0000278001-21-000004.txt : 20210205 0000278001-21-000004.hdr.sgml : 20210205 20210205092446 ACCESSION NUMBER: 0000278001-21-000004 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210131 FILED AS OF DATE: 20210205 DATE AS OF CHANGE: 20210205 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: 21594112 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 2021-01-31 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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2021-07-29 2021-07-29 N N N 0.0007 84969004.75 84969004.75 0.0004 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 254963733.90 254963733.90 0.0012 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 2912313813.72 2912313813.72 0.0136 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 2238365624.13 2238365624.13 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796H36 US912796H366 U.S. Treasury Debt Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0008 1231569489.92 1231569489.92 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 9127965G0 US9127965G05 U.S. Treasury Debt Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0008 64458423.95 64458423.95 0.0003 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358494081.72 358494081.72 0.0017 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 103147439.35 103147439.35 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 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 0.0014 216562108.30 216562108.30 0.0010 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 0.0024 389028153.44 389028153.44 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 912828C57 254900HROIFWPRGM1V77 US912828C574 U.S. Treasury Debt Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0020 810779657.36 810779657.36 0.0038 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 0.0019 79360252.64 79360252.64 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 0.0014 190588589.60 190588589.60 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 0.0016 127092656.88 127092656.88 0.0006 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 0.0012 257609999.36 257609999.36 0.0012 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 0.0012 41172968.75 41172968.75 0.0002 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 0.0012 150001093.75 150001093.75 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0014 242240625.60 242240625.60 0.0011 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 0.0011 391273750.00 391273750.00 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0012 133841639.96 133841639.96 0.0006 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 0.0013 207354297.90 207354297.90 0.0010 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 0.0014 315327186.72 315327186.72 0.0015 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 0.0010 317629375.00 317629375.00 0.0015 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 0.0011 778393125.00 778393125.00 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0012 488928750.00 488928750.00 0.0023 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 0.0012 628424023.44 628424023.44 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 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 0.0011 415452187.50 415452187.50 0.0019 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 601598593.75 601598593.75 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 912828RR3 254900HROIFWPRGM1V77 US912828RR30 U.S. Treasury Debt Y N/A N/A 2021-11-15 2021-11-15 2021-11-15 N N N 0.0012 50746094.00 50746094.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 912828YT1 254900HROIFWPRGM1V77 US912828YT13 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0009 34399765.54 34399765.54 0.0002 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 0.0017 56292535.04 56292535.04 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 9128285A4 254900HROIFWPRGM1V77 US9128285A44 U.S. Treasury Debt Y N/A N/A 2021-09-15 2021-09-15 2021-09-15 N N N 0.0010 246008125.00 246008125.00 0.0012 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 0.0008 127191093.12 127191093.12 0.0006 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 0.0010 82154882.61 82154882.61 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 0.0008 240082500.00 240082500.00 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 0.0046 279230230.80 279230230.80 0.0013 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 170717187.50 170717187.50 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 0.0012 435562421.88 435562421.88 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 0.0009 408478281.25 408478281.25 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 0.0012 64230468.75 64230468.75 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 0.0010 209183204.16 209183204.16 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 0.0008 469945000.00 469945000.00 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 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 0.0008 164252812.50 164252812.50 0.0008 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 0.0015 153282664.44 153282664.44 0.0007 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 0.0012 50068047.12 50068047.12 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2021-02-01 2022-10-31 2022-10-31 N N N 0.0012 103032377.02 103032377.02 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2021-02-01 2022-07-31 2022-07-31 N N N 0.0011 1043319283.16 1043319283.16 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.23% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2021-02-01 2022-01-31 2022-01-31 N N N 0.0011 1376747157.50 1376747157.50 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2021-02-01 2021-07-31 2021-07-31 N N N 0.0010 917906995.53 917906995.53 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.38% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-02-01 2021-10-31 2021-10-31 N N N 0.0010 1386790856.39 1386790856.39 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 0.0069 9012132.81 9012132.81 0.0000 N Y Y N Fannie Mae Fannie Mae, 0.03% 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 0.0003 30499457.71 30499457.71 0.0001 N N Y N Fannie Mae Fannie Mae, 0.15% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-07-29 2022-07-29 N N N 0.0007 144088638.51 144088638.51 0.0007 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-06-04 2021-06-04 N N N 0.0007 156025276.68 156025276.68 0.0007 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-09-07 2021-09-07 N N N 0.0006 711324180.45 711324180.45 0.0033 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-09-10 2021-09-10 N N N 0.0006 680479808.00 680479808.00 0.0032 N N N N Fannie Mae Fannie Mae, 0.23% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-12-10 2021-12-10 N N N 0.0006 681645857.86 681645857.86 0.0032 N N N N Fannie Mae Fannie Mae, 0.25% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-03-11 2022-03-11 N N N 0.0007 681984115.36 681984115.36 0.0032 N N N N Fannie Mae Fannie Mae, 0.25% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-03-09 2022-03-09 N N N 0.0007 321408437.17 321408437.17 0.0015 N N N N Fannie Mae Fannie Mae, 0.26% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-07-06 2022-07-06 N N N 0.0007 689559393.28 689559393.28 0.0032 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-05-19 2022-05-19 N N N 0.0007 353929453.36 353929453.36 0.0017 N N N N Fannie Mae Fannie Mae, 0.26% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-05 2021-04-05 N N N 0.0007 536159433.20 536159433.20 0.0025 N N N N Fannie Mae Fannie Mae, 0.26% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-05-13 2022-05-13 N N N 0.0007 50095548.00 50095548.00 0.0002 N N N N Fannie Mae Fannie Mae, 0.27% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-06-24 2022-06-24 N N N 0.0007 507193395.94 507193395.94 0.0024 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-06-17 2022-06-17 N N N 0.0007 501163720.00 501163720.00 0.0023 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-07-06 2021-07-06 N N N 0.0008 251213495.58 251213495.58 0.0012 N N N N Fannie Mae Fannie Mae, 0.31% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-10-27 2021-10-27 N N N 0.0007 419781020.19 419781020.19 0.0020 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-03-24 2021-03-24 N N N 0.0007 338110113.64 338110113.64 0.0016 N N N N Fannie Mae Fannie Mae, 0.32% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-26 2021-04-26 N N N 0.0007 859521043.63 859521043.63 0.0040 N N N N Fannie Mae Fannie Mae, 0.35% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-05-04 2022-05-04 N N N 0.0007 513545128.96 513545128.96 0.0024 N N N N Fannie Mae Fannie Mae, 0.35% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-10-25 2021-10-25 N N N 0.0007 608258207.81 608258207.81 0.0028 N N N N Fannie Mae Fannie Mae, 0.35% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-07-06 2021-07-06 N N N 0.0008 528662848.98 528662848.98 0.0025 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-10-04 2021-10-04 N N N 0.0009 4306822.12 4306822.12 0.0000 N N N N Fannie Mae Fannie Mae, 0.42% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-09-23 2021-09-23 N N N 0.0006 1492130801.18 1492130801.18 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 3133EMHP0 US3133EMHP06 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-03-25 2022-03-25 N N N 0.0008 199958846.00 199958846.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 313313HX9 US313313HX94 U.S. Government Agency Debt Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0008 2998946.67 2998946.67 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 313313JY5 US313313JY59 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0008 9995933.30 9995933.30 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 313313KP2 US313313KP24 U.S. Government Agency Debt Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0008 26988120.00 26988120.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 313313LV8 US313313LV82 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0008 8995439.97 8995439.97 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-02-18 2022-02-18 N N N 0.0007 193972353.06 193972353.06 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMLZ3 US3133EMLZ32 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-12-30 2021-12-30 N N N 0.0007 96190057.73 96190057.73 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0009 9993825.00 9993825.00 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0009 29980950.00 29980950.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMKF8 US3133EMKF86 U.S. Government Agency Debt Y N/A N/A 2022-01-07 2022-01-07 2022-01-07 N N N 0.0007 235973185.68 235973185.68 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-03-08 2022-03-08 N N N 0.0008 122975852.64 122975852.64 0.0006 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 2021-02-03 2021-03-03 2021-03-03 N N N 0.0013 68999257.56 68999257.56 0.0003 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 0.0009 24441475.61 24441475.61 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-09-02 2021-09-02 N N N 0.0006 194034603.78 194034603.78 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.27% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-20 2021-04-20 N N N 0.0006 161074988.97 161074988.97 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.33% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-27 2021-04-27 N N N 0.0006 167112360.94 167112360.94 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 0.0009 70049388.50 70049388.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385BK1 2549001DPIFGXC1TOL40 US313385BK15 U.S. Government Agency Debt Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0002 141499685.87 141499685.87 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 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 0.0002 180999196.36 180999196.36 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 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 0.0003 447495525.00 447495525.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 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 0.0003 323496046.83 323496046.83 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 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 0.0003 88998417.58 88998417.58 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 777980114.32 777980114.32 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 104997083.10 104997083.10 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385CM6 2549001DPIFGXC1TOL40 US313385CM61 U.S. Government Agency Debt Y N/A N/A 2021-03-01 2021-03-01 2021-03-01 N N N 0.0005 128994983.19 128994983.19 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 268182610.36 268182610.36 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 232985113.63 232985113.63 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385DK9 2549001DPIFGXC1TOL40 US313385DK96 U.S. Government Agency Debt Y N/A N/A 2021-03-23 2021-03-23 2021-03-23 N N N 0.0005 152989375.68 152989375.68 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 309978042.70 309978042.70 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 94993007.05 94993007.05 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AKTF3 2549001DPIFGXC1TOL40 US3130AKTF37 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-08-20 2021-08-20 N N N 0.0005 89003531.52 89003531.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AKLE4 2549001DPIFGXC1TOL40 US3130AKLE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-07-23 2021-07-23 N N N 0.0006 487990010.64 487990010.64 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AKTC0 2549001DPIFGXC1TOL40 US3130AKTC06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-08-20 2021-08-20 N N N 0.0005 177007072.92 177007072.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-30 2021-04-30 N N N 0.0004 105757753.59 105757753.59 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385DY9 2549001DPIFGXC1TOL40 US313385DY90 U.S. Government Agency Debt Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0007 107986770.00 107986770.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385EA0 2549001DPIFGXC1TOL40 US313385EA06 U.S. Government Agency Debt Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0007 18997598.59 18997598.59 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 34995440.20 34995440.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385EK8 2549001DPIFGXC1TOL40 US313385EK87 U.S. Government Agency Debt Y N/A N/A 2021-04-16 2021-04-16 2021-04-16 N N N 0.0007 22996690.53 22996690.53 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0005 425019061.25 425019061.25 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385EQ5 2549001DPIFGXC1TOL40 US313385EQ57 U.S. Government Agency Debt Y N/A N/A 2021-04-21 2021-04-21 2021-04-21 N N N 0.0007 12998003.07 12998003.07 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385ES1 2549001DPIFGXC1TOL40 US313385ES14 U.S. Government Agency Debt Y N/A N/A 2021-04-23 2021-04-23 2021-04-23 N N N 0.0007 148976532.50 148976532.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 73987625.72 73987625.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 157972964.62 157972964.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 204962132.40 204962132.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 195961889.76 195961889.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 372926022.91 372926022.91 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 121974616.68 121974616.68 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 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 0.0007 531887247.92 531887247.92 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-23 2021-04-23 N N N 0.0005 34002269.16 34002269.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-05-21 2021-05-21 N N N 0.0008 89999100.00 89999100.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AKVT0 2549001DPIFGXC1TOL40 US3130AKVT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0011 265977648.02 265977648.02 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AKVS2 2549001DPIFGXC1TOL40 US3130AKVS20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-02 2021-06-02 2021-06-02 N N N 0.0009 442983666.59 442983666.59 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 24993166.75 24993166.75 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 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 0.0008 120961817.24 120961817.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385JK3 2549001DPIFGXC1TOL40 US313385JK33 U.S. Government Agency Debt Y N/A N/A 2021-07-21 2021-07-21 2021-07-21 N N N 0.0008 173934266.28 173934266.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385JM9 2549001DPIFGXC1TOL40 US313385JM98 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0008 107958720.24 107958720.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130A7CV5 2549001DPIFGXC1TOL40 US3130A7CV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-18 2021-02-18 2021-02-18 N N N 0.0025 34020101.14 34020101.14 0.0002 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 0.0015 28540434.53 28540434.53 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AKM37 2549001DPIFGXC1TOL40 US3130AKM373 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-28 2021-05-28 2021-05-28 N N N 0.0009 586005824.84 586005824.84 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AKM94 2549001DPIFGXC1TOL40 US3130AKM944 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0009 247997929.20 247997929.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% to 0.10% 3130AKUB0 2549001DPIFGXC1TOL40 US3130AKUB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0011 632927141.70 632927141.70 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% to 0.10% 3130AKV45 2549001DPIFGXC1TOL40 US3130AKV457 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0011 240969537.60 240969537.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHJY0 2549001DPIFGXC1TOL40 US3130AHJY07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-19 2021-11-19 2021-11-19 N N N 0.0011 36439354.08 36439354.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AABG2 2549001DPIFGXC1TOL40 US3130AABG20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-29 2021-11-29 2021-11-29 N N N 0.0010 95388498.44 95388498.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKFE1 2549001DPIFGXC1TOL40 US3130AKFE18 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-05-04 2021-05-04 N N N 0.0005 725026535.00 725026535.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJZC6 2549001DPIFGXC1TOL40 US3130AJZC68 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-19 2021-02-19 N N N 0.0005 36000363.96 36000363.96 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-11-16 2021-11-16 N N N 0.0007 167777157.05 167777157.05 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKF68 2549001DPIFGXC1TOL40 US3130AKF682 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-05-03 2021-05-03 N N N 0.0005 175756311.18 175756311.18 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-04-28 2022-04-28 N N N 0.0008 199055113.05 199055113.05 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-11 2021-02-11 2021-02-11 N N N 0.0014 343995448.88 343995448.88 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0013 343894920.60 343894920.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0013 119998245.60 119998245.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-20 2021-04-20 2021-04-20 N N N 0.0011 435986758.68 435986758.68 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-24 2021-03-24 2021-03-24 N N N 0.0013 40797970.61 40797970.61 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-24 2021-03-24 2021-03-24 N N N 0.0015 331973469.88 331973469.88 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-03-26 2021-03-26 N N N 0.0013 343981203.84 343981203.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-03-26 2021-03-26 N N N 0.0013 1999895.40 1999895.40 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-03-26 2021-03-26 N N N 0.0014 170988132.60 170988132.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-03-26 2021-03-26 N N N 0.0014 38997293.40 38997293.40 0.0002 N N N 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 355991520.08 355991520.08 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 612972047.20 612972047.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKRH1 2549001DPIFGXC1TOL40 US3130AKRH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-13 2021-05-13 2021-05-13 N N N 0.0008 88000168.08 88000168.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKRX6 2549001DPIFGXC1TOL40 US3130AKRX60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-14 2021-05-14 2021-05-14 N N N 0.0009 366000706.38 366000706.38 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKR99 2549001DPIFGXC1TOL40 US3130AKR992 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0008 83000335.32 83000335.32 0.0004 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 0.0009 90000861.30 90000861.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKW28 2549001DPIFGXC1TOL40 US3130AKW281 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-25 2021-05-25 2021-05-25 N N N 0.0010 103991336.80 103991336.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKTX4 2549001DPIFGXC1TOL40 US3130AKTX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0009 101998000.80 101998000.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKPR1 2549001DPIFGXC1TOL40 US3130AKPR11 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0010 52997950.49 52997950.49 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKPT7 2549001DPIFGXC1TOL40 US3130AKPT76 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 105995873.42 105995873.42 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKQQ2 2549001DPIFGXC1TOL40 US3130AKQQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0010 80995975.11 80995975.11 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKQR0 2549001DPIFGXC1TOL40 US3130AKQR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0010 226988039.37 226988039.37 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130A8QS5 2549001DPIFGXC1TOL40 US3130A8QS58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-14 2021-07-14 2021-07-14 N N N 0.0009 141792358.96 141792358.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKS31 2549001DPIFGXC1TOL40 US3130AKS313 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0009 88001290.08 88001290.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKTW6 2549001DPIFGXC1TOL40 US3130AKTW69 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-26 2021-08-26 2021-08-26 N N N 0.0012 88985343.48 88985343.48 0.0004 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 253996329.70 253996329.70 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 87995827.92 87995827.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKSL1 2549001DPIFGXC1TOL40 US3130AKSL14 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-21 2021-10-21 2021-10-21 N N N 0.0011 107994394.80 107994394.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-07-23 2021-07-23 N N N 0.0006 350084784.00 350084784.00 0.0016 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 0.0011 172000000.00 172000000.00 0.0008 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-15 2021-04-15 N N N 0.0007 265757037.06 265757037.06 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJYX1 2549001DPIFGXC1TOL40 US3130AJYX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-19 2021-02-19 N N N 0.0005 545008229.50 545008229.50 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6B7 2549001DPIFGXC1TOL40 US3130AK6B73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-16 2021-04-16 N N N 0.0008 262999784.34 262999784.34 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-25 2021-02-25 N N N 0.0005 128002104.32 128002104.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKEE2 2549001DPIFGXC1TOL40 US3130AKEE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0007 88000341.44 88000341.44 0.0004 N N Y 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 88000132.88 88000132.88 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 52999766.80 52999766.80 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 36000009.72 36000009.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6Q4 2549001DPIFGXC1TOL40 US3130AK6Q43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0005 210007744.80 210007744.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5N2 2549001DPIFGXC1TOL40 US3130AK5N21 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0008 87000056.55 87000056.55 0.0004 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 31000819.64 31000819.64 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 47362338.51 47362338.51 0.0002 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 2021-02-01 2021-03-02 2021-03-02 N N N 0.0005 173004285.21 173004285.21 0.0008 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 2021-02-01 2021-02-26 2021-02-26 N N N 0.0005 694015032.04 694015032.04 0.0032 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 2021-02-01 2021-03-04 2021-03-04 N N N 0.0005 378009846.90 378009846.90 0.0018 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 2021-02-01 2021-02-09 2021-02-09 N N N 0.0006 227001159.97 227001159.97 0.0011 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 2021-02-01 2021-02-26 2021-02-26 N N N 0.0005 346007494.36 346007494.36 0.0016 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 0.0010 62000142.60 62000142.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-03-26 2021-03-26 N N N 0.0006 258020977.98 258020977.98 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-26 2021-03-26 2021-03-26 N N N 0.0015 341982356.22 341982356.22 0.0016 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 139002766.10 139002766.10 0.0007 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 52999838.35 52999838.35 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 89000329.30 89000329.30 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 114023507.94 114023507.94 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 0.0020 19253509.41 19253509.41 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 0.0009 90008528.40 90008528.40 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 0.0009 317050054.30 317050054.30 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 123023720.55 123023720.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-12-15 2022-12-15 N N N 0.0010 499988155.00 499988155.00 0.0023 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 2021-02-01 2022-05-17 2022-05-17 N N N 0.0008 108024630.48 108024630.48 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-04-14 2022-04-14 N N N 0.0008 318104749.20 318104749.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-05-14 2021-05-14 N N N 0.0005 516060485.52 516060485.52 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0012 43000248.97 43000248.97 0.0002 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 492001092.24 492001092.24 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 104010792.08 104010792.08 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 0.0009 107013749.50 107013749.50 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 0.0009 299038971.66 299038971.66 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 0.0009 254033312.10 254033312.10 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 0.0009 72009714.96 72009714.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZN2 2549001DPIFGXC1TOL40 US3130AJZN24 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N N N 0.0005 10002359.60 10002359.60 0.0000 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 0.0011 109011594.33 109011594.33 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 2021-02-01 2022-05-12 2022-05-12 N N N 0.0008 798233901.78 798233901.78 0.0037 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 2021-02-01 2022-12-02 2022-12-02 N N N 0.0010 352011922.24 352011922.24 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-26 2021-02-26 N N N 0.0005 462518046.75 462518046.75 0.0022 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 2021-02-01 2022-12-08 2022-12-08 N N N 0.0010 1210007998.10 1210007998.10 0.0057 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 2021-02-01 2022-11-18 2022-11-18 N N N 0.0009 176766261.00 176766261.00 0.0008 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 2021-02-01 2022-11-23 2022-11-23 N N N 0.0010 476033196.24 476033196.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-07-08 2021-07-08 N N N 0.0006 246056228.22 246056228.22 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 87000325.38 87000325.38 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 0.0009 115012972.00 115012972.00 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 0.0009 66007692.96 66007692.96 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 0.0009 72011096.64 72011096.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-06-11 2021-06-11 N N N 0.0006 268754290.84 268754290.84 0.0013 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 2021-02-01 2021-11-26 2021-11-26 N N N 0.0007 526093215.66 526093215.66 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-03-30 2022-03-30 N N N 0.0008 54020259.72 54020259.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-03-25 2022-03-25 N N N 0.0008 53770124.54 53770124.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-19 2021-03-19 2021-03-19 N N N 0.0015 120000186.00 120000186.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-19 2021-03-19 2021-03-19 N N N 0.0016 595892670.43 595892670.43 0.0028 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 2021-02-01 2021-03-04 2021-03-04 N N N 0.0006 1613097570.37 1613097570.37 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 2021-02-01 2022-02-25 2022-02-25 N N N 0.0008 120055329.60 120055329.60 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 2021-02-01 2022-02-22 2022-02-22 N N N 0.0008 291035713.58 291035713.58 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 2021-02-01 2022-02-28 2022-02-28 N N N 0.0008 351159666.39 351159666.39 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-09-15 2022-09-15 N N N 0.0008 176146173.28 176146173.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-05-26 2022-05-26 N N N 0.0008 422194633.87 422194633.87 0.0020 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 2021-02-01 2022-08-12 2022-08-12 N N N 0.0008 305251774.45 305251774.45 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-09-16 2022-09-16 N N N 0.0008 143869069.56 143869069.56 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 2021-02-01 2021-02-22 2021-02-22 N N N 0.0006 236012052.52 236012052.52 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-02-10 2022-02-10 N N N 0.0007 166142464.52 166142464.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-06-04 2021-06-04 N N N 0.0006 203081480.14 203081480.14 0.0009 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 2021-02-01 2021-05-14 2021-05-14 N N N 0.0006 115037914.35 115037914.35 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0021 34000000.00 34000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.21% 3130AJDV8 2549001DPIFGXC1TOL40 US3130AJDV87 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-03-10 2021-03-10 N N N 0.0006 301438874.57 301438874.57 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.23% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-09 2021-04-09 N N N 0.0006 500048670.26 500048670.26 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.29% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-13 2021-04-13 N N N 0.0006 382165711.60 382165711.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-07 2021-04-07 N N N 0.0006 68028319.96 68028319.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-04-06 2021-04-06 N N N 0.0006 169071936.54 169071936.54 0.0008 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 2021-02-01 2021-05-13 2021-05-13 N N N 0.0006 253160670.18 253160670.18 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.35% 3130AJFM6 2549001DPIFGXC1TOL40 US3130AJFM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-03-25 2021-03-25 N N N 0.0006 976981362.30 976981362.30 0.0046 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 0.0034 70202145.85 70202145.85 0.0003 N N N N Freddie Mac Freddie Mac, 0.10% 3134GXLC6 US3134GXLC66 U.S. Government Agency Debt Y N/A N/A 2021-08-11 2021-08-11 2021-08-11 N N N 0.0009 211005028.13 211005028.13 0.0010 N N N N Freddie Mac Freddie Mac, 0.11% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-02-05 2021-02-05 N N N 0.0002 110000942.70 110000942.70 0.0005 N N Y N Freddie Mac Freddie Mac, 0.16% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-08-18 2022-08-18 N N N 0.0010 261016050.93 261016050.93 0.0012 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-08-03 2022-08-03 N N N 0.0010 302137630.46 302137630.46 0.0014 N N N N Freddie Mac Freddie Mac, 0.19% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-01-18 2022-01-18 N N N 0.0010 826696045.42 826696045.42 0.0039 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-04-18 2022-04-18 N N N 0.0010 375356343.28 375356343.28 0.0018 N N N N Freddie Mac Freddie Mac, 0.22% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-12-10 2021-12-10 N N N 0.0010 516360596.28 516360596.28 0.0024 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-12-13 2021-12-13 N N N 0.0009 533589124.90 533589124.90 0.0025 N N N N Freddie Mac Freddie Mac, 0.27% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-06-02 2022-06-02 N N N 0.0010 50088244.00 50088244.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2022-03-11 2022-03-11 N N N 0.0010 532854147.28 532854147.28 0.0025 N N N N Freddie Mac Freddie Mac, 0.34% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-06-24 2021-06-24 N N N 0.0009 117105489.54 117105489.54 0.0005 N N N N Freddie Mac Freddie Mac, 0.35% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-02-01 2021-10-22 2021-10-22 N N N 0.0009 695299237.40 695299237.40 0.0033 N N N N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 HAC689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-31 2050-11-15 1.375 - 6.5 832945400.00 1012841397.38 U.S. Treasuries (including strips) Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 988000000.00 988000000.00 0.0046 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.10% G5GSEF7VJP5I7OUK5573 HAD774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2049-08-15 1.125 - 2.5 810265900.00 841788043.10 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-08 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 821000000.00 821000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 HAI908000 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 2049-05-15 0 - 7.875 1668747300.00 1760087790.55 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 1724000000.00 1724000000.00 0.0081 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 HAE914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-25 2050-11-15 0 - 6.375 1185855700.00 1294848736.24 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 1269000000.00 1269000000.00 0.0059 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 HAE406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2048-02-15 0 - 5.25 741521700.00 851326159.35 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 831000000.00 831000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 HAI575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-09 2050-11-15 0 - 8.125 1543079100.00 1709116781.54 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-03-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 1672000000.00 1672000000.00 0.0078 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 HAG219000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-25 2048-02-15 0 - 4.625 838928500.00 910736747.17 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 892000000.00 892000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 HAH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2048-11-15 0 - 8 767007800.00 837224116.29 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 819000000.00 819000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.09% R0MUWSFPU8MPRO8K5P83 HAJ838000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-25 2049-08-15 0 - 6.75 443126900.00 504561279.08 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 492000000.00 492000000.00 0.0023 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 2021-02-11 2048-11-15 0 - 8.125 283958100.00 333748520.28 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0010 325500000.00 325500000.00 0.0015 N Y 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 2021-02-25 2049-05-15 0 - 6.375 1585806200.00 1851480826.93 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 1808000000.00 1808000000.00 0.0085 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 2021-02-04 2050-11-15 0 - 7.625 1062009500.00 1157548745.19 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 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 GJC591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2048-11-15 0 - 8.125 197098400.00 252290504.91 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 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, 0.12% 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 - 7.875 79029300.00 82770556.84 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., 0.09% 549300HN4UKV1E2R3U73 HAH296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2023-12-31 2.625 - 2.625 154928100.00 166267117.30 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-16 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 0.0009 163000000.00 163000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.10% 2IGI19DL77OX0HC3ZE78 HAC688000 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 2050-02-15 0 - 3.375 151586900.00 172080857.81 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 168000000.00 168000000.00 0.0008 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 HBB555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2040-08-15 0.125 - 3.125 429308200.00 447784545.42 U.S. Treasuries (including strips) Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0006 439000000.00 439000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.06% 549300IMBXQ8SGH3HJ31 HBC070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-15 2050-02-15 0.125 - 3.125 647422800.00 670395057.58 U.S. Treasuries (including strips) Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0006 657000000.00 657000000.00 0.0031 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.07% 549300IMBXQ8SGH3HJ31 HBC672000 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 2030-02-15 0.25 - 2.5 320216500.00 335582688.32 U.S. Treasuries (including strips) Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0007 329000000.00 329000000.00 0.0015 N N Y N Credit AG Credit AG, 0.06% 1VUV7VQFKUOQSJ21A208 HBB600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2024-01-15 0.125 - 0.125 334063500.00 333542809.43 U.S. Treasuries (including strips) Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0006 327000000.00 327000000.00 0.0015 N N Y N Credit AG Credit AG, 0.06% 1VUV7VQFKUOQSJ21A208 HBC106000 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 2050-11-15 1.625 - 4.25 241785600.00 301957305.35 U.S. Treasuries (including strips) Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0006 294000000.00 294000000.00 0.0014 N N Y N Credit AG Credit AG, 0.07% 1VUV7VQFKUOQSJ21A208 HBD309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.5 - 2.5 386641700.00 418202539.12 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0007 410000000.00 410000000.00 0.0019 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 HAE487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2024-01-15 0.125 - 0.125 335102400.00 334580090.14 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 328000000.00 328000000.00 0.0015 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 HAF337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2030-02-15 0.25 - 2.25 652123500.00 689554496.09 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-12 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 676000000.00 676000000.00 0.0032 N N Y N Credit AG Credit AG, 0.09% 1VUV7VQFKUOQSJ21A208 HAE385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-06-30 2029-05-15 0.5 - 2.375 517356500.00 551853155.86 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 541000000.00 541000000.00 0.0025 N N Y N Credit AG Credit AG, 0.10% 1VUV7VQFKUOQSJ21A208 HAC209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2030-05-15 0.625 - 2 509596300.00 503919191.45 U.S. Treasuries (including strips) Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 Y CREDIT AG CIB (GOV REPO) 1.0000 6 N N/A N/A N N 0.0010 494000000.00 494000000.00 0.0023 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.06% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2027-04-30 0.5 - 2.75 412070000.00 435876450.17 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 427000000.00 427000000.00 0.0020 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 132661254.25 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 2.75 - 3 66126600.00 83376480.38 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 2024-02-15 2025-08-31 2.75 - 2.75 119376800.00 133619589.52 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 GIB319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-02-15 1.625 - 6 154893600.00 166301614.96 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 2026-09-30 1.5 - 6 164052700.00 166262986.58 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 64225200.00 66328100.18 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 100032291.73 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 285640100.00 317212898.45 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 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 GIG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 219132900.00 233567312.43 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 2026-09-30 1.625 - 6 127522700.00 166251022.04 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 84678723.51 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, 0.14% H7FNTJ4851HG0EXQ1Z70 HAF275000 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 1.625 - 6 165260700.00 167255197.93 U.S. Treasuries (including strips) Y N/A N/A 2021-03-31 2021-03-31 2021-03-31 N N N 0.0014 164000000.00 164000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 HAI645000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2 - 2 157357300.00 167236958.53 U.S. Treasuries (including strips) Y N/A N/A 2021-04-19 2021-04-19 2021-04-19 N N N 0.0014 164000000.00 164000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.14% H7FNTJ4851HG0EXQ1Z70 HBA419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 162342000.00 167251500.13 U.S. Treasuries (including strips) Y N/A N/A 2021-04-26 2021-04-26 2021-04-26 N N N 0.0014 164000000.00 164000000.00 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 84678723.51 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 2026-02-15 2 - 6 162238000.00 168351842.14 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., 0.06% RB0PEZSDGCO3JS6CEU02 HBD189000 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 156027000.00 174713469.15 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 171000000.00 171000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 HBD195000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-25 2049-08-15 0 - 2.25 1821151000.00 1861745235.21 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0005 1824000000.00 1824000000.00 0.0085 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 HBC765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-05-15 1.75 - 2.625 147308800.00 153988513.85 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 151000000.00 151000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 HBC116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2046-05-15 0.5 - 2.5 208763200.00 217192636.55 U.S. Treasuries (including strips) Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0006 213000000.00 213000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 HBC118000 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 0.375 - 2.875 268875700.00 292649698.68 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 287000000.00 287000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 HBC757000 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 0.125 - 6.625 185078000.00 195783427.41 U.S. Treasuries (including strips) Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0007 192000000.00 192000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 HBC747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2046-05-15 0.5 - 2.5 253351000.00 267160897.78 U.S. Treasuries (including strips) Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0007 262000000.00 262000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 HBA469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2027-11-30 0.5 - 2.625 97606300.00 100954030.52 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0008 99000000.00 99000000.00 0.0005 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 HBB083000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2030-02-15 1.5 - 2.625 191558700.00 208011443.70 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0008 204000000.00 204000000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 HBC750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2046-05-15 0.125 - 3 843212000.00 885096088.28 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 868000000.00 868000000.00 0.0041 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.09% U7M81AY481YLIOR75625 HAJ359000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2027-08-31 0.25 - 6.625 439526700.00 485384155.80 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0009 476000000.00 476000000.00 0.0022 N Y Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 HAG953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-02-15 0 - 7.625 398589100.00 418241674.27 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-03-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 410000000.00 410000000.00 0.0019 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 HAI561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2049-08-15 0 - 4.5 156363100.00 166287320.37 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-04-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 163000000.00 163000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 HAI560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2049-02-15 0 - 7.625 163504000.00 166266625.32 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-03-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 163000000.00 163000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.10% KX1WK48MPD4Y2NCUIZ63 HAG952000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-02-15 0 - 7.625 403715800.00 418551522.17 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-04-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 410000000.00 410000000.00 0.0019 N N Y N Norinchukin Bank Norinchukin Bank, 0.14% 5493007VSMFZCPV1NB83 HAD874000 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 226450800.00 251961608.08 U.S. Treasuries (including strips) Y N/A N/A 2021-04-09 2021-04-09 2021-04-09 N N N 0.0014 247000000.00 247000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.14% 5493007VSMFZCPV1NB83 HAE439000 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 6.75 - 6.75 146518700.00 200956574.27 U.S. Treasuries (including strips) Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0014 197000000.00 197000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.14% 5493007VSMFZCPV1NB83 HAG321000 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 157721100.00 167290441.32 U.S. Treasuries (including strips) Y N/A N/A 2021-04-13 2021-04-13 2021-04-13 N N N 0.0014 164000000.00 164000000.00 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 151101400.00 167333780.67 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 153973900.00 167330310.52 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 126014000.00 133659590.71 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 227978600.00 241810643.00 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 150173100.00 166305756.12 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 77912500.00 82639650.05 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 HAF108000 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 2050-11-15 0 - 7.125 398993200.00 436140866.72 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0009 427000000.00 427000000.00 0.0020 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.05% 6PJDTY319315T5LR2241 HBD225000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-09-15 0.125 - 1.75 103763000.00 105043900.16 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0005 103000000.00 103000000.00 0.0005 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.15% 5493006GGLR4BTEL8O61 HBA551000 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 112675000.00 136083762.55 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 2021-02-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0015 132000000.00 132000000.00 0.0006 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.06% HBD229000 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 2025-03-31 2029-05-15 0.625 - 2.625 31572900.00 33858032.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-04-20 2051-01-20 2.5 - 3.5 125988926.00 120298234.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2050-08-01 2.018 - 4.5 95355249.00 81025408.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2050-09-01 1.979 - 4.5 175055881.00 134060231.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 362000000.00 362000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.07%, dated 1/29/2021 due 02/01/2021 B4TYDEB6GKMZO031MB27 HBD413000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-07-20 2.5 - 5.25 4025726442.00 1221797901.46 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 1190333000.00 1190333000.00 0.0056 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.07%, dated 1/29/2021 due 02/01/2021 B4TYDEB6GKMZO031MB27 HBD544000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-07-20 2.5 - 5.25 84557189.00 25662895.28 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 25002000.00 25002000.00 0.0001 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.06% G5GSEF7VJP5I7OUK5573 HBB525000 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 2051-01-20 2 - 4 744210075.00 369243692.66 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0006 362000000.00 362000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.07% G5GSEF7VJP5I7OUK5573 HBC634000 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 2050-12-20 2050-12-20 2.5 - 2.5 104722426.00 110160857.21 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0007 108000000.00 108000000.00 0.0005 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.07% G5GSEF7VJP5I7OUK5573 HBD252000 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 2047-07-20 2049-12-20 3 - 4.5 874331314.00 424322475.28 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0007 416000000.00 416000000.00 0.0019 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 HAF360000 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 2027-11-20 2051-01-20 2 - 5 125393851.00 91805100.29 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-05 2021-02-05 2021-02-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 90000000.00 90000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.10% 3Y4U8VZURTYWI1W2K376 HAH831000 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 2043-07-20 2051-01-20 2 - 5 67588697.00 73443468.53 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-05 2021-02-05 2021-02-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 72000000.00 72000000.00 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 2050-06-01 2051-01-01 2 - 3 105303467.00 109175865.55 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 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 0.07%, dated 1/29/2021 due 02/01/2021 VJW2DOOHGDT6PR0ZRO63 HBD413000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-25 2051-02-01 0.25 - 9.5 798096980.00 777091741.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-04 2050-11-15 0 - 8 121108369.00 121926253.39 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-03-20 2051-01-20 2 - 9 78258079.00 48323956.51 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-02-16 2035-10-26 0.05 - 5.24 95806850.00 96167648.04 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-18 2032-05-04 0 - 3.375 29096300.00 29463740.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-01 2051-02-01 0.125 - 8 161363933.00 137116612.69 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 1186345000.00 1186345000.00 0.0055 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.07%, dated 1/29/2021 due 02/01/2021 8NAV47T0Y26Q87Y0QP81 HBD413000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 2051-01-01 1.5 - 4.5 1245183173.00 1003825333.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 1.875 - 1.875 27080020.00 27804892.90 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2058-08-20 2070-12-20 0.806 - 5.238 96034763.00 87005271.90 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0007 1096696000.00 1096696000.00 0.0051 N Y Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2023-01-15 2030-04-15 0 - 0 15739000.00 13916845.36 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2049-02-15 0 - 8.125 508026800.00 539381241.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 0 - 0 500.00 487.73 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-07 2021-07-07 1.875 - 1.875 15000.00 15133.11 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-17 2050-01-01 1.25 - 5.625 33353.00 32600.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-20 2044-10-15 2.5 - 9 7026997.00 357017.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-05-11 2023-05-11 0.46 - 0.46 160000.00 161231.91 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2036-04-01 3.875 - 5.98 3000.00 3590.53 Agency Debentures and Agency Strips Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0006 543000000.00 543000000.00 0.0025 N N Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 12641000.00 11209885.80 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-02-12 2024-06-17 0.39 - 2.85 2390000.00 2391520.47 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2046-08-15 0 - 7.875 21110700.00 21625689.80 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 0 - 4.625 485000.00 712950.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-02-16 2032-07-15 0 - 6.25 36620000.00 42243385.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-22 2049-07-01 0 - 8 10703859.00 10925824.14 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-07 2035-03-30 1.875 - 5 3295000.00 3712749.03 Agency Debentures and Agency Strips Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0006 91000000.00 91000000.00 0.0004 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.07%, dated 1/29/2021 due 02/01/2021 E57ODZWZ7FF32TWEFA76 HBD413000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-02-02 2049-02-15 0 - 8 294924116.00 344622703.46 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-03-12 2028-06-09 0.25 - 3.25 1036377.00 1070152.00 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-02-15 2065-09-15 0 - 5.98 8074992.00 6813088.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-09-01 2031-08-01 0 - 9 6416490.00 6413229.37 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-12-15 2050-06-20 2.5 - 10 13079226.00 8764352.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-08 2035-02-26 0.1 - 2.59 1829.00 1834.48 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 3184437.00 2825098.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 2050-12-01 0.35 - 7.5 2305299.00 2372076.09 Agency Debentures and Agency Strips Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 365565000.00 365565000.00 0.0017 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 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 2047-07-01 2048-10-01 3 - 6 321519566.00 119157221.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 2048-10-01 3 - 5 349012308.00 250083444.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 2800.00 3098.46 U.S. Treasuries (including strips) Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 362000000.00 362000000.00 0.0017 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.10% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2021-04-15 0.125 - 0.125 443300.00 490553.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-01-01 2044-05-01 2 - 7 882114707.00 334048999.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2044-05-01 1.5 - 7 1041529077.00 585538508.93 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-05 2021-02-05 2021-02-19 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0010 902000000.00 902000000.00 0.0042 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.07%, dated 1/29/2021 due 02/01/2021 1VUV7VQFKUOQSJ21A208 HBD413000_02102 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 2048-07-01 2050-08-01 2.5 - 4.5 37190152.00 25597591.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2049-11-15 0.125 - 4.5 142845157.00 181192614.29 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 201061000.00 201061000.00 0.0009 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 HBD226000 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 2026-04-30 2026-05-31 2.125 - 2.375 445873200.00 489602519.35 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 480000000.00 480000000.00 0.0022 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.06% 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 2026-04-01 2057-09-01 1.5 - 7 903951461.00 654655538.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2051-01-01 1.5 - 7.5 429789567.00 268449076.80 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 905000000.00 905000000.00 0.0042 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 2026-05-01 2053-05-01 1.5 - 6.5 1168135282.00 1044180203.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2050-04-01 3 - 8 116358483.00 63546257.73 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0007 1086000000.00 1086000000.00 0.0051 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.07%, dated 1/29/2021 due 02/01/2021 CYYGQCGNHMHPSMRL3R97 HBD413000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2051-01-01 2.5 - 4 19732759.00 16147393.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2031-03-01 2051-02-01 2 - 6 42532250.00 32524283.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-06-20 2050-12-20 3 - 6 41992468.00 44548629.05 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 91392000.00 91392000.00 0.0004 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% K5HU16E3LMSVCCJJJ255 HAF836000 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 2026-12-01 2051-02-01 2 - 5.5 161432232.00 127409686.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2027-06-01 2050-09-01 3.5 - 5 84854118.00 56203573.61 Agency Mortgage-Backed Securities Y N/A N/A 2021-03-02 2021-03-02 2021-03-02 N N N 0.0013 180000000.00 180000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% K5HU16E3LMSVCCJJJ255 HBA979000 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 2027-05-01 2050-07-01 1.5 - 5 132445524.00 74325386.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2051-01-01 2 - 5 157788355.00 110299280.88 Agency Mortgage-Backed Securities Y N/A N/A 2021-03-26 2021-03-26 2021-03-26 N N N 0.0013 181000000.00 181000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.13% K5HU16E3LMSVCCJJJ255 HBB528000 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 2037-09-01 2050-11-01 2.5 - 3.5 38402936.00 39592612.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2051-01-01 2 - 5 343683208.00 200112581.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-03-29 2021-03-29 2021-03-29 N N N 0.0013 235000000.00 235000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.14% K5HU16E3LMSVCCJJJ255 HAC617000 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 2034-06-01 2051-02-01 2 - 5 385535452.00 207862027.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-07-01 2050-10-01 2 - 4.5 69284097.00 69607104.20 Agency Mortgage-Backed Securities Y N/A N/A 2021-03-08 2021-03-08 2021-03-08 N N N 0.0014 272000000.00 272000000.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.07%, dated 1/29/2021 due 02/01/2021 7TK5RJIZDFROZCA6XF66 HBD413000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2051-02-01 2 - 4.5 128043752.00 93220306.46 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 91392000.00 91392000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.06% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-01 2051-01-01 2 - 5.5 177962235.00 161232579.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-06-01 2051-02-01 1.5 - 5 23537965.00 23388487.46 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 181000000.00 181000000.00 0.0008 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.07%, dated 1/29/2021 due 02/01/2021 OXTKY6Q8X53C9ILVV871 HBD413000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-03-01 2057-09-01 1.5 - 8 574728448.00 555059641.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-12-20 2069-05-20 2 - 6 180695253.00 151584289.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-05-01 2051-02-01 1.5 - 6.5 433558633.00 440534118.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2023-03-15 0.5 - 0.5 282.00 284.55 U.S. Treasuries (including strips) Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 1124679000.00 1124679000.00 0.0053 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.06% OXTKY6Q8X53C9ILVV871 HBC055000 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 2022-02-01 2051-01-01 2 - 6 562625918.00 328161750.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-04-20 2061-11-15 2.1 - 7 142409876.00 79537640.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-03-01 2051-02-01 2 - 5 100089396.00 73744621.51 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0006 472000000.00 472000000.00 0.0022 N N 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 2023-08-01 2051-01-25 1.5 - 7.59 323470493.00 253407185.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2058-08-01 1.74 - 6 678080895.00 389137053.39 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0010 628000000.00 628000000.00 0.0029 N Y Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 0.07%, dated 1/29/2021 due 02/01/2021 ES7IP3U3RHIGC71XBU11 HBD413000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2059-08-01 1.74 - 4.5 1109794265.00 837839345.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2051-01-01 2 - 5 1047704623.00 720455768.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 1527730000.00 1527730000.00 0.0071 N Y Y N Societe Generale Societe Generale, 0.07% O2RNE8IBXP4R0TD8PU41 HBD253000 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 2050-12-01 2050-12-01 2.5 - 2.5 97928.00 102428.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-15 2050-05-15 0 - 6.625 353861903.00 369864309.93 U.S. Treasuries (including strips) Resolution Funding Corp 2030-04-15 2030-04-15 0 - 0 1000.00 884.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2048-09-01 4.5 - 5.004 885274.00 457590.06 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-05 2021-02-05 2021-02-05 N N N 0.0007 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 0.07%, dated 1/29/2021 due 02/01/2021 5U0XI89JRFVHWIBS4F54 HBD413000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2050-08-01 2.5 - 2.5 266489914.00 206223280.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-10-01 2 - 4 2330491746.00 1700374627.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2023-11-15 1.875 - 2.875 559889125.00 594341344.35 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2050-11-20 2 - 4 1348909564.00 822632873.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 3258386000.00 3258386000.00 0.0152 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.07%, dated 1/29/2021 due 02/01/2021 5U0XI89JRFVHWIBS4F54 HBD413000_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 3414978421.00 1727861175.36 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 1686305000.00 1686305000.00 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 419604000.00 170425954.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2046-12-01 3 - 3 91919000.00 48351347.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2021-05-31 1.125 - 2 16950000.00 17043237.42 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 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 12800000.00 12981430.81 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-01-01 3.5 - 3.5 224810000.00 100449848.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-05 2021-02-05 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 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 20700000.00 20896884.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-01-01 3 - 3 246281000.00 131255494.86 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0018 149000000.00 149000000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.18% 5493006GGLR4BTEL8O61 GIC479000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 4 - 4 88000000.00 25620069.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2049-07-01 3.5 - 3.5 428553000.00 176166493.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 31600000.00 32047907.30 U.S. Treasuries (including strips) Y N/A N/A 2021-02-05 2021-02-05 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 TD Securities (U.S.A.) TD Securities (U.S.A.), 0.06% SUVUFHICNZMP2WKHG940 HBD207000 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 1006069589.00 923104615.92 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0006 905000000.00 905000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 1/29/2021 due 02/01/2021 VYVVCKR63DVZZN70PB21 HBD413000_08395 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 2021-05-31 2024-09-30 0.125 - 1.5 8582022.00 8818922.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2039-05-15 2039-05-15 1 - 1 57534.00 58007.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-25 2050-01-01 2 - 2.5 16436008.00 16418995.78 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-02-01 2021-02-01 2021-02-01 N N N 0.0007 24799000.00 24799000.00 0.0001 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.06% VYVVCKR63DVZZN70PB21 0000276523 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 2050-01-01 2050-01-01 2 - 2 355779828.00 368223069.36 Agency Mortgage-Backed Securities Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0006 361000000.00 361000000.00 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., 0.07% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 32150000.00 32150000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.06% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 34955000.00 34955000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.06% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 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., 0.06% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 13500000.00 13500000.00 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., 0.07% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 20500000.00 20500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.06% (750 Sixth Avenue Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MFM2 US64986MFM29 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 37500000.00 37500000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.06% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 11100000.00 11100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 24400000.00 24400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 15800000.00 15800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 16600000.00 16600000.00 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., 0.07% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-02-05 2021-02-05 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 10600000.00 10600000.00 0.0000 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 HBD332000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-02-03 2021-02-03 2021-02-03 N N N 0.0006 164000000.00 164000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.07% U7M81AY481YLIOR75625 HBD331000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-02-04 2021-02-04 2021-02-04 N N N 0.0007 164000000.00 164000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.08% U7M81AY481YLIOR75625 HBD333000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-02-05 2021-02-05 2021-02-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0008 439000000.00 439000000.00 0.0021 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 HBC701000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-02-05 2021-02-05 2021-03-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 124436250.00 124436250.00 0.0006 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 2021-02-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer