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Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.125 3134GVED6 S6XOOCT0IEG5ABCC6L87 US3134GVED66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-02-26 2021-02-26 N N N 0.0024 741085944.22 741085944.22 0.0052 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.220 3134GVFT0 S6XOOCT0IEG5ABCC6L87 US3134GVFT00 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-06-04 2021-06-04 N N N 0.0024 154973758.50 154973758.50 0.0011 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.280 3134GVGV4 S6XOOCT0IEG5ABCC6L87 US3134GVGV47 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-12-13 2021-12-13 N N N 0.0027 884585187.98 884585187.98 0.0062 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.300 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-03-11 2022-03-11 N N N 0.0030 477670635.30 477670635.30 0.0033 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.420 3134GVHN1 S6XOOCT0IEG5ABCC6L87 US3134GVHN12 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-09-23 2021-09-23 N N N 0.0026 1145660339.84 1145660339.84 0.0080 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.420 3134GVHT8 S6XOOCT0IEG5ABCC6L87 US3134GVHT81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-09-27 2021-09-27 N N N 0.0026 500936350.00 500936350.00 0.0035 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.420 3134GVHV3 S6XOOCT0IEG5ABCC6L87 US3134GVHV38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-09-30 2021-09-30 N N N 0.0026 200376650.00 200376650.00 0.0014 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.410 3134GVJE9 S6XOOCT0IEG5ABCC6L87 US3134GVJE94 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-01-03 2022-01-03 N N N 0.0027 300596913.00 300596913.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.290 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-06-02 2022-06-02 N N N 0.0031 296890136.73 296890136.73 0.0021 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.400 3134GVNL8 S6XOOCT0IEG5ABCC6L87 US3134GVNL81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-10-25 2021-10-25 N N N 0.0026 270464740.20 270464740.20 0.0019 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.170 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2020-12-11 2020-12-11 N N N 0.0020 793990964.45 793990964.45 0.0055 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.300 3135G02J1 B1V7KEBTPIMZEU4LTD58 US3135G02J11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-12-16 2021-12-16 N N N 0.0024 232191706.24 232191706.24 0.0016 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.350 3135G02M4 B1V7KEBTPIMZEU4LTD58 US3135G02M40 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-03-24 2021-03-24 N N N 0.0021 702638770.86 702638770.86 0.0049 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.390 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-10-04 2021-10-04 N N N 0.0024 1064871050.08 1064871050.08 0.0074 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.450 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-04-07 2022-04-07 N N N 0.0030 832732441.09 832732441.09 0.0058 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.490 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-04-15 2022-04-15 N N N 0.0028 929413467.96 929413467.96 0.0065 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.460 3135G03M3 B1V7KEBTPIMZEU4LTD58 US3135G03M31 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-01-20 2022-01-20 N N N 0.0025 449763373.65 449763373.65 0.0031 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.380 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2021-10-27 2021-10-27 N N N 0.0024 691182770.40 691182770.40 0.0048 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.400 3135G03Y7 B1V7KEBTPIMZEU4LTD58 US3135G03Y78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-01-27 2022-01-27 N N N 0.0026 476023178.50 476023178.50 0.0033 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.290 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-05-27 2022-05-27 N N N 0.0027 75027168.00 75027168.00 0.0005 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.405 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-03 2021-10-31 2021-10-31 N N N 0.0014 344693369.49 344693369.49 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.219 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-03 2022-04-30 2022-04-30 N N N 0.0016 159075536.83 159075536.83 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.150 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-03 2020-10-31 2020-10-31 N N N 0.0010 100011771.00 100011771.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.220 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-03 2021-01-31 2021-01-31 N N N 0.0013 34171310.72 34171310.72 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.325 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-03 2021-07-31 2021-07-31 N N N 0.0014 1042660741.24 1042660741.24 0.0073 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.225 3133ELF74 US3133ELF744 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 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Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-08 2021-07-08 2021-07-08 N N N 0.0031 73274519.40 73274519.40 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.296 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-08 2021-10-08 2021-10-08 N N N 0.0018 78583067.78 78583067.78 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.292 3133EK2M7 US3133EK2M70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-09 2021-07-09 2021-07-09 N N N 0.0020 108471360.80 108471360.80 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.282 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-09 2021-09-09 2021-09-09 N N N 0.0020 55036762.55 55036762.55 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.298 3133ELDY7 US3133ELDY75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-10 2021-12-10 2021-12-10 N N N 0.0020 150159028.50 150159028.50 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.138 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-11 2020-09-11 2020-09-11 N N N 0.0012 434911035.09 434911035.09 0.0030 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.138 3130AJ5T2 2549001DPIFGXC1TOL40 US3130AJ5T27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-12 2020-11-12 2020-11-12 N N N 0.0014 145972252.84 145972252.84 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.288 3133EK7B6 US3133EK7B60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-12 2021-11-12 2021-11-12 N N N 0.0019 127871970.24 127871970.24 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.203 3133EKDH6 US3133EKDH69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-13 2021-01-13 2021-01-13 N N N 0.0013 250064165.00 250064165.00 0.0017 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.280 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-03 2022-05-13 2022-05-13 N N N 0.0028 599981880.00 599981880.00 0.0042 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.175 3130AJU56 2549001DPIFGXC1TOL40 US3130AJU568 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-14 2021-05-14 2021-05-14 N N N 0.0018 84986740.00 84986740.00 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.200 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-14 2020-12-14 2020-12-14 N N N 0.0018 446200610.40 446200610.40 0.0031 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.137 3130AJ5V7 2549001DPIFGXC1TOL40 US3130AJ5V72 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-16 2020-11-16 2020-11-16 N N N 0.0014 328981214.10 328981214.10 0.0023 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.277 3133EK3N4 US3133EK3N45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-16 2021-07-16 2021-07-16 N N N 0.0017 99092884.77 99092884.77 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.131 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-17 2020-08-17 2020-08-17 N N N 0.0014 332634158.43 332634158.43 0.0023 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.181 3133ELAA2 US3133ELAA27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-17 2021-03-17 2021-03-17 N N N 0.0014 320716487.53 320716487.53 0.0022 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.187 3133ELTJ3 US3133ELTJ35 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-18 2021-10-18 2021-10-18 N N N 0.0019 166103545.54 166103545.54 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.137 3130AJ7M5 2549001DPIFGXC1TOL40 US3130AJ7M55 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-20 2020-08-20 2020-08-20 N N N 0.0015 420011039.26 420011039.26 0.0029 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.252 3133EKH33 US3133EKH338 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-30 2021-08-30 2021-08-30 N N N 0.0017 27021613.77 27021613.77 0.0002 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.267 3133EKU87 US3133EKU877 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-08-30 2020-12-30 2020-12-30 N N N 0.0013 147083415.15 147083415.15 0.0010 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.125 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0030 163965855.58 163965855.58 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 9128284Y3 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0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0016 392012726.58 392012726.58 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.750 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0018 266629274.30 266629274.30 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.375 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0014 147522550.78 147522550.78 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.500 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0015 178309463.77 178309463.77 0.0012 N Y Y N U.S. 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