0000278001-21-000020.txt : 20210407 0000278001-21-000020.hdr.sgml : 20210407 20210407105709 ACCESSION NUMBER: 0000278001-21-000020 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210407 DATE AS OF CHANGE: 20210407 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: 21811114 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 2021-03-31 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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US912828YT13 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0007 174648906.25 174648906.25 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 9128285R7 254900HROIFWPRGM1V77 US9128285R78 U.S. Treasury Debt Y N/A N/A 2021-12-15 2021-12-15 2021-12-15 N N N 0.0007 52940468.88 52940468.88 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 912828G87 254900HROIFWPRGM1V77 US912828G872 U.S. Treasury Debt Y N/A N/A 2021-12-31 2021-12-31 2021-12-31 N N N 0.0007 111697265.90 111697265.90 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.06% 912828YZ7 254900HROIFWPRGM1V77 US912828YZ72 U.S. Treasury Debt Y N/A N/A 2021-12-31 2021-12-31 2021-12-31 N N N 0.0007 487610778.84 487610778.84 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0006 289152500.00 289152500.00 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0005 413042970.80 413042970.80 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0006 558499921.88 558499921.88 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0006 647645507.81 647645507.81 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0003 795568632.81 795568632.81 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0003 666004218.75 666004218.75 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0005 214547577.06 214547577.06 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0005 927538589.16 927538589.16 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0006 229442969.88 229442969.88 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 912828U81 254900HROIFWPRGM1V77 US912828U816 U.S. Treasury Debt Y N/A N/A 2021-12-31 2021-12-31 2021-12-31 N N N 0.0009 119696250.00 119696250.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.08% 9128285V8 254900HROIFWPRGM1V77 US9128285V80 U.S. Treasury Debt Y N/A N/A 2022-01-15 2022-01-15 2022-01-15 N N N 0.0007 352649687.50 352649687.50 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0007 267980623.68 267980623.68 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828H86 254900HROIFWPRGM1V77 US912828H862 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 109282500.00 109282500.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 109168593.48 109168593.48 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2021-04-01 2023-01-31 2023-01-31 N N N 0.0005 476995008.16 476995008.16 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 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 0.0009 166641530.24 166641530.24 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 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 0.0006 121091796.28 121091796.28 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286C9 254900HROIFWPRGM1V77 US9128286C90 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0009 129688828.76 129688828.76 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0009 32485000.00 32485000.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0008 82347890.22 82347890.22 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2021-04-01 2022-07-31 2022-07-31 N N N 0.0004 1043427275.38 1043427275.38 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2021-04-01 2022-10-31 2022-10-31 N N N 0.0004 103054593.09 103054593.09 0.0005 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 0.0021 79070318.69 79070318.69 0.0004 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 0.0010 385221189.12 385221189.12 0.0018 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 0.0010 149504536.35 149504536.35 0.0007 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 0.0009 389981632.40 389981632.40 0.0019 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 0.0006 50605469.00 50605469.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 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 0.0008 297778728.06 297778728.06 0.0014 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 0.0005 244987187.50 244987187.50 0.0012 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 0.0006 239654842.56 239654842.56 0.0011 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 0.0006 81917577.72 81917577.72 0.0004 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 0.0005 434350656.25 434350656.25 0.0021 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 0.0006 468606642.94 468606642.94 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 163809844.56 163809844.56 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2021-04-01 2022-01-31 2022-01-31 N N N 0.0003 1376700545.00 1376700545.00 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-07-31 2021-07-31 N N N 0.0002 917665696.15 917665696.15 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-04-01 2021-10-31 2021-10-31 N N N 0.0012 1385479375.88 1385479375.88 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.07% 912828Q60 254900HROIFWPRGM1V77 US912828Q608 U.S. Treasury Debt Y N/A N/A 2021-04-15 2021-04-15 2021-04-15 N N N 0.0171 4779206335.65 4779206335.65 0.0228 N Y Y N Fannie Mae Fannie Mae, 0.09% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-06-04 2021-06-04 N N N 0.0003 156014167.92 156014167.92 0.0007 N N N N Fannie Mae Fannie Mae, 0.11% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-09-07 2021-09-07 N N N 0.0005 711171777.60 711171777.60 0.0034 N N N N Fannie Mae Fannie Mae, 0.13% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-07-29 2022-07-29 N N N 0.0004 144066991.63 144066991.63 0.0007 N N N N Fannie Mae Fannie Mae, 0.15% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-09-10 2021-09-10 N N N 0.0005 680287789.60 680287789.60 0.0032 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-12-10 2021-12-10 N N N 0.0004 681442479.84 681442479.84 0.0032 N N N N Fannie Mae Fannie Mae, 0.18% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-03-11 2022-03-11 N N N 0.0004 681808259.32 681808259.32 0.0032 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-03-09 2022-03-09 N N N 0.0004 321310578.71 321310578.71 0.0015 N N N N Fannie Mae Fannie Mae, 0.19% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-05-13 2022-05-13 N N N 0.0003 50086598.50 50086598.50 0.0002 N N N N Fannie Mae Fannie Mae, 0.20% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-07-06 2022-07-06 N N N 0.0002 689528433.28 689528433.28 0.0033 N N N N Fannie Mae Fannie Mae, 0.20% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-05-19 2022-05-19 N N N 0.0003 353860462.81 353860462.81 0.0017 N N N N Fannie Mae Fannie Mae, 0.20% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0006 536010125.04 536010125.04 0.0026 N N Y N Fannie Mae Fannie Mae, 0.21% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-06-24 2022-06-24 N N N 0.0004 507085041.10 507085041.10 0.0024 N N N N Fannie Mae Fannie Mae, 0.21% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-06-17 2022-06-17 N N N 0.0004 501056645.00 501056645.00 0.0024 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-07-06 2021-07-06 N N N 0.0003 251138454.11 251138454.11 0.0012 N N N N Fannie Mae Fannie Mae, 0.28% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-05-04 2022-05-04 N N N 0.0003 513378109.44 513378109.44 0.0024 N N N N Fannie Mae Fannie Mae, 0.29% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-10-27 2021-10-27 N N N 0.0003 419614182.77 419614182.77 0.0020 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-07-06 2021-07-06 N N N 0.0003 528461711.53 528461711.53 0.0025 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02S1 B1V7KEBTPIMZEU4LTD58 US3135G02S10 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-26 2021-04-26 N N N 0.0004 859155083.86 859155083.86 0.0041 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-05 2021-10-04 2021-10-04 N N N 0.0005 4305327.74 4305327.74 0.0000 N N N N Fannie Mae Fannie Mae, 0.32% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-10-25 2021-10-25 N N N 0.0003 607987710.40 607987710.40 0.0029 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-09-23 2021-09-23 N N N 0.0005 1491182055.05 1491182055.05 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-02-18 2022-02-18 N N N 0.0006 193955575.94 193955575.94 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 3133EMLZ3 US3133EMLZ32 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-12-30 2021-12-30 N N N 0.0007 96169963.47 96169963.47 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 3133EMKF8 US3133EMKF86 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-01-07 2022-01-07 N N N 0.0005 235959306.52 235959306.52 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 313313HX9 US313313HX94 U.S. Government Agency Debt Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0003 2999752.50 2999752.50 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 313313JY5 US313313JY59 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0003 9998966.70 9998966.70 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 313313KP2 US313313KP24 U.S. Government Agency Debt Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0003 26996872.59 26996872.59 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 3133EMHP0 US3133EMHP06 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-03-25 2022-03-25 N N N 0.0006 199952152.00 199952152.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-03-08 2022-03-08 N N N 0.0006 122973655.86 122973655.86 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313LV8 US313313LV82 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0004 8998309.98 8998309.98 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0004 9997911.10 9997911.10 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0004 29993499.90 29993499.90 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-09-02 2021-09-02 N N N 0.0007 193993229.40 193993229.40 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 3133EHU84 US3133EHU840 U.S. Government Agency Debt Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N N N 0.0007 20245461.60 20245461.60 0.0001 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 0.0004 24337379.48 24337379.48 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.24% 3133ELXA7 US3133ELXA79 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-20 2021-04-20 N N N 0.0005 161016652.23 161016652.23 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.31% 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-27 2021-04-27 N N N 0.0005 167032079.03 167032079.03 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 108000000.00 108000000.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 19000000.00 19000000.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 35000000.00 35000000.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385EH5 2549001DPIFGXC1TOL40 US313385EH58 U.S. Government Agency Debt Y N/A N/A 2021-04-14 2021-04-14 2021-04-14 N N N 0.0000 87000000.00 87000000.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 23000000.00 23000000.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 13000000.00 13000000.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 149000000.00 149000000.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 74000000.00 74000000.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 158000000.00 158000000.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 313385FE1 2549001DPIFGXC1TOL40 US313385FE19 U.S. Government Agency Debt Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 N N N 0.0001 166498428.24 166498428.24 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 254997450.00 254997450.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 195997767.56 195997767.56 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 372995546.38 372995546.38 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 121998373.74 121998373.74 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 531992610.52 531992610.52 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 313385GB6 2549001DPIFGXC1TOL40 US313385GB60 U.S. Government Agency Debt Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0001 37824422.03 37824422.03 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 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 0.0002 24999111.00 24999111.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 313385GY6 2549001DPIFGXC1TOL40 US313385GY63 U.S. Government Agency Debt Y N/A N/A 2021-06-16 2021-06-16 2021-06-16 N N N 0.0002 77996706.84 77996706.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 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 0.0002 120994420.69 120994420.69 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AL2E3 2549001DPIFGXC1TOL40 US3130AL2E31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-11-04 2021-11-04 N N N 0.0006 355937682.20 355937682.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AKTC0 2549001DPIFGXC1TOL40 US3130AKTC06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-08-20 2021-08-20 N N N 0.0004 176992369.53 176992369.53 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AKTF3 2549001DPIFGXC1TOL40 US3130AKTF37 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-08-20 2021-08-20 N N N 0.0004 88996163.21 88996163.21 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AKLE4 2549001DPIFGXC1TOL40 US3130AKLE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-07-23 2021-07-23 N N N 0.0003 487996989.04 487996989.04 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 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 0.0003 173983905.00 173983905.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 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 0.0003 107989829.64 107989829.64 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 313385JZ0 2549001DPIFGXC1TOL40 US313385JZ02 U.S. Government Agency Debt Y N/A N/A 2021-08-04 2021-08-04 2021-08-04 N N N 0.0003 195979582.68 195979582.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-21 2021-04-21 N N N 0.0002 425004131.00 425004131.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AKFE1 2549001DPIFGXC1TOL40 US3130AKFE18 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-05-04 2021-05-04 N N N 0.0002 725010309.50 725010309.50 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AKF68 2549001DPIFGXC1TOL40 US3130AKF682 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-05-03 2021-05-03 N N N 0.0002 175752079.12 175752079.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385MC7 2549001DPIFGXC1TOL40 US313385MC79 U.S. Government Agency Debt Y N/A N/A 2021-09-24 2021-09-24 2021-09-24 N N N 0.0004 68986506.36 68986506.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AKBF2 2549001DPIFGXC1TOL40 US3130AKBF29 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-30 2021-04-30 N N N 0.0002 105752681.82 105752681.82 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AK5U6 2549001DPIFGXC1TOL40 US3130AK5U63 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-15 2021-04-15 N N N 0.0002 265753101.30 265753101.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AJZD4 2549001DPIFGXC1TOL40 US3130AJZD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-23 2021-04-23 N N N 0.0002 34000592.96 34000592.96 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AKCW4 2549001DPIFGXC1TOL40 US3130AKCW43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-05-21 2021-05-21 N N N 0.0006 89998124.40 89998124.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALL77 2549001DPIFGXC1TOL40 US3130ALL779 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0008 35997345.00 35997345.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AL5B6 2549001DPIFGXC1TOL40 US3130AL5B64 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 355963207.40 355963207.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313375LS4 2549001DPIFGXC1TOL40 US313375LS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-10 2021-09-10 2021-09-10 N N N 0.0004 4361580.53 4361580.53 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALTZ7 2549001DPIFGXC1TOL40 US3130ALTZ73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-28 2021-09-28 2021-09-28 N N N 0.0007 140977179.15 140977179.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALUX0 2549001DPIFGXC1TOL40 US3130ALUX07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-29 2021-09-29 2021-09-29 N N N 0.0007 69990498.20 69990498.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALUP7 2549001DPIFGXC1TOL40 US3130ALUP72 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-29 2021-09-29 2021-09-29 N N N 0.0007 106985475.82 106985475.82 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-11-16 2021-11-16 N N N 0.0004 167775560.07 167775560.07 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AL2L7 2549001DPIFGXC1TOL40 US3130AL2L73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-02 2021-06-02 2021-06-02 N N N 0.0007 124997720.00 124997720.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AL2M5 2549001DPIFGXC1TOL40 US3130AL2M56 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0007 53998966.98 53998966.98 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130ALEC4 2549001DPIFGXC1TOL40 US3130ALEC44 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-22 2021-06-22 2021-06-22 N N N 0.0012 142978278.30 142978278.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130ALBT0 2549001DPIFGXC1TOL40 US3130ALBT06 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 124985571.25 124985571.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-05-17 2022-05-17 N N N 0.0004 108028640.52 108028640.52 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-11-18 2022-11-18 N N N 0.0005 176804225.13 176804225.13 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-12-15 2022-12-15 N N N 0.0006 500100555.00 500100555.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-11-23 2022-11-23 N N N 0.0005 476138116.16 476138116.16 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-05-14 2021-05-14 N N N 0.0001 516033261.36 516033261.36 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-12-02 2022-12-02 N N N 0.0005 352089228.48 352089228.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-05-12 2022-05-12 N N N 0.0002 798419396.88 798419396.88 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AJZN2 2549001DPIFGXC1TOL40 US3130AJZN24 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-08-25 2021-08-25 N N N 0.0004 10001022.30 10001022.30 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-12-08 2022-12-08 N N N 0.0004 1210624880.30 1210624880.30 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALL69 2549001DPIFGXC1TOL40 US3130ALL696 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0008 269979247.80 269979247.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALPM0 2549001DPIFGXC1TOL40 US3130ALPM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0007 235990312.20 235990312.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALQ64 2549001DPIFGXC1TOL40 US3130ALQ646 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0005 81003360.69 81003360.69 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-04-14 2022-04-14 N N N 0.0001 318215848.86 318215848.86 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-04-28 2022-04-28 N N N 0.0002 199120824.84 199120824.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-11-26 2021-11-26 N N N 0.0005 526015329.87 526015329.87 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AJJJ9 2549001DPIFGXC1TOL40 US3130AJJJ95 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-20 2021-04-20 2021-04-20 N N N 0.0004 436010246.00 436010246.00 0.0021 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 0.0007 266003982.02 266003982.02 0.0013 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 0.0007 443006928.52 443006928.52 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-03-30 2022-03-30 N N N 0.0003 54032046.30 54032046.30 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-06-11 2021-06-11 N N N 0.0001 268738429.47 268738429.47 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-03-25 2022-03-25 N N N 0.0002 53782034.46 53782034.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-02-25 2022-02-25 N N N 0.0002 120079266.00 120079266.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-07-23 2021-07-23 N N N 0.0004 350050256.50 350050256.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-07-08 2021-07-08 N N N 0.0001 246053674.74 246053674.74 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-02-28 2022-02-28 N N N 0.0002 351233671.23 351233671.23 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-02-22 2022-02-22 N N N 0.0002 291090891.49 291090891.49 0.0014 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 0.0007 586018212.88 586018212.88 0.0028 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 0.0007 248008977.60 248008977.60 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 0.0006 633049279.05 633049279.05 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 0.0006 241017262.83 241017262.83 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 0.0006 36356937.48 36356937.48 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 0.0007 95121489.56 95121489.56 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-08-12 2022-08-12 N N N 0.0004 305269318.05 305269318.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-05-26 2022-05-26 N N N 0.0004 422185217.06 422185217.06 0.0020 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 0.0007 356005553.60 356005553.60 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 0.0007 613011714.43 613011714.43 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 0.0007 88001627.12 88001627.12 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 0.0007 366009080.46 366009080.46 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 0.0007 83001147.06 83001147.06 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 0.0007 90002643.30 90002643.30 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 0.0007 104000761.28 104000761.28 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 0.0007 102002334.78 102002334.78 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 0.0009 52999643.31 52999643.31 0.0003 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 0.0007 106004410.66 106004410.66 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 0.0007 81003392.28 81003392.28 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 0.0007 227012253.46 227012253.46 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130ALLK8 2549001DPIFGXC1TOL40 US3130ALLK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-12 2021-07-12 2021-07-12 N N N 0.0008 161984773.62 161984773.62 0.0008 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 0.0005 141560789.77 141560789.77 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 0.0007 88005606.48 88005606.48 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 0.0006 89012324.72 89012324.72 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 0.0005 254051582.32 254051582.32 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 0.0005 88018171.12 88018171.12 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 0.0006 108012411.36 108012411.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-09-15 2022-09-15 N N N 0.0004 176156763.20 176156763.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-09-16 2022-09-16 N N N 0.0004 143877501.94 143877501.94 0.0007 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 0.0007 31001337.03 31001337.03 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 0.0006 47227625.70 47227625.70 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 0.0006 89002070.14 89002070.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKF76 2549001DPIFGXC1TOL40 US3130AKF765 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0007 114004091.46 114004091.46 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 0.0006 19191207.37 19191207.37 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 0.0007 90008143.20 90008143.20 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 0.0006 317054257.72 317054257.72 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 0.0006 123025287.57 123025287.57 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-02-10 2022-02-10 N N N 0.0004 166116271.38 166116271.38 0.0008 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 0.0007 104007649.20 104007649.20 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 0.0007 107011332.37 107011332.37 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 0.0007 299032348.81 299032348.81 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 0.0007 254027754.58 254027754.58 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 72004731.84 72004731.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKGW0 2549001DPIFGXC1TOL40 US3130AKGW07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0007 109027469.09 109027469.09 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJLP2 2549001DPIFGXC1TOL40 US3130AJLP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-05-14 2021-05-14 N N N 0.0002 115016434.65 115016434.65 0.0005 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 0.0006 87001650.39 87001650.39 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4H6 2549001DPIFGXC1TOL40 US3130AK4H61 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0007 115009865.85 115009865.85 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 0.0007 66005984.22 66005984.22 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 0.0007 72008076.96 72008076.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-06-04 2021-06-04 N N N 0.0002 203044994.95 203044994.95 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.18% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-09 2021-04-09 N N N 0.0003 499918271.35 499918271.35 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.24% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-13 2021-04-13 N N N 0.0002 382029700.50 382029700.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-07 2021-04-07 N N N 0.0005 68002594.88 68002594.88 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-05-13 2021-05-13 N N N 0.0002 253068003.87 253068003.87 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.26% 3130AJGV5 2549001DPIFGXC1TOL40 US3130AJGV50 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-04-06 2021-04-06 N N N 0.0006 169005492.50 169005492.50 0.0008 N N Y N Freddie Mac Freddie Mac, 0.10% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-08-18 2022-08-18 N N N 0.0002 261174041.53 261174041.53 0.0012 N N N N Freddie Mac Freddie Mac, 0.10% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-08-03 2022-08-03 N N N 0.0002 302321506.18 302321506.18 0.0014 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 0.0003 211025383.30 211025383.30 0.0010 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-12-10 2021-12-10 N N N 0.0008 516245167.08 516245167.08 0.0025 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-01-18 2022-01-18 N N N 0.0006 826612982.86 826612982.86 0.0039 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-04-18 2022-04-18 N N N 0.0006 375343236.77 375343236.77 0.0018 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-12-13 2021-12-13 N N N 0.0008 533428457.38 533428457.38 0.0025 N N N N Freddie Mac Freddie Mac, 0.20% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-06-02 2022-06-02 N N N 0.0002 50106595.00 50106595.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2022-03-11 2022-03-11 N N N 0.0002 532950008.36 532950008.36 0.0025 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-06-24 2021-06-24 N N N 0.0004 117064899.90 117064899.90 0.0006 N N N N Freddie Mac Freddie Mac, 0.32% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-04-01 2021-10-22 2021-10-22 N N N 0.0006 695019583.16 695019583.16 0.0033 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.01% HDJ812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2026-08-15 1.5 - 2.375 409348400.00 427380169.60 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 419000000.00 419000000.00 0.0020 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HDJ807000 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 2049-11-15 0.375 - 3.75 1261756600.00 1359997871.82 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1325000000.00 1325000000.00 0.0063 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.03% 3Y4U8VZURTYWI1W2K376 HDH430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2043-11-15 0 - 3.875 80269000.00 82689889.72 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 81000000.00 81000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.01% R0MUWSFPU8MPRO8K5P83 HDF926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-13 2050-08-15 0 - 6.75 1342641700.00 1400625439.57 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0001 1372000000.00 1372000000.00 0.0065 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.02% R0MUWSFPU8MPRO8K5P83 HDH435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2050-02-15 0 - 8.125 1556423092.00 1663911585.97 U.S. Treasuries (including strips) Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0002 1626000000.00 1626000000.00 0.0077 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.02% R0MUWSFPU8MPRO8K5P83 HDF212000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-08 2050-02-15 0 - 6.75 1244576605.00 1376284518.73 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 1346000000.00 1346000000.00 0.0064 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 HDC811000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2050-02-15 0 - 8.125 232194931.00 262143715.10 U.S. Treasuries (including strips) Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0003 257000000.00 257000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 HDD013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-12 2047-08-15 0 - 6.75 455821677.00 524841404.21 U.S. Treasuries (including strips) Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0003 514000000.00 514000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 HDE008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2050-08-15 0 - 6.75 878790200.00 924626180.12 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 903000000.00 903000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 HCF674000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2047-08-15 0 - 8.125 82308100.00 82623101.61 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0004 81000000.00 81000000.00 0.0004 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.04% R0MUWSFPU8MPRO8K5P83 HDA974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2047-11-15 0 - 6.75 472548473.00 502965653.08 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0004 493000000.00 493000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HCG811000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-06-30 2049-08-15 0.069 - 6.75 1917121188.00 2070497171.18 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2025000000.00 2025000000.00 0.0096 N N Y N BofA Securities, Inc. BofA Securities, Inc., 0.04% 549300HN4UKV1E2R3U73 HCG803000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 - 2.875 146821800.00 163205513.25 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 Y BANK OF AMERICA CORPORATION 1.0000 1 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0004 160000000.00 160000000.00 0.0008 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.03% 2IGI19DL77OX0HC3ZE78 HDD991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2046-11-15 0.125 - 4.625 230861456.00 234634334.76 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 230000000.00 230000000.00 0.0011 N N Y N CIBC Bank U.S.A. 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Citigroup Global Capital Markets, Inc., 0.03% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2050-05-15 1.25 - 2.25 569486600.00 498524242.71 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-22 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0003 484000000.00 484000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HDJ818000 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 2040-08-15 0.125 - 3.875 1756400300.00 1741140514.19 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1707000000.00 1707000000.00 0.0081 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HDJ340000 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 2050-02-15 0.125 - 2.875 432362100.00 444541418.28 U.S. Treasuries (including strips) Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0001 435000000.00 435000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HDJ817000 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 2051-02-15 0.125 - 3.875 668652000.00 666060252.93 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0001 653000000.00 653000000.00 0.0031 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.02% 549300IMBXQ8SGH3HJ31 HDH419000 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 2050-02-15 0.125 - 3.875 335367100.00 332079838.96 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0002 325000000.00 325000000.00 0.0015 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.02% 549300IMBXQ8SGH3HJ31 HDJ341000 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 2051-02-15 0.125 - 3.875 428703500.00 443708912.83 U.S. Treasuries (including strips) Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0002 435000000.00 435000000.00 0.0021 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HDH434000 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 2029-11-15 0.125 - 2.625 632475400.00 663002655.36 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0002 650000000.00 650000000.00 0.0031 N Y Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HDH009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2024-04-30 2.25 - 2.75 466850400.00 499802000.53 U.S. Treasuries (including strips) Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 Y CREDIT AG CIB (GOV REPO) 1.0000 5 N N/A N/A N N 0.0002 490000000.00 490000000.00 0.0023 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HDI877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2046-05-15 2.5 - 4.25 142645200.00 178501062.89 U.S. Treasuries (including strips) Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 N N N 0.0002 174000000.00 174000000.00 0.0008 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HDF122000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2022-10-31 2 - 2 337134600.00 349862625.09 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 343000000.00 343000000.00 0.0016 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HDF698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2026-08-15 1.5 - 2.875 543420600.00 564063200.31 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-12 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 553000000.00 553000000.00 0.0026 N N Y N Credit AG Credit AG, 0.03% 1VUV7VQFKUOQSJ21A208 HDD884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2044-02-15 3.125 - 3.625 140877800.00 168921987.11 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-16 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 164000000.00 164000000.00 0.0008 N N Y N Credit AG Credit AG, 0.04% 1VUV7VQFKUOQSJ21A208 HDA903000 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 2023-03-31 0.125 - 2.125 656678000.00 670155687.01 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0004 657000000.00 657000000.00 0.0031 N N Y N Credit AG Credit AG, 0.04% 1VUV7VQFKUOQSJ21A208 HDA904000 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 2025-07-31 0.25 - 2.625 661877500.00 670155726.50 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0004 657000000.00 657000000.00 0.0031 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 HDJ829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2047-08-15 0.875 - 4.5 570018900.00 736549294.70 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 722000000.00 722000000.00 0.0034 N Y Y N DNB Bank ASA DNB Bank ASA, 0.01% 549300GKFG0RYRRQ1414 HDJ819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-15 2028-11-15 2.375 - 3.125 682933700.00 747660293.90 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 733000000.00 733000000.00 0.0035 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.00% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-05-15 2042-05-15 3 - 3 3539948900.00 4010000017.24 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0000 4010000000.00 4010000000.00 0.0191 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.01% 549300H47WTHXPU08X20 HDJ801000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-13 2049-02-15 0 - 3.875 491243800.00 591600074.69 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 580000000.00 580000000.00 0.0028 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.01% 549300H47WTHXPU08X20 HDJ863000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2040-08-15 2046-11-15 1.125 - 2.875 302494900.00 296633622.36 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 290000000.00 290000000.00 0.0014 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.01% HDJ809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-02-28 0.125 - 0.125 295997000.00 295889404.79 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 290000000.00 290000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2026-02-15 0.125 - 2.25 889590000.00 902082775.24 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 884000000.00 884000000.00 0.0042 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.02% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2022-03-24 0 - 1.5 1656694800.00 1660563002.37 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-12 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 1628000000.00 1628000000.00 0.0078 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.05% 213800MBWEIJDM5CU638 HDG971000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2027-12-31 0.625 - 2.25 162337400.00 167231726.92 U.S. Treasuries (including strips) Y N/A N/A 2021-06-28 2021-06-28 2021-06-28 N N N 0.0005 164000000.00 164000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.09% 213800MBWEIJDM5CU638 HCF702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2024-10-31 0.25 - 2.25 132468500.00 132569250.58 U.S. Treasuries (including strips) Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0009 130000000.00 130000000.00 0.0006 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.09% 213800MBWEIJDM5CU638 HDA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2024-10-31 2.25 - 2.875 77473300.00 83630123.89 U.S. Treasuries (including strips) Y N/A N/A 2021-06-10 2021-06-10 2021-06-10 N N N 0.0009 82000000.00 82000000.00 0.0004 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.09% 213800MBWEIJDM5CU638 HDA068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2025-08-31 2.25 - 2.75 122642400.00 133585652.19 U.S. Treasuries (including strips) Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0009 131000000.00 131000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.06% H7FNTJ4851HG0EXQ1Z70 HDI317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2024-11-30 1.5 - 1.875 163274300.00 166211030.96 U.S. Treasuries (including strips) Y N/A N/A 2021-06-29 2021-06-29 2021-06-29 N N N 0.0006 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.06% H7FNTJ4851HG0EXQ1Z70 HDI929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2024-11-30 1.5 - 2 112018300.00 116246117.93 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 114000000.00 114000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.06% H7FNTJ4851HG0EXQ1Z70 HDI928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2025-09-30 1.5 - 3 105804400.00 116243216.24 U.S. Treasuries (including strips) Y N/A N/A 2021-07-02 2021-07-02 2021-07-02 N N N 0.0006 114000000.00 114000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.09% H7FNTJ4851HG0EXQ1Z70 HCD520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2026-02-15 1.5 - 6 134003200.00 167240862.18 U.S. Treasuries (including strips) Y N/A N/A 2021-04-28 2021-04-28 2021-04-28 N N N 0.0009 164000000.00 164000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.09% H7FNTJ4851HG0EXQ1Z70 HCA303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2026-08-15 1.5 - 1.5 65516100.00 67306099.40 U.S. Treasuries (including strips) Y N/A N/A 2021-05-17 2021-05-17 2021-05-17 N N N 0.0009 66000000.00 66000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.09% H7FNTJ4851HG0EXQ1Z70 HCA306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2024-12-31 1.5 - 2 97335700.00 101022428.50 U.S. Treasuries (including strips) Y N/A N/A 2021-05-17 2021-05-17 2021-05-17 N N N 0.0009 99000000.00 99000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.09% H7FNTJ4851HG0EXQ1Z70 HCA873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2025-02-28 1.5 - 2.75 294321500.00 319196309.66 U.S. Treasuries (including strips) Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0009 313000000.00 313000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.09% H7FNTJ4851HG0EXQ1Z70 HCB981000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2026-09-30 1.5 - 1.75 130500600.00 134590378.72 U.S. Treasuries (including strips) Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0009 132000000.00 132000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.10% H7FNTJ4851HG0EXQ1Z70 HBH354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-09-30 1.5 - 2 175638900.00 184589317.29 U.S. Treasuries (including strips) Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0010 181000000.00 181000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.10% H7FNTJ4851HG0EXQ1Z70 HBH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-09-30 1.5 - 2.625 164295600.00 167288332.53 U.S. Treasuries (including strips) Y N/A N/A 2021-05-11 2021-05-11 2021-05-11 N N N 0.0010 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 2024-11-30 1.5 - 2 158086300.00 167274906.09 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 2024-12-31 1.5 - 1.75 162434000.00 167360546.46 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 HDJ832000 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 339055000.00 363853958.05 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 356000000.00 356000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 HDJ822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2041-05-15 0.125 - 4.375 1644617300.00 1720400151.95 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1686000000.00 1686000000.00 0.0080 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.02% U7M81AY481YLIOR75625 HDH676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2048-05-15 0.625 - 3.125 164343300.00 166212989.55 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0002 163000000.00 163000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.02% U7M81AY481YLIOR75625 HDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2048-05-15 0.25 - 3.125 587510300.00 611825694.75 U.S. Treasuries (including strips) Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0002 600000000.00 600000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.02% U7M81AY481YLIOR75625 HDI977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2043-02-15 0.125 - 6.75 115982300.00 133572796.89 U.S. Treasuries (including strips) Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0002 131000000.00 131000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.02% U7M81AY481YLIOR75625 HDI978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2048-05-15 0.125 - 3.125 303969300.00 316103197.56 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 310000000.00 310000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.02% U7M81AY481YLIOR75625 HDG338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2048-05-15 1.5 - 3.125 561549800.00 607741782.42 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 596000000.00 596000000.00 0.0028 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.03% U7M81AY481YLIOR75625 HDI313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2048-05-15 1.625 - 3.125 136249600.00 141743397.87 U.S. Treasuries (including strips) Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0003 139000000.00 139000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.03% U7M81AY481YLIOR75625 HDH677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2048-05-15 0.5 - 3.125 185947100.00 198843892.22 U.S. Treasuries (including strips) Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0003 195000000.00 195000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.03% U7M81AY481YLIOR75625 HDH678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2048-05-15 1.125 - 3.125 226837200.00 228421739.23 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 224000000.00 224000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.03% U7M81AY481YLIOR75625 HDI314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2048-05-15 0.125 - 3.125 270454000.00 279404741.45 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 274000000.00 274000000.00 0.0013 N N Y N Natixis SA Natixis SA, 0.01% KX1WK48MPD4Y2NCUIZ63 HDF060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-06 2041-02-15 0 - 7.625 175446600.00 174420720.36 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-09 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0001 171000000.00 171000000.00 0.0008 N N Y N Natixis SA Natixis SA, 0.03% KX1WK48MPD4Y2NCUIZ63 HDB456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-18 2050-08-15 0 - 5 327438800.00 335770784.58 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0003 329000000.00 329000000.00 0.0016 N Y Y N Natixis SA Natixis SA, 0.03% KX1WK48MPD4Y2NCUIZ63 HDC806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-06 2048-05-15 0 - 6 441516100.00 436851375.25 U.S. Treasuries (including strips) Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0003 428000000.00 428000000.00 0.0020 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 2021-04-08 2050-08-15 0 - 5.5 414556800.00 419033583.06 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 410000000.00 410000000.00 0.0020 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 2021-05-06 2051-02-15 0 - 3.875 160120600.00 166293466.06 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 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 Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 HBJ436000 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 156161600.00 168319879.93 U.S. Treasuries (including strips) Y N/A N/A 2021-05-12 2021-05-12 2021-05-12 N N N 0.0009 165000000.00 165000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 HCB364000 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 158954300.00 168317323.42 U.S. Treasuries (including strips) Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0009 165000000.00 165000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 HCB965000 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 127163100.00 134653498.71 U.S. Treasuries (including strips) Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0009 132000000.00 132000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 HCC477000 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 723100.00 946901.11 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 235250400.00 241835693.87 U.S. Treasuries (including strips) Y N/A N/A 2021-05-21 2021-05-21 2021-05-21 N N N 0.0009 238000000.00 238000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 HCD473000 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 153191700.00 167294687.22 U.S. Treasuries (including strips) Y N/A N/A 2021-05-24 2021-05-24 2021-05-24 N N N 0.0009 164000000.00 164000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 HCH484000 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 76657500.00 82625826.04 U.S. Treasuries (including strips) Y N/A N/A 2021-06-03 2021-06-03 2021-06-03 N N N 0.0009 81000000.00 81000000.00 0.0004 N N N Y 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 233817100.00 252021407.30 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 N 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 153496600.00 201004150.74 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 6.75 - 6.75 499400.00 653965.44 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 162137500.00 166676166.39 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 RBC Dominion Securities RBC Dominion Securities, 0.03% 549300QJJX6CVVUXLE15 HDB465000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2049-05-15 0 - 7.25 389868700.00 420377772.50 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0003 411000000.00 411000000.00 0.0020 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.01% 6PJDTY319315T5LR2241 HDJ827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-09-30 2028-08-15 0.375 - 2.875 747677000.00 785313716.18 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 770000000.00 770000000.00 0.0037 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.01% SUVUFHICNZMP2WKHG940 HDJ853000 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 2027-05-31 0.5 - 2.125 147066600.00 146880132.32 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 144000000.00 144000000.00 0.0007 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.02% HDJ811000 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 2051-03-20 2 - 3 247771427.00 258725876.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-06-01 2050-09-01 1.956 - 4.5 202349237.00 148070461.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2051-03-01 2 - 5.5 360119010.00 302104055.97 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0002 695000000.00 695000000.00 0.0033 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.01%, dated 3/31/2021 due 04/01/2021 B4TYDEB6GKMZO031MB27 HEA065000_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 3853922405.00 1146231512.68 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1117242000.00 1117242000.00 0.0053 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HDJ808000 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 2049-02-20 2050-12-20 2 - 4 364031645.00 161160045.51 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 158000000.00 158000000.00 0.0008 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HDF049000 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 2051-02-01 2051-02-01 2.5 - 2.5 315494781.00 325150432.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-01 2050-03-01 3 - 3 124800934.00 99171100.38 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-05 2021-04-05 2021-04-05 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0001 416000000.00 416000000.00 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HDJ833000 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 2045-05-20 2050-06-20 3 - 4.5 818804779.00 366180101.81 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0001 359000000.00 359000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.03% G5GSEF7VJP5I7OUK5573 HDJ325000 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 2043-10-20 2049-05-20 3 - 4 1175431350.00 366180610.41 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0003 359000000.00 359000000.00 0.0017 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.05% 3Y4U8VZURTYWI1W2K376 HCF915000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2023-09-30 1.375 - 1.375 48000.00 49370.50 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-05-20 2051-03-20 2.5 - 5 107724589.00 110115304.74 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 108000000.00 108000000.00 0.0005 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.05% 3Y4U8VZURTYWI1W2K376 HDB041000 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 2049-11-20 2051-03-20 2 - 3 93825511.00 67267961.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2051-03-01 0 - 3.74 25219665.00 25554745.66 Agency Debentures and Agency Strips Y N/A N/A 2021-04-07 2021-04-07 2021-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 91000000.00 91000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 HBG827000 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 2051-03-20 2051-03-20 3 - 3 70130203.00 73957909.48 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-05-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 72500000.00 72500000.00 0.0003 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.01%, dated 3/31/2021 due 04/01/2021 R0MUWSFPU8MPRO8K5P83 HEA065000_07651 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 2030-02-15 2041-02-15 0.875 - 1.875 226068984.00 221469613.95 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 217127000.00 217127000.00 0.0010 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.01%, dated 3/31/2021 due 04/01/2021 VJW2DOOHGDT6PR0ZRO63 HEA065000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2021-04-05 2029-02-08 0.03 - 5.22 13735523.00 13797974.53 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-04-07 2024-09-15 0 - 2.875 1555761.00 1556190.69 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-08-15 2051-03-20 2 - 9 28551550.00 2808520.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-01 2051-04-01 0.125 - 8 129513620.00 106644081.17 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-04-07 2032-05-04 0 - 5.625 35276560.00 36226645.63 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-13 2051-04-01 0.25 - 9 582699431.00 549942550.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-06 2050-11-15 0 - 8 372296764.00 374862050.59 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1064529000.00 1064529000.00 0.0051 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 3/31/2021 due 04/01/2021 8NAV47T0Y26Q87Y0QP81 HEA065000_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 2036-01-01 2051-04-01 1.5 - 4 1309287832.00 1087602601.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2025-08-31 0.25 - 0.25 20791700.00 20328848.09 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 1086207000.00 1086207000.00 0.0052 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.01%, dated 3/31/2021 due 04/01/2021 E57ODZWZ7FF32TWEFA76 HEA065000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-02 2038-04-30 0.025 - 4.08 25850187.00 26625986.04 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-09-15 2065-09-15 0 - 5.98 9353497.00 7785008.62 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-04-05 2049-10-15 0.05 - 2.625 17498803.00 17461952.94 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-12-01 2048-09-01 0 - 9 5966193.00 2252001.94 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-13 2051-03-01 0 - 8.5 25958423.00 22239546.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-08-15 2051-03-20 2 - 10.5 37328171.00 27494093.23 Agency Mortgage-Backed Securities Resolution Funding Corp 2028-04-15 2030-04-15 0 - 0 3541656.00 2998817.88 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2051-02-15 0 - 8.125 188495181.00 210157679.18 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 310345000.00 310345000.00 0.0015 N Y Y N Citibank NA Citibank NA, 0.02% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 0 - 5.98 520000.00 653643.15 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 12860000.00 10817775.46 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-04-05 2049-10-15 0.125 - 4 13328000.00 13367239.57 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-02 2035-03-30 0.025 - 5 5100000.00 5174374.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-12-01 2032-07-15 0 - 6.25 11004948.00 15773446.09 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2037-08-01 0 - 8 10143850.00 10003449.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2051-02-15 0 - 7.125 26317352.00 36339599.41 U.S. Treasuries (including strips) Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0002 90000000.00 90000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.03% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2036-04-01 0 - 5.98 7000.00 7292.60 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 18371000.00 15436156.09 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-11 2038-11-29 0.025 - 5.625 46350000.00 48776779.53 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-12-15 2056-03-15 2 - 8 96953343.00 45253337.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-30 2050-08-15 0 - 8.125 363576280.00 399589932.52 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-04-01 2049-10-15 0.065 - 3.7 9572000.00 9615053.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-07-25 2029-09-15 0.125 - 6.75 904000.00 1274898.63 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2051-04-01 0.085 - 7.5 30642325.00 30458073.85 Agency Debentures and Agency Strips Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N N N 0.0003 539000000.00 539000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.03% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2050-11-01 1.5 - 4.5 276481146.00 275655371.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-10-01 2050-11-01 2 - 4.5 92703257.00 90525242.85 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-06 2021-04-06 2021-04-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0003 359000000.00 359000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.01%, dated 3/31/2021 due 04/01/2021 MBNUM2BPBDO7JBLYG310 HEA065000_00137 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 2047-09-01 2050-08-01 2 - 6 300738109.00 192352166.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 2050-08-01 2 - 6 735859511.00 599027160.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 93.00 162.01 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0001 775862000.00 775862000.00 0.0037 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.01%, dated 3/31/2021 due 04/01/2021 1VUV7VQFKUOQSJ21A208 HEA065000_02102 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 2049-07-01 2050-12-01 2 - 3.5 299998107.00 174494325.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2031-02-15 0 - 3 969181822.00 994744243.38 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1146312000.00 1146312000.00 0.0055 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 HDJ831000 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 2046-11-15 2046-11-15 3.75 - 3.75 128481744.00 136774212.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 52514.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2023-12-31 2.625 - 2.625 98305100.00 105221280.90 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 236000000.00 236000000.00 0.0011 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.01% 9J6MBOOO7BECTDTUZW19 0000058056 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 2056-01-15 2056-01-15 3 - 3 82908202.00 81370023.20 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 79000000.00 79000000.00 0.0004 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.01% 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 2023-12-01 2059-08-01 1.5 - 7.5 1704924185.00 1195098243.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-03-20 2056-03-15 2 - 6 452137481.00 205980429.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2051-04-01 1.5 - 6.5 579702042.00 282941795.38 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1651000000.00 1651000000.00 0.0079 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.03% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-12-15 2061-03-15 1.82 - 6 323470014.00 192832919.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2050-06-01 2 - 7.5 245749746.00 146975216.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2051-01-01 2 - 6.5 60505208.00 26374000.44 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0003 359000000.00 359000000.00 0.0017 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.03% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-09-01 2050-01-01 2.5 - 5.5 46775430.00 27054775.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-09-15 2056-04-15 2 - 5 267722942.00 145333066.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-04-01 2050-11-01 2.5 - 5 1118571973.00 929217665.19 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0003 1080000000.00 1080000000.00 0.0051 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.01%, dated 3/31/2021 due 04/01/2021 CYYGQCGNHMHPSMRL3R97 HEA065000_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 2027-06-01 2050-07-01 2 - 5.5 133129406.00 97027348.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2050-11-01 2.5 - 6 23705132.00 13765082.72 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 108620000.00 108620000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 3/31/2021 due 04/01/2021 KBVRJ5K57JZ3E2AVWX40 HEA065000_03735 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 2049-08-15 0 - 5.5 57156332.00 59117194.12 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 57900000.00 57900000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.01%, dated 3/31/2021 due 04/01/2021 ZBUT11V806EZRVTWT807 HEA065000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2022-08-15 1.75 - 7.25 350974645.00 369116073.08 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 361878000.00 361878000.00 0.0017 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 3/31/2021 due 04/01/2021 ZOMOLU8CGIZRYZ7PFU34 HEA065000_76664 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 2036-01-01 2051-03-01 1.5 - 4.5 340044369.00 135377353.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-22 2051-02-15 0 - 6.375 230376294.00 242277689.17 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 2058-01-01 1.5 - 4.5 650599114.00 374736581.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-15 2051-02-20 2.5 - 5 307120111.00 55013700.65 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 791265000.00 791265000.00 0.0038 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.06% K5HU16E3LMSVCCJJJ255 HDI839000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2051-03-01 1.5 - 5 425746584.00 224125582.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2051-03-01 2 - 3.5 113934438.00 50255789.24 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-25 2021-05-25 2021-05-25 N N N 0.0006 269000000.00 269000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HDF647000 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 2051-03-01 1.5 - 3 192384426.00 184623589.89 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-18 2021-05-18 2021-05-18 N N N 0.0007 181000000.00 181000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HDG257000 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 2027-07-01 2051-03-01 1.985 - 4.5 413686625.00 238921247.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2051-03-01 2051-03-01 1.5 - 1.5 809728.00 782947.06 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-21 2021-05-21 2021-05-21 N N N 0.0007 235000000.00 235000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% K5HU16E3LMSVCCJJJ255 HCJ360000 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 2034-09-01 2051-03-01 2 - 4.5 139686986.00 142526662.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-01 2051-03-01 1.5 - 5.5 272517816.00 225717885.09 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-10 2021-05-10 2021-05-10 N N N 0.0010 361000000.00 361000000.00 0.0017 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.01%, dated 3/31/2021 due 04/01/2021 7TK5RJIZDFROZCA6XF66 HEA065000_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 2023-01-01 2051-03-01 0 - 7 170912184.00 65422202.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-07-01 2051-02-01 2 - 5 20445100.00 13715539.68 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 77586000.00 77586000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.01% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-07-19 2022-07-19 1.95 - 1.95 5000.00 5138.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-12-01 2051-04-01 2.5 - 4.5 15434013.00 12715339.30 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2023-12-08 3.375 - 3.375 120000.00 130976.37 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-01-01 2051-04-01 2 - 5.5 215281818.00 147288647.37 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 157000000.00 157000000.00 0.0007 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.01%, dated 3/31/2021 due 04/01/2021 OXTKY6Q8X53C9ILVV871 HEA065000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-04-15 2069-11-20 1 - 10 755639156.00 278612396.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-08-15 2043-11-15 0.125 - 7.625 549684297.00 622940083.87 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-25 2058-08-01 1.5 - 8.5 1864791266.00 654705277.96 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2028-11-16 3 - 3.375 3137586.00 3521927.82 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-05-06 2037-03-26 0.25 - 3.47 103966.00 107750.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-04-15 2051-03-01 1.5 - 9 1009787768.00 304535502.35 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2027-02-01 2.875 - 2.875 157655.00 173368.13 Agency Debentures and Agency Strips Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1827931000.00 1827931000.00 0.0087 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.02% OXTKY6Q8X53C9ILVV871 HDJ845000 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 2050-05-01 2051-02-01 2.5 - 4.5 192598900.00 193714452.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2024-04-30 2 - 2 100000.00 105801.35 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-05-03 2021-05-03 0.035 - 0.035 250000.00 250016.11 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2056-04-01 2056-04-01 5.375 - 5.375 2000.00 3067.81 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2062-04-15 2 - 4 91499200.00 94498347.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2051-04-01 1.5 - 4.5 187821858.00 187768619.56 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0002 467000000.00 467000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 HCE326000 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 2050-07-01 2050-07-01 2 - 2 12881.00 11014.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-01 2050-10-01 3 - 5 289316664.00 78850846.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-10-15 2051-01-20 2 - 4.5 558290905.00 138591918.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2050-11-15 0 - 3.625 147079100.00 151850242.67 U.S. Treasuries (including strips) Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 362000000.00 362000000.00 0.0017 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 HDF084000 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 2021-11-30 2049-08-15 0 - 3.625 385466200.00 361894761.37 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-08-20 2050-09-20 2 - 2.5 9351404.00 9639451.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-03-01 2051-03-01 2 - 2 1000.00 996.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-09-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 362000000.00 362000000.00 0.0017 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.01%, dated 3/31/2021 due 04/01/2021 549300QJJX6CVVUXLE15 HEA065000_07749 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 2039-07-15 2061-07-15 2 - 5.14 304527088.00 178921318.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-29 2050-11-15 0 - 7.125 790743526.00 807810044.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-04-01 2051-03-01 1.5 - 5.5 404188483.00 218488006.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-01 2057-01-01 1.187 - 8 894612870.00 457669014.44 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1629310000.00 1629310000.00 0.0078 N Y Y N RBC Financial Group RBC Financial Group, 0.03% ES7IP3U3RHIGC71XBU11 HDE420000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2051-03-25 1.25 - 6.5 500880286.00 200198867.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2056-07-01 2 - 5 1643734489.00 726469167.08 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-04-07 2021-04-07 2021-06-18 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0003 905000000.00 905000000.00 0.0043 N N Y N RBC Financial Group RBC Financial Group, 0.03% ES7IP3U3RHIGC71XBU11 HDF050000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-01 2058-01-01 2 - 6.5 772343509.00 412761742.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-11-01 2051-02-01 1.5 - 6.5 791877435.00 510348257.77 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-06-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0003 905000000.00 905000000.00 0.0043 N N Y N RBC Financial Group RBC Financial Group, 0.03% ES7IP3U3RHIGC71XBU11 HDF554000 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 2031-03-25 2059-08-01 2 - 4.5 1056480733.00 641888145.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-06-01 2050-10-01 2 - 6 754430277.00 301619731.95 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-06-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0003 925000000.00 925000000.00 0.0044 N N Y N RBC Financial Group RBC Financial Group, 0.03% ES7IP3U3RHIGC71XBU11 HDG194000 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 2032-07-01 2049-11-01 3 - 6.5 226313867.00 76425906.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2059-04-01 2 - 4 157834495.00 122475585.88 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-06-23 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0003 195000000.00 195000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.08% ES7IP3U3RHIGC71XBU11 HBH932000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-15 2051-04-01 2 - 5 100276877.00 68161163.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 2 - 5.5 144673522.00 117226827.72 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-08-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0008 181000000.00 181000000.00 0.0009 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.01%, dated 3/31/2021 due 04/01/2021 O2RNE8IBXP4R0TD8PU41 HEA065000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-01-15 2030-04-15 0 - 0 75215018.00 63182215.36 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-09-20 2050-12-20 2.25 - 2.5 18719.00 313.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-04-15 2051-02-15 0 - 8.125 396813751.00 402178670.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-11-01 2051-02-01 2 - 5.558 2700365.00 2501972.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2046-09-01 1.716 - 3.5 4892478.00 3665158.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 461945000.00 461945000.00 0.0022 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.01%, dated 3/31/2021 due 04/01/2021 5U0XI89JRFVHWIBS4F54 HEA065000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2030-05-15 0.5 - 2.875 1686962236.00 1761721432.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-03-20 2051-03-20 2 - 4.5 1971991218.00 1159122724.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 2050-10-01 2 - 4 2862008164.00 1698778348.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2050-08-01 2.5 - 4 828886705.00 410958738.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 4931941000.00 4931941000.00 0.0235 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.01%, dated 3/31/2021 due 04/01/2021 5U0XI89JRFVHWIBS4F54 HEA065000_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 3238713314.00 1394088481.40 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 1365517000.00 1365517000.00 0.0065 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 5493006GGLR4BTEL8O61 HDB619000 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 2047-01-01 2047-07-01 3 - 3.5 265737000.00 113357106.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 200000.00 200592.20 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0012 111242500.00 111242500.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 5493006GGLR4BTEL8O61 HDD831000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 300000.00 300888.30 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 2049-07-01 3.5 - 4 547575000.00 179147152.25 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-07-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0012 175900000.00 175900000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 5493006GGLR4BTEL8O61 HDG967000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 350000.00 351036.35 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 534768000.00 187836090.31 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-07 2021-04-07 2021-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0012 184495000.00 184495000.00 0.0009 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.01% SUVUFHICNZMP2WKHG940 HDJ854000 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 2031-03-01 2051-04-01 1.5 - 4.5 1259487831.00 961860267.82 Agency Mortgage-Backed Securities Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 943000000.00 943000000.00 0.0045 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 3/31/2021 due 04/01/2021 VYVVCKR63DVZZN70PB21 HEA157000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-05 2036-03-25 0 - 7.25 1314301.00 1709026.02 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-04-08 2024-02-26 0.2 - 0.375 521426.00 520258.97 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2030-08-15 0 - 2.375 20263124.00 20188288.37 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2026-04-25 2050-10-25 2.169 - 11.517 59043.00 68849.05 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-25 2029-09-14 0 - 3.25 3692932.00 3767111.77 Agency Debentures and Agency Strips Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 25730000.00 25730000.00 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 3/31/2021 due 04/01/2021 VYVVCKR63DVZZN70PB21 HEA065000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-04-08 2024-02-26 0.2 - 0.375 5176011.00 5164434.69 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2030-08-15 0 - 2.375 201145156.00 200402304.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-05 2036-03-25 0 - 7.25 13046610.00 16964922.75 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-25 2029-09-14 0 - 3.25 36658488.00 37394843.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2026-04-25 2050-10-25 2.169 - 11.517 586106.00 683441.18 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-04-01 2021-04-01 2021-04-01 N N N 0.0001 255413000.00 255413000.00 0.0012 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.01% VYVVCKR63DVZZN70PB21 0000276523 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 2021-05-15 2050-02-15 2 - 8.125 356933600.00 369406373.48 U.S. Treasuries (including strips) Y N/A N/A 2021-04-07 2021-04-07 2021-04-07 N N N 0.0001 359000000.00 359000000.00 0.0017 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.11% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0011 32150000.00 32150000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.05% (Saville Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD85 US64986MD853 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0005 30400000.00 30400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.07% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 34955000.00 34955000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.07% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 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., 0.05% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 20500000.00 20500000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.07% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 13500000.00 13500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.05% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 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% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 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 2021-04-07 2021-04-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 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% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 16600000.00 16600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (750 Sixth Avenue Hsg. Proj.) Series 1998 A, LOC Fannie Mae VRDN 64986MFM2 US64986MFM29 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2031-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 37500000.00 37500000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 15800000.00 15800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 49300000.00 49300000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.06% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-04-07 2021-04-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 10600000.00 10600000.00 0.0001 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HDJ574000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-04-07 2021-04-07 2021-04-08 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 651000000.00 651000000.00 0.0031 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 5493006GGLR4BTEL8O61 HDI963000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-04-07 2021-04-07 2021-06-28 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0011 25000000.00 25000000.00 0.0001 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 2021-04-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer