0000278001-21-000022.txt : 20210507 0000278001-21-000022.hdr.sgml : 20210507 20210507092403 ACCESSION NUMBER: 0000278001-21-000022 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210430 FILED AS OF DATE: 20210507 DATE AS OF CHANGE: 20210507 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: 21900657 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 2021-04-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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2021-08-19 N N N 0.0001 1042760895.00 1042760895.00 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0002 320885001.13 320885001.13 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796K32 US912796K329 U.S. Treasury Debt Y N/A N/A 2021-08-24 2021-08-24 2021-08-24 N N N 0.0002 1721764882.51 1721764882.51 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796D55 US912796D555 U.S. Treasury Debt Y N/A N/A 2021-08-26 2021-08-26 2021-08-26 N N N 0.0002 102994242.30 102994242.30 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796D63 US912796D639 U.S. Treasury Debt Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0002 2275865010.44 2275865010.44 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 9127964L0 US9127964L09 U.S. Treasury Debt Y N/A N/A 2021-09-09 2021-09-09 2021-09-09 N N N 0.0002 122991184.59 122991184.59 0.0006 N Y Y N 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0.0017 347356268.37 347356268.37 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.12% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0005 221598436.40 221598436.40 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.09% 912828YT1 254900HROIFWPRGM1V77 US912828YT13 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0006 174459687.50 174459687.50 0.0009 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 0.0008 111503906.80 111503906.80 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 487008278.84 487008278.84 0.0024 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 0.0015 288489923.19 288489923.19 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 0.0012 412217062.70 412217062.70 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 0.0008 557970428.82 557970428.82 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 0.0011 646454929.33 646454929.33 0.0032 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 0.0008 665323510.02 665323510.02 0.0033 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 0.0009 794487922.70 794487922.70 0.0039 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 0.0007 925889062.50 925889062.50 0.0045 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 0.0006 214281327.06 214281327.06 0.0010 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 0.0008 318023125.00 318023125.00 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 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 0.0007 82858437.50 82858437.50 0.0004 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 0.0007 119521093.16 119521093.16 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 0.0008 351946875.00 351946875.00 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 267588750.00 267588750.00 0.0013 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 0.0007 109063125.00 109063125.00 0.0005 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 0.0007 109164375.00 109164375.00 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 2021-05-03 2023-01-31 2023-01-31 N N N 0.0005 477008359.23 477008359.23 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 0.0013 166418791.44 166418791.44 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 0.0009 120794296.28 120794296.28 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 0.0008 129440781.25 129440781.25 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 0.0007 32447500.16 32447500.16 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 82240312.50 82240312.50 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 2021-05-03 2022-07-31 2022-07-31 N N N 0.0004 1043499190.23 1043499190.23 0.0051 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 2021-05-03 2022-10-31 2022-10-31 N N N 0.0004 103051599.91 103051599.91 0.0005 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 0.0023 384578837.76 384578837.76 0.0019 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 0.0015 389289611.12 389289611.12 0.0019 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 0.0010 297511413.21 297511413.21 0.0015 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 0.0008 244420000.00 244420000.00 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 239413125.00 239413125.00 0.0012 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 81784687.50 81784687.50 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 0.0010 433588952.23 433588952.23 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 467919375.00 467919375.00 0.0023 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 0.0007 163594687.50 163594687.50 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 2021-05-03 2022-01-31 2022-01-31 N N N 0.0003 1376501280.00 1376501280.00 0.0067 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 2021-05-03 2021-07-31 2021-07-31 N N N 0.0003 917485111.34 917485111.34 0.0045 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 2021-05-03 2021-10-31 2021-10-31 N N N 0.0002 1385959367.75 1385959367.75 0.0068 N Y Y N Fannie Mae Fannie Mae, 0.09% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-06-04 2021-06-04 N N N 0.0004 156007083.96 156007083.96 0.0008 N N N N Fannie Mae Fannie Mae, 0.11% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-09-07 2021-09-07 N N N 0.0003 711192083.76 711192083.76 0.0035 N N N N Fannie Mae Fannie Mae, 0.13% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-07-29 2022-07-29 N N N 0.0004 144052534.00 144052534.00 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 2021-05-03 2021-09-10 2021-09-10 N N N 0.0005 680251545.60 680251545.60 0.0033 N N N N Fannie Mae Fannie Mae, 0.16% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-12-10 2021-12-10 N N N 0.0004 681400155.10 681400155.10 0.0033 N N N N Fannie Mae Fannie Mae, 0.18% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-03-09 2022-03-09 N N N 0.0004 321289197.15 321289197.15 0.0016 N N N N Fannie Mae Fannie Mae, 0.18% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-03-11 2022-03-11 N N N 0.0003 681759922.23 681759922.23 0.0033 N N N N Fannie Mae Fannie Mae, 0.19% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-05-13 2022-05-13 N N N 0.0002 50089341.00 50089341.00 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 2021-05-01 2022-07-06 2022-07-06 N N N 0.0003 689368982.40 689368982.40 0.0034 N N N N Fannie Mae Fannie Mae, 0.20% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-05-19 2022-05-19 N N N 0.0003 353832277.45 353832277.45 0.0017 N N N N Fannie Mae Fannie Mae, 0.21% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-06-17 2022-06-17 N N N 0.0003 501012300.00 501012300.00 0.0025 N N N N Fannie Mae Fannie Mae, 0.21% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-06-24 2022-06-24 N N N 0.0003 507040163.96 507040163.96 0.0025 N N N N Fannie Mae Fannie Mae, 0.24% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-07-06 2021-07-06 N N N 0.0004 251093698.30 251093698.30 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 2021-05-04 2022-05-04 2022-05-04 N N N 0.0004 513264455.68 513264455.68 0.0025 N N N N Fannie Mae Fannie Mae, 0.29% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-10-27 2021-10-27 N N N 0.0006 419476134.84 419476134.84 0.0021 N N N N Fannie Mae Fannie Mae, 0.29% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-07-06 2021-07-06 N N N 0.0004 528344082.54 528344082.54 0.0026 N N N N Fannie Mae Fannie Mae, 0.30% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-10-04 2021-10-04 N N N 0.0008 4303984.21 4303984.21 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 2021-05-03 2021-10-25 2021-10-25 N N N 0.0006 607771527.35 607771527.35 0.0030 N N N N Fannie Mae Fannie Mae, 0.36% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-09-23 2021-09-23 N N N 0.0005 1490824858.84 1490824858.84 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.00% 313313FC7 US313313FC75 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0000 20000000.00 20000000.00 0.0001 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.01% 313313HX9 US313313HX94 U.S. Government Agency Debt Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0001 2999944.17 2999944.17 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313JY5 US313313JY59 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0002 9999488.90 9999488.90 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313KP2 US313313KP24 U.S. Government Agency Debt Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0002 26998395.12 26998395.12 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313LV8 US313313LV82 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0002 8999315.01 8999315.01 0.0000 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 2021-05-01 2022-02-18 2022-02-18 N N N 0.0005 193970350.98 193970350.98 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 2021-05-03 2021-12-30 2021-12-30 N N N 0.0007 96176919.70 96176919.70 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 2021-05-03 2022-01-07 2022-01-07 N N N 0.0007 235940740.40 235940740.40 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0003 9998700.00 9998700.00 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0003 29995925.10 29995925.10 0.0001 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 2021-05-03 2022-03-08 2022-03-08 N N N 0.0005 122982645.93 122982645.93 0.0006 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 2021-05-03 2022-03-25 2022-03-25 N N N 0.0005 199967028.00 199967028.00 0.0010 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 2021-05-01 2021-09-02 2021-09-02 N N N 0.0006 194000816.74 194000816.74 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 0.0009 20212409.80 20212409.80 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 0.0021 24269614.71 24269614.71 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.20% 3133EK5K8 US3133EK5K87 U.S. Government Agency Debt Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0015 36000209.16 36000209.16 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 166500000.00 166500000.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385FF8 2549001DPIFGXC1TOL40 US313385FF83 U.S. Government Agency Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0000 177000000.00 177000000.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 432000000.00 432000000.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 481900000.00 481900000.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 441000000.00 441000000.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 220000000.00 220000000.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 532000000.00 532000000.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 37825000.00 37825000.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 69000000.00 69000000.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385GR1 2549001DPIFGXC1TOL40 US313385GR13 U.S. Government Agency Debt Y N/A N/A 2021-06-09 2021-06-09 2021-06-09 N N N 0.0000 17806000.00 17806000.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 149000000.00 149000000.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 121000000.00 121000000.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 272994010.38 272994010.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 201995455.00 201995455.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 3130ALZP2 2549001DPIFGXC1TOL40 US3130ALZP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-10-12 2021-10-12 N N N 0.0004 215985147.84 215985147.84 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 3130ALQK3 2549001DPIFGXC1TOL40 US3130ALQK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-05 2021-05-05 2024-04-05 N N N 0.0031 349009283.40 349009283.40 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 3130AMCS9 2549001DPIFGXC1TOL40 US3130AMCS96 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0004 86994762.60 86994762.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 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 0.0002 195989872.68 195989872.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.02% 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 0.0002 68994480.00 68994480.00 0.0003 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 2021-05-03 2021-07-23 2021-07-23 N N N 0.0002 488010980.00 488010980.00 0.0024 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 2021-05-03 2021-08-20 2021-08-20 N N N 0.0003 177000157.53 177000157.53 0.0009 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 2021-05-03 2021-08-20 2021-08-20 N N N 0.0003 89000079.21 89000079.21 0.0004 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 2021-05-04 2021-11-04 2021-11-04 N N N 0.0005 355962915.48 355962915.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 3130AM6K3 2549001DPIFGXC1TOL40 US3130AM6K37 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-22 2021-07-22 2021-07-22 N N N 0.0006 71992873.44 71992873.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 313385MK9 2549001DPIFGXC1TOL40 US313385MK95 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0003 56242922.06 56242922.06 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 313385MQ6 2549001DPIFGXC1TOL40 US313385MQ65 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0003 172977510.00 172977510.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 313385MX1 2549001DPIFGXC1TOL40 US313385MX17 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0003 666909401.39 666909401.39 0.0033 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 2021-05-03 2021-05-03 2021-05-03 N N N 0.0003 175750000.00 175750000.00 0.0009 N Y Y 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 2021-05-04 2021-05-04 2021-05-04 N N N 0.0003 725000485.75 725000485.75 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMBA9 2549001DPIFGXC1TOL40 US3130AMBA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0004 229987975.60 229987975.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMBP6 2549001DPIFGXC1TOL40 US3130AMBP66 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-27 2021-07-27 2021-07-27 N N N 0.0005 76993633.64 76993633.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AM6S6 2549001DPIFGXC1TOL40 US3130AM6S62 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 87994915.36 87994915.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130ALYV0 2549001DPIFGXC1TOL40 US3130ALYV05 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-08 2021-10-08 2021-10-08 N N N 0.0005 210988688.29 210988688.29 0.0010 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 0.0011 35997060.96 35997060.96 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 0.0013 355954467.60 355954467.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMBR2 2549001DPIFGXC1TOL40 US3130AMBR23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0003 113995621.26 113995621.26 0.0006 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 0.0012 4350829.92 4350829.92 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 0.0009 140973123.99 140973123.99 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 0.0005 69998307.40 69998307.40 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 0.0005 106997412.74 106997412.74 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMCG5 2549001DPIFGXC1TOL40 US3130AMCG58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0005 136987475.46 136987475.46 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMCF7 2549001DPIFGXC1TOL40 US3130AMCF75 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-25 2021-10-25 2021-10-25 N N N 0.0005 96988946.85 96988946.85 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMAN2 2549001DPIFGXC1TOL40 US3130AMAN28 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0005 110993417.70 110993417.70 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMDH2 2549001DPIFGXC1TOL40 US3130AMDH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-29 2021-10-29 2021-10-29 N N N 0.0006 87988042.56 87988042.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALY99 2549001DPIFGXC1TOL40 US3130ALY996 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-08 2021-11-08 2021-11-08 N N N 0.0008 176966371.77 176966371.77 0.0009 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 2021-05-03 2021-11-16 2021-11-16 N N N 0.0005 167754968.76 167754968.76 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 0.0011 124994792.50 124994792.50 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 0.0011 53997587.28 53997587.28 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 0.0015 142978888.91 142978888.91 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 0.0013 124983058.75 124983058.75 0.0006 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 2021-05-03 2022-11-23 2022-11-23 N N N 0.0005 476167456.80 476167456.80 0.0023 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 2021-05-03 2022-12-15 2022-12-15 N N N 0.0005 500133755.00 500133755.00 0.0024 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 2021-05-03 2022-11-18 2022-11-18 N N N 0.0005 176815052.84 176815052.84 0.0009 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 2021-05-03 2022-12-08 2022-12-08 N N N 0.0003 1210685223.00 1210685223.00 0.0059 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 2021-05-03 2021-08-25 2021-08-25 N N N 0.0004 10000822.10 10000822.10 0.0000 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 2021-05-03 2021-05-14 2021-05-14 N N N 0.0002 516008235.36 516008235.36 0.0025 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 2021-05-03 2022-05-12 2022-05-12 N N N 0.0002 798437599.26 798437599.26 0.0039 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 2021-05-03 2022-05-17 2022-05-17 N N N 0.0004 108033350.40 108033350.40 0.0005 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 2021-05-03 2022-12-02 2022-12-02 N N N 0.0005 352111995.84 352111995.84 0.0017 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 0.0011 269958676.50 269958676.50 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 235984780.36 235984780.36 0.0012 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 0.0006 81000840.78 81000840.78 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 2021-05-03 2022-04-14 2022-04-14 N N N 0.0002 318169961.46 318169961.46 0.0016 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 2021-05-03 2021-11-26 2021-11-26 N N N 0.0004 526022061.39 526022061.39 0.0026 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 2021-05-03 2022-04-28 2022-04-28 N N N 0.0003 199093796.66 199093796.66 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AKVT0 2549001DPIFGXC1TOL40 US3130AKVT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-26 2021-05-26 2021-05-26 N N N 0.0011 265994703.94 265994703.94 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 0.0011 442988676.92 442988676.92 0.0022 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 2021-05-03 2022-03-30 2022-03-30 N N N 0.0002 54032090.04 54032090.04 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 2021-05-03 2022-02-25 2022-02-25 N N N 0.0001 120077920.80 120077920.80 0.0006 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 2021-05-03 2021-06-11 2021-06-11 N N N 0.0004 268713824.62 268713824.62 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 2021-05-03 2022-03-25 2022-03-25 N N N 0.0002 53782018.88 53782018.88 0.0003 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 2021-05-03 2021-07-23 2021-07-23 N N N 0.0004 350036172.50 350036172.50 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 2021-05-03 2021-07-08 2021-07-08 N N N 0.0004 246021903.84 246021903.84 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 2021-05-03 2022-02-28 2022-02-28 N N N 0.0001 351230066.46 351230066.46 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 2021-05-03 2022-02-22 2022-02-22 N N N 0.0001 291087618.86 291087618.86 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 0.0011 585991321.34 585991321.34 0.0029 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 0.0011 247987195.76 247987195.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% to 0.10% 3130AKV45 2549001DPIFGXC1TOL40 US3130AKV457 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0011 240985067.64 240985067.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% to 0.10% 3130AKUB0 2549001DPIFGXC1TOL40 US3130AKUB04 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0011 632963596.17 632963596.17 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% to 0.10% 3130AMBN1 2549001DPIFGXC1TOL40 US3130AMBN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-29 2021-07-29 2021-07-29 N N N 0.0004 95995225.92 95995225.92 0.0005 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 0.0007 36308601.72 36308601.72 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 94983056.70 94983056.70 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 2021-05-03 2022-08-12 2022-08-12 N N N 0.0003 305273957.10 305273957.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AJ2N8 2549001DPIFGXC1TOL40 US3130AJ2N83 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0010 36000000.00 36000000.00 0.0002 N Y Y 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 2021-05-03 2022-05-26 2022-05-26 N N N 0.0004 422191317.73 422191317.73 0.0021 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 0.0010 612999295.05 612999295.05 0.0030 N N Y 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 0.0010 87999386.64 87999386.64 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 0.0011 365997741.78 365997741.78 0.0018 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 0.0011 82998871.20 82998871.20 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 0.0011 89998896.60 89998896.60 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 0.0011 103997706.80 103997706.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKTX4 2549001DPIFGXC1TOL40 US3130AKTX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-05-27 2021-05-27 2021-05-27 N N N 0.0011 101998215.00 101998215.00 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 0.0013 52996458.01 52996458.01 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 0.0011 105996053.62 105996053.62 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 0.0011 80996920.38 80996920.38 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 0.0011 226989701.01 226989701.01 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 0.0013 161975340.36 161975340.36 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 0.0004 141440609.13 141440609.13 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 0.0011 87995558.64 87995558.64 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 0.0009 88999822.89 88999822.89 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 0.0007 254024660.86 254024660.86 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 0.0007 88009108.00 88009108.00 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 0.0004 108013919.04 108013919.04 0.0005 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 2021-05-03 2022-09-16 2022-09-16 N N N 0.0004 143880131.13 143880131.13 0.0007 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 2021-05-03 2022-09-15 2022-09-15 N N N 0.0004 176159948.80 176159948.80 0.0009 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 0.0011 30999992.87 30999992.87 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0014 47151340.94 47151340.94 0.0002 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 0.0011 114000000.00 114000000.00 0.0006 N Y Y 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 0.0016 19155386.25 19155386.25 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 0.0011 89999447.40 89999447.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKB47 2549001DPIFGXC1TOL40 US3130AKB475 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0012 317002887.87 317002887.87 0.0016 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 0.0010 123004715.82 123004715.82 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 2021-05-03 2022-02-10 2022-02-10 N N N 0.0004 166113306.62 166113306.62 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 0.0011 104000546.00 104000546.00 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 0.0011 107000955.51 107000955.51 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 0.0011 299002711.93 299002711.93 0.0015 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 0.0011 254002308.86 254002308.86 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 0.0013 71998485.12 71998485.12 0.0004 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 0.0005 109028916.61 109028916.61 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 2021-05-03 2021-05-14 2021-05-14 N N N 0.0005 115004143.45 115004143.45 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AK4H6 2549001DPIFGXC1TOL40 US3130AK4H61 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-06-04 2021-06-04 2021-06-04 N N N 0.0011 115000795.80 115000795.80 0.0006 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 0.0011 66000496.98 66000496.98 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 0.0011 72001298.16 72001298.16 0.0004 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 2021-05-03 2021-06-04 2021-06-04 N N N 0.0003 203022396.99 203022396.99 0.0010 N N N 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 2021-05-03 2021-05-13 2021-05-13 N N N 0.0007 253016584.15 253016584.15 0.0012 N N N N Freddie Mac Freddie Mac, 0.10% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-08-18 2022-08-18 N N N 0.0002 261175599.11 261175599.11 0.0013 N N N N Freddie Mac Freddie Mac, 0.10% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-08-03 2022-08-03 N N N 0.0003 302276248.46 302276248.46 0.0015 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 0.0001 211019500.62 211019500.62 0.0010 N N N N Freddie Mac Freddie Mac, 0.15% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-12-10 2021-12-10 N N N 0.0008 516234073.08 516234073.08 0.0025 N N N N Freddie Mac Freddie Mac, 0.16% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-01-18 2022-01-18 N N N 0.0008 826464567.18 826464567.18 0.0040 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-04-18 2022-04-18 N N N 0.0007 375273936.51 375273936.51 0.0018 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-12-13 2021-12-13 N N N 0.0007 533395240.82 533395240.82 0.0026 N N N N Freddie Mac Freddie Mac, 0.20% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-06-02 2022-06-02 N N N 0.0003 50094956.50 50094956.50 0.0002 N N N N Freddie Mac Freddie Mac, 0.21% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2022-03-11 2022-03-11 N N N 0.0002 532889887.04 532889887.04 0.0026 N N N N Freddie Mac Freddie Mac, 0.28% 3134GVHQ4 US3134GVHQ43 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-06-24 2021-06-24 N N N 0.0005 117040175.46 117040175.46 0.0006 N N N N Freddie Mac Freddie Mac, 0.32% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-05-03 2021-10-22 2021-10-22 N N N 0.0008 694787558.14 694787558.14 0.0034 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.01% HFB539000 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 2028-11-15 0.125 - 3.125 539414600.00 552840531.67 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 542000000.00 542000000.00 0.0027 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HFB546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-30 2046-05-15 1.125 - 4.5 1783145700.00 2048660835.29 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 2003000000.00 2003000000.00 0.0098 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HFA053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2046-05-15 2.5 - 2.75 83223000.00 87550215.45 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0001 85000000.00 85000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.02% R0MUWSFPU8MPRO8K5P83 HEE119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-04 2050-08-15 0 - 6.25 499672400.00 496854547.95 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0002 487000000.00 487000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.02% R0MUWSFPU8MPRO8K5P83 HEG916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2050-05-15 0 - 8.125 1319973202.00 1367619293.75 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 1338000000.00 1338000000.00 0.0066 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 HEB419000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2049-11-15 0 - 7.625 758440700.00 788611201.45 U.S. Treasuries (including strips) Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0003 770000000.00 770000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 HEB611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2050-05-15 0 - 8.125 1684136100.00 1740123983.63 U.S. Treasuries (including strips) Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0003 1704000000.00 1704000000.00 0.0083 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 HEC978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-04 2051-02-15 0 - 7.25 1679335900.00 1721711246.46 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 1684000000.00 1684000000.00 0.0082 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.03% R0MUWSFPU8MPRO8K5P83 HED197000 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 2050-08-15 0 - 7.25 857526800.00 915002107.06 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 895000000.00 895000000.00 0.0044 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 2021-05-20 2050-02-15 0 - 8 1996312700.00 2072493309.38 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 2025000000.00 2025000000.00 0.0099 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.02% 2IGI19DL77OX0HC3ZE78 HEE672000 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 2050-08-15 0.125 - 4.625 331392982.00 331507439.22 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 325000000.00 325000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.02% 2IGI19DL77OX0HC3ZE78 HEI510000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2050-08-15 0.125 - 4.625 222700100.00 233225316.97 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 228000000.00 228000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.02% 2IGI19DL77OX0HC3ZE78 HEH062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2050-08-15 0.125 - 4.625 319104300.00 332808855.79 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-25 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 326000000.00 326000000.00 0.0016 N N Y N Citigroup Global Capital Markets, Inc. 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 2022-07-31 2046-02-15 0.125 - 3.75 482414500.00 499714224.11 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-24 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0003 487000000.00 487000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HFB589000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2050-11-15 0.125 - 6.75 1687894500.00 1726130279.66 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1689000000.00 1689000000.00 0.0083 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HFA059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-30 2044-11-15 0 - 3 871832300.00 880674377.86 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0001 863000000.00 863000000.00 0.0042 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HFA545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2046-11-15 0.25 - 2.875 652756400.00 660062047.25 U.S. Treasuries (including strips) Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 N N N 0.0001 647000000.00 647000000.00 0.0032 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.01% 549300IMBXQ8SGH3HJ31 HFB025000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2050-11-15 0.25 - 2.875 317871500.00 329611870.28 U.S. Treasuries (including strips) Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0001 323000000.00 323000000.00 0.0016 N N Y N Credit AG Credit AG, 0.01% 1VUV7VQFKUOQSJ21A208 HEJ644000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2028-03-31 0.125 - 1.25 880943100.00 877201802.94 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 860000000.00 860000000.00 0.0042 N Y Y N Credit AG Credit AG, 0.01% 1VUV7VQFKUOQSJ21A208 HFA137000 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 2049-08-15 2.25 - 2.25 117087800.00 116390243.29 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0001 113000000.00 113000000.00 0.0006 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HEC060000 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 2030-05-15 0.5 - 2.25 1327340300.00 1334178570.84 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 Y CREDIT AG CIB (GOV REPO) 1.0000 3 N N/A N/A N N 0.0002 1308000000.00 1308000000.00 0.0064 N Y Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HFA156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2050-05-15 1.25 - 2.875 349793600.00 333720966.92 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-27 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 324000000.00 324000000.00 0.0016 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HFA605000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2048-08-15 1.125 - 3.75 417931400.00 498465573.12 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 484000000.00 484000000.00 0.0024 N N Y N Credit AG Credit AG, 0.02% 1VUV7VQFKUOQSJ21A208 HEG467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-11-15 2050-08-15 1.375 - 3.375 205229900.00 167891657.29 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 163000000.00 163000000.00 0.0008 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 HFB522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2049-05-15 2.75 - 6.75 705607600.00 842713605.13 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 820000000.00 820000000.00 0.0040 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 HFB521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2029-02-15 0.125 - 2.75 647541300.00 669120310.00 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 656000000.00 656000000.00 0.0032 N Y Y N DNB Bank ASA DNB Bank ASA, 0.01% 549300GKFG0RYRRQ1414 HFB549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2029-05-15 2.375 - 2.875 463517300.00 501840472.63 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 492000000.00 492000000.00 0.0024 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 2024-02-15 2024-02-15 2.75 - 2.75 1552493500.00 1667000059.74 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0000 1667000000.00 1667000000.00 0.0082 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.01% 549300H47WTHXPU08X20 HFB641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2023-04-30 0.125 - 0.125 437940000.00 437580451.26 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 429000000.00 429000000.00 0.0021 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.01% 549300H47WTHXPU08X20 HFB818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-04-30 2028-04-30 1.25 - 1.25 880444900.00 876369215.91 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 859000000.00 859000000.00 0.0042 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 2021-05-20 2027-02-28 0 - 2.375 1129990000.00 1146884939.04 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1124000000.00 1124000000.00 0.0055 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.01% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-04 2024-08-15 0 - 2.375 788605800.00 827221821.53 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0001 811000000.00 811000000.00 0.0040 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.01% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2024-06-30 0.125 - 1.75 321410100.00 322320272.54 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-07 N N N 0.0001 316000000.00 316000000.00 0.0015 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 162278400.00 167277062.44 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, 0.06% 213800MBWEIJDM5CU638 HED080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2027-11-15 0.125 - 2.25 166168400.00 166272431.59 U.S. Treasuries (including strips) Y N/A N/A 2021-07-12 2021-07-12 2021-07-12 N N N 0.0006 163000000.00 163000000.00 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 2027-11-15 0.25 - 2.25 132490500.00 132662466.43 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 2027-11-15 2.25 - 2.875 78456300.00 83604859.99 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 2025-08-31 2025-08-31 2.75 - 2.75 122327400.00 133597909.98 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, 0.05% H7FNTJ4851HG0EXQ1Z70 HEF857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2024-11-30 1.5 - 2.75 155688600.00 166205116.29 U.S. Treasuries (including strips) Y N/A N/A 2021-07-19 2021-07-19 2021-07-19 N N N 0.0005 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.05% H7FNTJ4851HG0EXQ1Z70 HEJ119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2024-11-30 1.5 - 2.75 154558600.00 166282723.35 U.S. Treasuries (including strips) Y N/A N/A 2021-07-26 2021-07-26 2021-07-26 N N N 0.0005 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.05% H7FNTJ4851HG0EXQ1Z70 HEJ120000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2024-11-30 1.5 - 1.625 96017500.00 98938714.06 U.S. Treasuries (including strips) Y N/A N/A 2021-07-27 2021-07-27 2021-07-27 N N N 0.0005 97000000.00 97000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.05% H7FNTJ4851HG0EXQ1Z70 HEJ646000 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 131678500.00 165213732.55 U.S. Treasuries (including strips) Y N/A N/A 2021-07-28 2021-07-28 2021-07-28 N N N 0.0005 162000000.00 162000000.00 0.0008 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 163290300.00 166273177.91 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 112073300.00 116313003.92 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 0.0006 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 2025-09-30 2025-09-30 3 - 3 105520400.00 116265966.16 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 0.0006 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 65306100.00 67370886.51 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 98192700.00 100951613.20 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 293759500.00 319221697.89 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 129964600.00 134622079.12 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 175470900.00 184670419.51 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 N 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 167291809.45 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 Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.01% RB0PEZSDGCO3JS6CEU02 HFB707000 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 456527000.00 493455872.60 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 483000000.00 483000000.00 0.0024 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 HFB561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2046-02-15 0.125 - 2.5 2260558700.00 2280845065.65 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 2235000000.00 2235000000.00 0.0109 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 HEJ668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2048-05-15 2.375 - 3.125 154588700.00 168259099.84 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 165000000.00 165000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 HEJ673000 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 284535300.00 293656577.85 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0001 288000000.00 288000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 HFA171000 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 834327900.00 860614229.96 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0001 844000000.00 844000000.00 0.0041 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.02% U7M81AY481YLIOR75625 HEJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2048-05-15 0.25 - 3.125 703097100.00 712914012.49 U.S. Treasuries (including strips) Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0002 699000000.00 699000000.00 0.0034 N N Y N Natixis SA Natixis SA, 0.01% KX1WK48MPD4Y2NCUIZ63 HFB528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-11 2036-02-15 0 - 4.5 703575300.00 726240651.30 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 712000000.00 712000000.00 0.0035 N Y Y N Natixis SA Natixis SA, 0.02% KX1WK48MPD4Y2NCUIZ63 HEG432000 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 2049-08-15 0 - 5.375 635328200.00 665046345.76 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 2021-05-24 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 652000000.00 652000000.00 0.0032 N N Y N Norinchukin Bank Norinchukin Bank, 0.06% 5493007VSMFZCPV1NB83 HED634000 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 259062800.00 275409766.30 U.S. Treasuries (including strips) Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0006 270000000.00 270000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 0.06% 5493007VSMFZCPV1NB83 HEE130000 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 151203400.00 198906079.83 U.S. Treasuries (including strips) Y N/A N/A 2021-07-12 2021-07-12 2021-07-12 N N N 0.0006 195000000.00 195000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 0.06% 5493007VSMFZCPV1NB83 HEE698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2027-05-15 1.5 - 2.375 161114200.00 166264743.00 U.S. Treasuries (including strips) Y N/A N/A 2021-07-13 2021-07-13 2021-07-13 N N N 0.0006 163000000.00 163000000.00 0.0008 N N N Y 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 154941600.00 168332469.61 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 158338700.00 168329935.30 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 126670700.00 134663671.83 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 1.5 - 1.5 234949400.00 242442418.01 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 272400.00 358338.60 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 0.0012 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 152828300.00 167307260.78 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 76058700.00 82632093.68 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 SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.01% 6PJDTY319315T5LR2241 HFB645000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-15 2027-11-15 0.125 - 2.75 754147000.00 785252608.36 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 770000000.00 770000000.00 0.0038 N Y Y N Societe Generale Societe Generale, 0.01% O2RNE8IBXP4R0TD8PU41 HFA981000 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 2048-11-15 0 - 4.25 158878000.00 164223669.31 U.S. Treasuries (including strips) Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0001 161000000.00 161000000.00 0.0008 N N Y N Societe Generale Societe Generale, 0.01% O2RNE8IBXP4R0TD8PU41 HFA979000 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 2048-02-15 0 - 8.125 158360600.00 164259719.42 U.S. Treasuries (including strips) Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0001 161000000.00 161000000.00 0.0008 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.01% SUVUFHICNZMP2WKHG940 HFB571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2021-10-28 0 - 1.125 144788400.00 144840207.06 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 142000000.00 142000000.00 0.0007 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.02% HFB540000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-12-20 2051-04-20 3 - 3 240655554.00 229436241.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2047-02-15 0.375 - 3 114152700.00 130195174.71 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-02-01 2050-11-01 1.5 - 4.5 205505946.00 145397031.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2051-02-01 2 - 4.5 261616888.00 196653159.87 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0002 687000000.00 687000000.00 0.0034 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.01%, dated 4/30/2021 due 05/03/2021 B4TYDEB6GKMZO031MB27 HFC039000_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 2050-03-20 2050-07-20 2.5 - 3.5 1322103469.00 1126234958.67 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1104151000.00 1104151000.00 0.0054 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HEJ551000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-08-20 2050-05-20 3 - 4.5 983720509.00 378669500.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2028-02-15 2.75 - 2.75 37712200.00 41571423.19 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 412000000.00 412000000.00 0.0020 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HFB886000 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 2.5 - 2.5 150985759.00 157080131.40 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 154000000.00 154000000.00 0.0008 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HFA060000 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 2048-06-20 2051-04-20 1.5 - 4.5 708768439.00 365160609.06 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0001 358000000.00 358000000.00 0.0018 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.01% G5GSEF7VJP5I7OUK5573 HFA511000 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 2.5 - 2.5 139930458.00 144840201.18 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 N N N 0.0001 142000000.00 142000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.03% 3Y4U8VZURTYWI1W2K376 HEA509000 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 2035-05-20 2051-04-20 2.5 - 6 177687957.00 183604896.21 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0003 180000000.00 180000000.00 0.0009 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.05% 3Y4U8VZURTYWI1W2K376 HEE136000 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 2036-04-01 2036-04-01 1.5 - 1.5 2785.00 2819.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-08-20 2051-02-20 2.5 - 4.5 174053373.00 91799857.80 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 2021-07-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 90000000.00 90000000.00 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 2.5 - 3 70872248.00 73962510.72 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 0.0004 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.01%, dated 4/30/2021 due 05/03/2021 VJW2DOOHGDT6PR0ZRO63 HFC039000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-05-06 2051-02-15 0 - 8 448715032.00 441781289.27 U.S. Treasuries (including strips) Federal Farm Credit Bank 2021-05-13 2029-09-10 0.045 - 5.24 35217462.00 35258491.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2021-05-25 2051-04-01 0.25 - 8 172629866.00 152184022.69 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-05-28 2032-05-04 0 - 5.375 69486592.00 70217988.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2051-04-01 0.19 - 9 442166603.00 413916709.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-08-15 2051-04-20 2 - 9 82087474.00 59154687.26 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1149495000.00 1149495000.00 0.0056 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.01%, dated 4/30/2021 due 05/03/2021 8NAV47T0Y26Q87Y0QP81 HFC039000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2022-07-15 2024-01-15 0 - 0 198043.00 196128.21 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2065-09-15 0.75 - 5.25 4550448.00 6029002.10 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-05-25 2038-09-13 3.54 - 4.08 23991146.00 25139997.89 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2028-03-31 2048-08-15 1.25 - 3.625 142548720.00 161397516.37 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2051-04-20 1.5 - 9 2026981153.00 1206028157.61 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0001 1370021000.00 1370021000.00 0.0067 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.08% 2IGI19DL77OX0HC3ZE78 HFA687000 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 2048-10-01 2051-05-01 2 - 4 30078601.00 23455527.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2042-09-01 3 - 4.5 92618357.00 33315821.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2050-08-15 0 - 4.375 15380755.00 15668561.01 U.S. Treasuries (including strips) Y N/A N/A 2021-07-28 2021-07-28 2021-07-28 N N N 0.0008 71000000.00 71000000.00 0.0003 N N N Y Citibank NA In a joint trading account with Citibank NA at 0.01%, dated 4/30/2021 due 05/03/2021 E57ODZWZ7FF32TWEFA76 HFC039000_00276 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 2021-09-15 2065-09-15 0 - 5.98 9099757.00 7674294.49 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-12-01 2049-07-01 0 - 9 4876283.00 1536457.36 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2028-04-15 2030-04-15 0 - 0 3500631.00 2987752.80 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-08-15 2051-03-20 2 - 10.5 36591899.00 26606965.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-27 2050-02-15 0 - 8.125 230303454.00 252025812.37 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-20 2028-11-16 0.025 - 3.25 13920318.00 14433835.78 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2050-03-01 0 - 8.5 6376687.00 4557616.76 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-10-08 2049-10-15 0.05 - 2.625 3798180.00 3780761.86 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 306750000.00 306750000.00 0.0015 N Y Y N Citibank NA Citibank NA, 0.01% 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 529000.00 674234.41 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-11-15 2049-10-15 2.34 - 4.07 3712000.00 3988954.22 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2049-03-20 3 - 3 181483.00 122988.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2039-09-01 0 - 8.5 7462786.00 7317862.01 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-10 2040-03-26 1.625 - 5 1445000.00 1496076.51 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 24291000.00 20590056.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2048-05-01 0 - 6.75 12633440.00 17947422.50 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-05-31 2051-02-15 0.125 - 7.25 31135850.00 38855615.49 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0001 89000000.00 89000000.00 0.0004 N N 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 Federal Farm Credit Bank 2021-10-08 2049-10-15 0.065 - 4.07 4499000.00 4519220.47 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-05-11 2044-02-15 0 - 8.125 389004498.00 434164180.41 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2036-04-01 0 - 5.98 8000.00 8368.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-07-25 2051-02-01 0.125 - 6.75 5769626.00 7712252.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 2051-05-01 0.25 - 7.25 15101491.00 12039929.43 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-11 2038-11-29 0.07 - 5.625 40220000.00 42475961.37 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2030-04-15 0 - 8.875 18780000.00 16227704.40 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-20 2051-03-20 2 - 8 50195890.00 31712850.99 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N N N 0.0002 537000000.00 537000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.02% 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 2036-02-01 2036-06-01 1.5 - 6 374688770.00 325432772.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2036-05-01 1.5 - 2.5 38675278.00 39728190.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 200.00 352.79 U.S. Treasuries (including strips) Y N/A N/A 2021-05-04 2021-05-04 2021-05-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0002 358000000.00 358000000.00 0.0018 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 MBNUM2BPBDO7JBLYG310 HFC039000_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 2040-01-01 2049-09-01 1.5 - 5 301403853.00 139223985.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-11-01 2049-09-01 1.5 - 7 746494251.00 330103814.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 61.00 108.22 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0001 460125000.00 460125000.00 0.0023 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 4/30/2021 due 05/03/2021 1VUV7VQFKUOQSJ21A208 HFC039000_02102 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 2031-02-15 0 - 3 1316702763.00 1332603522.35 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-03-01 2051-03-01 2 - 2 32961725.00 33067392.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 2059-04-01 2 - 4.5 267536753.00 140621474.13 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 1476756000.00 1476756000.00 0.0072 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.01% 7LTWFZYICNSX8D621K86 HFB524000 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 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 52076.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 97410152.00 102624187.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 - 2.875 74130900.00 82940223.39 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 181000000.00 181000000.00 0.0009 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 2022-08-19 2051-04-01 0.105 - 5 246166096.00 129294810.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-06-20 2048-09-20 2.5 - 4 113114809.00 17920758.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-17 2026-04-30 0 - 1.75 65287900.00 65575714.49 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-11 2024-03-08 3.25 - 5.625 1420000.00 1535937.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-06 2051-03-01 1.375 - 5 491267905.00 340553059.37 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 544000000.00 544000000.00 0.0027 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 United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2028-04-30 0 - 2.625 379008600.00 389472407.78 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-12-01 2032-04-01 6 - 7 8530615.00 30495.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 2050-01-01 2.5 - 7.5 3135095.00 137421.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 382000000.00 382000000.00 0.0019 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 2033-05-01 2036-04-01 3.52 - 6 2111457.00 1988597.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-20 2025-12-31 0 - 0.375 830867200.00 819477719.47 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2048-07-01 3.5 - 5.5 2166500.00 36204.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-20 2061-04-15 1.99 - 6.89 928994944.00 630979092.53 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0001 1424000000.00 1424000000.00 0.0070 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 CYYGQCGNHMHPSMRL3R97 HFC039000_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 2026-10-01 2052-03-01 2 - 5.5 124955583.00 67919641.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-04-01 2051-01-01 2.5 - 5 66908640.00 36728688.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-11-20 2049-04-20 3 - 4 14820471.00 4433943.18 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-01-15 2030-04-15 0 - 0 503681.00 427058.51 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 107362000.00 107362000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.01%, dated 4/30/2021 due 05/03/2021 KBVRJ5K57JZ3E2AVWX40 HFC039000_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 2021-06-30 2049-11-15 0 - 5.5 78965489.00 87568418.78 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 85812000.00 85812000.00 0.0004 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.01%, dated 4/30/2021 due 05/03/2021 ZOMOLU8CGIZRYZ7PFU34 HFC039000_76664 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 2031-04-01 2058-01-01 2 - 5 622526520.00 341206311.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2051-02-15 0.125 - 6.375 174624899.00 187917708.02 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-01-01 2051-04-01 1.5 - 4.5 631988716.00 177228602.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-06-15 2051-02-20 2.5 - 6.5 587336672.00 91609799.60 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 782017000.00 782017000.00 0.0038 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% K5HU16E3LMSVCCJJJ255 HEF140000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2051-05-01 1.898 - 5.96 186588100.00 171955057.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-12-01 2051-04-01 2.5 - 5 12952340.00 11648818.65 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-14 2021-06-14 2021-06-14 N N N 0.0004 180000000.00 180000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% K5HU16E3LMSVCCJJJ255 HEG929000 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 2027-05-01 2051-05-01 1.5 - 5 348061906.00 238683712.83 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-18 2021-06-18 2021-06-18 N N N 0.0004 234000000.00 234000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% K5HU16E3LMSVCCJJJ255 HEI016000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2051-05-01 1.764 - 6 482031101.00 258741903.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2049-12-01 2 - 3.5 18115462.00 16661768.72 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-21 2021-06-21 2021-06-21 N N N 0.0004 270000000.00 270000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.06% K5HU16E3LMSVCCJJJ255 HEB844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-07-01 2051-05-01 2 - 5 282763757.00 222092445.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-04-01 2051-05-01 1.765 - 4 248694522.00 145124078.94 Agency Mortgage-Backed Securities Y N/A N/A 2021-06-07 2021-06-07 2021-06-07 N N N 0.0006 360000000.00 360000000.00 0.0018 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 7TK5RJIZDFROZCA6XF66 HFC039000_08126 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 2036-04-01 2051-04-01 2 - 3.5 77772222.00 78221825.38 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 76688000.00 76688000.00 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-05-01 2051-05-01 2 - 2 75875122.00 77288120.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2057-02-01 1.5 - 5 383628181.00 389872681.12 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 458000000.00 458000000.00 0.0022 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.01%, dated 4/30/2021 due 05/03/2021 OXTKY6Q8X53C9ILVV871 HFC039000_07426 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 2021-05-13 2040-11-15 0 - 7.625 983898401.00 1087080717.42 U.S. Treasuries (including strips) Federal Farm Credit Bank 2022-04-08 2037-03-26 0.375 - 3.47 3120660.00 3131120.73 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2042-12-15 2.875 - 3.5 3787836.00 4346104.06 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-25 2056-05-01 0.375 - 9 2799263315.00 485088412.52 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2028-11-16 2.875 - 5.375 1961558.00 2182824.04 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-05-15 2069-11-20 1.5 - 9.5 954217712.00 215701659.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-15 2051-04-01 0.375 - 9.5 1212157479.00 337123895.89 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 2092797000.00 2092797000.00 0.0102 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.01% OXTKY6Q8X53C9ILVV871 HFA604000 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 2045-07-20 2069-04-20 1.5 - 4.392 16324762.00 13299083.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-02-01 1.5 - 4.5 170000403.00 171489772.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2051-04-01 0 - 5 201444427.00 199815005.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2028-03-31 0.125 - 1.25 86348300.00 86139785.63 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-03-14 2035-11-19 0.5 - 4.17 1500000.00 1517022.58 Agency Debentures and Agency Strips Y N/A N/A 2021-05-05 2021-05-05 2021-05-05 N N N 0.0001 463000000.00 463000000.00 0.0023 N N 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 2022-02-28 2050-11-15 0 - 6 199594000.00 163827877.89 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2050-09-01 2 - 3.5 857605.00 931692.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-15 2051-03-20 2 - 6 580423390.00 171257563.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2051-03-01 2 - 4 134282001.00 34578028.66 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 0.0018 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.01%, dated 4/30/2021 due 05/03/2021 549300QJJX6CVVUXLE15 HFC039000_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 2045-09-20 2062-05-15 1.5 - 4.5 1276134166.00 1105669627.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-07-01 2048-04-01 1.5 - 4.5 71227168.00 33188052.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-27 2051-02-15 0 - 6.375 1148321945.00 1230503503.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2051-04-01 1 - 6.5 621533180.00 427665514.03 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 2738202000.00 2738202000.00 0.0134 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 2028-09-15 2051-05-01 1.5 - 6.5 575512831.00 266593707.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-01 2056-07-01 2 - 5 1592306527.00 659437400.84 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-05-07 2021-05-07 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 0.0044 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-01 2051-04-01 1.5 - 6.5 869154239.00 327300397.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-25 2059-08-01 1.5 - 4.5 1078693609.00 616280882.97 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 0.0045 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-05-01 2051-05-01 1.5 - 5.5 697750445.00 435667713.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2058-01-01 1.484 - 6.5 1011388559.00 487467035.26 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 0.0044 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 2027-01-01 2051-04-01 1.5 - 5 257828279.00 93268544.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2058-05-01 2 - 4 140588043.00 105638250.94 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 0.0010 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 2029-04-15 2051-02-01 1.5 - 6 101897312.00 66914443.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 2 - 5.5 148614325.00 118461204.00 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-05-07 2021-05-07 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 4/30/2021 due 05/03/2021 O2RNE8IBXP4R0TD8PU41 HFC039000_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 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 86798652.00 73547430.82 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-04-20 2061-05-15 2.125 - 4.5 6949320.00 2234756.91 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-04 2021-06-04 0.02 - 0.02 349817.00 349828.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-08-15 2051-02-01 0 - 5.558 3356619.00 2806715.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2048-05-01 1.663 - 4 5409193.00 3958297.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-05-15 2051-02-15 0 - 8 501160349.00 522461602.09 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 592788000.00 592788000.00 0.0029 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 4/30/2021 due 05/03/2021 5U0XI89JRFVHWIBS4F54 HFC039000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 2050-10-01 2 - 4 1600783911.00 855035217.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-03-20 2051-03-20 2 - 4.5 1214046358.00 836909181.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-12-02 2030-05-15 0 - 2.875 1950252505.00 2038315124.82 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 4 586902824.00 229964164.67 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 3882569000.00 3882569000.00 0.0190 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.01%, dated 4/30/2021 due 05/03/2021 5U0XI89JRFVHWIBS4F54 HFC039000_77387 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 2042-10-20 2046-03-20 3 - 3.5 2061360851.00 550967943.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 4116567041.00 1923588666.61 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 2423326000.00 2423326000.00 0.0119 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 106756260.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 6850000.00 6871073.18 U.S. Treasuries (including strips) Y N/A N/A 2021-05-07 2021-05-07 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 14650000.00 14695068.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 2049-07-01 3.5 - 4 547575000.00 164960461.35 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 0.0009 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 15250000.00 15296914.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 534768000.00 172949068.47 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 HFB572000 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 2036-04-01 2051-04-01 2 - 2 530353816.00 536840131.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-05-25 2051-04-01 2 - 8 864354195.00 398500648.25 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 917000000.00 917000000.00 0.0045 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 4/30/2021 due 05/03/2021 VYVVCKR63DVZZN70PB21 HFC125000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-04-28 2025-01-06 0 - 0.16 1921109.00 1919747.86 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-04-08 2023-03-10 0.05 - 0.375 1793528.00 1798134.15 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2051-02-15 1.25 - 7.625 19640185.00 21752012.06 U.S. Treasuries (including strips) Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 24765000.00 24765000.00 0.0001 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 4/30/2021 due 05/03/2021 VYVVCKR63DVZZN70PB21 HFC039000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-04-28 2025-01-06 0 - 0.16 6222175.00 6217766.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2051-02-15 1.25 - 7.625 63611516.00 70451398.62 U.S. Treasuries (including strips) Federal Farm Credit Bank 2022-04-08 2023-03-10 0.05 - 0.375 5808958.00 5823878.05 Agency Debentures and Agency Strips Y N/A N/A 2021-05-03 2021-05-03 2021-05-03 N N N 0.0001 80210000.00 80210000.00 0.0004 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 5493006GGLR4BTEL8O61 HDI963000 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 1050000.00 1053230.20 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-20 2042-01-20 3.5 - 3.5 147058000.00 24507662.51 Agency Mortgage-Backed Securities Y N/A N/A 2021-05-07 2021-05-07 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 New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.08% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0008 31550000.00 31550000.00 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 2021-05-07 2021-05-07 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., 0.06% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.06% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 34955000.00 34955000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.05% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 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., 0.06% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 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 2021-05-07 2021-05-07 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., 0.06% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.06% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 11100000.00 11100000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.06% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 16600000.00 16600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.08% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 49300000.00 49300000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.08% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 15800000.00 15800000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.05% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0005 10600000.00 10600000.00 0.0001 N N Y N Florida Hsg. Fin. Corp. Rev. FNMA Florida Hsg. Fin. Corp. Rev., 0.09% 34073MVT6 Variable Rate Demand Note Y N/A N/A 2021-05-07 2021-05-07 2032-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0009 7900000.00 7900000.00 0.0000 N N Y N Credit AG Credit AG, 0.01% 1VUV7VQFKUOQSJ21A208 HFB917000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-05-07 2021-05-07 2021-05-07 N N N 0.0001 644000000.00 644000000.00 0.0032 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 HFB907000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-05-07 2021-05-07 2021-05-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0001 374000000.00 374000000.00 0.0018 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 2021-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer