0000278001-21-000026.txt : 20210708 0000278001-21-000026.hdr.sgml : 20210708 20210708112030 ACCESSION NUMBER: 0000278001-21-000026 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210708 DATE AS OF CHANGE: 20210708 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: 211079376 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 2021-06-30 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. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 29 63 141378756535.14 140190807243.43 144674368484.38 148428743829.75 168861903765.13 167316204927.45 169715657937.14 171823439830.66 0.6800 0.6800 0.6900 0.7000 0.8100 0.8100 0.8100 0.8100 511.46 209710566957.59 209693314027.03 2722821981.99 6352464989.39 206063671531.09 206023997812.54 1.0000 0.0008 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 206063671531.09 206023997812.54 1.0003 1.0003 1.0003 1.0003 14957476971.57 14060855024.77 16630812966.78 16603405139.80 17981137155.94 16969588822.04 16836242868.10 16694067304.39 78020915157.75 76341950341.14 0.0001 Y Fidelity Investments, Transfer Agent and Management Fees, -47778620.24; ABN AMRO Bank NV ABN AMRO Bank NV, 0.04% to 0.05% HHH137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2047-05-15 1.25 - 3.125 435905900.00 461347746.51 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 452000000.00 452000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.04% to 0.05% G5GSEF7VJP5I7OUK5573 HHH143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2051-05-15 0.125 - 4.75 997854300.00 1161643109.97 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1135000000.00 1135000000.00 0.0055 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHC824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-02 2050-08-15 0 - 6.25 555933300.00 698494667.29 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 684000000.00 684000000.00 0.0033 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHD596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2049-08-15 0 - 6.5 801100300.00 832892721.62 U.S. Treasuries (including strips) Y N/A N/A 2021-07-02 2021-07-02 2021-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0005 814000000.00 814000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHD600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2048-11-15 0 - 6.5 1076873900.00 1164039242.05 U.S. Treasuries (including strips) Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 1139000000.00 1139000000.00 0.0055 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHG100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2051-05-15 0 - 6.375 1221054371.00 1331335249.47 U.S. Treasuries (including strips) Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0005 1302000000.00 1302000000.00 0.0063 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHF634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2049-11-15 0 - 6.25 721799800.00 748583148.71 U.S. Treasuries (including strips) Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 733000000.00 733000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHD602000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2050-11-15 0 - 8.125 560645662.00 616369177.35 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 602000000.00 602000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.06% R0MUWSFPU8MPRO8K5P83 HHB940000 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 2050-02-15 0.099 - 5.25 437858100.00 501586466.35 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 488000000.00 488000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHD601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2047-08-15 0 - 8.125 1024075665.00 1163525215.22 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 1139000000.00 1139000000.00 0.0055 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.06% R0MUWSFPU8MPRO8K5P83 HHB315000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2050-08-15 0 - 8.125 838354200.00 915461152.01 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 896000000.00 896000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHH190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-20 2050-11-15 0 - 8.125 965698200.00 997447566.61 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0005 975000000.00 975000000.00 0.0047 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.04% to 0.06% 2IGI19DL77OX0HC3ZE78 HHE928000 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 2044-11-15 0.125 - 4.625 210906300.00 233707851.72 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 228000000.00 228000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.04% to 0.02% 2IGI19DL77OX0HC3ZE78 HGA780000 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 2049-11-15 0.125 - 4.625 319727800.00 328599592.17 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0002 322000000.00 322000000.00 0.0016 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.04% to 0.02% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-27 2022-06-16 0 - 0.125 487911100.00 487564362.46 U.S. Treasuries (including strips) Y N/A N/A 2021-07-02 2021-07-02 2021-07-02 Y CITIGROUP INC 1.0000 2 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0002 478000000.00 478000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.04% to 0.05% 549300IMBXQ8SGH3HJ31 HHH140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-05-15 0.125 - 2.875 1774392400.00 1794508191.29 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1759000000.00 1759000000.00 0.0085 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.04% to 0.06% 549300IMBXQ8SGH3HJ31 HHE128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2040-11-15 0.125 - 2.25 332639300.00 331503881.02 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 325000000.00 325000000.00 0.0016 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.04% to 0.06% 549300IMBXQ8SGH3HJ31 HHG116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2040-11-15 0.125 - 2.875 882404400.00 882302773.81 U.S. Treasuries (including strips) Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0005 865000000.00 865000000.00 0.0042 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.04% to 0.05% 549300IMBXQ8SGH3HJ31 HHH141000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-05-15 0.125 - 2.875 665899600.00 661112619.03 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0005 648000000.00 648000000.00 0.0031 N N Y N Credit AG Credit AG, 0.04% to 0.05% 1VUV7VQFKUOQSJ21A208 HHE149000 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 2027-12-31 0.125 - 2.25 497292500.00 498784924.81 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 489000000.00 489000000.00 0.0024 N Y Y N Credit AG Credit AG, 0.04% to 0.05% 1VUV7VQFKUOQSJ21A208 HHE746000 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 2026-02-28 0.5 - 2.75 330514900.00 331502856.87 U.S. Treasuries (including strips) Y N/A N/A 2021-07-02 2021-07-02 2021-07-02 N N N 0.0005 325000000.00 325000000.00 0.0016 N N Y N Credit AG Credit AG, 0.04% to 0.05% 1VUV7VQFKUOQSJ21A208 HHG103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-15 2050-02-15 2 - 6 144325700.00 167480153.68 U.S. Treasuries (including strips) Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0005 163000000.00 163000000.00 0.0008 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.04% to 0.05% 7LTWFZYICNSX8D621K86 HHH135000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2046-08-15 0.125 - 4.375 679531700.00 827047929.69 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 808000000.00 808000000.00 0.0039 N Y Y N DNB Bank ASA DNB Bank ASA, 0.04% to 0.06% 549300GKFG0RYRRQ1414 HHH167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2030-02-15 1.5 - 2.625 214381900.00 231540481.89 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 227000000.00 227000000.00 0.0011 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.04% to 0.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2047-05-15 0.125 - 3 48952570700.00 57206079474.38 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 57206000000.00 57206000000.00 0.2776 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.04% to 0.05% 549300H47WTHXPU08X20 HHH177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2027-10-31 0.5 - 2.25 662157100.00 660960065.65 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 648000000.00 648000000.00 0.0031 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.04% to 0.05% 549300H47WTHXPU08X20 HHH299000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2027-05-31 0.5 - 0.5 341493300.00 330480085.09 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 324000000.00 324000000.00 0.0016 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.04% to 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2027-02-28 0.125 - 2.75 320280000.00 329701034.75 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 323000000.00 323000000.00 0.0016 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.04% to 0.05% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-07-08 2050-08-15 0 - 2.375 570797900.00 570184802.33 U.S. Treasuries (including strips) Y N/A N/A 2021-07-02 2021-07-02 2021-07-02 N N N 0.0005 559000000.00 559000000.00 0.0027 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.04% to 0.05% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-15 2025-02-15 0.25 - 2 387498300.00 406981779.83 U.S. Treasuries (including strips) Y N/A N/A 2021-07-02 2021-07-02 2021-07-02 N N N 0.0005 399000000.00 399000000.00 0.0019 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.04% to 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 2023-07-31 0.125 - 2.75 166170400.00 166283421.26 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, 0.04% to 0.07% 213800MBWEIJDM5CU638 HHF658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 0.125 - 0.125 166730100.00 166286791.39 U.S. Treasuries (including strips) Y N/A N/A 2021-07-30 2021-07-30 2021-07-30 N N N 0.0007 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.04% to 0.07% 213800MBWEIJDM5CU638 HHG155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-10-31 2025-10-31 0.25 - 0.25 170021800.00 166293709.32 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0007 163000000.00 163000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.04% to 0.06% H7FNTJ4851HG0EXQ1Z70 HDI929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-15 2024-11-30 1.5 - 2.625 114608000.00 116264577.11 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 Y Y N Lloyds Bank PLC Lloyds Bank PLC, 0.04% to 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 105571400.00 116338649.94 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 Y N Lloyds Bank PLC Lloyds Bank PLC, 0.04% to 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 157426600.00 166304737.24 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, 0.04% H7FNTJ4851HG0EXQ1Z70 HFI385000 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 - 2.75 290500000.00 315221758.86 U.S. Treasuries (including strips) Y N/A N/A 2021-07-20 2021-07-20 2021-07-20 N N N 0.0004 309000000.00 309000000.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.04% to 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 156842600.00 166307617.61 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, 0.04% to 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 96800500.00 98956994.05 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, 0.04% to 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 131649500.00 165399629.27 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, 0.04% to 0.05% H7FNTJ4851HG0EXQ1Z70 HFE287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2025-11-30 1.5 - 2.875 154473000.00 165201323.25 U.S. Treasuries (including strips) Y N/A N/A 2021-08-10 2021-08-10 2021-08-10 N N N 0.0005 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.04% to 0.05% H7FNTJ4851HG0EXQ1Z70 HFF461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2024-11-30 0.125 - 1.5 165923700.00 165281347.16 U.S. Treasuries (including strips) Y N/A N/A 2021-08-12 2021-08-12 2021-08-12 N N N 0.0005 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.04% H7FNTJ4851HG0EXQ1Z70 HFI435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2024-11-30 0.125 - 1.5 166946100.00 166298887.31 U.S. Treasuries (including strips) Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0004 163000000.00 163000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.04% to 0.05% RB0PEZSDGCO3JS6CEU02 HHH166000 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 534878000.00 578671136.25 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 567000000.00 567000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% to 0.05% U7M81AY481YLIOR75625 HHH124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2050-02-15 0.125 - 3.875 2056765600.00 2122881545.18 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 2080000000.00 2080000000.00 0.0101 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% to 0.05% U7M81AY481YLIOR75625 HHF683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2026-01-31 2 - 2.625 307780500.00 332481889.06 U.S. Treasuries (including strips) Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 326000000.00 326000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% to 0.06% U7M81AY481YLIOR75625 HHF692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2028-05-15 0.125 - 3 738852700.00 757638287.80 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 743000000.00 743000000.00 0.0036 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.04% to 0.05% U7M81AY481YLIOR75625 HHF687000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2028-01-31 0.25 - 2.375 348092100.00 348791036.05 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 342000000.00 342000000.00 0.0017 N N Y N Natixis SA Natixis SA, 0.04% to 0.06% KX1WK48MPD4Y2NCUIZ63 HHB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2051-05-15 0 - 5.5 812252378.00 829694026.48 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-07-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 813000000.00 813000000.00 0.0039 N N Y N Norinchukin Bank Norinchukin Bank, 0.04% to 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 2026-08-15 2026-08-15 6.75 - 6.75 482500.00 636177.10 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 259907300.00 274801517.35 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 N Norinchukin Bank Norinchukin Bank, 0.04% to 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 2025-06-30 2027-05-15 1.5 - 2.75 2237600.00 2357406.84 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 149085000.00 196568837.87 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 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.04% to 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 2026-08-15 6.75 - 6.75 284600.00 375245.60 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 160224400.00 165906472.32 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, 0.04% to 0.05% 5493007VSMFZCPV1NB83 HFG399000 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 224700.00 296267.34 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 152994000.00 164955018.36 U.S. Treasuries (including strips) Y N/A N/A 2021-08-12 2021-08-12 2021-08-12 N N N 0.0005 162000000.00 162000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.04% to 0.05% 5493007VSMFZCPV1NB83 HFI762000 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 2027-05-15 1.5 - 2.75 152992600.00 164953517.03 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 224800.00 296399.20 U.S. Treasuries (including strips) Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0005 162000000.00 162000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.04% to 0.05% 5493007VSMFZCPV1NB83 HFJ355000 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 232200.00 306156.11 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 125127800.00 132301637.94 U.S. Treasuries (including strips) Y N/A N/A 2021-08-19 2021-08-19 2021-08-19 N N N 0.0005 130000000.00 130000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.04% to 0.05% 5493007VSMFZCPV1NB83 HGA671000 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 2027-05-15 1.5 - 2.75 229020100.00 237136914.94 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 406800.00 536366.52 U.S. Treasuries (including strips) Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N N N 0.0005 233000000.00 233000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.04% to 0.05% 5493007VSMFZCPV1NB83 HGB167000 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 173200.00 228364.50 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 151727600.00 164000138.39 U.S. Treasuries (including strips) Y N/A N/A 2021-08-24 2021-08-24 2021-08-24 N N N 0.0005 161000000.00 161000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.04% to 0.05% 5493007VSMFZCPV1NB83 HGF765000 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 2027-05-15 1.5 - 2.75 76493100.00 82474947.43 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 112400.00 148199.60 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 81000000.00 81000000.00 0.0004 N N N Y Royal Bank of Canada Royal Bank of Canada, 0.04% to 0.02% ES7IP3U3RHIGC71XBU11 HGF298000 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 2025-11-15 1.625 - 2.25 80279500.00 82621368.27 U.S. Treasuries (including strips) Y N/A N/A 2021-07-02 2021-07-02 2021-07-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 2 N N/A N/A N N 0.0002 81000000.00 81000000.00 0.0004 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.04% to 0.05% 6PJDTY319315T5LR2241 HHH145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2027-11-15 1.75 - 2.75 753262000.00 785285859.50 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 770000000.00 770000000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.04% to 0.05% O2RNE8IBXP4R0TD8PU41 HHE113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2049-08-15 0.125 - 8 160149722.00 166284965.30 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 163000000.00 163000000.00 0.0008 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% to 0.06% SUVUFHICNZMP2WKHG940 HHH158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2026-08-15 1.375 - 1.875 413959600.00 428400715.68 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 420000000.00 420000000.00 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796B40 US912796B401 U.S. Treasury Debt Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0000 1134000000.00 1134000000.00 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796H85 US912796H853 U.S. Treasury Debt Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0003 4329978220.10 4329978220.10 0.0210 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796B57 US912796B575 U.S. Treasury Debt Y N/A N/A 2021-07-08 2021-07-08 2021-07-08 N N N 0.0003 1401989442.94 1401989442.94 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796H93 US912796H937 U.S. Treasury Debt Y N/A N/A 2021-07-13 2021-07-13 2021-07-13 N N N 0.0004 490993042.53 490993042.53 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127963S6 US9127963S60 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0004 1808968342.50 1808968342.50 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796D48 US912796D480 U.S. Treasury Debt Y N/A N/A 2021-08-19 2021-08-19 2021-08-19 N N N 0.0004 1042736128.50 1042736128.50 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796K32 US912796K329 U.S. Treasury Debt Y N/A N/A 2021-08-24 2021-08-24 2021-08-24 N N N 0.0004 2135855820.00 2135855820.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796D55 US912796D555 U.S. Treasury Debt Y N/A N/A 2021-08-26 2021-08-26 2021-08-26 N N N 0.0004 102992870.34 102992870.34 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796J26 US912796J263 U.S. Treasury Debt Y N/A N/A 2021-07-20 2021-07-20 2021-07-20 N N N 0.0005 1773053207.89 1773053207.89 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796C49 US912796C490 U.S. Treasury Debt Y N/A N/A 2021-07-22 2021-07-22 2021-07-22 N N N 0.0005 458987235.21 458987235.21 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796J83 US912796J834 U.S. Treasury Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0005 83996396.40 83996396.40 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 288886846.38 288886846.38 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796J91 US912796J917 U.S. Treasury Debt Y N/A N/A 2021-08-10 2021-08-10 2021-08-10 N N N 0.0005 71996179.68 71996179.68 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796K24 US912796K246 U.S. Treasury Debt Y N/A N/A 2021-08-17 2021-08-17 2021-08-17 N N N 0.0005 213987078.68 213987078.68 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796D63 US912796D639 U.S. Treasury Debt Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 2211796761.44 2211796761.44 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127964L0 US9127964L09 U.S. Treasury Debt Y N/A N/A 2021-09-09 2021-09-09 2021-09-09 N N N 0.0005 122988639.72 122988639.72 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796L31 US912796L319 U.S. Treasury Debt Y N/A N/A 2021-09-14 2021-09-14 2021-09-14 N N N 0.0005 160984906.25 160984906.25 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796F46 US912796F469 U.S. Treasury Debt Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0005 1917888885.43 1917888885.43 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796L49 US912796L491 U.S. Treasury Debt Y N/A N/A 2021-09-21 2021-09-21 2021-09-21 N N N 0.0005 181980101.94 181980101.94 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796F61 US912796F618 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0005 2382183818.43 2382183818.43 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796M22 US912796M226 U.S. Treasury Debt Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0005 847398300.00 847398300.00 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796M30 US912796M309 U.S. Treasury Debt Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0005 897384446.88 897384446.88 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796G52 US912796G525 U.S. Treasury Debt Y N/A N/A 2021-10-14 2021-10-14 2021-10-14 N N N 0.0005 726099392.25 726099392.25 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796G60 US912796G608 U.S. Treasury Debt Y N/A N/A 2021-10-21 2021-10-21 2021-10-21 N N N 0.0005 846874830.34 846874830.34 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796M55 US912796M556 U.S. Treasury Debt Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0005 1493957192.50 1493957192.50 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796M63 US912796M630 U.S. Treasury Debt Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0005 43992727.68 43992727.68 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127964W6 US9127964W63 U.S. Treasury Debt Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0005 837843570.54 837843570.54 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796H51 US912796H515 U.S. Treasury Debt Y N/A N/A 2021-11-12 2021-11-12 2021-11-12 N N N 0.0005 40992674.53 40992674.53 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796H77 US912796H770 U.S. Treasury Debt Y N/A N/A 2021-11-26 2021-11-26 2021-11-26 N N N 0.0005 571887127.24 571887127.24 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 9127965G0 US9127965G05 U.S. Treasury Debt Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0005 203455022.43 203455022.43 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796J59 US912796J594 U.S. Treasury Debt Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0005 764823239.10 764823239.10 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796J67 US912796J677 U.S. Treasury Debt Y N/A N/A 2021-12-16 2021-12-16 2021-12-16 N N N 0.0005 215947080.00 215947080.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796J75 US912796J750 U.S. Treasury Debt Y N/A N/A 2021-12-23 2021-12-23 2021-12-23 N N N 0.0005 1112806008.03 1112806008.03 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796A90 US912796A908 U.S. Treasury Debt Y N/A N/A 2021-12-30 2021-12-30 2021-12-30 N N N 0.0005 1207976248.10 1207976248.10 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796M48 US912796M481 U.S. Treasury Debt Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N N N 0.0006 1832192030.05 1832192030.05 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796G78 US912796G780 U.S. Treasury Debt Y N/A N/A 2021-10-28 2021-10-28 2021-10-28 N N N 0.0006 322941275.37 322941275.37 0.0016 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.04% to 0.05% 912810EK0 254900HROIFWPRGM1V77 US912810EK08 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0021 48482012.64 48482012.64 0.0002 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.04% to 0.11% 912810EL8 254900HROIFWPRGM1V77 US912810EL80 U.S. Treasury Debt Y N/A N/A 2021-11-15 2021-11-15 2021-11-15 N N N 0.0010 141602178.03 141602178.03 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.08% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2021-07-01 2023-04-30 2023-04-30 N N N 0.0008 488013810.40 488013810.40 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.20% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2021-07-01 2022-01-31 2022-01-31 N N N 0.0005 1376242161.25 1376242161.25 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.35% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-07-01 2021-10-31 2021-10-31 N N N 0.0004 1385325541.55 1385325541.55 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.27% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y N/A N/A 2021-07-01 2021-07-31 2021-07-31 N N N 0.0004 917176742.58 917176742.58 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.11% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2021-07-01 2022-10-31 2022-10-31 N N N 0.0006 103056607.77 103056607.77 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.10% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2021-07-01 2023-01-31 2023-01-31 N N N 0.0008 476991474.89 476991474.89 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.11% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2021-07-01 2022-07-31 2022-07-31 N N N 0.0005 1043579678.54 1043579678.54 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0021 287286299.72 287286299.72 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.13% 9128287F1 254900HROIFWPRGM1V77 US9128287F13 U.S. Treasury Debt Y N/A N/A 2021-07-31 2021-07-31 2021-07-31 N N N 0.0010 1138606194.42 1138606194.42 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 419765483.67 419765483.67 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 679107135.37 679107135.37 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0009 713464579.09 713464579.09 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.13% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0010 1044499633.80 1044499633.80 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0007 792656711.75 792656711.75 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0006 664186637.40 664186637.40 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0008 432245902.30 432245902.30 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 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 0.0009 243346538.82 243346538.82 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0007 354267887.75 354267887.75 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0008 926743957.38 926743957.38 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.05% 912828T34 254900HROIFWPRGM1V77 US912828T347 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0007 103273941.89 103273941.89 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 349833237.65 349833237.65 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 238942618.04 238942618.04 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0007 221053615.20 221053615.20 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 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 0.0007 104670416.24 104670416.24 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0008 82589375.00 82589375.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0008 244533437.50 244533437.50 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 466508669.56 466508669.56 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 163139062.50 163139062.50 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 0.0007 943606013.28 943606013.28 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.06% 9128285R7 254900HROIFWPRGM1V77 US9128285R78 U.S. Treasury Debt Y N/A N/A 2021-12-15 2021-12-15 2021-12-15 N N N 0.0008 52607343.88 52607343.88 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 918752780.95 918752780.95 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 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 0.0008 255431173.14 255431173.14 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 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 111125781.80 111125781.80 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.08% 9128285V8 254900HROIFWPRGM1V77 US9128285V80 U.S. Treasury Debt Y N/A N/A 2022-01-15 2022-01-15 2022-01-15 N N N 0.0007 645360625.00 645360625.00 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 217653750.00 217653750.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.06% 912828H86 254900HROIFWPRGM1V77 US912828H862 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0006 112945000.00 112945000.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% 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 412319063.52 412319063.52 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 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 0.0007 128934766.26 128934766.26 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.07% 912828W55 254900HROIFWPRGM1V77 US912828W556 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0007 73878281.25 73878281.25 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 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 0.0008 49547422.12 49547422.12 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.07% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y N/A N/A 2022-03-15 2022-03-15 2022-03-15 N N N 0.0008 243064642.50 243064642.50 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 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 0.0009 167062500.00 167062500.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.07% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0008 78170625.00 78170625.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.08% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0009 128706562.50 128706562.50 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.08% 9128286M7 254900HROIFWPRGM1V77 US9128286M72 U.S. Treasury Debt Y N/A N/A 2022-04-15 2022-04-15 2022-04-15 N N N 0.0009 764357699.07 764357699.07 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.08% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0009 49727343.75 49727343.75 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.08% 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0009 137042812.50 137042812.50 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.08% 912828WZ9 254900HROIFWPRGM1V77 US912828WZ90 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0009 236221951.96 236221951.96 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.10% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0010 315061717.20 315061717.20 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.03% 912828QV5 254900HROIFWPRGM1V77 US912828QV50 U.S. Treasury Debt Y N/A N/A 2021-07-15 2021-07-15 2021-07-15 N N N 0.0041 835888509.61 835888509.61 0.0041 N Y Y N Fannie Mae Fannie Mae, 0.04% to 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-07-29 2022-07-29 N N N 0.0010 144013963.04 144013963.04 0.0007 N N N N Fannie Mae Fannie Mae, 0.04% to 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-05-04 2022-05-04 N N N 0.0009 512998430.72 512998430.72 0.0025 N N N N Fannie Mae Fannie Mae, 0.04% to 0.33% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-07-06 2021-07-06 N N N 0.0011 528119064.41 528119064.41 0.0026 N N Y N Fannie Mae Fannie Mae, 0.04% to 0.23% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-05-13 2022-05-13 N N N 0.0008 50065591.00 50065591.00 0.0002 N N N N Fannie Mae Fannie Mae, 0.04% to 0.36% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-10-25 2021-10-25 N N N 0.0007 607558980.23 607558980.23 0.0029 N N N N Fannie Mae Fannie Mae, 0.04% to 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-06-24 2022-06-24 N N N 0.0008 506829592.06 506829592.06 0.0025 N N N N Fannie Mae Fannie Mae, 0.04% to 0.33% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-10-27 2021-10-27 N N N 0.0007 419350941.83 419350941.83 0.0020 N N N N Fannie Mae Fannie Mae, 0.04% to 0.24% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-05-19 2022-05-19 N N N 0.0008 353691053.96 353691053.96 0.0017 N N N N Fannie Mae Fannie Mae, 0.04% to 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-03-09 2022-03-09 N N N 0.0008 321201565.78 321201565.78 0.0016 N N N N Fannie Mae Fannie Mae, 0.04% to 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-06-17 2022-06-17 N N N 0.0008 500804215.00 500804215.00 0.0024 N N N N Fannie Mae Fannie Mae, 0.04% to 0.28% 3135G02Y8 B1V7KEBTPIMZEU4LTD58 US3135G02Y87 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-07-06 2021-07-06 N N N 0.0010 251007319.16 251007319.16 0.0012 N N Y N Fannie Mae Fannie Mae, 0.04% to 0.19% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-09-10 2021-09-10 N N N 0.0007 680160901.60 680160901.60 0.0033 N N N N Fannie Mae Fannie Mae, 0.04% to 0.34% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-10-04 2021-10-04 N N N 0.0010 4302724.91 4302724.91 0.0000 N N N N Fannie Mae Fannie Mae, 0.04% to 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-03-11 2022-03-11 N N N 0.0008 681568494.00 681568494.00 0.0033 N N N N Fannie Mae Fannie Mae, 0.04% to 0.15% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-09-07 2021-09-07 N N N 0.0006 711125050.68 711125050.68 0.0035 N N N N Fannie Mae Fannie Mae, 0.04% to 0.24% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-07-06 2022-07-06 N N N 0.0008 689129173.12 689129173.12 0.0033 N N N N Fannie Mae Fannie Mae, 0.04% to 0.40% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-09-23 2021-09-23 N N N 0.0007 1490146321.54 1490146321.54 0.0072 N N N N Fannie Mae Fannie Mae, 0.04% to 0.20% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-12-10 2021-12-10 N N N 0.0008 681271349.24 681271349.24 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 313313HX9 US313313HX94 U.S. Government Agency Debt Y N/A N/A 2021-07-09 2021-07-09 2021-07-09 N N N 0.0003 2999979.99 2999979.99 0.0000 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 0.10% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-09-02 2021-09-02 N N N 0.0008 194005430.06 194005430.06 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 0.08% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-03-08 2022-03-08 N N N 0.0010 122980783.71 122980783.71 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 0.07% 3133EMKF8 US3133EMKF86 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-01-07 2022-01-07 N N N 0.0009 235972487.12 235972487.12 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 0.08% 3133EMHP0 US3133EMHP06 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-03-25 2022-03-25 N N N 0.0010 199964482.00 199964482.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 0.07% 3133EMLZ3 US3133EMLZ32 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-12-30 2021-12-30 N N N 0.0008 96196644.54 96196644.54 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 0.07% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-02-18 2022-02-18 N N N 0.0010 193967861.96 193967861.96 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 0.12% 3133EJVV8 US3133EJVV88 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0014 24167006.41 24167006.41 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313JY5 US313313JY59 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0004 9999633.30 9999633.30 0.0000 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313KP2 US313313KP24 U.S. Government Agency Debt Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0004 26998560.09 26998560.09 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% to 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 0.0008 20150179.60 20150179.60 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.05% 313313LV8 US313313LV82 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0005 8999025.03 8999025.03 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.05% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0005 9998652.80 9998652.80 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.05% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0005 29995666.80 29995666.80 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 313385JK3 2549001DPIFGXC1TOL40 US313385JK33 U.S. Government Agency Debt Y N/A N/A 2021-07-21 2021-07-21 2021-07-21 N N N 0.0003 272995449.09 272995449.09 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.03% 313385JM9 2549001DPIFGXC1TOL40 US313385JM98 U.S. Government Agency Debt Y N/A N/A 2021-07-23 2021-07-23 2021-07-23 N N N 0.0003 201996297.34 201996297.34 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AJZN2 2549001DPIFGXC1TOL40 US3130AJZN24 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-08-25 2021-08-25 N N N 0.0007 10000588.20 10000588.20 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.15% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-09-16 2022-09-16 N N N 0.0008 143860826.94 143860826.94 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-12-15 2022-12-15 N N N 0.0009 500174500.00 500174500.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.07% 3130AKTC0 2549001DPIFGXC1TOL40 US3130AKTC06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-08-20 2021-08-20 N N N 0.0006 177002359.41 177002359.41 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.17% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-02-10 2022-02-10 N N N 0.0008 166081967.48 166081967.48 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.13% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-02-22 2022-02-22 N N N 0.0009 290982170.52 290982170.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-11-23 2022-11-23 N N N 0.0008 476174106.52 476174106.52 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.12% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-04-28 2022-04-28 N N N 0.0009 199048760.97 199048760.97 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-12-08 2022-12-08 N N N 0.0009 1210429646.80 1210429646.80 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-11-18 2022-11-18 N N N 0.0008 176814724.08 176814724.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-05-17 2022-05-17 N N N 0.0009 108016355.52 108016355.52 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.13% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-02-25 2022-02-25 N N N 0.0009 120034465.20 120034465.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.07% 3130AKTF3 2549001DPIFGXC1TOL40 US3130AKTF37 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-08-20 2021-08-20 N N N 0.0006 89001186.37 89001186.37 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.15% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-09-15 2022-09-15 N N N 0.0008 176135933.60 176135933.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.12% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-04-14 2022-04-14 N N N 0.0008 318089615.58 318089615.58 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.06% 3130ALZP2 2549001DPIFGXC1TOL40 US3130ALZP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-10-12 2021-10-12 N N N 0.0005 216004536.00 216004536.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.12% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-11-26 2021-11-26 N N N 0.0007 526013731.13 526013731.13 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.10% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-11-16 2021-11-16 N N N 0.0006 167775412.45 167775412.45 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-12-02 2022-12-02 N N N 0.0008 352125459.84 352125459.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.13% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-07-23 2021-07-23 N N N 0.0008 350010790.50 350010790.50 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.14% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-08-12 2022-08-12 N N N 0.0008 305210852.60 305210852.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.14% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-05-26 2022-05-26 N N N 0.0009 422097786.72 422097786.72 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.11% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-05-12 2022-05-12 N N N 0.0009 798158658.36 798158658.36 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.07% 3130AL2E3 2549001DPIFGXC1TOL40 US3130AL2E31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-11-04 2021-11-04 N N N 0.0006 356010658.64 356010658.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.13% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-03-25 2022-03-25 N N N 0.0009 53764138.40 53764138.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.13% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-03-30 2022-03-30 N N N 0.0009 54014430.42 54014430.42 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.13% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-07-08 2021-07-08 N N N 0.0003 246005207.82 246005207.82 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.13% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-02-28 2022-02-28 N N N 0.0009 351101621.52 351101621.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.07% 3130AKLE4 2549001DPIFGXC1TOL40 US3130AKLE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-07-23 2021-07-23 N N N 0.0006 488002074.00 488002074.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 247999134.48 247999134.48 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 47016108.31 47016108.31 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 226998985.31 226998985.31 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 161997025.68 161997025.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0010 141181450.00 141181450.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 87999311.84 87999311.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0008 71997559.20 71997559.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 632992220.43 632992220.43 0.0031 N N N 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 0.0011 229987340.80 229987340.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 240996744.09 240996744.09 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 317001911.51 317001911.51 0.0015 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 0.0011 76994991.15 76994991.15 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0011 95993275.20 95993275.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 227991386.16 227991386.16 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 113990303.16 113990303.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 122999985.24 122999985.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 88997265.03 88997265.03 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 269979034.50 269979034.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0015 4331795.71 4331795.71 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.03% 3130AMVB5 2549001DPIFGXC1TOL40 US3130AMVB50 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-14 2021-09-14 2021-09-14 N N N 0.0008 34996380.30 34996380.30 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.03% 3130AMVL3 2549001DPIFGXC1TOL40 US3130AMVL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-20 2021-09-20 2021-09-20 N N N 0.0008 52994068.24 52994068.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.05% 3130AMXZ0 2549001DPIFGXC1TOL40 US3130AMXZ01 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-21 2021-09-21 2021-09-21 N N N 0.0007 88995942.49 88995942.49 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 0.0011 87986127.68 87986127.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 253991356.38 253991356.38 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 87997061.68 87997061.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.05% 3130AMZ62 2549001DPIFGXC1TOL40 US3130AMZ629 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-27 2021-09-27 2021-09-27 N N N 0.0008 132988749.53 132988749.53 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 140977218.63 140977218.63 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.05% 3130AMZ47 2549001DPIFGXC1TOL40 US3130AMZ470 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-28 2021-09-28 2021-09-28 N N N 0.0008 88991758.60 88991758.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 69988669.80 69988669.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0011 106982680.98 106982680.98 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.05% 3130AMZ39 2549001DPIFGXC1TOL40 US3130AMZ397 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 493991345.12 493991345.12 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0010 136974407.03 136974407.03 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.05% 3130AMEV0 2549001DPIFGXC1TOL40 US3130AMEV08 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0004 167493784.08 167493784.08 0.0008 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 0.0006 210987091.02 210987091.02 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0008 235983911.88 235983911.88 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0007 80998370.28 80998370.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.06% 3130AMY22 2549001DPIFGXC1TOL40 US3130AMY226 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-21 2021-10-21 2021-10-21 N N N 0.0008 88992264.12 88992264.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0003 108004466.88 108004466.88 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.06% 3130AMZ54 2549001DPIFGXC1TOL40 US3130AMZ546 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-25 2021-10-25 2021-10-25 N N N 0.0008 88990615.84 88990615.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 96994514.65 96994514.65 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0004 110997875.46 110997875.46 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.06% 3130AMZ70 2549001DPIFGXC1TOL40 US3130AMZ702 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0008 114987769.75 114987769.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0005 87993774.00 87993774.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 176972998.65 176972998.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMGX4 2549001DPIFGXC1TOL40 US3130AMGX46 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-12 2021-11-12 2021-11-12 N N N 0.0006 719950291.20 719950291.20 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMHC9 2549001DPIFGXC1TOL40 US3130AMHC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-15 2021-11-15 2021-11-15 N N N 0.0006 174984878.25 174984878.25 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMJ45 2549001DPIFGXC1TOL40 US3130AMJ458 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-17 2021-11-17 2021-11-17 N N N 0.0006 349972413.00 349972413.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMKU5 2549001DPIFGXC1TOL40 US3130AMKU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-18 2021-11-18 2021-11-18 N N N 0.0005 689938831.50 689938831.50 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 36216620.28 36216620.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0006 94704162.46 94704162.46 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 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 0.0003 109017720.13 109017720.13 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMS94 2549001DPIFGXC1TOL40 US3130AMS947 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-03 2021-12-03 2021-12-03 N N N 0.0006 76988804.20 76988804.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 3130AMU26 2549001DPIFGXC1TOL40 US3130AMU265 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N N N 0.0006 293961097.92 293961097.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.06% 3130AMZT2 2549001DPIFGXC1TOL40 US3130AMZT23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-23 2021-12-23 2021-12-23 N N N 0.0008 228971851.32 228971851.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% to 0.06% 3130AN3C2 2549001DPIFGXC1TOL40 US3130AN3C20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-28 2021-12-28 2021-12-28 N N N 0.0007 167983609.92 167983609.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385LV6 2549001DPIFGXC1TOL40 US313385LV69 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0005 165982017.22 165982017.22 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385MB9 2549001DPIFGXC1TOL40 US313385MB96 U.S. Government Agency Debt Y N/A N/A 2021-09-23 2021-09-23 2021-09-23 N N N 0.0005 116986349.61 116986349.61 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 632925268.02 632925268.02 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 56242812.38 56242812.38 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385MN3 2549001DPIFGXC1TOL40 US313385MN35 U.S. Government Agency Debt Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0005 299960418.00 299960418.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385MP8 2549001DPIFGXC1TOL40 US313385MP82 U.S. Government Agency Debt Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0005 360951867.87 360951867.87 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 617916743.04 617916743.04 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 666903658.52 666903658.52 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385QH2 2549001DPIFGXC1TOL40 US313385QH21 U.S. Government Agency Debt Y N/A N/A 2021-12-10 2021-12-10 2021-12-10 N N N 0.0005 49988750.00 49988750.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313385NU6 2549001DPIFGXC1TOL40 US313385NU68 U.S. Government Agency Debt Y N/A N/A 2021-11-03 2021-11-03 2021-11-03 N N N 0.0006 53988750.18 53988750.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 313385PB6 2549001DPIFGXC1TOL40 US313385PB69 U.S. Government Agency Debt Y N/A N/A 2021-11-10 2021-11-10 2021-11-10 N N N 0.0006 274939500.00 274939500.00 0.0013 N N N N Freddie Mac Freddie Mac, 0.04% to 0.24% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-06-02 2022-06-02 N N N 0.0009 50069327.00 50069327.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.04% to 0.21% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-04-18 2022-04-18 N N N 0.0011 375213543.87 375213543.87 0.0018 N N N N Freddie Mac Freddie Mac, 0.04% to 0.36% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-10-22 2021-10-22 N N N 0.0010 694570107.12 694570107.12 0.0034 N N N N Freddie Mac Freddie Mac, 0.04% to 0.20% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-01-18 2022-01-18 N N N 0.0010 826421929.06 826421929.06 0.0040 N N N N Freddie Mac Freddie Mac, 0.04% to 0.19% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-12-10 2021-12-10 N N N 0.0011 516175171.68 516175171.68 0.0025 N N N N Freddie Mac Freddie Mac, 0.04% to 0.25% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-03-11 2022-03-11 N N N 0.0006 532699053.32 532699053.32 0.0026 N N N N Freddie Mac Freddie Mac, 0.04% to 0.14% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-08-03 2022-08-03 N N N 0.0007 302217470.20 302217470.20 0.0015 N N N N Freddie Mac Freddie Mac, 0.04% to 0.14% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2022-08-18 2022-08-18 N N N 0.0008 261085940.82 261085940.82 0.0013 N N N N Freddie Mac Freddie Mac, 0.04% to 0.23% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-12-13 2021-12-13 N N N 0.0011 533296033.53 533296033.53 0.0026 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.04% to 0.05% HHH138000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2051-04-01 1.941 - 4 195224927.00 132057899.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2051-02-01 1.974 - 4.5 221292638.00 168226336.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-12-20 2051-01-20 2.5 - 3 6509847.00 3067946.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2045-02-15 0.125 - 2.875 271198300.00 334404913.87 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 623000000.00 623000000.00 0.0030 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 6/30/2021 due 07/01/2021 B4TYDEB6GKMZO031MB27 HHH314000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 2.5 - 5.25 4426120271.00 1152023514.07 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1123664000.00 1123664000.00 0.0055 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.04% to 0.05% G5GSEF7VJP5I7OUK5573 HHG104000 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 2051-06-20 2051-06-20 2.5 - 2.5 353948178.00 367201020.30 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0005 360000000.00 360000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.04% to 0.05% G5GSEF7VJP5I7OUK5573 HHH142000 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 2051-01-20 2051-01-20 2 - 2 549664971.00 548760762.36 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0005 538000000.00 538000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.04% to 0.03% 3Y4U8VZURTYWI1W2K376 HFE437000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-06-01 2051-06-01 2 - 2.5 69757640.00 71339555.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 2036-06-01 2 - 2.45 1023808.00 1083764.02 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0003 71000000.00 71000000.00 0.0003 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.04% to 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-05-01 2043-05-01 1.89 - 1.89 180952.00 16273.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-01 2051-07-01 1.874 - 3.16 85642754.00 91793926.33 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 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 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 6/30/2021 due 07/01/2021 VJW2DOOHGDT6PR0ZRO63 HHH314000_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 2021-07-06 2051-05-15 0 - 7.5 597457249.00 595710547.89 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2051-01-01 0.125 - 8 138001817.00 50602722.70 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 3880.00 4198.80 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-06 2028-11-16 0 - 5.375 64493320.00 65471800.77 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-07-16 2031-04-01 0.01 - 5.25 57569988.00 57756358.57 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-25 2051-06-01 0.25 - 9 147986102.00 117874637.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-06-20 2 - 9 28980210.00 3195132.20 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 873031000.00 873031000.00 0.0042 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 6/30/2021 due 07/01/2021 8NAV47T0Y26Q87Y0QP81 HHH314000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-08-12 2045-10-05 0 - 6.25 197830863.00 193333587.36 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2021-10-01 2050-01-21 0 - 3.2 1909195.00 1925551.79 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2048-08-15 0.125 - 5 508704726.00 590024726.23 U.S. Treasuries (including strips) Federal Farm Credit Bank 2022-07-08 2045-04-06 0.09 - 5.25 94840921.00 102606248.76 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-02 2039-01-24 0 - 5.625 173309171.00 182420085.73 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 2051-09-01 0 - 7.25 312660837.00 270465202.34 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 1311219000.00 1311219000.00 0.0064 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.04% to 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-02-20 2066-06-20 2.5 - 4.5 3207671.00 3353931.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2040-08-15 0.164 - 3.875 25868700.00 34395115.06 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-01 2051-05-01 0.592 - 8.886 85832765.00 33868836.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-10-01 2051-05-01 2 - 3.5 3200749.00 896550.11 Agency Mortgage-Backed Securities 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 Citibank NA, 0.04% to 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-01 2050-12-01 0.25 - 7 97945.00 82327.96 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2025-11-01 2.875 - 6.75 132000.00 164762.87 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2022-07-15 2030-04-15 0 - 8.875 22401000.00 19727252.82 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-08-12 2050-11-15 0 - 7.25 425079400.00 449316893.96 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-05-01 0 - 3.5 25381476.00 24562157.23 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-04 2023-05-08 0.105 - 0.43 16226000.00 16314822.38 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2036-03-14 0.125 - 5.625 14975000.00 18701960.35 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2050-05-20 2.5 - 9 53601226.00 21186908.10 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0006 539000000.00 539000000.00 0.0026 N N Y N Citibank NA Citibank NA, 0.04% to 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-06-08 2048-05-01 0 - 6.75 12803366.00 18482356.57 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-10 2028-11-16 1.625 - 5 1220000.00 1269707.96 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2051-06-01 0 - 8.5 11681808.00 8928170.11 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 25021000.00 21701925.92 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-11-15 2049-10-15 0.14 - 4 1770000.00 1884018.02 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2051-02-15 0.125 - 8.125 29305900.00 38261674.56 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 0 - 5.98 382000.00 361165.19 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-02-15 2049-03-20 3 - 10 237129.00 113571.60 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N N N 0.0006 89000000.00 89000000.00 0.0004 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 6/30/2021 due 07/01/2021 E57ODZWZ7FF32TWEFA76 HHH314000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-11-01 2051-08-01 0.25 - 9 14442135.00 13147830.26 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-09-15 2065-09-15 0 - 5.98 3987747.00 1358343.27 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-07-16 2036-07-15 0 - 5.5 23171702.00 23203241.28 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 475299.00 411310.29 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-10-08 2049-10-15 0.1 - 2.875 5881790.00 5885288.62 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-15 2051-05-15 0 - 8.125 233963864.00 253578638.57 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2051-06-20 1.5 - 10 29737422.00 19702467.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2050-08-01 0.125 - 7.5 4827882.00 1299598.53 Agency Debentures and Agency Strips Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 312081000.00 312081000.00 0.0015 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.04% to 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2051-06-20 2.5 - 4 351438417.00 366180749.35 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2022-04-30 0.125 - 0.125 500.00 500.24 U.S. Treasuries (including strips) Y N/A N/A 2021-07-06 2021-07-06 2021-07-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 359000000.00 359000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 6/30/2021 due 07/01/2021 MBNUM2BPBDO7JBLYG310 HHH314000_00137 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 2021-07-31 2022-07-31 0 - 2.25 97176439.00 97309426.04 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2051-06-20 2.5 - 4.5 360565708.00 380175888.65 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 468122000.00 468122000.00 0.0023 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.08%, dated 6/30/2021 due 07/01/2021 MBNUM2BPBDO7JBLYG310 HHH397000_00137 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 2021-07-31 2022-07-31 0 - 2.25 11393043.00 11408635.42 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2051-06-20 2.5 - 4.5 42273011.00 44572127.13 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0008 54883000.00 54883000.00 0.0003 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 6/30/2021 due 07/01/2021 1VUV7VQFKUOQSJ21A208 HHH314000_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 2021-07-15 2031-05-15 0 - 3 866234196.00 884855327.89 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 867504000.00 867504000.00 0.0042 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.04% to 0.05% 7LTWFZYICNSX8D621K86 HHH139000 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 50872.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2056-01-15 3 - 3.35 179046488.00 183289040.25 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 178000000.00 178000000.00 0.0009 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.04% to 0.05% 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 2046-11-15 2050-03-15 3.25 - 3.75 284874112.00 183340255.02 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 178000000.00 178000000.00 0.0009 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.04% to 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-08-15 2051-04-15 2.75 - 6.5 102976817.00 23856530.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-03-01 2051-05-01 2.5 - 7.5 79190537.00 42132376.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-10-01 2050-12-01 2.5 - 7 53322862.00 23771217.25 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 88000000.00 88000000.00 0.0004 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.04% to 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-01-20 2061-04-15 2 - 6 301070620.00 144474781.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2051-03-01 2 - 6 57237416.00 27645384.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-07-31 2041-05-15 0.125 - 6.375 995649800.00 1099030172.90 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2059-11-01 2.5 - 7.5 241905221.00 199703960.28 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1442000000.00 1442000000.00 0.0070 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 6/30/2021 due 07/01/2021 CYYGQCGNHMHPSMRL3R97 HHH314000_03556 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 2025-12-01 2050-06-01 1.85 - 5.5 84789048.00 39382374.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2051-03-01 1.882 - 5.5 148052020.00 72047680.20 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 109245000.00 109245000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 6/30/2021 due 07/01/2021 KBVRJ5K57JZ3E2AVWX40 HHH314000_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 2021-07-08 2050-08-15 0 - 3.125 87050316.00 87639434.41 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 85863000.00 85863000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 6/30/2021 due 07/01/2021 ZBUT11V806EZRVTWT807 HHH314000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2023-08-15 2.5 - 2.5 135892880.00 143551015.33 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 140736000.00 140736000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 6/30/2021 due 07/01/2021 ZOMOLU8CGIZRYZ7PFU34 HHH314000_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 2031-05-01 2058-01-01 2 - 4.5 662191952.00 443357545.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2051-06-01 2 - 4.5 442452896.00 133438946.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2051-05-15 0.125 - 4.25 164185752.00 173574766.84 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2051-03-20 2.5 - 4 150153134.00 57880078.84 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 792096000.00 792096000.00 0.0038 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% to 0.03% K5HU16E3LMSVCCJJJ255 HGH251000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 2051-06-01 1.188 - 6 269178872.00 120097992.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-06-01 2051-06-01 2.5 - 4.5 77497330.00 61465487.35 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 N N N 0.0003 178000000.00 178000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% to 0.03% K5HU16E3LMSVCCJJJ255 HGJ734000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2051-06-01 2 - 6 295625702.00 208378701.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2051-05-01 1.86 - 4.5 93506329.00 29284665.09 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-13 2021-08-13 2021-08-13 N N N 0.0003 233000000.00 233000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% to 0.07% K5HU16E3LMSVCCJJJ255 HHD174000 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 2028-01-01 2051-06-01 1.663 - 5 423357440.00 252205891.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2050-11-01 2.102 - 4.5 24775140.00 24218945.67 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-23 2021-08-23 2021-08-23 N N N 0.0007 271000000.00 271000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.04% to 0.07% K5HU16E3LMSVCCJJJ255 HHF612000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-08-01 2051-05-01 2.5 - 4.5 23490904.00 8107250.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2051-07-01 1.567 - 4.55 916072702.00 359094891.15 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-27 2021-08-27 2021-08-27 N N N 0.0007 360000000.00 360000000.00 0.0017 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 6/30/2021 due 07/01/2021 7TK5RJIZDFROZCA6XF66 HHH314000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-01 2051-06-01 0 - 7 69628039.00 62363610.33 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-10-26 2026-10-26 0.94 - 0.94 17273164.00 17229151.50 Agency Debentures and Agency Strips Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 78032000.00 78032000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 0.04% to 0.05% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-01 2059-04-01 1.5 - 8 336270938.00 233053694.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2051-07-01 2 - 7 572550153.00 493186405.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-12 2021-10-12 0 - 0 1000.00 999.87 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 712000000.00 712000000.00 0.0035 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 6/30/2021 due 07/01/2021 OXTKY6Q8X53C9ILVV871 HHH314000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-28 2028-11-16 0.4 - 5.375 20830725.00 22297654.86 Agency Debentures and Agency Strips Federal Farm Credit Bank 2037-03-26 2040-08-13 1.95 - 3.47 624244.00 586907.45 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2042-12-15 2.875 - 4.65 5301750.00 6454740.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-07-15 2051-07-01 0 - 9.5 1282653128.00 225296631.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-07-15 2069-11-20 1.5 - 9.5 958337992.00 140470717.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2059-01-01 0 - 8.5 728456160.00 332858959.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-07-20 2043-11-15 0 - 7.625 1251591694.00 1434615593.98 U.S. Treasuries (including strips) Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 336178.00 290919.06 Agency Debentures and Agency Strips Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 2119910000.00 2119910000.00 0.0103 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.04% to 0.06% OXTKY6Q8X53C9ILVV871 HHE129000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2051-07-01 0.32 - 5.5 62026151.00 56761710.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-11-20 2068-11-20 1.785 - 4.5 127584195.00 108380285.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2051-06-01 1.5 - 4.5 442634295.00 307123055.59 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 463000000.00 463000000.00 0.0022 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.04% to 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 2050-05-15 0.125 - 3.625 265100.00 290808.00 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2049-07-01 3 - 3 116613274.00 33158483.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2051-04-01 2 - 4 190118922.00 80741915.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2051-06-20 2 - 4.5 845193703.00 255110986.24 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 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 0.05%, dated 6/30/2021 due 07/01/2021 549300QJJX6CVVUXLE15 HHH314000_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 2024-09-20 2051-06-20 2 - 6 1029925707.00 615554902.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-08-01 2051-07-01 1.5 - 6 489431361.00 236530176.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-05-01 2051-06-01 1.31 - 4 137855319.00 59180305.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2051-02-15 0 - 4.625 130914724.00 123779609.31 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 1014419000.00 1014419000.00 0.0049 N Y Y N RBC Financial Group RBC Financial Group, 0.04% to 0.06% ES7IP3U3RHIGC71XBU11 HHG111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2049-05-15 0.125 - 6.25 665842400.00 736051331.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2023-12-15 6.5 - 6.5 20051.00 199.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-07 2021-07-07 2022-01-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 719000000.00 719000000.00 0.0035 N N Y N RBC Financial Group RBC Financial Group, 0.04% to 0.06% ES7IP3U3RHIGC71XBU11 HHG105000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2051-02-01 2 - 2.5 278088901.00 256474651.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-11-01 2050-11-01 2.5 - 2.5 106124652.00 110726572.68 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 2022-01-27 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 360000000.00 360000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 0.04% to 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 2033-01-01 2050-10-01 1.5 - 6 103953261.00 64633379.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 1.75 - 5 149502717.00 120750630.48 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-07 2021-07-07 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 RBC Financial Group RBC Financial Group, 0.04% to 0.06% ES7IP3U3RHIGC71XBU11 HHE711000 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 2042-08-25 2042-08-25 3.5 - 3.5 67563.00 99474.50 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2050-02-15 0 - 3.875 838833300.00 922692926.29 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2023-12-15 6.5 - 6.5 15098.00 150.41 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-07 2021-07-07 2022-01-26 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 901000000.00 901000000.00 0.0044 N N Y N RBC Financial Group RBC Financial Group, 0.04% to 0.06% ES7IP3U3RHIGC71XBU11 HHH197000 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 2030-11-15 2051-06-20 2 - 6.5 144376805.00 109373759.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2048-05-15 0 - 3.75 86885500.00 88819463.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2023-12-15 6.5 - 6.5 6998.00 69.72 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-07 2021-07-07 2022-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 194000000.00 194000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.04% to 0.06% ES7IP3U3RHIGC71XBU11 HHE215000 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 2032-03-01 2051-07-01 1.323 - 5.125 330068242.00 157411291.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-09-01 1.73 - 6.5 204534830.00 26430435.76 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 2022-01-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 180000000.00 180000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.04% to 0.06% ES7IP3U3RHIGC71XBU11 HHG110000 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 2021-09-09 2046-02-15 0 - 3.75 254709100.00 290840121.16 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-01 2051-06-01 1.802 - 4 398566168.00 208646375.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-07-01 2051-05-01 1.817 - 2.5 308526293.00 235443385.90 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 2022-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 719000000.00 719000000.00 0.0035 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 6/30/2021 due 07/01/2021 O2RNE8IBXP4R0TD8PU41 HHH314000_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 86896979.00 75324295.09 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-07-08 2050-11-15 0 - 7.125 289409030.00 310372570.09 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2051-02-01 2 - 5.559 27993570.00 14411572.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-01-20 2051-04-20 2 - 4.5 55967675.00 56166714.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.658 - 4.5 20666429.00 6392204.74 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 453082000.00 453082000.00 0.0022 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 6/30/2021 due 07/01/2021 5U0XI89JRFVHWIBS4F54 HHH314000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 882950865.00 292049034.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-03-20 2 - 5 2873461714.00 1306767982.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-06-01 2 - 4 1474933079.00 813991146.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2050-05-15 0.25 - 3 1848010360.00 1923032378.54 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 4250745000.00 4250745000.00 0.0206 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 6/30/2021 due 07/01/2021 5U0XI89JRFVHWIBS4F54 HHH314000_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 1685569086.00 417783366.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 4702896966.00 1911918444.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 2278220000.00 2278220000.00 0.0111 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% to 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 96610088.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2022-03-31 0.375 - 1.5 16950000.00 17051870.54 U.S. Treasuries (including strips) Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0012 111242500.00 111242500.00 0.0005 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% to 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 2022-01-31 2022-03-31 0.375 - 1.5 39000000.00 39229889.58 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 534768000.00 149115775.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-07 2021-07-07 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% to 0.10% 5493006GGLR4BTEL8O61 HHE247000 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 2042-01-20 2042-01-20 3.5 - 3.5 240650000.00 37254933.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 500000.00 501554.69 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 2021-09-24 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0010 37000000.00 37000000.00 0.0002 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% to 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 2049-07-01 3.5 - 4 547575000.00 141644517.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2022-03-31 0.375 - 1.5 37700000.00 37930421.03 U.S. Treasuries (including strips) Y N/A N/A 2021-07-07 2021-07-07 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 TD Securities (U.S.A.) TD Securities (U.S.A.), 0.04% to 0.06% SUVUFHICNZMP2WKHG940 HHH159000 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 2036-06-01 2051-07-01 2 - 4 853858468.00 633421055.98 Agency Mortgage-Backed Securities Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 621000000.00 621000000.00 0.0030 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 6/30/2021 due 07/01/2021 VYVVCKR63DVZZN70PB21 HHH314000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2051-07-25 2051-07-25 2 - 2 1995307.00 2019548.40 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2051-05-15 1.625 - 7.625 31542357.00 34382351.84 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2051-06-01 0.222 - 2.5 43759255.00 45225008.02 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 79700000.00 79700000.00 0.0004 N Y Y N New York City Hsg. Dev. Corp. Multi-family Mtg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Mtg. Rev., 0.04% Series 2011 A, LOC Freddie Mac VRDN 64966TEW0 US64966TEW09 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2041-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 16700000.00 16700000.00 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., 0.04% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 31550000.00 31550000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.04% (Saville Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD85 US64986MD853 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 30400000.00 30400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.04% 64986URA7 US64986URA78 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2041-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 22700000.00 22700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.04% to 0.06% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 US64986M2U84 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 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 28000000.00 28000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.04% to 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 2021-07-07 2021-07-07 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 Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.04% to 0.06% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 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 City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.04% to 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 2021-07-07 2021-07-07 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 City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.04% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0004 20500000.00 20500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.04% to 0.06% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 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., 0.04% to 0.05% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 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., 0.04% to 0.03% Series 2009 A, LOC Fannie Mae VRDN 64986UMQ7 US64986UMQ75 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0003 10000000.00 10000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.04% to 0.06% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 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 10500000.00 10500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.04% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0004 49300000.00 49300000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.04% to 0.06% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.04% to 0.05% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 15400000.00 15400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.04% to 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 2021-07-07 2021-07-07 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 California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.04% to 0.06% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 10600000.00 10600000.00 0.0001 N N Y N Florida Hsg. Fin. Corp. Rev. FNMA Florida Hsg. Fin. Corp. Rev., 0.04% to 0.06% 34073MVT6 Variable Rate Demand Note Y N/A N/A 2021-07-07 2021-07-07 2032-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 7900000.00 7900000.00 0.0000 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.04% to 0.07% 3Y4U8VZURTYWI1W2K376 HHH340000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-07-07 2021-07-07 2021-09-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 179000000.00 179000000.00 0.0009 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. BNP Paribas, SA BNP Paribas, SA, 0.04% to 0.05% R0MUWSFPU8MPRO8K5P83 HHH363000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-07-07 2021-07-07 2021-07-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 682000000.00 682000000.00 0.0033 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. Credit AG Credit AG, 0.04% to 0.05% 1VUV7VQFKUOQSJ21A208 HHH332000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-07-07 2021-07-07 2021-07-07 N N N 0.0005 162000000.00 162000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Lloyds Bank PLC Lloyds Bank PLC, 0.04% to 0.08% H7FNTJ4851HG0EXQ1Z70 HHG129000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 277000000.00 277000000.00 0.0013 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.04% to 0.10% 5493006GGLR4BTEL8O61 HHF673000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-07-07 2021-07-07 2021-10-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0010 92000000.00 92000000.00 0.0004 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 2021-07-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer