0000278001-21-000002.txt : 20210108 0000278001-21-000002.hdr.sgml : 20210108 20210108110103 ACCESSION NUMBER: 0000278001-21-000002 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210108 DATE AS OF CHANGE: 20210108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 21516163 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP2 1 primary_doc.xml N-MFP2 0000278001 XXXXXXXX 2020-12-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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2021-01-07 N N N 0.0001 2018994952.50 2018994952.50 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796A66 US912796A668 U.S. Treasury Debt Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0003 1236239009.74 1236239009.74 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 9127963U1 US9127963U17 U.S. Treasury Debt Y N/A N/A 2021-01-14 2021-01-14 2021-01-14 N N N 0.0003 1555930550.63 1555930550.63 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796A74 US912796A742 U.S. Treasury Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0003 3950431945.20 3950431945.20 0.0184 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127963V9 US9127963V99 U.S. Treasury Debt Y N/A N/A 2021-01-21 2021-01-21 2021-01-21 N N N 0.0004 238744926.56 238744926.56 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0004 562983656.11 562983656.11 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0004 2502887365.00 2502887365.00 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0005 2276912722.59 2276912722.59 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127963W7 US9127963W72 U.S. Treasury Debt Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0005 1416932890.88 1416932890.88 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964C0 US9127964C00 U.S. Treasury Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0006 5149673850.50 5149673850.50 0.0240 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 9127964D8 US9127964D82 U.S. Treasury Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0006 1265897137.50 1265897137.50 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0006 1967329201.33 1967329201.33 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796XE4 US912796XE43 U.S. Treasury Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0006 3841125453.75 3841125453.75 0.0179 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0007 2120868434.37 2120868434.37 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796B81 US912796B815 U.S. Treasury Debt Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0007 1855844819.84 1855844819.84 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127964F3 US9127964F31 U.S. Treasury Debt Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0007 1349845128.00 1349845128.00 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0007 2087013996.11 2087013996.11 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796C80 US912796C805 U.S. Treasury Debt Y N/A N/A 2021-03-16 2021-03-16 2021-03-16 N N N 0.0007 1863731639.92 1863731639.92 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127964N6 US9127964N64 U.S. Treasury Debt Y N/A N/A 2021-03-18 2021-03-18 2021-03-18 N N N 0.0007 2095402536.34 2095402536.34 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796C98 US912796C987 U.S. Treasury Debt Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0007 2143651600.00 2143651600.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0007 4509248318.30 4509248318.30 0.0210 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796D22 US912796D225 U.S. Treasury Debt Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0007 2099638044.00 2099638044.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127964X4 US9127964X47 U.S. Treasury Debt Y N/A N/A 2021-04-08 2021-04-08 2021-04-08 N N N 0.0007 642874081.31 642874081.31 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796C23 US912796C235 U.S. Treasury Debt Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0008 1287834607.92 1287834607.92 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796C72 US912796C722 U.S. Treasury Debt Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0008 2585572735.06 2585572735.06 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964P1 US9127964P13 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0008 3063407636.88 3063407636.88 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796D71 US912796D712 U.S. Treasury Debt Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0008 254949170.85 254949170.85 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796D89 US912796D894 U.S. Treasury Debt Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0008 1761224550.19 1761224550.19 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964Y2 US9127964Y20 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0008 2548410008.46 2548410008.46 0.0119 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796D97 US912796D977 U.S. Treasury Debt Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0008 1092742532.92 1092742532.92 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127962Q1 US9127962Q14 U.S. Treasury Debt Y N/A N/A 2021-04-22 2021-04-22 2021-04-22 N N N 0.0008 1997520480.00 1997520480.00 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796F20 US912796F204 U.S. Treasury Debt Y N/A N/A 2021-04-27 2021-04-27 2021-04-27 N N N 0.0008 485881012.62 485881012.62 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127964Z9 US9127964Z94 U.S. Treasury Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0008 1153686654.38 1153686654.38 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796F79 US912796F790 U.S. Treasury Debt Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0008 2038422290.13 2038422290.13 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965A3 US9127965A35 U.S. Treasury Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0008 1428600480.18 1428600480.18 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796F87 US912796F873 U.S. Treasury Debt Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0008 2099385099.00 2099385099.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A25 US912796A254 U.S. Treasury Debt Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0008 970217438.93 970217438.93 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796F95 US912796F956 U.S. Treasury Debt Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0008 2099374662.00 2099374662.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0008 1734306508.52 1734306508.52 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796G29 US912796G293 U.S. Treasury Debt Y N/A N/A 2021-05-25 2021-05-25 2021-05-25 N N N 0.0008 2781128315.94 2781128315.94 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A33 US912796A338 U.S. Treasury Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0008 841240944.23 841240944.23 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796G37 US912796G376 U.S. Treasury Debt Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0008 2238217603.84 2238217603.84 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796A41 US912796A411 U.S. Treasury Debt Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0008 954670725.55 954670725.55 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796B24 US912796B245 U.S. Treasury Debt Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0008 1232555034.96 1232555034.96 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127963H0 US9127963H06 U.S. Treasury Debt Y N/A N/A 2021-06-17 2021-06-17 2021-06-17 N N N 0.0008 989627928.30 989627928.30 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796B32 US912796B328 U.S. Treasury Debt Y N/A N/A 2021-06-24 2021-06-24 2021-06-24 N N N 0.0008 1715327533.92 1715327533.92 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796G86 US912796G863 U.S. Treasury Debt Y N/A N/A 2021-06-08 2021-06-08 2021-06-08 N N N 0.0009 548781591.33 548781591.33 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796B40 US912796B401 U.S. Treasury Debt Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0009 2365003677.40 2365003677.40 0.0110 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 9127965G0 US9127965G05 U.S. Treasury Debt Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0010 64441111.50 64441111.50 0.0003 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.12% 912810EJ3 254900HROIFWPRGM1V77 US912810EJ35 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0032 49899652.25 49899652.25 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.02% to 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 0.0031 212254557.98 212254557.98 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.13% 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0022 220540944.63 220540944.63 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y N/A N/A 2021-02-28 2021-02-28 2021-02-28 N N N 0.0027 103289280.65 103289280.65 0.0005 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 0.0039 209304159.79 209304159.79 0.0010 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 0.0044 349603857.25 349603857.25 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0025 389683237.12 389683237.12 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0022 702498795.57 702498795.57 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 9128284G2 254900HROIFWPRGM1V77 US9128284G23 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0015 79506093.75 79506093.75 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 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 0.0015 190771875.00 190771875.00 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 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 0.0019 38415625.00 38415625.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.11% 9128284P2 254900HROIFWPRGM1V77 US9128284P22 U.S. Treasury Debt Y N/A N/A 2021-05-15 2021-05-15 2021-05-15 N N N 0.0017 162471639.82 162471639.82 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 912828R77 254900HROIFWPRGM1V77 US912828R770 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0013 9046406.25 9046406.25 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 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 0.0016 150210625.00 150210625.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 912828WN6 254900HROIFWPRGM1V77 US912828WN60 U.S. Treasury Debt Y N/A N/A 2021-05-31 2021-05-31 2021-05-31 N N N 0.0014 257969999.36 257969999.36 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0014 316105548.44 316105548.44 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 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 0.0017 207722656.25 207722656.25 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0012 293710938.96 293710938.96 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0013 779297808.64 779297808.64 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 912828WY2 254900HROIFWPRGM1V77 US912828WY26 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0015 315826873.44 315826873.44 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0014 629346751.16 629346751.16 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0011 533624414.06 533624414.06 0.0025 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 0.0030 73066095.66 73066095.66 0.0003 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 0.0016 56387187.36 56387187.36 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.12% 9128287A2 254900HROIFWPRGM1V77 US9128287A26 U.S. Treasury Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0014 52385937.76 52385937.76 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 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 0.0010 370501251.84 370501251.84 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828T34 254900HROIFWPRGM1V77 US912828T347 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0012 23173398.38 23173398.38 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 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 0.0012 104062187.50 104062187.50 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828F96 254900HROIFWPRGM1V77 US912828F965 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0013 82256132.61 82256132.61 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 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 0.0013 240212657.44 240212657.44 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.42% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0033 279668160.36 279668160.36 0.0013 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 0.0017 101117188.00 101117188.00 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 0.0012 170850000.00 170850000.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 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 0.0011 436235625.00 436235625.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.14% 912828F21 254900HROIFWPRGM1V77 US912828F213 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0013 409013517.64 409013517.64 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0014 64355976.72 64355976.72 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0013 209361093.75 209361093.75 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828G53 254900HROIFWPRGM1V77 US912828G534 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0012 470433321.47 470433321.47 0.0022 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 0.0018 197520933.01 197520933.01 0.0009 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 0.0014 453282341.52 453282341.52 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 9128285L0 254900HROIFWPRGM1V77 US9128285L09 U.S. Treasury Debt Y N/A N/A 2021-11-15 2021-11-15 2021-11-15 N N N 0.0015 50163750.00 50163750.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 912828U65 254900HROIFWPRGM1V77 US912828U659 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0013 99447030.76 99447030.76 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.15% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2021-01-04 2022-10-31 2022-10-31 N N N 0.0016 102980766.81 102980766.81 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.15% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2021-01-04 2022-07-31 2022-07-31 N N N 0.0015 1042958707.63 1042958707.63 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.21% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y N/A N/A 2021-01-04 2021-01-31 2021-01-31 N N N 0.0011 500041750.00 500041750.00 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2021-01-04 2022-01-31 2022-01-31 N N N 0.0016 1376355420.00 1376355420.00 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2021-01-04 2021-07-31 2021-07-31 N N N 0.0011 918060803.94 918060803.94 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.40% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-01-04 2021-10-31 2021-10-31 N N N 0.0015 1386730269.25 1386730269.25 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y N/A N/A 2021-02-15 2021-02-15 2021-02-15 N N N 0.0045 9035666.64 9035666.64 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 912828PP9 254900HROIFWPRGM1V77 US912828PP91 U.S. Treasury Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0009 2684808768.29 2684808768.29 0.0125 N Y Y N Fannie Mae Fannie Mae, 0.07% 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 0.0007 30497017.71 30497017.71 0.0001 N N Y N Fannie Mae Fannie Mae, 0.13% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-29 2021-01-29 N N N 0.0008 375013518.75 375013518.75 0.0017 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-06-04 2021-06-04 N N N 0.0011 156035972.04 156035972.04 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 2021-01-04 2021-09-07 2021-09-07 N N N 0.0011 711388461.96 711388461.96 0.0033 N N N N Fannie Mae Fannie Mae, 0.21% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-07-29 2022-07-29 N N N 0.0012 144082928.56 144082928.56 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 2021-01-04 2021-09-10 2021-09-10 N N N 0.0011 680564094.00 680564094.00 0.0032 N N N N Fannie Mae Fannie Mae, 0.24% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-12-10 2021-12-10 N N N 0.0011 681735430.26 681735430.26 0.0032 N N N N Fannie Mae Fannie Mae, 0.26% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-03-09 2022-03-09 N N N 0.0011 321434895.37 321434895.37 0.0015 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-03-11 2022-03-11 N N N 0.0012 682040255.57 682040255.57 0.0032 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-05-13 2022-05-13 N N N 0.0012 50095952.00 50095952.00 0.0002 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-01 2022-05-19 2022-05-19 N N N 0.0012 353935033.92 353935033.92 0.0016 N N N N Fannie Mae Fannie Mae, 0.28% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-01 2022-07-06 2022-07-06 N N N 0.0012 689569121.60 689569121.60 0.0032 N N N N Fannie Mae Fannie Mae, 0.28% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-05 2021-04-05 2021-04-05 N N N 0.0011 536230265.60 536230265.60 0.0025 N N N N Fannie Mae Fannie Mae, 0.29% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-06-24 2022-06-24 N N N 0.0013 507204032.06 507204032.06 0.0024 N N N N Fannie Mae Fannie Mae, 0.29% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-06-17 2022-06-17 N N N 0.0013 501174225.00 501174225.00 0.0023 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-07-06 2021-07-06 N N N 0.0010 251267829.55 251267829.55 0.0012 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-03-24 2021-03-24 N N N 0.0012 338170548.04 338170548.04 0.0016 N N N N Fannie Mae Fannie Mae, 0.35% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-05-04 2022-05-04 N N N 0.0012 513584819.20 513584819.20 0.0024 N N N N Fannie Mae Fannie Mae, 0.37% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-10-27 2021-10-27 N N N 0.0010 419895185.12 419895185.12 0.0020 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-26 2021-04-26 N N N 0.0011 859694595.99 859694595.99 0.0040 N N N N Fannie Mae Fannie Mae, 0.37% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-07-06 2021-07-06 N N N 0.0010 528797678.19 528797678.19 0.0025 N N N N Fannie Mae Fannie Mae, 0.38% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-10-04 2021-10-04 N N N 0.0013 4307847.63 4307847.63 0.0000 N N N N Fannie Mae Fannie Mae, 0.40% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-10-25 2021-10-25 N N N 0.0010 608436714.37 608436714.37 0.0028 N N N N Fannie Mae Fannie Mae, 0.44% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-09-23 2021-09-23 N N N 0.0011 1492574121.15 1492574121.15 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 313313HX9 US313313HX94 U.S. Government Agency Debt Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0010 2998449.99 2998449.99 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 313313JY5 US313313JY59 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0010 9994138.90 9994138.90 0.0000 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 26983049.94 26983049.94 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2021-01-01 2022-03-08 2022-03-08 N N N 0.0014 122957938.92 122957938.92 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133EMKF8 US3133EMKF86 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-01-07 2022-01-07 N N N 0.0013 235947879.40 235947879.40 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 313313LV8 US313313LV82 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0011 8992960.02 8992960.02 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0011 9991597.20 9991597.20 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0011 29974149.90 29974149.90 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EMHP0 US3133EMHP06 U.S. Government Agency Debt Y N/A N/A 2021-01-01 2022-03-25 2022-03-25 N N N 0.0015 199920384.00 199920384.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2021-01-03 2021-03-03 2021-03-03 N N N 0.0013 68998608.27 68998608.27 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EMLZ3 US3133EMLZ32 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-12-30 2021-12-30 N N N 0.0015 96171192.91 96171192.91 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EJVV8 US3133EJVV88 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0014 24486230.52 24486230.52 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2021-01-01 2021-09-02 2021-09-02 N N N 0.0013 194010926.08 194010926.08 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-14 2021-01-14 N N N 0.0012 25000460.75 25000460.75 0.0001 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 2021-01-05 2021-01-05 2021-01-05 N N N 0.0017 77000187.88 77000187.88 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-20 2021-04-20 N N N 0.0012 161095012.54 161095012.54 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 2021-01-04 2021-04-27 2021-04-27 N N N 0.0012 167141293.69 167141293.69 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.71% 3133ELSY1 US3133ELSY11 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0005 70088326.00 70088326.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 528995884.38 528995884.38 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 160997182.50 160997182.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 551738198.07 551738198.07 0.0026 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 142999784.07 142999784.07 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0009 34999747.30 34999747.30 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 57998195.62 57998195.62 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 168994085.00 168994085.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 37998226.54 37998226.54 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 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 0.0006 415979778.24 415979778.24 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385BM7 2549001DPIFGXC1TOL40 US313385BM70 U.S. Government Agency Debt Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0007 7999431.12 7999431.12 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 408966372.02 408966372.02 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 168485396.11 168485396.11 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385BZ8 2549001DPIFGXC1TOL40 US313385BZ83 U.S. Government Agency Debt Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0007 88991297.58 88991297.58 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 391955574.64 391955574.64 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 104987633.10 104987633.10 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385CW4 2549001DPIFGXC1TOL40 US313385CW44 U.S. Government Agency Debt Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0009 6998862.50 6998862.50 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A0XD7 2549001DPIFGXC1TOL40 US3130A0XD70 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0018 28587764.99 28587764.99 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385CY0 2549001DPIFGXC1TOL40 US313385CY00 U.S. Government Agency Debt Y N/A N/A 2021-03-12 2021-03-12 2021-03-12 N N N 0.0009 50991457.50 50991457.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385DD5 2549001DPIFGXC1TOL40 US313385DD53 U.S. Government Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0009 363133624.18 363133624.18 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385DF0 2549001DPIFGXC1TOL40 US313385DF02 U.S. Government Agency Debt Y N/A N/A 2021-03-19 2021-03-19 2021-03-19 N N N 0.0009 144973175.00 144973175.00 0.0007 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 309938775.00 309938775.00 0.0014 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 94980762.50 94980762.50 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 16995962.50 16995962.50 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 49985750.00 49985750.00 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 53984340.00 53984340.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKEL6 2549001DPIFGXC1TOL40 US3130AKEL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-02-26 2021-02-26 N N N 0.0010 88000487.52 88000487.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKLE4 2549001DPIFGXC1TOL40 US3130AKLE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-07-23 2021-07-23 N N N 0.0012 487945680.72 487945680.72 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AFNC7 2549001DPIFGXC1TOL40 US3130AFNC74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0010 20080000.00 20080000.00 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKLF1 2549001DPIFGXC1TOL40 US3130AKLF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-28 2021-04-28 2021-04-28 N N N 0.0010 355987144.84 355987144.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKLJ3 2549001DPIFGXC1TOL40 US3130AKLJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 N N N 0.0011 612947527.20 612947527.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 204929957.65 204929957.65 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 195930310.24 195930310.24 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 372865305.97 372865305.97 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 121954250.00 121954250.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 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 0.0010 531797542.08 531797542.08 0.0025 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 0.0005 90013631.40 90013631.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385GL4 2549001DPIFGXC1TOL40 US313385GL43 U.S. Government Agency Debt Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0010 24989514.00 24989514.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385HF6 2549001DPIFGXC1TOL40 US313385HF65 U.S. Government Agency Debt Y N/A N/A 2021-06-23 2021-06-23 2021-06-23 N N N 0.0010 120942861.38 120942861.38 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKLD6 2549001DPIFGXC1TOL40 US3130AKLD60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-22 2021-09-22 2021-09-22 N N N 0.0010 253993086.12 253993086.12 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKLG9 2549001DPIFGXC1TOL40 US3130AKLG91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-24 2021-09-24 2021-09-24 N N N 0.0010 87994362.72 87994362.72 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 2021-01-04 2021-04-21 2021-04-21 N N N 0.0009 425025134.50 425025134.50 0.0020 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 2021-01-04 2021-05-03 2021-05-03 N N N 0.0010 175758425.46 175758425.46 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZC6 2549001DPIFGXC1TOL40 US3130AJZC68 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-02-19 2021-02-19 N N N 0.0009 36000919.08 36000919.08 0.0002 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 0.0010 120000000.00 120000000.00 0.0006 N Y Y 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 2021-01-04 2021-05-04 2021-05-04 N N N 0.0009 725034959.50 725034959.50 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0000 258010714.74 258010714.74 0.0012 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 0.0009 177000761.10 177000761.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-24 2021-03-24 2021-03-24 N N N 0.0014 40797013.44 40797013.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-24 2021-03-24 2021-03-24 N N N 0.0016 331960960.12 331960960.12 0.0015 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 0.0012 171997834.52 171997834.52 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 0.0004 88004836.48 88004836.48 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 0.0009 88000515.68 88000515.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0011 52999388.91 52999388.91 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 0.0010 35999930.16 35999930.16 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 0.0010 31000875.44 31000875.44 0.0001 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 47425251.30 47425251.30 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 2021-01-04 2021-02-26 2021-02-26 N N N 0.0009 346014867.62 346014867.62 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK3Q7 2549001DPIFGXC1TOL40 US3130AK3Q79 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-03-04 2021-03-04 N N N 0.0009 378018639.18 378018639.18 0.0018 N N N 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 2021-01-04 2021-02-26 2021-02-26 N N N 0.0009 694029821.18 694029821.18 0.0032 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 2021-01-04 2021-02-09 2021-02-09 N N N 0.0009 227006955.28 227006955.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-02-25 2021-02-25 N N N 0.0009 128004633.60 128004633.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-30 2021-04-30 N N N 0.0010 105760106.53 105760106.53 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-15 2021-04-15 N N N 0.0010 87005097.33 87005097.33 0.0004 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 2021-01-04 2021-05-21 2021-05-21 N N N 0.0009 90006660.00 90006660.00 0.0004 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 2021-01-04 2021-04-23 2021-04-23 N N N 0.0009 34003066.46 34003066.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-15 2021-04-15 N N N 0.0010 265772431.96 265772431.96 0.0012 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 2021-01-04 2021-03-17 2021-03-17 N N N 0.0010 210012490.80 210012490.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-16 2021-04-16 N N N 0.0010 263015451.25 263015451.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-02-19 2021-02-19 N N N 0.0009 545020878.95 545020878.95 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK2Z8 2549001DPIFGXC1TOL40 US3130AK2Z87 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-03-02 2021-03-02 N N N 0.0009 173008298.81 173008298.81 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-11 2021-02-11 2021-02-11 N N N 0.0016 343983171.52 343983171.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-12 2021-02-12 2021-02-12 N N N 0.0017 119993940.00 119993940.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-12 2021-02-12 2021-02-12 N N N 0.0017 343882450.78 343882450.78 0.0016 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 0.0010 440001007.60 440001007.60 0.0020 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 2021-01-20 2021-04-20 2021-04-20 N N N 0.0013 435982455.36 435982455.36 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 0.0010 78000665.34 78000665.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-26 2021-03-26 2021-03-26 N N N 0.0015 1999844.08 1999844.08 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-26 2021-03-26 2021-03-26 N N N 0.0016 38995965.06 38995965.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-26 2021-03-26 2021-03-26 N N N 0.0015 343971981.20 343971981.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-26 2021-03-26 2021-03-26 N N N 0.0016 170982308.34 170982308.34 0.0008 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 0.0007 104003054.48 104003054.48 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 0.0009 62000287.06 62000287.06 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 0.0010 139004830.25 139004830.25 0.0006 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 0.0011 52999573.88 52999573.88 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 0.0011 89000042.72 89000042.72 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 0.0003 114029822.40 114029822.40 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 0.0019 19284434.74 19284434.74 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 0.0010 90002805.30 90002805.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKB47 2549001DPIFGXC1TOL40 US3130AKB475 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0012 317008016.93 317008016.93 0.0015 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 0.0008 123025738.98 123025738.98 0.0006 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 2021-01-04 2022-05-17 2022-05-17 N N N 0.0011 108037371.24 108037371.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-11-16 2021-11-16 N N N 0.0011 167779428.38 167779428.38 0.0008 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 0.0012 492000452.64 492000452.64 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 0.0009 104010424.96 104010424.96 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 0.0012 107001009.01 107001009.01 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 0.0012 298999291.37 298999291.37 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 0.0012 254002402.84 254002402.84 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 0.0012 72000464.40 72000464.40 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 0.0013 109002109.15 109002109.15 0.0005 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 2021-01-04 2022-05-12 2022-05-12 N N N 0.0011 798326709.18 798326709.18 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 2021-01-04 2022-11-23 2022-11-23 N N N 0.0016 475818510.72 475818510.72 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-12-02 2022-12-02 N N N 0.0014 352000165.44 352000165.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJZN2 2549001DPIFGXC1TOL40 US3130AJZN24 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-08-25 2021-08-25 N N N 0.0013 10000340.00 10000340.00 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-12-08 2022-12-08 N N N 0.0016 1209528281.50 1209528281.50 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-11-18 2022-11-18 N N N 0.0016 176684385.10 176684385.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-12-15 2022-12-15 N N N 0.0016 499810515.00 499810515.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-05-14 2021-05-14 N N N 0.0011 516049355.40 516049355.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-26 2021-03-26 2021-03-26 N N N 0.0017 341973696.78 341973696.78 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-26 2021-03-26 2021-03-26 N N N 0.0008 258034061.16 258034061.16 0.0012 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 0.0013 87000084.39 87000084.39 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4H6 2549001DPIFGXC1TOL40 US3130AK4H61 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0011 115006161.70 115006161.70 0.0005 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 0.0010 66005091.24 66005091.24 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 0.0012 72002505.60 72002505.60 0.0003 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 2021-01-04 2022-04-28 2022-04-28 N N N 0.0011 199092425.55 199092425.55 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-02-26 2021-02-26 N N N 0.0010 462536893.63 462536893.63 0.0022 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 2021-01-04 2021-11-26 2021-11-26 N N N 0.0011 526089734.20 526089734.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-04-14 2022-04-14 N N N 0.0011 318165770.22 318165770.22 0.0015 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 2021-01-23 2021-02-23 2021-02-23 N N N 0.0013 43000820.44 43000820.44 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 0.0008 215009401.95 215009401.95 0.0010 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 2021-01-04 2021-07-23 2021-07-23 N N N 0.0010 350106676.50 350106676.50 0.0016 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 2021-01-04 2022-03-25 2022-03-25 N N N 0.0011 53779916.18 53779916.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-03-04 2021-03-04 N N N 0.0010 1613185253.05 1613185253.05 0.0075 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 2021-01-04 2022-02-25 2022-02-25 N N N 0.0011 120069451.20 120069451.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-02-22 2022-02-22 N N N 0.0011 291067273.32 291067273.32 0.0014 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 2021-01-04 2022-02-28 2022-02-28 N N N 0.0011 351204938.37 351204938.37 0.0016 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 2021-01-04 2021-07-08 2021-07-08 N N N 0.0010 246069362.16 246069362.16 0.0011 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 2021-01-04 2021-06-11 2021-06-11 N N N 0.0010 268765054.96 268765054.96 0.0013 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 0.0012 137000872.69 137000872.69 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 0.0013 170001599.70 170001599.70 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 0.0012 180501918.72 180501918.72 0.0008 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 2021-01-04 2022-08-12 2022-08-12 N N N 0.0013 305197673.55 305197673.55 0.0014 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 2021-01-04 2022-05-26 2022-05-26 N N N 0.0011 422255644.82 422255644.82 0.0020 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 2021-01-19 2021-03-19 2021-03-19 N N N 0.0017 120000290.40 120000290.40 0.0006 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 2021-01-19 2021-03-19 2021-03-19 N N N 0.0018 595888546.80 595888546.80 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-03-30 2022-03-30 N N N 0.0013 54030332.34 54030332.34 0.0003 N N N 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 2021-01-04 2022-09-16 2022-09-16 N N N 0.0016 143801021.19 143801021.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-02-22 2021-02-22 N N N 0.0009 236029023.28 236029023.28 0.0011 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 2021-01-04 2022-09-15 2022-09-15 N N N 0.0016 176062638.40 176062638.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AJSA8 2549001DPIFGXC1TOL40 US3130AJSA85 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-01-25 2021-01-25 N N N 0.0011 275013477.75 275013477.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-02-10 2022-02-10 N N N 0.0011 166157334.80 166157334.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-05-14 2021-05-14 N N N 0.0009 115049812.25 115049812.25 0.0005 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 2021-01-04 2021-03-10 2021-03-10 N N N 0.0010 301467751.71 301467751.71 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-06-04 2021-06-04 N N N 0.0010 203097910.96 203097910.96 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-01 2021-02-01 2021-02-01 N N N 0.0018 34001370.54 34001370.54 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-09 2021-04-09 N N N 0.0010 500110662.86 500110662.86 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-13 2021-04-13 N N N 0.0010 382230567.56 382230567.56 0.0018 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 2021-01-04 2021-05-13 2021-05-13 N N N 0.0010 253208499.83 253208499.83 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-07 2021-04-07 N N N 0.0010 68040364.12 68040364.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-04-06 2021-04-06 N N N 0.0010 169103580.10 169103580.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-03-25 2021-03-25 N N N 0.0011 977186624.09 977186624.09 0.0045 N N N 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 0.0022 70322818.72 70322818.72 0.0003 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-02-05 2021-02-05 N N N 0.0010 110001234.20 110001234.20 0.0005 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-08-18 2022-08-18 N N N 0.0015 260973477.27 260973477.27 0.0012 N N N N Freddie Mac Freddie Mac, 0.18% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-01-01 2022-08-03 2022-08-03 N N N 0.0016 302088612.84 302088612.84 0.0014 N N N N Freddie Mac Freddie Mac, 0.23% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-01-18 2022-01-18 N N N 0.0014 826795181.94 826795181.94 0.0038 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-12-10 2021-12-10 N N N 0.0014 516440700.12 516440700.12 0.0024 N N N N Freddie Mac Freddie Mac, 0.24% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-04-18 2022-04-18 N N N 0.0015 375374878.33 375374878.33 0.0017 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-12-13 2021-12-13 N N N 0.0014 533660642.84 533660642.84 0.0025 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-06-02 2022-06-02 N N N 0.0015 50087878.00 50087878.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.29% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2022-03-11 2022-03-11 N N N 0.0014 532898500.12 532898500.12 0.0025 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-06-24 2021-06-24 N N N 0.0012 117132071.94 117132071.94 0.0005 N N N N Freddie Mac Freddie Mac, 0.39% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-01-04 2021-10-22 2021-10-22 N N N 0.0013 695488380.16 695488380.16 0.0032 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 2021-04-29 2045-11-15 0 - 3 625987400.00 665777849.33 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0009 651000000.00 651000000.00 0.0030 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.09% G5GSEF7VJP5I7OUK5573 GJC600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2045-02-15 1.125 - 2.5 839933100.00 876000161.09 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 856000000.00 856000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 GIJ896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-03-23 2050-02-15 0 - 6.25 303744100.00 335261644.98 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0009 326000000.00 326000000.00 0.0015 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 HAA904000 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 - 5.25 890835852.00 924360610.41 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 905000000.00 905000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GIJ897000 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 2049-02-15 0.209 - 6.75 309178400.00 332574688.49 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 325500000.00 325500000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GJB773000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2049-02-15 0.209 - 6.75 454821392.00 499163826.00 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 489000000.00 489000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GJF565000 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 1551118111.00 1853925161.76 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-02-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1808000000.00 1808000000.00 0.0084 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GJC591000 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 2048-02-15 0.209 - 6.625 235616400.00 249971831.56 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 245000000.00 245000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GJB139000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2050-11-15 0.125 - 6.75 1596939147.00 1721212800.54 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1684000000.00 1684000000.00 0.0078 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GJD380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-26 2050-08-15 0 - 7.625 1035375600.00 1159423032.01 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-03-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1132000000.00 1132000000.00 0.0053 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.10% R0MUWSFPU8MPRO8K5P83 GJA372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-19 2050-02-15 0 - 8.125 1486312210.00 1693657939.59 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1656000000.00 1656000000.00 0.0077 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 2021-12-31 2048-05-15 0.125 - 6.75 718293700.00 900638857.28 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0011 881000000.00 881000000.00 0.0041 N Y 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 2022-01-31 2048-02-15 0.125 - 7.625 726961300.00 836982108.36 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 817000000.00 817000000.00 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 2021-07-31 2049-02-15 0.125 - 6.75 708052617.00 832894148.99 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 813000000.00 813000000.00 0.0038 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 2021-02-15 2048-02-15 0.209 - 7.875 75808800.00 82629697.75 U.S. Treasuries (including strips) Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0012 81000000.00 81000000.00 0.0004 N N N Y BofA Securities, Inc. BofA Securities, Inc., 0.10% 549300HN4UKV1E2R3U73 GJG938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-15 2027-11-15 1.625 - 2.25 156181300.00 167288406.19 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-15 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0010 164000000.00 164000000.00 0.0008 N N Y 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 2021-10-31 2048-05-15 0.125 - 3.125 149801000.00 171028894.03 U.S. Treasuries (including strips) Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 167000000.00 167000000.00 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 2021-05-31 2046-08-15 0.125 - 3.625 130191700.00 135962275.73 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 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, 0.11% 549300IMBXQ8SGH3HJ31 HAA170000 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 2050-02-15 0.125 - 3.375 1267966600.00 1363053491.13 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0011 1336000000.00 1336000000.00 0.0062 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.11% 549300IMBXQ8SGH3HJ31 HAA481000 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 - 4.625 676833000.00 726635434.93 U.S. Treasuries (including strips) Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0011 712000000.00 712000000.00 0.0033 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 2023-12-15 2030-05-15 0.125 - 0.625 505859200.00 497803568.50 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y CREDIT AG CIB (GOV REPO) 1.0000 4 N N/A N/A N N 0.0009 488000000.00 488000000.00 0.0023 N Y Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GJC729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2046-08-15 2.25 - 4.25 261024700.00 335824425.30 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 327000000.00 327000000.00 0.0015 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GJF031000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-02-15 2050-05-15 1.25 - 3 268854200.00 253394823.92 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-12 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 246000000.00 246000000.00 0.0011 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GJF032000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2045-05-15 2045-05-15 3 - 3 61846000.00 80345385.09 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-12 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 78000000.00 78000000.00 0.0004 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GJH386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2022-12-31 0.125 - 0.125 420240400.00 420256369.14 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-21 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 AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GJJ031000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-15 2023-12-15 0.125 - 0.125 506258400.00 505936884.26 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 496000000.00 496000000.00 0.0023 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GJD767000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2037-05-15 2037-05-15 5 - 5 105801900.00 166271557.26 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-12 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 163000000.00 163000000.00 0.0008 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 GJJ034000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2047-11-15 2.75 - 4.75 239528600.00 339722447.81 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 330000000.00 330000000.00 0.0015 N N Y N Credit AG Credit AG, 0.11% 1VUV7VQFKUOQSJ21A208 HAA570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2046-11-15 2.875 - 3.75 129235500.00 170982647.21 U.S. Treasuries (including strips) Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0011 166000000.00 166000000.00 0.0008 N N Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.09% 549300H47WTHXPU08X20 HAB016000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2023-06-30 0.125 - 2.75 969180500.00 1019952314.22 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0009 1000000000.00 1000000000.00 0.0047 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.07% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2027-08-31 0.5 - 2.5 676010000.00 701946798.99 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 688000000.00 688000000.00 0.0032 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.14% 213800MBWEIJDM5CU638 GJA211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 0.125 - 0.125 132558600.00 132627490.84 U.S. Treasuries (including strips) Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0014 130000000.00 130000000.00 0.0006 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.14% 213800MBWEIJDM5CU638 GJD242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2047-05-15 2.375 - 3 63823600.00 83413781.15 U.S. Treasuries (including strips) Y N/A N/A 2021-03-10 2021-03-10 2021-03-10 N N N 0.0014 81000000.00 81000000.00 0.0004 N N N Y 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 119254800.00 133691766.13 U.S. Treasuries (including strips) Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0015 131000000.00 131000000.00 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 2022-11-15 2026-08-15 1.5 - 1.625 160439200.00 165296357.00 U.S. Treasuries (including strips) Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0014 162000000.00 162000000.00 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 2022-11-15 2025-02-15 1.625 - 2.75 154827600.00 166308938.83 U.S. Treasuries (including strips) Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0014 163000000.00 163000000.00 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 2026-08-15 1.5 - 6 164037700.00 166245086.23 U.S. Treasuries (including strips) Y N/A N/A 2021-02-10 2021-02-10 2021-02-10 N N N 0.0014 163000000.00 163000000.00 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 2023-08-15 2024-04-30 0.125 - 2 64197200.00 66316323.75 U.S. Treasuries (including strips) Y N/A N/A 2021-02-16 2021-02-16 2021-02-16 N N N 0.0014 65000000.00 65000000.00 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 2022-10-31 2022-10-31 2 - 2 96390200.00 100013407.92 U.S. Treasuries (including strips) Y N/A N/A 2021-02-17 2021-02-17 2021-02-17 N N N 0.0014 98000000.00 98000000.00 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 2025-02-28 2025-02-28 2.75 - 2.75 285500100.00 317320643.75 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0014 311000000.00 311000000.00 0.0014 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 2026-09-30 2026-09-30 1.625 - 1.625 218466900.00 233666940.56 U.S. Treasuries (including strips) Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0014 229000000.00 229000000.00 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 127316700.00 166247753.30 U.S. Treasuries (including strips) Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0014 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 HAA546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 82449300.00 84657940.37 U.S. Treasuries (including strips) Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0014 83000000.00 83000000.00 0.0004 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 2021-06-30 2026-02-15 2.125 - 6 163208100.00 165212569.53 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 GHB381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2026-08-15 1.5 - 6 155235900.00 165324246.14 U.S. Treasuries (including strips) Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0015 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 HAA544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 82449300.00 84657940.37 U.S. Treasuries (including strips) Y N/A N/A 2021-03-30 2021-03-30 2021-03-30 N N N 0.0015 83000000.00 83000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.15% H7FNTJ4851HG0EXQ1Z70 HAB222000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 162198000.00 168277910.40 U.S. Treasuries (including strips) Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0015 165000000.00 165000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.07% RB0PEZSDGCO3JS6CEU02 HAB186000 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 155238000.00 175620626.11 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 172000000.00 172000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 HAB167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2030-05-15 0.625 - 2.875 1469525100.00 1561414725.62 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 1531000000.00 1531000000.00 0.0071 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GJH984000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2046-05-15 0.5 - 2.875 676574600.00 733161769.03 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0010 719000000.00 719000000.00 0.0033 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GJJ053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2046-05-15 0.5 - 2.875 221764000.00 239639762.73 U.S. Treasuries (including strips) Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 235000000.00 235000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GJI528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2046-05-15 0.25 - 3.125 743124800.00 795382668.28 U.S. Treasuries (including strips) Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0010 780000000.00 780000000.00 0.0036 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GJJ949000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2046-05-15 0.125 - 2.875 504486600.00 534309596.94 U.S. Treasuries (including strips) Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 524000000.00 524000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.10% U7M81AY481YLIOR75625 GJJ870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2028-08-15 0.125 - 2.875 1189929100.00 1273653386.18 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1249000000.00 1249000000.00 0.0058 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 HAA534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2030-05-15 0.125 - 2.875 185370600.00 185588951.11 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0011 182000000.00 182000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.11% U7M81AY481YLIOR75625 HAA171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2029-05-15 0.25 - 2.75 460927400.00 477223642.90 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0011 468000000.00 468000000.00 0.0022 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 2021-03-04 2050-08-15 0 - 6.5 322152300.00 334602983.52 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 328000000.00 328000000.00 0.0015 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 GJC596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2049-11-15 0 - 6.375 319322600.00 332636365.86 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 326000000.00 326000000.00 0.0015 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 2043-11-15 0 - 6.375 636411800.00 665624019.21 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 652500000.00 652500000.00 0.0030 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 2021-02-15 2050-02-15 0 - 3 164571400.00 167372950.15 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 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 Nomura Securities International, Inc. Nomura Securities International, Inc., 0.10% OXTKY6Q8X53C9ILVV871 HAA909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2037-02-15 2040-11-15 1.125 - 5 303659200.00 452886305.78 U.S. Treasuries (including strips) Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 N N N 0.0010 444000000.00 444000000.00 0.0021 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 2026-11-15 2 - 2 227381200.00 247948950.52 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0015 243000000.00 243000000.00 0.0011 N N Y N 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 2027-05-15 2027-05-15 2.375 - 2.375 103168100.00 115300909.97 U.S. Treasuries (including strips) Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0015 113000000.00 113000000.00 0.0005 N N Y N 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 2026-08-15 2026-08-15 1.5 - 1.5 155354500.00 165294495.70 U.S. Treasuries (including strips) Y N/A N/A 2021-01-13 2021-01-13 2021-01-13 N N N 0.0015 162000000.00 162000000.00 0.0008 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 2025-06-30 2025-06-30 2.75 - 2.75 150909700.00 167313584.39 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 2026-11-15 2026-11-15 2 - 2 153431400.00 167310026.54 U.S. Treasuries (including strips) Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0015 164000000.00 164000000.00 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 2026-08-15 2026-08-15 1.5 - 1.5 125606800.00 133643458.43 U.S. Treasuries (including strips) Y N/A N/A 2021-02-19 2021-02-19 2021-02-19 N N N 0.0015 131000000.00 131000000.00 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 2026-08-15 2026-08-15 1.5 - 1.5 227241800.00 241781337.09 U.S. Treasuries (including strips) Y N/A N/A 2021-02-22 2021-02-22 2021-02-22 N N N 0.0015 237000000.00 237000000.00 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 2025-06-30 2.75 - 2.75 149982600.00 166285708.62 U.S. Treasuries (including strips) Y N/A N/A 2021-02-24 2021-02-24 2021-02-24 N N N 0.0015 163000000.00 163000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 GJB588000 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 2026-08-15 1.5 - 1.5 77660800.00 82629745.33 U.S. Treasuries (including strips) Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0015 81000000.00 81000000.00 0.0004 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.09% 549300QJJX6CVVUXLE15 GJB014000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-19 2050-11-15 0 - 6 224283809.00 261785168.94 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0009 256000000.00 256000000.00 0.0012 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.10% 549300QJJX6CVVUXLE15 HAA174000 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 2046-05-15 0.375 - 4.375 139105100.00 170106413.07 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0010 166000000.00 166000000.00 0.0008 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.07% 6PJDTY319315T5LR2241 HAB164000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2026-08-15 1.5 - 2.75 727329000.00 785261436.72 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 770000000.00 770000000.00 0.0036 N Y Y N Societe Generale Societe Generale, 0.08% O2RNE8IBXP4R0TD8PU41 HAB217000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2050-08-15 0.375 - 8.125 312742400.00 336825857.95 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 330000000.00 330000000.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 5493006GGLR4BTEL8O61 GJJ922000 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 2047-11-15 1.125 - 2.75 113268000.00 142202723.91 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0015 138000000.00 138000000.00 0.0006 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.07% HAB171000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-10-01 2050-09-01 1.985 - 4.5 186860230.00 139860475.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2050-12-20 2 - 2 16069539.00 16824577.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2050-07-01 2 - 4.5 93938245.00 80976796.30 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 233000000.00 233000000.00 0.0011 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.08%, dated 12/31/2020 due 01/04/2021 B4TYDEB6GKMZO031MB27 HAB294000_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 2046-09-20 2050-08-20 2.5 - 3.5 2149099395.00 1131041370.43 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 1108853000.00 1108853000.00 0.0052 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.11% G5GSEF7VJP5I7OUK5573 HAA157000 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 2047-04-20 2049-12-20 3 - 4 985987058.00 428409163.34 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0011 420000000.00 420000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.12% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-14 2040-11-15 0 - 2.5 63342400.00 63654660.00 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-05-20 2041-05-20 5 - 5 9637708.00 8777182.73 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-01-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 71000000.00 71000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GJF533000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 2051-01-01 2 - 3 80864502.00 79559510.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-12-01 2050-12-01 1.5 - 4.5 138271955.00 65466061.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2050-06-20 4.5 - 4.5 1000.00 1103.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2026-08-15 0.125 - 2.25 2769700.00 2881996.01 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 145000000.00 145000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 GJE311000 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 2048-05-01 2050-12-01 2.5 - 3.5 12677935.00 13156198.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-20 2060-11-15 2.38 - 4.5 4238720.00 3578130.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-12-01 2050-12-01 1.5 - 2.5 37005995.00 38349495.87 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-01-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 54000000.00 54000000.00 0.0003 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-12-01 2050-12-01 1.5 - 4.5 85803758.00 87346730.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-01 2050-12-01 1.5 - 3.5 19300740.00 20362149.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-20 2060-12-15 2.2 - 4.5 1419437.00 1455949.93 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 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 0.08%, dated 12/31/2020 due 01/04/2021 VJW2DOOHGDT6PR0ZRO63 HAB294000_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 2021-01-12 2050-11-15 0 - 4.75 6528297.00 6722509.28 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 18159.00 18503.08 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-18 2032-05-04 0.133 - 4.375 4371743.00 4466220.23 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-03-20 2050-06-20 2 - 9 45349991.00 20307486.71 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-02-23 2025-12-23 0.125 - 4.8 15116224.00 15162977.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-01 2050-12-01 0.25 - 8 412792739.00 400799686.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-15 2051-01-01 0 - 9.5 627359195.00 616599426.31 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 1043191000.00 1043191000.00 0.0049 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.08%, dated 12/31/2020 due 01/04/2021 8NAV47T0Y26Q87Y0QP81 HAB294000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2038-05-15 1.5 - 4.5 217166646.00 228319767.29 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-04 2031-03-17 0 - 7.125 143826043.00 142816885.99 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 1.875 - 5.25 4807491.00 7092076.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2045-10-05 0 - 6.75 146171203.00 141616640.04 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-01 2039-01-28 0 - 5.625 197050026.00 208076682.50 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2024-01-15 0 - 0 196182.00 194282.77 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2033-10-25 2050-01-21 3.2 - 4.464 1857664.00 1470474.58 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-11-27 2045-04-06 0.53 - 5.25 82446866.00 90984183.16 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2050-12-20 2.5 - 9 135721948.00 121962263.59 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0008 924044000.00 924044000.00 0.0043 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.11% 549300HN4UKV1E2R3U73 GJG930000 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 2050-08-01 2051-01-01 2 - 4.5 180193331.00 184630155.00 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-01-15 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0011 181000000.00 181000000.00 0.0008 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.08%, dated 12/31/2020 due 01/04/2021 E57ODZWZ7FF32TWEFA76 HAB294000_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 2021-06-20 2068-01-20 2.356 - 9.5 93656.00 8824.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2050-02-15 0 - 8 288771570.00 293853398.13 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 12318388.00 14458244.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-06-30 2031-08-01 0 - 3.4 1216501.00 1218432.65 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2025-04-14 0.5 - 2.375 822397.00 829798.59 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-22 2050-12-01 0.5 - 6.25 982436.00 1067017.97 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-01-15 0 - 0 3084761.00 2753728.75 Agency Debentures and Agency Strips Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 308014000.00 308014000.00 0.0014 N Y Y N Citibank NA Citibank NA, 0.11% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-12-10 2039-01-28 1.25 - 5 14915000.00 14966710.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-22 2049-07-01 0 - 7.125 10322033.00 10563116.09 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-12-14 2022-12-14 0.125 - 0.125 29604000.00 29579340.69 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-01-15 2044-05-15 0 - 7.875 26402300.00 33040117.74 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2060-09-15 2065-09-15 0 - 4.625 477000.00 727435.69 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-02-20 2046-02-20 3.5 - 3.5 2098.00 715.29 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 765000.00 686058.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-02-16 2029-09-15 0 - 2.375 3432000.00 3433843.52 Agency Debentures and Agency Strips Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0011 91000000.00 91000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.12% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-01-31 2049-02-15 0 - 7.25 527355600.00 536390489.84 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2036-04-01 2036-04-01 5.98 - 5.98 1000.00 1555.97 Agency Debentures and Agency Strips Resolution Funding Corp 2021-01-15 2030-04-15 0 - 0 15901000.00 14121558.09 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-19 2037-07-15 0.625 - 5.625 374000.00 380425.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 0 - 0 500.00 486.71 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-01-13 2025-12-15 0.114 - 2.375 5865000.00 5879809.50 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-08-27 2023-05-11 0.47 - 2.7 161000.00 162239.19 Agency Debentures and Agency Strips Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0012 546000000.00 546000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.11% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2050-07-20 2.5 - 5.5 899843731.00 924120886.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 58200.00 58443.85 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-01-19 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0011 906000000.00 906000000.00 0.0042 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.12% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-12-20 1.5 - 5 696069996.00 742560830.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 14000.00 14058.66 U.S. Treasuries (including strips) Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0012 728000000.00 728000000.00 0.0034 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.08%, dated 12/31/2020 due 01/04/2021 MBNUM2BPBDO7JBLYG310 HAB294000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-15 2050-12-20 2 - 5.5 379856822.00 391508095.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2049-08-01 1.5 - 7 361292466.00 120175821.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 0.375 - 0.375 6992.00 7021.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-25 2049-08-01 1.25 - 7 569786114.00 273754499.85 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N Y Citigroup Inc 1.0000 N/A N/A N 0.0008 770037000.00 770037000.00 0.0036 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.08%, dated 12/31/2020 due 01/04/2021 1VUV7VQFKUOQSJ21A208 HAB294000_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 2050-09-20 2050-09-20 2 - 2 75800029.00 78544778.26 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 77004000.00 77004000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.08% 7LTWFZYICNSX8D621K86 HAB202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-30 2028-05-15 2.625 - 2.875 514056000.00 562025089.22 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 551000000.00 551000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.07% FOR8UP27PHTHYVLBNG30 0000769993 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 2029-04-01 2055-09-01 2.5 - 5 1303972423.00 813991639.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-04-01 2050-07-01 2 - 6 272704535.00 220296404.96 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 1014000000.00 1014000000.00 0.0047 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.11% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2050-09-01 2 - 6 947695899.00 524161770.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-08-20 2055-08-15 2.5 - 5.5 381109934.00 340553110.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2050-12-01 2 - 5.5 344149185.00 253229029.46 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0011 1096000000.00 1096000000.00 0.0051 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.08%, dated 12/31/2020 due 01/04/2021 CYYGQCGNHMHPSMRL3R97 HAB294000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-10-20 2050-12-20 2.5 - 4.5 298654048.00 139772783.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-01 2048-09-01 1.866 - 4.28 51754429.00 11794804.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2043-10-01 2.315 - 2.97 64392099.00 5521967.77 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 154008000.00 154008000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 GJD142000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2050-12-01 2 - 4.5 292950338.00 242465996.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-03-01 2050-12-01 2.276 - 4.5 70083709.00 32962920.42 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-08 2021-02-08 2021-02-08 N N N 0.0014 270000000.00 270000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 HAA486000 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 2033-07-01 2051-01-01 1.5 - 4.5 190005939.00 152388102.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-06-01 2050-11-01 1.5 - 4.5 123719255.00 33256229.06 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-26 2021-02-26 2021-02-26 N N N 0.0014 182000000.00 182000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 HAB223000 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 2029-01-01 2051-01-01 1.5 - 4 223674828.00 177975014.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2050-09-01 2 - 4 64891578.00 62748730.52 Agency Mortgage-Backed Securities Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0014 236000000.00 236000000.00 0.0011 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.07% 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 Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-01-15 2028-07-01 5 - 9 234886.00 115.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-06-17 2040-11-15 0 - 4.25 642868700.00 640082465.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-25 2050-08-01 2 - 8.5 209546.00 2070.91 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-06-12 2028-12-08 2 - 5.75 15270000.00 16608767.44 Agency Debentures and Agency Strips Federal Farm Credit Bank 2026-02-17 2029-11-05 1.2 - 3.17 23367000.00 25691965.34 Agency Debentures and Agency Strips Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0007 669000000.00 669000000.00 0.0031 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.08%, dated 12/31/2020 due 01/04/2021 OXTKY6Q8X53C9ILVV871 HAB294000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2051-01-01 1.5 - 5.5 442459454.00 444337910.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2051-01-01 1.5 - 6 982347829.00 949565865.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-10-20 2068-09-20 2 - 5.5 167250534.00 155761537.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2040-11-15 0.625 - 5 100150902.00 143753420.30 U.S. Treasuries (including strips) Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 1660200000.00 1660200000.00 0.0077 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.08%, dated 12/31/2020 due 01/04/2021 549300QJJX6CVVUXLE15 HAB294000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-01 2050-12-01 1.5 - 6 406402448.00 64949157.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2050-12-20 2 - 5 526418661.00 272928542.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-01-05 2049-08-15 0 - 6.25 547499089.00 595577012.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2050-07-01 2 - 3 17742581.00 10526421.07 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 924044000.00 924044000.00 0.0043 N Y Y N RBC Financial Group RBC Financial Group, 0.10% ES7IP3U3RHIGC71XBU11 HAA177000 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 2028-08-01 2050-11-01 2 - 7.589 380537457.00 270624650.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2058-08-01 2 - 6 618408879.00 372012991.96 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A 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 2029-04-15 2051-01-25 1.25 - 5.5 153050141.00 95122652.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-12-01 2058-01-01 2 - 5 503205951.00 89361097.25 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-01-07 2021-01-07 2021-01-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0011 180000000.00 180000000.00 0.0008 N N Y N Societe Generale Societe Generale, 0.09% O2RNE8IBXP4R0TD8PU41 HAB218000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-16 2049-08-15 0 - 8.125 196840800.00 206187380.32 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2050-12-01 2.062 - 4 204555005.00 157838963.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2021-01-12 2050-12-01 0 - 2.5 5131725.00 5276216.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-09-20 2 - 2 1347433.00 1394514.23 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0009 362000000.00 362000000.00 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 0.08%, dated 12/31/2020 due 01/04/2021 5U0XI89JRFVHWIBS4F54 HAB294000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-08 2025-08-31 0 - 2.75 470021508.00 495219609.88 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2050-08-01 2.5 - 4 411227175.00 243773143.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 2050-10-01 2 - 3.5 1393155214.00 998408157.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2050-11-20 2 - 4.5 2297109652.00 1085542997.96 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 2767568000.00 2767568000.00 0.0129 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.08%, dated 12/31/2020 due 01/04/2021 5U0XI89JRFVHWIBS4F54 HAB294000_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 3187430619.00 1736785027.66 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 1694082000.00 1694082000.00 0.0079 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GJE369000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2046-12-01 3 - 3 91919000.00 50418266.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 100000.00 101391.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 419604000.00 185270432.50 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-03-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 231000000.00 231000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.17% 5493006GGLR4BTEL8O61 GIJ284000 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 2021-10-31 2021-10-31 1.5 - 1.5 6650000.00 6742518.95 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 224810000.00 106589822.62 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-03-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0017 111000000.00 111000000.00 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. 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 4 - 4 88000000.00 27544433.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2049-07-01 3.5 - 3.5 428553000.00 190025699.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 15950000.00 16171906.36 U.S. Treasuries (including strips) Y N/A N/A 2021-01-07 2021-01-07 2021-02-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0018 229000000.00 229000000.00 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 2021-02-28 2021-10-31 1.125 - 2 14950000.00 15116255.87 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3 - 3 246281000.00 137021884.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-07 2021-01-07 2021-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0018 149000000.00 149000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.08% SUVUFHICNZMP2WKHG940 HAB178000 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 2049-08-01 2050-12-01 2.5 - 3.5 811184321.00 782346954.90 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 767000000.00 767000000.00 0.0036 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 12/31/2020 due 01/04/2021 VYVVCKR63DVZZN70PB21 HAB294000_08395 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 2022-04-01 2051-01-01 2 - 4 21699007.00 22469877.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-04-25 2050-11-25 2.203 - 7.482 1204024.00 1104071.30 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 23101000.00 23101000.00 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.08%, dated 12/31/2020 due 01/04/2021 VYVVCKR63DVZZN70PB21 HAB316000_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 2026-04-25 2050-11-25 2.203 - 7.482 1303000.00 1194830.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-01 2051-01-01 2 - 4 23482757.00 24316996.33 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-04 2021-01-04 2021-01-04 N N N 0.0008 25000000.00 25000000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.11% 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 2021-04-01 2051-01-01 1.5 - 6.5 466518635.00 370265656.75 Agency Mortgage-Backed Securities Y N/A N/A 2021-01-06 2021-01-06 2021-01-06 N N N 0.0011 363000000.00 363000000.00 0.0017 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.11% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 32150000.00 32150000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 34955000.00 34955000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 17400000.00 17400000.00 0.0001 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., 0.09% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0009 20500000.00 20500000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.10% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 13500000.00 13500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 11100000.00 11100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (750 Sixth Avenue Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MFM2 US64986MFM29 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 37500000.00 37500000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 16600000.00 16600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 24400000.00 24400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.12% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 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 15800000.00 15800000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-01-07 2021-01-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 10600000.00 10600000.00 0.0000 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 HAB221000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-01-07 2021-01-07 2021-01-08 Y MUFG SECS EMEA 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 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 Phillips Street Trust: Fidelity Government Cash Reserves Fund 2021-01-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer