253.43 0.0047 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2022-03-11 2022-03-11 N N N 0.0016 500912165.00 500912165.00 0.0024 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-06-24 2021-06-24 N N N 0.0013 110166230.90 110166230.90 0.0005 N N N N Freddie Mac Freddie Mac, 0.40% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-10-22 2021-10-22 N N N 0.0014 602516611.48 602516611.48 0.0029 N N N N Freddie Mac Freddie Mac, 0.41% 3134GVHN1 US3134GVHN12 U.S. Government Agency Debt Y N/A N/A 2020-11-02 2021-09-23 2021-09-23 N N N 0.0014 47615556.10 47615556.10 0.0002 N N N N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GHI484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2042-08-15 2.75 - 2.75 99596300.00 124630960.21 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 121000000.00 121000000.00 0.0006 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGH880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-15 2047-02-15 1.625 - 3 603282200.00 682284931.10 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 667000000.00 667000000.00 0.0032 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GHG767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2042-11-15 2.375 - 2.75 585671700.00 657595004.02 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 643000000.00 643000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGG629000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 8.125 1488927673.00 1668881818.91 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 1633000000.00 1633000000.00 0.0078 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GFC209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2050-08-15 0 - 8.125 585681238.00 627390291.21 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 614000000.00 614000000.00 0.0029 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGH910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2048-02-15 0 - 4.625 806282136.00 967606277.59 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 948000000.00 948000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHB625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 7.625 294817665.00 325399278.04 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 319000000.00 319000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHC308000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 6.75 497370700.00 540957584.31 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 530000000.00 530000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2046-02-15 0.214 - 4.375 306997520.00 328561087.62 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 322000000.00 322000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHE063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2050-08-15 0 - 6.875 491834300.00 562823324.37 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 550000000.00 550000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 6.75 570939040.00 658717199.29 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 643000000.00 643000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 6.75 560537614.00 629413403.72 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 615000000.00 615000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2048-08-15 0 - 7.5 184187226.00 246608344.87 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 241000000.00 241000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHH361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-08-15 0 - 7.625 1598067688.00 1674662837.57 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1641000000.00 1641000000.00 0.0079 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GGJ011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2045-08-15 0 - 6.75 201575970.00 241882037.16 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 237000000.00 237000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2050-02-15 0 - 6.25 313343600.00 328443105.71 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 322000000.00 322000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHB388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-08-15 0 - 7.5 1062809591.00 1309739000.54 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1277000000.00 1277000000.00 0.0061 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGH909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-27 2050-02-15 0 - 6.375 492689180.00 511083163.19 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 501000000.00 501000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-10 2050-08-15 0 - 6.75 480993891.00 569819866.15 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 556000000.00 556000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GGJ013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-10 2050-02-15 0 - 4.375 237202460.00 241758512.20 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 237000000.00 237000000.00 0.0011 N N Y N BofA Securities, Inc. BofA Securities, Inc., 0.13% 549300HN4UKV1E2R3U73 GGI563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2023-06-15 0 - 0.25 160088000.00 160155070.01 U.S. Treasuries (including strips) Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0013 157000000.00 157000000.00 0.0008 N N N Y Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GHI422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2044-05-15 0.125 - 4.375 2293702300.00 2457571682.49 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 2407000000.00 2407000000.00 0.0115 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHG572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2040-05-15 0.125 - 3 894937200.00 916995343.89 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 899000000.00 899000000.00 0.0043 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHH204000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2044-05-15 0.125 - 4.375 602745700.00 688973420.84 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 674000000.00 674000000.00 0.0032 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GHH806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-31 2039-11-15 0.125 - 4.375 652579800.00 688507673.42 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 675000000.00 675000000.00 0.0032 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHD393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2049-11-15 2.125 - 4.25 349658600.00 432021334.12 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 420000000.00 420000000.00 0.0020 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHE464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2049-02-15 2.5 - 4.375 431518500.00 575219261.39 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 559000000.00 559000000.00 0.0027 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GHF637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2049-11-15 1.125 - 3 449382600.00 492092129.91 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-30 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 480000000.00 480000000.00 0.0023 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.09% 1VUV7VQFKUOQSJ21A208 GHI410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2048-05-15 0 - 5.25 1266289000.00 1376613634.63 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1349000000.00 1349000000.00 0.0065 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHG817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2025-08-15 0.125 - 2.125 319466000.00 328346530.17 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 322000000.00 322000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-15 2028-08-15 1.5 - 2.875 455867000.00 492501881.38 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0010 483000000.00 483000000.00 0.0023 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHH950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2027-05-15 1.625 - 2.5 299295000.00 328335194.51 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 322000000.00 322000000.00 0.0015 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GHI846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2048-08-15 2.125 - 3 131091000.00 166135855.19 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 161000000.00 161000000.00 0.0008 N N Y N DNB Bank ASA DNB Bank ASA, 0.09% 549300GKFG0RYRRQ1414 GHI472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2026-11-30 0.5 - 2.125 539577400.00 568144287.60 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 557000000.00 557000000.00 0.0027 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.09% 549300H47WTHXPU08X20 GHI417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2049-02-15 0 - 2.875 460491200.00 500820067.65 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 491000000.00 491000000.00 0.0024 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2028-02-15 0.625 - 2.75 1657210000.00 1725723081.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1692000000.00 1692000000.00 0.0081 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 2020-11-03 2045-08-15 0 - 2.875 29128800.00 32641037.33 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 N N N 0.0009 32000000.00 32000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2030-08-15 0 - 2.75 30434700.00 32640570.59 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0010 32000000.00 32000000.00 0.0002 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.09% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-24 2023-07-15 0 - 2.625 1308959600.00 1328049976.09 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0009 1302000000.00 1302000000.00 0.0062 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2024-02-29 2.125 - 2.625 626905700.00 645677938.96 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-23 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 633000000.00 633000000.00 0.0030 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2024-08-31 1.875 - 1.875 316427100.00 336611267.94 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-20 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 330000000.00 330000000.00 0.0016 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GHF671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-08-15 2.625 - 6.75 124587100.00 163148509.18 U.S. Treasuries (including strips) Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 160000000.00 160000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHA917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2022-11-15 1.625 - 1.75 156800500.00 162150514.01 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 159000000.00 159000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-02-15 2 - 6 152100300.00 163161465.26 U.S. Treasuries (including strips) Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 160000000.00 160000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GEG568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-08-15 1.5 - 6 282224900.00 298915848.44 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 0.0014 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 2023-11-15 2026-09-30 1.5 - 6 147958600.00 158095719.80 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 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.16% H7FNTJ4851HG0EXQ1Z70 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-02-15 2 - 6 30218000.00 31621825.80 U.S. Treasuries (including strips) Y N/A N/A 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 31000000.00 31000000.00 0.0001 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.09% RB0PEZSDGCO3JS6CEU02 GHI479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 301601000.00 346011337.49 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 339000000.00 339000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHI412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2050-05-15 0.125 - 2.25 1333206300.00 1398388022.20 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1371000000.00 1371000000.00 0.0066 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2046-05-15 1.75 - 2.5 406473100.00 440510338.48 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 432000000.00 432000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GHH406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2048-05-15 0.5 - 3.125 857738800.00 886118975.74 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 869000000.00 869000000.00 0.0042 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHG756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2046-05-15 1.25 - 2.5 364695300.00 385449882.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 378000000.00 378000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2048-05-15 1.375 - 3.125 515328000.00 547598354.83 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 537000000.00 537000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHH407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2046-05-15 0.625 - 2.5 547459600.00 577148744.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 566000000.00 566000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHF658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-11-15 1.625 - 2.5 385871800.00 398709034.20 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 391000000.00 391000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GHE013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2046-05-15 0.25 - 2.75 559713300.00 571045019.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 560000000.00 560000000.00 0.0027 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGH851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-08-15 0 - 8 307812600.00 344144305.16 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 337000000.00 337000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2050-08-15 0.125 - 6.25 299699700.00 326825458.95 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 320000000.00 320000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHC789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 8 143967200.00 180913174.23 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 176000000.00 176000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHD383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 8 325409600.00 343034518.41 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 336000000.00 336000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GGI415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2050-08-15 0 - 8 214659800.00 242841626.97 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 238000000.00 238000000.00 0.0011 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GHE466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2050-02-15 0 - 8 297210100.00 331976512.34 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 325000000.00 325000000.00 0.0016 N N Y N Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFA381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 143068400.00 157122591.96 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 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GEJ882000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 207711300.00 228542967.70 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 2025-06-30 2027-05-15 2 - 2.75 141733400.00 157123967.27 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 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GFC600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-08-15 1.5 - 2.75 72736100.00 77539110.70 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0015 76000000.00 76000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2027-05-15 2 - 2.375 219639900.00 242784390.16 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0015 238000000.00 238000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GGI928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 102131900.00 112210833.53 U.S. Treasuries (including strips) Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 110000000.00 110000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GHA900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 147623300.00 162191573.26 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 159000000.00 159000000.00 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 2025-06-30 2026-08-15 1.5 - 2.75 148394300.00 158151382.64 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 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.16% 5493007VSMFZCPV1NB83 GEH352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2026-11-15 2 - 2.75 114057400.00 125500226.03 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 RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHE410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-02-15 0.25 - 3.875 301041300.00 327166502.01 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0010 320000000.00 320000000.00 0.0015 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GHI414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2023-08-15 1.625 - 2.5 747505000.00 785245575.62 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 770000000.00 770000000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHG606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-10 2050-08-15 0 - 7.875 626517600.00 658350230.44 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0009 643000000.00 643000000.00 0.0031 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GHH828000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2050-02-15 0 - 8 308320000.00 325727545.60 U.S. Treasuries (including strips) Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 319000000.00 319000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGI910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2048-08-15 0 - 8.125 289540600.00 319480254.03 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0012 313000000.00 313000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.12% O2RNE8IBXP4R0TD8PU41 GGJ456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2050-02-15 0 - 8.125 288681600.00 322149720.05 U.S. Treasuries (including strips) Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 314000000.00 314000000.00 0.0015 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.13% 5493006GGLR4BTEL8O61 GHC857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2044-02-15 1.375 - 3.625 109229000.00 154537251.61 U.S. Treasuries (including strips) Y N/A N/A 2020-11-04 2020-11-04 2020-11-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0013 150000000.00 150000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.09% SUVUFHICNZMP2WKHG940 GHI434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.5 - 1.5 30170100.00 30583979.10 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 29984000.00 29984000.00 0.0001 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GHI497000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-10-01 2040-10-01 2.5 - 2.5 489336.00 511385.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 2047-01-01 3 - 3 5349648.00 3332185.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2027-03-31 0.125 - 2.75 350711300.00 358259486.76 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 355000000.00 355000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.09%, dated 10/30/2020 due 11/02/2020 B4TYDEB6GKMZO031MB27 GHI877000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2049-08-20 3 - 5.25 4422683963.00 1184594768.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1158645000.00 1158645000.00 0.0056 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GGG351000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2050-06-20 3 - 3 172282773.00 178515370.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 175000000.00 175000000.00 0.0008 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-01-20 2021-01-20 0 - 0 2402000.00 2401380.28 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-12-20 2054-05-15 2.49 - 5.5 34967158.00 37006733.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-29 2021-04-29 0 - 0 56386800.00 56357817.18 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 2050-10-01 2.5 - 4 212835.00 217764.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2050-10-01 1.5 - 4.5 10525392.00 9095952.85 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 3 N N/A N/A N N 0.0011 103000000.00 103000000.00 0.0005 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.11% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-10-01 2050-11-01 1.37 - 4 75263784.00 63787934.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-03-01 2050-10-01 2 - 3.5 19622328.00 20201477.68 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-01-20 2021-01-20 0 - 0 1442000.00 1441627.96 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-05-20 2055-07-15 2.5 - 5 54026359.00 58397309.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-12 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 141000000.00 141000000.00 0.0007 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-08-01 2050-10-01 2 - 2.5 265458.00 276197.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2050-10-01 2.5 - 2.5 5335064.00 5578465.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2023-09-15 0.125 - 0.125 88383500.00 88227844.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2054-05-15 2.5 - 4 46977538.00 48730847.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-07 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 140000000.00 140000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 3 - 3 51447071.00 52035779.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 51000000.00 51000000.00 0.0002 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.09%, dated 10/30/2020 due 11/02/2020 VJW2DOOHGDT6PR0ZRO63 GHI877000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-05 2050-08-15 0 - 8.125 595111844.00 599950580.11 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-03-17 2029-01-23 0.136 - 4.8 71685610.00 71829083.54 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 1463.00 1490.62 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-11-20 2025-10-15 0 - 3.5 211708670.00 212332747.21 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2050-10-20 2 - 9.5 55571215.00 26720744.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-25 2050-11-01 0.25 - 9.5 281457780.00 247093786.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-01 2050-10-01 0.125 - 8 107592571.00 85800963.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1219284000.00 1219284000.00 0.0058 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.09%, dated 10/30/2020 due 11/02/2020 8NAV47T0Y26Q87Y0QP81 GHI877000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2034-07-25 2034-07-25 4.107 - 4.107 829925.00 647994.06 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2024-12-31 0.25 - 1.75 32560004.00 34617944.72 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2050-10-20 2 - 4.5 1559055850.00 1142704161.47 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0009 1154864000.00 1154864000.00 0.0055 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.11% 549300HN4UKV1E2R3U73 GHE621000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 155341287.00 92552493.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-10-01 2050-10-01 2.5 - 2.5 83750394.00 87483558.51 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-25 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0011 176500000.00 176500000.00 0.0008 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 10/30/2020 due 11/02/2020 E57ODZWZ7FF32TWEFA76 GHI877000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 1.625 - 5.625 8254944.00 11520404.54 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2049-02-15 0.125 - 7.625 242714333.00 256475420.76 U.S. Treasuries (including strips) Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 18716647.00 16597941.69 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 20926.00 23233.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2050-03-01 0 - 9 90691921.00 34025007.53 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-12-15 2049-11-20 2.5 - 10 93018803.00 7951362.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 2057-09-01 0 - 10.5 58883602.00 22822257.03 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 8387571.00 12365040.82 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 354670000.00 354670000.00 0.0017 N Y Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 0 - 3.5 14000.00 15730.30 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-04 2029-10-03 0.3 - 2.07 180000.00 180032.16 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2049-02-15 0.25 - 3 74185800.00 87338934.39 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2036-04-01 0 - 5.5 106293.00 106700.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2029-09-15 0 - 2.375 254000.00 250582.42 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-12-15 2038-12-15 6 - 6 100000.00 12043.95 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-01-27 2036-07-15 1.5 - 5.5 35000.00 49023.21 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 2359000.00 2092201.82 Agency Debentures and Agency Strips Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 88000000.00 88000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-18 2029-06-08 1.375 - 3.375 445000.00 451710.38 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2049-02-15 0.125 - 5 496032100.00 522433814.76 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 0 - 0 204000.00 62765.50 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2031-09-01 0.25 - 8 17441060.00 14406870.76 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2036-08-01 2036-08-01 2.79 - 2.79 704000.00 817046.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-17 2026-02-19 0.375 - 2.75 4723000.00 4729768.74 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 125000.00 110862.75 Agency Debentures and Agency Strips Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 532000000.00 532000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2048-03-01 2 - 5.5 1176546563.00 591580394.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-08-01 2048-02-01 1.5 - 5.5 248863163.00 113940424.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2027-05-15 0.125 - 2.5 16352000.00 17837838.03 U.S. Treasuries (including strips) Y N/A N/A 2020-11-03 2020-11-03 2020-11-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 709000000.00 709000000.00 0.0034 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.13% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 58900.00 64512.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2050-10-01 2050-11-01 1.5 - 4.5 230325971.00 240206440.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2050-11-01 1.5 - 4 628435750.00 658414614.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-12-14 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0013 881000000.00 881000000.00 0.0042 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.09%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI877000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2021-08-15 0.125 - 2.25 14013099.00 14256031.73 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 309680867.00 329184888.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2022-10-01 2050-03-01 1.5 - 7 489001129.00 281627034.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-03-01 1.36 - 7 1143396579.00 639791912.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0009 1240045000.00 1240045000.00 0.0059 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.11%, dated 10/30/2020 due 11/02/2020 MBNUM2BPBDO7JBLYG310 GHI989000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2021-08-15 0.125 - 2.25 565543.00 575347.96 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2050-03-01 1.5 - 7 19735216.00 11365963.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2055-09-15 2 - 4 12498170.00 13285313.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2050-03-01 1.36 - 7 46145439.00 25820858.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0011 50046000.00 50046000.00 0.0002 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.09%, dated 10/30/2020 due 11/02/2020 1VUV7VQFKUOQSJ21A208 GHI877000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-10-20 2050-10-20 2 - 5 1323111808.00 644643814.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 631999000.00 631999000.00 0.0030 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GHI448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-11-15 2028-05-15 0 - 2.875 625890100.00 649745451.29 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 637000000.00 637000000.00 0.0031 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-17 2040-08-15 0 - 8.125 1253346300.00 1298507398.96 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-04-20 2050-10-20 2.5 - 5.5 97560927.00 49479785.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-01 2049-11-01 3 - 7.5 40125230.00 7189622.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2046-03-01 2.5 - 6.5 16713900.00 2453374.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1331000000.00 1331000000.00 0.0064 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.11% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-01-20 2050-09-20 2 - 6 274775505.00 277936696.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-25 2050-08-01 2 - 9.5 765904249.00 266095515.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2056-04-01 2 - 10 1477565024.00 536190695.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-19 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1059000000.00 1059000000.00 0.0051 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.09%, dated 10/30/2020 due 11/02/2020 CYYGQCGNHMHPSMRL3R97 GHI877000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-07-15 2050-09-20 2.5 - 4.5 254974656.00 150810083.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-10-01 2045-09-01 2.32 - 4.242 18850534.00 1179334.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2048-09-01 2.136 - 4.18 38603413.00 32194383.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 180571000.00 180571000.00 0.0009 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.09%, dated 10/30/2020 due 11/02/2020 ZBUT11V806EZRVTWT807 GHI877000_00267 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 2030-09-01 2057-01-01 1.99 - 5.5 406611543.00 368762982.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-08-01 2050-10-01 1.5 - 2.5 42980415.00 44982560.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-08-20 3 - 3 132382397.00 138806880.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 541714000.00 541714000.00 0.0026 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.09%, dated 10/30/2020 due 11/02/2020 ZOMOLU8CGIZRYZ7PFU34 GHI877000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-06-15 2049-06-20 3 - 5.5 950231581.00 87689389.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-03-04 2039-05-15 0 - 4.25 2441441.00 2814936.00 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2050-10-01 2 - 3.5 18513030.00 19324471.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2050-10-01 1.5 - 5.5 113343772.00 71054411.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 177335000.00 177335000.00 0.0009 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GGI912000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2050-06-01 2 - 3 93859804.00 89769076.19 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0014 88000000.00 88000000.00 0.0004 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHA882000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-05-01 2050-10-01 3 - 3.59 5932364.00 6270538.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-02-01 2050-11-01 2 - 5 252847535.00 227327629.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0014 229000000.00 229000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GHC151000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-06-01 2050-10-01 2 - 4.5 69671478.00 38025884.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2050-11-01 2 - 4.5 116616883.00 51740398.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-14 2020-12-14 2020-12-14 N N N 0.0014 88000000.00 88000000.00 0.0004 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.09%, dated 10/30/2020 due 11/02/2020 K5HU16E3LMSVCCJJJ255 GHI877000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 0 - 0 53666973.00 33268425.20 U.S. Treasuries (including strips) Resolution Funding Corp 2028-01-15 2030-04-15 0 - 0 64789234.00 59146983.02 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 90286000.00 90286000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.09%, dated 10/30/2020 due 11/02/2020 7TK5RJIZDFROZCA6XF66 GHI877000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 2050-10-01 2.5 - 3.5 76875297.00 80609298.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-10-20 2050-10-20 2.5 - 3 98508860.00 103574502.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 180571000.00 180571000.00 0.0009 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.09% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2050-11-01 1.5 - 6.5 1339882600.00 1291003581.27 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2035-04-30 2035-04-30 1.6 - 1.6 4450000.00 4485515.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-01 2050-11-01 1.5 - 5.5 190351162.00 186547783.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-11-19 2040-08-15 0 - 2.875 9600.00 11096.54 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-10-17 2029-10-17 2.19 - 2.19 2000000.00 2063157.67 Agency Debentures and Agency Strips Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1455000000.00 1455000000.00 0.0070 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.09%, dated 10/30/2020 due 11/02/2020 OXTKY6Q8X53C9ILVV871 GHI877000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-11-15 2050-11-01 1.5 - 9.5 3744448901.00 618428592.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2020-11-20 2070-03-20 1.5 - 10 2014439294.00 388312971.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 2056-05-01 2 - 5.5 566308606.00 581413797.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 1557002000.00 1557002000.00 0.0075 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.09%, dated 10/30/2020 due 11/02/2020 549300QJJX6CVVUXLE15 GHI877000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2050-10-01 2 - 5.5 996782808.00 361431311.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-06-15 2050-10-20 2.5 - 5 2420461143.00 1553342224.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2050-07-01 2 - 3 232759360.00 212437291.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2045-05-15 0.25 - 3 79310834.00 102139053.57 U.S. Treasuries (including strips) Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 2184887000.00 2184887000.00 0.0105 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GHH807000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-02-01 2050-09-01 2 - 9 288793926.00 139978810.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-06-20 2050-10-20 2.5 - 4 4665094.00 3986651.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2059-08-01 1.74 - 8.5 918720251.00 480320738.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 612000000.00 612000000.00 0.0029 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 10/30/2020 due 11/02/2020 ES7IP3U3RHIGC71XBU11 GHI877000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2059-08-01 1.74 - 7 2521488240.00 1354468818.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-10-20 1 - 3.5 9104155.00 9621578.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-11-01 1 - 7.604 1383136273.00 788861199.62 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 2109801000.00 2109801000.00 0.0101 N Y Y N Societe Generale Societe Generale, 0.10% O2RNE8IBXP4R0TD8PU41 GHI619000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-12-15 2050-10-20 1.5 - 8.5 111949937.00 57239330.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-06-01 2050-09-01 2.5 - 4.5 77405896.00 62489341.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-09-01 2050-09-01 2.5 - 2.5 2934261.00 3059151.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-11-03 2050-02-15 0 - 8.125 231769189.00 240214822.05 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-11-06 N N N 0.0010 355000000.00 355000000.00 0.0017 N N Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.09%, dated 10/30/2020 due 11/02/2020 5U0XI89JRFVHWIBS4F54 GHI877000_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 9929201162.00 6154314464.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 6033588000.00 6033588000.00 0.0289 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFG593000 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 2046-12-01 2046-12-01 3 - 3 141000000.00 85838645.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 237093000.00 123127967.40 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2021-05-31 1.375 - 2 15300000.00 15591944.10 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 220000000.00 220000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GFB672000 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 170248000.00 92499867.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-02-28 1.125 - 2 12550000.00 12643639.93 U.S. Treasuries (including strips) Y N/A N/A 2020-11-06 2020-11-06 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 103000000.00 103000000.00 0.0005 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 20550000.00 20850174.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-07-01 3 - 3.5 202618000.00 107056014.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 3 N N/A N/A N N 0.0017 125246250.00 125246250.00 0.0006 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 United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-05-31 1.125 - 2 28850000.00 29112849.62 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 2049-07-01 3.5 - 3.5 381652000.00 194368809.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-06 2020-11-06 2020-11-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 219000000.00 219000000.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GHI435000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2050-10-01 2.5 - 4 979321833.00 903727531.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0010 886000000.00 886000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 10/30/2020 due 11/02/2020 VYVVCKR63DVZZN70PB21 GHI877000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-10-20 2.5 - 2.5 25861917.00 27132226.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-02 2020-11-02 2020-11-02 N N N 0.0009 26600000.00 26600000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.10% VYVVCKR63DVZZN70PB21 0000276523 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-07-20 2050-10-20 2 - 6 349519467.00 363124035.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-11-05 2020-11-05 2020-11-05 N N N 0.0010 356000000.00 356000000.00 0.0017 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 17500000.00 17500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 16900000.00 16900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.14% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0014 35445000.00 35445000.00 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., 0.14% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 13100000.00 13100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 6500000.00 6500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 10800000.00 10800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 11400000.00 11400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 16100000.00 16100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 15200000.00 15200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 25700000.00 25700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.17% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0017 22340000.00 22340000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.11% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 9700000.00 9700000.00 0.0000 N N Y N Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev. FHLMC Los Angeles Cmnty. Redev. Agcy. Multi-family Hsg. Rev., 0.17% (Grand Promenade Proj.) LOC Freddie Mac VRDN 544393AY7 Variable Rate Demand Note Y N/A N/A 2020-11-06 2020-11-06 2032-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0017 41100000.00 41100000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI857000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1752000000.00 1752000000.00 0.0084 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI856000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 584000000.00 584000000.00 0.0028 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GHH931000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2020-11-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 136000000.00 136000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GHH400000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-11-06 2020-11-06 2021-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0018 148000000.00 148000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Hereford Street Trust: Fidelity Government Money Market Fund 2020-11-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer