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2021-02-28 N N N 0.0016 201230828.37 201230828.37 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128286D7 254900HROIFWPRGM1V77 US9128286D73 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0018 38722266.28 38722266.28 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.13% 9128285X4 254900HROIFWPRGM1V77 US9128285X47 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0018 318239187.87 318239187.87 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0017 206677315.64 206677315.64 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0021 101195005.75 101195005.75 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y N/A N/A 2020-12-31 2020-12-31 2020-12-31 N N N 0.0020 64117050.88 64117050.88 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828N89 254900HROIFWPRGM1V77 US912828N894 U.S. Treasury Debt Y N/A N/A 2021-01-31 2021-01-31 2021-01-31 N N N 0.0016 73149329.53 73149329.53 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.13% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0010 635510665.64 635510665.64 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828WG1 254900HROIFWPRGM1V77 US912828WG10 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0010 21187851.51 21187851.51 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828QN3 254900HROIFWPRGM1V77 US912828QN35 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0011 20276562.40 20276562.40 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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223097773.99 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 9128286V7 254900HROIFWPRGM1V77 US9128286V71 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0011 67675234.04 67675234.04 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 9128284T4 254900HROIFWPRGM1V77 US9128284T44 U.S. Treasury Debt Y N/A N/A 2021-06-15 2021-06-15 2021-06-15 N N N 0.0010 99336015.38 99336015.38 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828S27 254900HROIFWPRGM1V77 US912828S273 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0009 166998592.92 166998592.92 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828WR7 254900HROIFWPRGM1V77 US912828WR74 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0009 211481875.00 211481875.00 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0013 302071758.56 302071758.56 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828T67 254900HROIFWPRGM1V77 US912828T677 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0012 56581874.72 56581874.72 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0012 146835156.25 146835156.25 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y N/A N/A 2021-03-15 2021-03-15 2021-03-15 N N N 0.0011 363369062.50 363369062.50 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0011 195738866.70 195738866.70 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Q78 254900HROIFWPRGM1V77 US912828Q780 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0008 9048515.58 9048515.58 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828Y20 254900HROIFWPRGM1V77 US912828Y206 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0014 181782891.52 181782891.52 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0011 533795623.68 533795623.68 0.0025 N Y Y N U.S. 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 0.0010 152038125.00 152038125.00 0.0007 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 0.0013 416604843.75 416604843.75 0.0020 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 0.0011 463515819.17 463515819.17 0.0022 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 0.0012 298231561.76 298231561.76 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 0.0012 328556250.00 328556250.00 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% to 0.13% 912828YJ3 254900HROIFWPRGM1V77 US912828YJ31 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0011 61705312.50 61705312.50 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128285F3 254900HROIFWPRGM1V77 US9128285F31 U.S. Treasury Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0013 37885976.47 37885976.47 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828F21 254900HROIFWPRGM1V77 US912828F213 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0012 33550429.77 33550429.77 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 100992584.58 100992584.58 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-07-31 2022-07-31 N N N 0.0013 1371175721.07 1371175721.07 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2020-12-01 2022-01-31 2022-01-31 N N N 0.0013 311386234.01 311386234.01 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.39% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-10-31 2021-10-31 N N N 0.0010 1284345100.92 1284345100.92 0.0060 N Y Y N Fannie Mae Fannie Mae, 0.09% 313589BZ5 B1V7KEBTPIMZEU4LTD58 US313589BZ53 U.S. Government Agency Debt Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0009 30993955.00 30993955.00 0.0001 N N N N Fannie Mae Fannie Mae, 0.13% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-01-29 2021-01-29 N N N 0.0010 335013460.30 335013460.30 0.0016 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-04 2021-06-04 N N N 0.0012 259055280.96 259055280.96 0.0012 N N N N Fannie Mae Fannie Mae, 0.16% 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-11 2020-12-11 N N N 0.0010 159002695.05 159002695.05 0.0007 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-09-07 2021-09-07 N N N 0.0013 628283881.12 628283881.12 0.0029 N N N N Fannie Mae Fannie Mae, 0.21% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-07-29 2022-07-29 N N N 0.0012 140188574.40 140188574.40 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 2020-12-01 2021-09-10 2021-09-10 N N N 0.0013 599460648.97 599460648.97 0.0028 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-12-10 2021-12-10 N N N 0.0013 642665388.06 642665388.06 0.0030 N N N N Fannie Mae Fannie Mae, 0.26% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-09 2022-03-09 N N N 0.0014 300431601.00 300431601.00 0.0014 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-19 2022-05-19 N N N 0.0013 335022753.12 335022753.12 0.0016 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-11 2022-03-11 N N N 0.0014 641924706.60 641924706.60 0.0030 N N N N Fannie Mae Fannie Mae, 0.28% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-05 2021-04-05 N N N 0.0011 448254956.80 448254956.80 0.0021 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-07-06 2022-07-06 N N N 0.0015 664056286.88 664056286.88 0.0031 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-06-17 2022-06-17 N N N 0.0015 500040190.45 500040190.45 0.0023 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-06-24 2022-06-24 N N N 0.0015 486771226.23 486771226.23 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 2020-12-01 2022-06-15 2022-06-15 N N N 0.0015 371671256.88 371671256.88 0.0017 N N N N Fannie Mae Fannie Mae, 0.30% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-09 2022-05-09 N N N 0.0014 220500816.80 220500816.80 0.0010 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-06 2021-07-06 N N N 0.0012 234988938.22 234988938.22 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 2020-12-01 2021-03-24 2021-03-24 N N N 0.0011 317024883.65 317024883.65 0.0015 N N N N Fannie Mae Fannie Mae, 0.35% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-04 2022-05-04 N N N 0.0014 246733340.76 246733340.76 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 2020-12-01 2021-04-26 2021-04-26 N N N 0.0011 736545718.58 736545718.58 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 2020-12-01 2021-07-06 2021-07-06 N N N 0.0012 476598783.01 476598783.01 0.0022 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-10-27 2021-10-27 N N N 0.0013 391837115.36 391837115.36 0.0018 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-10-04 2021-10-04 N N N 0.0010 915046109.22 915046109.22 0.0043 N N N N Fannie Mae Fannie Mae, 0.40% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-10-25 2021-10-25 N N N 0.0013 527263835.98 527263835.98 0.0025 N N N N Fannie Mae Fannie Mae, 0.43% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-09-23 2021-09-23 N N N 0.0012 1362425210.01 1362425210.01 0.0064 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 313313EK0 US313313EK01 U.S. Government Agency Debt Y N/A N/A 2021-04-16 2021-04-16 2021-04-16 N N N 0.0009 14994900.00 14994900.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 313313JQ2 US313313JQ26 U.S. Government Agency Debt Y N/A N/A 2021-07-26 2021-07-26 2021-07-26 N N N 0.0010 39973666.80 39973666.80 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 313313KP2 US313313KP24 U.S. Government Agency Debt Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0010 26980500.06 26980500.06 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0012 134999850.15 134999850.15 0.0006 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-12-03 2021-03-03 2021-03-03 N N N 0.0013 66997927.69 66997927.69 0.0003 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 2020-12-02 2021-09-02 2021-09-02 N N N 0.0013 189512182.96 189512182.96 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 2020-12-01 2021-01-05 2021-01-05 N N N 0.0010 74006318.86 74006318.86 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 3133ELYT5 US3133ELYT51 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-07 2021-05-07 N N N 0.0011 126070730.10 126070730.10 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-20 2021-04-20 N N N 0.0011 150116911.50 150116911.50 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 2020-12-01 2020-12-30 2020-12-30 N N N 0.0010 157931644.74 157931644.74 0.0007 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 2020-12-01 2021-04-27 2021-04-27 N N N 0.0011 156171696.72 156171696.72 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 0.0010 65109194.15 65109194.15 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 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 0.0003 141999762.86 141999762.86 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 371998140.00 371998140.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 148998013.83 148998013.83 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 874985413.75 874985413.75 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 603984900.00 603984900.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 58998328.53 58998328.53 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 116995709.61 116995709.61 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 501977410.00 501977410.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313384V30 2549001DPIFGXC1TOL40 US313384V300 U.S. Government Agency Debt Y N/A N/A 2020-12-30 2020-12-30 2020-12-30 N N N 0.0006 19499057.57 19499057.57 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 166991650.00 166991650.00 0.0008 N N Y 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 142997953.67 142997953.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0010 34998627.65 34998627.65 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 149988000.00 149988000.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 436963099.72 436963099.72 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 499952220.00 499952220.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 555944400.00 555944400.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 61993111.18 61993111.18 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 169980354.80 169980354.80 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 26996519.97 26996519.97 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 387949129.32 387949129.32 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2020-12-11 2020-12-11 N N N 0.0013 323996235.12 323996235.12 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 284949412.50 284949412.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 154971712.50 154971712.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385CF1 2549001DPIFGXC1TOL40 US313385CF11 U.S. Government Agency Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0009 129968700.84 129968700.84 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385CG9 2549001DPIFGXC1TOL40 US313385CG93 U.S. Government Agency Debt Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0009 193958775.00 193958775.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 103977380.00 103977380.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 264925137.50 264925137.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 91973550.00 91973550.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 16994517.50 16994517.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385EX0 2549001DPIFGXC1TOL40 US313385EX09 U.S. Government Agency Debt Y N/A N/A 2021-04-28 2021-04-28 2021-04-28 N N N 0.0009 50481315.00 50481315.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 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 0.0009 51980500.00 51980500.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FG6 2549001DPIFGXC1TOL40 US313385FG66 U.S. Government Agency Debt Y N/A N/A 2021-05-07 2021-05-07 2021-05-07 N N N 0.0009 17992935.00 17992935.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FM3 2549001DPIFGXC1TOL40 US313385FM35 U.S. Government Agency Debt Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0009 144941275.00 144941275.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FP6 2549001DPIFGXC1TOL40 US313385FP65 U.S. Government Agency Debt Y N/A N/A 2021-05-14 2021-05-14 2021-05-14 N N N 0.0009 372847070.00 372847070.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FU5 2549001DPIFGXC1TOL40 US313385FU50 U.S. Government Agency Debt Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0009 121948455.00 121948455.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385FW1 2549001DPIFGXC1TOL40 US313385FW17 U.S. Government Agency Debt Y N/A N/A 2021-05-21 2021-05-21 2021-05-21 N N N 0.0009 537770005.00 537770005.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-11 2021-02-11 2021-02-11 N N N 0.0015 124988431.25 124988431.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-12 2021-02-12 2021-02-12 N N N 0.0015 328968192.28 328968192.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-12 2021-02-12 2021-02-12 N N N 0.0015 114988997.95 114988997.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-13 2021-01-13 2021-01-13 N N N 0.0010 245999842.56 245999842.56 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A7CV5 2549001DPIFGXC1TOL40 US3130A7CV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0021 19659488.58 19659488.58 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AF3M7 2549001DPIFGXC1TOL40 US3130AF3M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0014 20208068.40 20208068.40 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKGY6 2549001DPIFGXC1TOL40 US3130AKGY62 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0011 90992337.80 90992337.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFE1 2549001DPIFGXC1TOL40 US3130AKFE18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-04 2021-05-04 N N N 0.0012 723732514.20 723732514.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-19 2021-02-19 N N N 0.0009 906940883.05 906940883.05 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKF68 2549001DPIFGXC1TOL40 US3130AKF682 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-03 2021-05-03 N N N 0.0012 174995842.00 174995842.00 0.0008 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 2020-12-01 2021-02-26 2021-02-26 N N N 0.0011 87999831.92 87999831.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-21 2021-04-21 N N N 0.0011 418500778.41 418500778.41 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-25 2021-02-25 N N N 0.0011 118400040.26 118400040.26 0.0006 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 2020-12-14 2020-12-14 2020-12-14 N N N 0.0014 316995739.52 316995739.52 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 0.0010 203000255.78 203000255.78 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0016 163976958.00 163976958.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0015 327963106.56 327963106.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0016 37994661.00 37994661.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0015 2999682.36 2999682.36 0.0000 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 118000646.64 118000646.64 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 0.0013 173993097.42 173993097.42 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 167984752.32 167984752.32 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 0.0007 88004628.80 88004628.80 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 86994905.28 86994905.28 0.0004 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 0.0012 577972781.98 577972781.98 0.0027 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 0.0015 51994442.24 51994442.24 0.0002 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 0.0014 34996597.30 34996597.30 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFS0 2549001DPIFGXC1TOL40 US3130AKFS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0014 31995818.88 31995818.88 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 0.0012 46487600.00 46487600.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-21 2021-05-21 N N N 0.0012 88000772.64 88000772.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-09 2021-02-09 N N N 0.0010 203008781.78 203008781.78 0.0010 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 0.0010 89000000.00 89000000.00 0.0004 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 678931969.40 678931969.40 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-17 2021-03-17 N N N 0.0011 204009706.32 204009706.32 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-04-23 2021-04-23 N N N 0.0011 34001375.64 34001375.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK2G0 2549001DPIFGXC1TOL40 US3130AK2G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 339916005.89 339916005.89 0.0016 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 2020-12-20 2021-04-20 2021-04-20 N N N 0.0013 499973425.00 499973425.00 0.0023 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 2020-12-24 2021-03-24 2021-03-24 N N N 0.0017 320845337.89 320845337.89 0.0015 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 0.0010 500003870.00 500003870.00 0.0023 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 2020-12-24 2021-03-24 2021-03-24 N N N 0.0015 40995652.36 40995652.36 0.0002 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 424981763.25 424981763.25 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 58997960.37 58997960.37 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 101001019.09 101001019.09 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 60995718.41 60995718.41 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 0.0014 135994463.44 135994463.44 0.0006 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 0.0011 7133015.00 7133015.00 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 51993262.36 51993262.36 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 86987497.23 86987497.23 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKF76 2549001DPIFGXC1TOL40 US3130AKF765 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0007 113019778.39 113019778.39 0.0005 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 0.0012 19214510.00 19214510.00 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 86984297.37 86984297.37 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKDG8 2549001DPIFGXC1TOL40 US3130AKDG83 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-21 2021-07-21 2021-07-21 N N N 0.0014 16016926.72 16016926.72 0.0001 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 307934355.96 307934355.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKGK6 2549001DPIFGXC1TOL40 US3130AKGK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0011 124996110.00 124996110.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-11-18 2022-11-18 N N N 0.0015 178930232.96 178930232.96 0.0008 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 2020-12-01 2021-03-04 2021-03-04 N N N 0.0011 370017837.70 370017837.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-14 2021-05-14 N N N 0.0011 275029073.00 275029073.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-17 2022-05-17 N N N 0.0014 108735457.95 108735457.95 0.0005 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 2020-12-01 2021-04-15 2021-04-15 N N N 0.0011 258010830.84 258010830.84 0.0012 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 2020-12-01 2021-04-30 2021-04-30 N N N 0.0012 103004001.55 103004001.55 0.0005 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 2020-12-01 2021-04-16 2021-04-16 N N N 0.0011 255007570.95 255007570.95 0.0012 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 2020-12-01 2021-04-15 2021-04-15 N N N 0.0011 85002737.00 85002737.00 0.0004 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 2020-12-02 2021-03-02 2021-03-02 N N N 0.0011 169008062.99 169008062.99 0.0008 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 2020-12-23 2021-04-23 2021-04-23 N N N 0.0015 230981783.34 230981783.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0007 246047947.86 246047947.86 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-26 2021-03-26 2021-03-26 N N N 0.0017 327965743.68 327965743.68 0.0015 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 0.0016 483950540.04 483950540.04 0.0023 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 101994172.74 101994172.74 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 0.0016 103979424.64 103979424.64 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 0.0016 290937708.54 290937708.54 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 0.0016 245950561.38 245950561.38 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 0.0016 68985594.18 68985594.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKGW0 2549001DPIFGXC1TOL40 US3130AKGW07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0015 108978396.20 108978396.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 414544554.61 414544554.61 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-12 2022-05-12 N N N 0.0014 799706125.72 799706125.72 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-11-23 2022-11-23 N N N 0.0016 483556470.98 483556470.98 0.0023 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 2020-12-01 2021-11-16 2021-11-16 N N N 0.0013 166002966.42 166002966.42 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJTT6 2549001DPIFGXC1TOL40 US3130AJTT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-12 2021-04-12 2021-04-12 N N N 0.0016 831439042.74 831439042.74 0.0039 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 0.0017 84988463.80 84988463.80 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 0.0014 63993479.04 63993479.04 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 0.0016 68989271.19 68989271.19 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-11-26 2021-11-26 N N N 0.0013 516108086.52 516108086.52 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-22 2022-02-22 N N N 0.0013 287082991.79 287082991.79 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-04-28 2022-04-28 N N N 0.0015 199007088.38 199007088.38 0.0009 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 2020-12-23 2021-02-23 2021-02-23 N N N 0.0013 41001282.89 41001282.89 0.0002 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 209009235.71 209009235.71 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-25 2022-03-25 N N N 0.0014 52010736.44 52010736.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-28 2022-02-28 N N N 0.0014 344998713.83 344998713.83 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-30 2022-03-30 N N N 0.0015 52010612.68 52010612.68 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-08 2021-07-08 N N N 0.0012 216050051.52 216050051.52 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-11 2021-06-11 N N N 0.0012 22004803.92 22004803.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-25 2022-02-25 N N N 0.0013 118033978.10 118033978.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-23 2021-07-23 N N N 0.0012 311975242.76 311975242.76 0.0015 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 2020-12-01 2022-04-14 2022-04-14 N N N 0.0015 305036953.80 305036953.80 0.0014 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 0.0017 131997286.08 131997286.08 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 0.0017 164996294.10 164996294.10 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 168496080.69 168496080.69 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-26 2022-05-26 N N N 0.0014 339127643.67 339127643.67 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-12 2022-08-12 N N N 0.0015 299995386.19 299995386.19 0.0014 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 2020-12-01 2021-03-04 2021-03-04 N N N 0.0011 1479224098.08 1479224098.08 0.0069 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 2020-12-19 2021-03-19 2021-03-19 N N N 0.0017 113000386.46 113000386.46 0.0005 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 2020-12-19 2021-03-19 2021-03-19 N N N 0.0018 451307742.15 451307742.15 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-09-15 2022-09-15 N N N 0.0016 172814812.35 172814812.35 0.0008 N N N 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 2020-12-01 2020-12-04 2020-12-04 N N N 0.0011 24000178.80 24000178.80 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-09-16 2022-09-16 N N N 0.0016 139052038.82 139052038.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-23 2020-12-23 N N N 0.0009 15000856.95 15000856.95 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 2020-12-01 2021-01-25 2021-01-25 N N N 0.0010 265034261.85 265034261.85 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-10 2022-02-10 N N N 0.0013 234067942.54 234067942.54 0.0011 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 225999850.84 225999850.84 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 2020-12-01 2020-12-11 2020-12-11 N N N 0.0010 480015614.40 480015614.40 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-10 2021-03-10 N N N 0.0011 249077294.58 249077294.58 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-01 2021-02-01 N N N 0.0017 31902800.82 31902800.82 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AJPS2 2549001DPIFGXC1TOL40 US3130AJPS21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-11 2021-03-11 N N N 0.0011 723216408.36 723216408.36 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-07 2021-05-07 N N N 0.0011 319179246.10 319179246.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJLK3 2549001DPIFGXC1TOL40 US3130AJLK31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-11-12 2021-11-12 N N N 0.0012 329185518.00 329185518.00 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 2020-12-01 2021-04-09 2021-04-09 N N N 0.0011 462235749.36 462235749.36 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-13 2021-05-13 N N N 0.0011 238124087.53 238124087.53 0.0011 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 2020-12-01 2021-04-13 2021-04-13 N N N 0.0011 360167895.16 360167895.16 0.0017 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 2020-12-01 2021-04-07 2021-04-07 N N N 0.0011 64047911.68 64047911.68 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 2020-12-01 2021-04-06 2021-04-06 N N N 0.0011 159124128.12 159124128.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-25 2021-03-25 N N N 0.0011 1169943499.90 1169943499.90 0.0055 N N N N Freddie Mac Freddie Mac, 0.10% 3134GW3C8 US3134GW3C87 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-01 2024-03-01 N N N 0.0050 44560000.00 44560000.00 0.0002 N Y Y N Freddie Mac Freddie Mac, 0.10% 3137EAEL9 S6XOOCT0IEG5ABCC6L87 US3137EAEL94 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 81383130.00 81383130.00 0.0004 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-02-05 2021-02-05 N N N 0.0010 103902405.29 103902405.29 0.0005 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-18 2022-08-18 N N N 0.0014 256076254.72 256076254.72 0.0012 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-08-03 2022-08-03 N N N 0.0016 292991018.68 292991018.68 0.0014 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWQ25 US3134GWQ253 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-09-09 2022-09-09 N N N 0.0016 329020670.12 329020670.12 0.0015 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWJR8 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-07-29 2022-07-29 N N N 0.0016 206099423.84 206099423.84 0.0010 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWGU4 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-04-29 2022-04-29 N N N 0.0015 71056924.25 71056924.25 0.0003 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-01-18 2022-01-18 N N N 0.0014 608637816.32 608637816.32 0.0029 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-12-10 2021-12-10 N N N 0.0013 518386567.05 518386567.05 0.0024 N N N N Freddie Mac Freddie Mac, 0.24% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-04-18 2022-04-18 N N N 0.0015 555753973.05 555753973.05 0.0026 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-12-13 2021-12-13 N N N 0.0013 500681180.00 500681180.00 0.0023 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2022-06-02 2022-06-02 N N N 0.0015 985443168.04 985443168.04 0.0046 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-03-11 2022-03-11 N N N 0.0014 500911090.00 500911090.00 0.0023 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-24 2021-06-24 N N N 0.0011 110148855.30 110148855.30 0.0005 N N N N Freddie Mac Freddie Mac, 0.39% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-10-22 2021-10-22 N N N 0.0013 602439509.19 602439509.19 0.0028 N N N N Freddie Mac Freddie Mac, 0.40% 3134GVHN1 US3134GVHN12 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-09-23 2021-09-23 N N N 0.0012 47608684.75 47608684.75 0.0002 N N N N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GIJ639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2047-11-15 1.875 - 3.125 553217900.00 677720681.85 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 660000000.00 660000000.00 0.0031 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GIB243000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2043-02-15 0.5 - 3.125 707714400.00 829181849.18 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 809000000.00 809000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GII428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2048-05-15 0.125 - 6.875 543151500.00 580395675.93 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 569000000.00 569000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-25 2050-02-15 0 - 6.75 476804100.00 505662103.02 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 495000000.00 495000000.00 0.0023 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 2020-12-15 2050-08-15 0 - 8.125 608939613.00 656391647.62 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 643000000.00 643000000.00 0.0030 N Y 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 2021-01-07 2050-08-15 0 - 7.625 1532126064.00 1676565185.62 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 1641000000.00 1641000000.00 0.0077 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GHI857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-31 2050-08-15 0 - 8.125 1655754157.00 1790269754.87 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 1752000000.00 1752000000.00 0.0082 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 2021-05-15 2050-11-15 0 - 8.125 486498900.00 511152739.36 U.S. Treasuries (including strips) Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 501000000.00 501000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIA995000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2050-08-15 0 - 6.75 780123976.00 898169379.13 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 878000000.00 878000000.00 0.0041 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 2021-03-30 2050-08-15 0 - 8.125 211475600.00 241779911.07 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 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 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 2022-07-31 2050-02-15 0.125 - 6.75 445202275.00 570023920.60 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 556000000.00 556000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIE427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2050-02-15 0 - 7.625 793176800.00 838417776.04 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 821000000.00 821000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GIB723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2050-02-15 0.125 - 6.75 762587300.00 829561874.52 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 810000000.00 810000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.11% R0MUWSFPU8MPRO8K5P83 GHI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2044-11-15 0.375 - 6.75 293330100.00 328472147.50 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 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 GHI856000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-12 2045-11-15 0 - 7.625 535131300.00 596542162.57 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 584000000.00 584000000.00 0.0027 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 2021-01-28 2050-08-15 0 - 6.75 1085957840.00 1306981395.86 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 1277000000.00 1277000000.00 0.0060 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.12% R0MUWSFPU8MPRO8K5P83 GIJ708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-05-15 2050-08-15 1.375 - 4.25 67366500.00 84460023.19 U.S. Treasuries (including strips) Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0012 82000000.00 82000000.00 0.0004 N N N Y 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 2022-11-30 2022-11-30 0.125 - 0.125 160252500.00 160171892.99 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 0.0007 N N N N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 GIF044000 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 2046-08-15 0.125 - 2.875 154248700.00 173514149.91 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 169000000.00 169000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.11% 2IGI19DL77OX0HC3ZE78 GIC087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2046-08-15 0.125 - 2.25 132315500.00 135789633.83 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 133000000.00 133000000.00 0.0006 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GIJ617000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-15 2044-05-15 0.125 - 3.375 2278778800.00 2370960500.78 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 2323000000.00 2323000000.00 0.0109 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GIH887000 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 2030-05-15 0.25 - 3.125 884835800.00 924136251.63 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 906000000.00 906000000.00 0.0042 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.09% 549300IMBXQ8SGH3HJ31 GII374000 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 2030-11-15 0.125 - 3 649986300.00 692590434.46 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 679000000.00 679000000.00 0.0032 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.10% 549300IMBXQ8SGH3HJ31 GIJ637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-15 2030-05-15 0.125 - 3 687278200.00 692581979.03 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 679000000.00 679000000.00 0.0032 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 GIJ697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2038-05-15 2048-02-15 2.75 - 4.5 379040900.00 509816400.80 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 495000000.00 495000000.00 0.0023 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GIF580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-08-15 2049-11-15 2.375 - 3.125 335652200.00 424374180.03 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 412000000.00 412000000.00 0.0019 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2025-02-15 1.75 - 2.375 161383000.00 168344167.14 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 165000000.00 165000000.00 0.0008 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GIJ587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-15 2027-02-15 1.625 - 2.875 348776200.00 366171527.69 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 359000000.00 359000000.00 0.0017 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GII550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2024-07-31 0.125 - 2.875 481257700.00 506468593.08 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 496500000.00 496500000.00 0.0023 N N Y N DNB Bank ASA DNB Bank ASA, 0.09% 549300GKFG0RYRRQ1414 GIJ586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2028-08-15 0.5 - 2.875 1234086800.00 1347423390.85 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 1321000000.00 1321000000.00 0.0062 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.09% 549300H47WTHXPU08X20 GIJ672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-09-30 2037-05-15 0.125 - 5 1885218000.00 2414841560.06 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 2367000000.00 2367000000.00 0.0111 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-06 2027-10-31 0 - 2.25 1666840000.00 1683889837.93 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1650000000.00 1650000000.00 0.0077 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.15% 213800MBWEIJDM5CU638 GIF625000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-31 2025-08-31 2.75 - 2.75 120231700.00 134658693.22 U.S. Treasuries (including strips) Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0015 132000000.00 132000000.00 0.0006 N N N Y 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 1.5 - 6.75 124907100.00 163187230.99 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, 0.14% H7FNTJ4851HG0EXQ1Z70 GIB319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-09-30 1.5 - 2.75 163054100.00 165217556.81 U.S. Treasuries (including strips) Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0014 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIB320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-09-30 1.5 - 2.75 163053000.00 165217067.25 U.S. Treasuries (including strips) Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0014 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIC493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 63399200.00 67328045.79 U.S. Treasuries (including strips) Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0014 66000000.00 66000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GID972000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2026-08-15 1.5 - 2 97622700.00 101007851.97 U.S. Treasuries (including strips) Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0014 99000000.00 99000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIE998000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-02-15 1.625 - 2.75 301905900.00 319281253.02 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0014 313000000.00 313000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-09-30 1.5 - 1.625 222456300.00 236603281.01 U.S. Treasuries (including strips) Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0014 232000000.00 232000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GII512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 129789300.00 169367982.75 U.S. Treasuries (including strips) Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0014 166000000.00 166000000.00 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 2026-08-15 1.5 - 2.75 157311500.00 162251427.16 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 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-08-15 1.5 - 6 153332200.00 163216583.46 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 GFH304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-08-15 1.5 - 6 30441000.00 31615464.56 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 GIJ599000 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 371398000.00 421321919.34 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 413000000.00 413000000.00 0.0019 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.09% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2028-11-15 1.875 - 3.125 150085000.00 165214156.44 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 162000000.00 162000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIG240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2026-10-31 1.625 - 1.875 294861500.00 311021880.98 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0009 305000000.00 305000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2027-08-15 1.375 - 2.25 751253600.00 795378310.10 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0009 780000000.00 780000000.00 0.0037 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2029-05-15 0.125 - 2.375 347526200.00 358941898.52 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 352000000.00 352000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIG900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2048-05-15 0.25 - 3.125 419120400.00 434373709.95 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 426000000.00 426000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 GIJ293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2023-07-15 0.125 - 0.25 287680600.00 288068329.69 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 282500000.00 282500000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIJ577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-08 2040-11-15 0 - 2.25 1665308700.00 1695452262.90 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1661000000.00 1661000000.00 0.0078 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIE511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2025-07-31 0.125 - 1.75 645407700.00 646518755.22 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0010 634000000.00 634000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GIF030000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2030-05-15 0.625 - 2.5 639466700.00 656715597.69 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 644000000.00 644000000.00 0.0030 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIA520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2050-08-15 0 - 5.5 153466200.00 165449377.01 U.S. Treasuries (including strips) Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 162000000.00 162000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIE088000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-08-15 0 - 6.5 321977100.00 351298357.71 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 344000000.00 344000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIB666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-02-15 0 - 4.25 241620700.00 260197850.39 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 255000000.00 255000000.00 0.0012 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GII408000 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 2050-05-15 0 - 7.625 654400700.00 675811961.40 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 662000000.00 662000000.00 0.0031 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIB251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-08-15 0 - 5.375 310301300.00 331070665.55 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 324000000.00 324000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GIG207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2050-11-15 0 - 6.375 287160500.00 339215721.89 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 331000000.00 331000000.00 0.0016 N N Y N Natixis SA Natixis SA, 0.11% KX1WK48MPD4Y2NCUIZ63 GIE441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-02-15 0 - 4.25 153213500.00 167332834.30 U.S. Treasuries (including strips) Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 164000000.00 164000000.00 0.0008 N N Y N 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 72676000.00 77549137.96 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 Y N 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 221723700.00 242815729.20 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 102970800.00 112225304.76 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 148835900.00 162212532.46 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 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GID958000 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 153496400.00 167291895.08 U.S. Treasuries (including strips) Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0015 164000000.00 164000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIF506000 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 157586700.00 168308508.62 U.S. Treasuries (including strips) Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0015 165000000.00 165000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIG184000 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 123542800.00 134646214.09 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0015 132000000.00 132000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GIG807000 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 224163000.00 244810341.62 U.S. Treasuries (including strips) Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0015 240000000.00 240000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GII027000 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 150341500.00 168304340.95 U.S. Treasuries (including strips) Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0015 165000000.00 165000000.00 0.0008 N N N Y SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.09% 6PJDTY319315T5LR2241 GIJ570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2027-04-30 0.5 - 2.75 738918000.00 785292395.81 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 770000000.00 770000000.00 0.0036 N Y Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GII383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-12-17 2049-11-15 0 - 6.875 291682000.00 331507866.98 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 325000000.00 325000000.00 0.0015 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 GIJ220000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-05 2048-02-15 0 - 8 316346500.00 331618443.85 U.S. Treasuries (including strips) Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0009 325000000.00 325000000.00 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 2020-12-22 2050-11-15 0 - 8 302386000.00 320566108.56 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., 0.16% 5493006GGLR4BTEL8O61 GIE080000 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 2044-02-15 1.125 - 3.625 97870000.00 141191653.61 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0016 137000000.00 137000000.00 0.0006 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.10% GIJ576000 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 428694.00 447059.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 2048-11-01 3 - 4.5 17549671.00 11299257.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 3 - 3 100288192.00 55540091.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2046-02-15 0.125 - 2.5 254057200.00 275301704.84 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 335000000.00 335000000.00 0.0016 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.1%, dated 11/30/2020 due 12/01/2020 B4TYDEB6GKMZO031MB27 GIJ781000_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 2041-04-20 2050-03-20 3 - 4.5 5688731247.00 1131176002.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1108993000.00 1108993000.00 0.0052 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 GIJ641000 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 53575821.00 55080153.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 54000000.00 54000000.00 0.0003 N N 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 Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-03-01 2050-12-01 1.5 - 3.5 6014885.00 5827420.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-05-20 2055-07-15 2.5 - 5 62325353.00 67199917.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-02-15 0 - 4.375 22257904.00 23086526.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2050-11-01 2 - 4 62512471.00 50793025.29 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-14 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 144000000.00 144000000.00 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 United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2027-09-30 0.375 - 2.375 3534300.00 3803433.18 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-03-01 2050-12-01 1.5 - 4.5 61281530.00 56992189.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-12-29 2050-12-01 0.4 - 3.272 25199338.00 13306852.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-07-20 2061-11-15 2 - 5 64976933.00 68724657.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-15 2060-01-15 2.5 - 4 31930710.00 34731736.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-06-30 2021-06-30 1.625 - 1.625 411400.00 417826.53 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-11-01 2050-11-01 1.5 - 2.5 20152842.00 20221635.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-01 2050-11-01 2.5 - 4 19580603.00 18072473.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-01-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 72000000.00 72000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.11% 3Y4U8VZURTYWI1W2K376 GIC365000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 2050-03-01 1.5 - 4 80573710.00 54063469.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2020-12-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 53000000.00 53000000.00 0.0002 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.13% 3Y4U8VZURTYWI1W2K376 GHJ776000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-10-01 2 - 2.5 102661952.00 109151429.79 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-02-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 107000000.00 107000000.00 0.0005 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VJW2DOOHGDT6PR0ZRO63 GIJ781000_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 2020-12-08 2050-11-15 0 - 8.125 222934963.00 226369014.95 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-25 2050-12-01 0.25 - 9.5 960815175.00 905829985.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-03-20 2050-11-20 2 - 9 189202170.00 143450921.57 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 1560.00 1589.67 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-08 2032-05-04 0 - 5.375 41188917.00 42896475.16 Agency Debentures and Agency Strips Federal Farm Credit Bank 2020-12-21 2029-01-23 0.125 - 3.65 88519820.00 89129902.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-25 2050-11-01 0.2 - 8 612045773.00 581467631.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1950085000.00 1950085000.00 0.0091 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.1%, dated 11/30/2020 due 12/01/2020 8NAV47T0Y26Q87Y0QP81 GIJ781000_00431 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 2035-11-01 2056-07-01 1.5 - 4 866501945.00 734905782.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2030-05-15 0.625 - 0.625 23640785.00 23225487.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2058-08-20 2070-10-20 0.804 - 5.238 180156500.00 184514558.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0010 924160000.00 924160000.00 0.0043 N Y Y N Citibank NA Citibank NA, 0.09% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-18 2029-09-15 0 - 2 399000.00 393970.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2048-12-01 0 - 6.625 14052273.00 14083753.12 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-12-15 2040-08-15 4.5 - 6 101942.00 12004.17 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-01-15 0 - 0 2368000.00 2102446.84 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2050-08-15 0.25 - 6.625 60093800.00 74064620.13 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 0 - 3.5 14000.00 15870.16 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-04 2035-02-26 0.49 - 2.59 2091000.00 2096589.99 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-18 2036-07-15 1.375 - 5.5 270000.00 305759.96 Agency Debentures and Agency Strips Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 91000000.00 91000000.00 0.0004 N Y Y N Citibank NA Citibank NA, 0.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 2040-12-01 0.25 - 5.5 15104542.00 14380826.60 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-11-15 2036-08-01 2.79 - 3.05 777000.00 906436.12 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-04-15 0 - 0 139000.00 123297.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2023-06-19 2050-12-01 0.375 - 6.5 6506411.00 6586149.50 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-18 2021-02-18 1.375 - 1.375 425000.00 427781.13 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-06-15 2028-06-15 7 - 7 285660.00 2071.70 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 0 - 0 204000.00 64652.90 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2050-02-15 0.125 - 5 482997100.00 536497885.87 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 548000000.00 548000000.00 0.0026 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 11/30/2020 due 12/01/2020 E57ODZWZ7FF32TWEFA76 GIJ781000_00276 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 2020-12-15 2049-11-20 2.5 - 10 79549659.00 6463334.57 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2036-07-15 0.375 - 5.625 7930825.00 10862170.40 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-01-05 2023-12-20 2.625 - 3.5 50521.00 53478.21 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-04-15 0 - 8.625 16256572.00 14535102.99 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-01 2057-09-01 0 - 10.5 50105272.00 18759840.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-03-15 2050-03-01 0 - 9 78317536.00 29224815.10 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 10633380.00 11995799.38 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2050-05-15 0.125 - 7.625 210469235.00 222321485.25 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 308053000.00 308053000.00 0.0014 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 4 - 4 41771.00 14937.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-11-20 2 - 5 695558251.00 745619561.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 731000000.00 731000000.00 0.0034 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.13% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-25 2057-09-01 2 - 10.5 3875543480.00 501872554.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2020-12-15 2050-10-01 2 - 10 2474104122.00 190403493.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-15 2070-08-20 1.91 - 5.31 270711305.00 206502957.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 0.0041 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 MBNUM2BPBDO7JBLYG310 GIJ781000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-02-15 2055-09-15 2.25 - 9.75 904320069.00 79769769.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 2036-02-01 1.25 - 7 774197137.00 622188842.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2036-03-01 1.5 - 7 319354641.00 240687205.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0010 924160000.00 924160000.00 0.0043 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 11/30/2020 due 12/01/2020 1VUV7VQFKUOQSJ21A208 GIJ781000_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 2039-09-15 2050-10-20 2 - 5 609903651.00 274938703.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2026-02-15 0.125 - 2.375 262941281.00 274938559.59 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 539094000.00 539094000.00 0.0025 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.10% 7LTWFZYICNSX8D621K86 GIJ575000 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 2024-06-15 2046-11-15 3.05 - 3.8 627160000.00 667224409.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 54090.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2028-05-15 2.375 - 2.875 205282300.00 219461908.42 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 863000000.00 863000000.00 0.0040 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2050-11-01 1.5 - 8 1006783248.00 882662310.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-07-20 2055-07-15 2.4 - 5.5 933953068.00 711577197.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-01 2056-08-01 2 - 6.5 2767065480.00 2220570028.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 3740000000.00 3740000000.00 0.0175 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.09% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-03-01 2050-11-01 2 - 7 444021015.00 375700061.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2050-11-01 2 - 7.5 918802732.00 644848570.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-06-20 2050-11-20 2.5 - 6.5 157161511.00 97388137.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 1096000000.00 1096000000.00 0.0051 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/30/2020 due 12/01/2020 CYYGQCGNHMHPSMRL3R97 GIJ781000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-11-01 2050-05-01 2.5 - 6 113117684.00 54042781.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2050-09-01 2.425 - 5.5 120457528.00 86141860.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2050-01-20 3.5 - 4.5 32008648.00 16923334.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 154027000.00 154027000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GIA430000 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 2024-01-01 2050-11-01 2 - 5.54 306722964.00 136879600.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-03-01 2050-08-01 2.5 - 4.5 85877697.00 45720280.65 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0014 179000000.00 179000000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GIB966000 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 2031-08-01 2050-03-01 2.5 - 3.5 6114954.00 3424317.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2050-12-01 1.5 - 5 481199718.00 235276103.10 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0014 234000000.00 234000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GIB968000 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 2022-02-01 2050-08-01 3 - 6 109931874.00 53953891.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-10-01 2050-12-01 2 - 5 352238581.00 129661816.35 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0014 180000000.00 180000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GIC376000 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 2025-06-01 2050-06-01 2 - 4.5 186921184.00 62070817.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-08-01 2050-10-01 2.177 - 4 57969166.00 29736679.81 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-11 2021-01-11 2021-01-11 N N N 0.0014 90000000.00 90000000.00 0.0004 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.10% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2021-05-26 2025-09-12 0 - 2.875 183605000.00 183509993.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-02-01 2050-11-01 1.5 - 6.5 812043919.00 546277209.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-01 2057-01-01 1.5 - 8.5 642112246.00 573172680.61 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-11-30 2022-11-30 0.17 - 0.17 126050000.00 125885126.60 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-10-20 2049-05-20 3 - 9.5 5080820.00 1454543.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2050-05-15 0.5 - 2.125 159011200.00 166004897.12 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1565000000.00 1565000000.00 0.0073 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.1%, dated 11/30/2020 due 12/01/2020 OXTKY6Q8X53C9ILVV871 GIJ781000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2050-12-01 2 - 6 601886161.00 591548768.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-07-15 2070-02-20 2 - 5 112911047.00 116743558.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2025-10-31 0 - 2.375 359056687.00 360683826.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2050-12-01 1.5 - 5 473103458.00 467537564.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1506382000.00 1506382000.00 0.0071 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 GIJ185000 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 2042-04-01 2050-11-01 2 - 4.5 315108866.00 238311185.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 4 - 4 66459034.00 28590685.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2025-02-28 1.125 - 1.125 12067100.00 12518591.01 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-11-01 2050-11-01 1.5 - 5 474640696.00 361190124.10 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0010 628000000.00 628000000.00 0.0029 N N Y N RBC Financial Group RBC Financial Group, 0.11% ES7IP3U3RHIGC71XBU11 GIE951000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-11-01 2 - 6.5 394500359.00 137511849.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2050-12-01 1.925 - 5.3 302745661.00 37942422.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-08-20 2049-08-20 4.5 - 4.5 15431872.00 10159289.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-01-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0011 181750000.00 181750000.00 0.0009 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.1%, dated 11/30/2020 due 12/01/2020 ES7IP3U3RHIGC71XBU11 GIJ781000_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 2029-01-25 2059-08-01 1.5 - 4.5 1545639251.00 1147918844.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2050-12-01 2 - 6.423 955285799.00 636195746.01 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2026-11-30 1.125 - 1.625 2621626.00 2795948.46 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2050-11-20 2 - 2 10649713.00 11140355.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1762065000.00 1762065000.00 0.0083 N Y Y N Societe Generale Societe Generale, 0.10% O2RNE8IBXP4R0TD8PU41 GIJ219000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2050-06-01 2.5 - 2.5 13854023.00 14052011.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-17 2049-02-15 0 - 7.875 285400065.00 344203347.06 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-12-11 2020-12-11 1.875 - 1.875 4030000.00 4067346.35 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 0 - 0 13991000.00 12358865.90 Agency Debentures and Agency Strips Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0010 365000000.00 365000000.00 0.0017 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ781000_10193 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 2049-04-01 2050-10-01 2 - 3.5 2214117315.00 1728771304.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2050-11-20 2 - 4.5 1772189679.00 1141185646.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-05-01 2050-08-01 2.5 - 3.5 474902940.00 312825451.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-28 2044-08-15 0 - 3.125 788493189.00 831675316.36 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 3934854000.00 3934854000.00 0.0184 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.1%, dated 11/30/2020 due 12/01/2020 5U0XI89JRFVHWIBS4F54 GIJ781000_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 3211736125.00 1862090063.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1817657000.00 1817657000.00 0.0085 N Y 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 85984913.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 4 250000.00 121507.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2021-02-28 1.125 - 2 18850000.00 19008086.64 U.S. Treasuries (including strips) Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 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., 0.16% 5493006GGLR4BTEL8O61 GFG593000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 237093000.00 112684317.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2020-12-15 2021-05-31 1.375 - 2 30450000.00 30724134.10 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2046-12-01 3 - 3 141000000.00 81135745.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GIC479000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 2048-06-01 3.5 - 4 496339000.00 234252304.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 2021-02-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0018 229580000.00 229580000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GHH400000 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 2021-02-28 1.125 - 2 11050000.00 11151867.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-07-01 3 - 3.5 316324000.00 139866097.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-07 2020-12-07 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 TD Securities (U.S.A.) TD Securities (U.S.A.), 0.10% SUVUFHICNZMP2WKHG940 GIJ594000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 2050-11-01 2.5 - 4 1484317389.00 1106703075.17 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1085000000.00 1085000000.00 0.0051 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ781000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-01-25 2050-11-25 2 - 7.491 13461330.00 11163871.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 11903218.00 12408810.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 23104000.00 23104000.00 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/30/2020 due 12/01/2020 VYVVCKR63DVZZN70PB21 GIJ907000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2023-01-25 2050-11-25 2 - 7.491 29132032.00 24160040.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2050-11-01 1.5 - 5 25760082.00 26854248.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 50000000.00 50000000.00 0.0002 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-05-01 2050-12-01 1.5 - 4 366805120.00 372306205.69 Agency Mortgage-Backed Securities Y N/A N/A 2020-12-02 2020-12-02 2020-12-02 N N N 0.0010 365000000.00 365000000.00 0.0017 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.12% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0012 17500000.00 17500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.12% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0012 16900000.00 16900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.12% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0012 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., 0.12% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 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 2020-12-07 2020-12-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 6500000.00 6500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 10800000.00 10800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 11400000.00 11400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% (750 Sixth Avenue Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MFP5 US64986MFP59 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 25700000.00 25700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 16100000.00 16100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.13% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0013 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% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 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 2020-12-07 2020-12-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 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., 0.16% (Grand Promenade Proj.) LOC Freddie Mac VRDN 544393AY7 Variable Rate Demand Note Y N/A N/A 2020-12-07 2020-12-07 2032-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0016 41100000.00 41100000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ896000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 330000000.00 330000000.00 0.0015 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, 0.10% R0MUWSFPU8MPRO8K5P83 GIJ897000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 330000000.00 330000000.00 0.0015 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. Credit Agricole CIB Credit Agricole CIB, 0.10% 1VUV7VQFKUOQSJ21A208 GIJ839000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2020-12-07 N N N 0.0010 165000000.00 165000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 GIJ283000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2020-12-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 139000000.00 139000000.00 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., 0.17% 5493006GGLR4BTEL8O61 GIJ284000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2020-12-07 2020-12-07 2021-03-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 112000000.00 112000000.00 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Hereford Street Trust: Fidelity Government Money Market Fund 2020-12-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer