0000278001-21-000028.txt : 20210806 0000278001-21-000028.hdr.sgml : 20210806 20210806121746 ACCESSION NUMBER: 0000278001-21-000028 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210806 DATE AS OF CHANGE: 20210806 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: 211151844 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 2021-07-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 33 69 147305000840.45 139727327560.88 140920018604.52 145708764885.11 146831210682.84 169082468013.57 166793018564.99 169530309136.17 172070050624.99 172119970986.03 0.7000 0.6700 0.6800 0.6900 0.7000 0.8100 0.8000 0.8100 0.8200 0.8200 497.54 203902567909.82 203889047786.05 6053357766.22 6273131601.71 203669274448.10 203629658451.81 1.0000 0.0007 1.0003 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 203669274448.10 203629658451.81 1.0003 1.0003 1.0003 1.0003 1.0003 20048086280.97 20605905578.60 12616831979.37 13547396874.66 15372187949.64 15720338067.64 16931889693.76 16472725441.74 16158764015.04 16973101661.72 69512514723.42 71305433574.22 0.0001 Y Fidelity Investments, Transfer Agent and Management Fees, -44501735.59; ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% HII455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2047-05-15 2 - 3.375 427135700.00 459336017.81 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 450000000.00 450000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 HII466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-16 2049-08-15 0 - 3.75 1570839200.00 1650052071.77 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 1615000000.00 1615000000.00 0.0079 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIE940000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-15 2050-11-15 0.105 - 7.5 1004237365.00 1075292369.57 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 1053000000.00 1053000000.00 0.0052 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIF505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2050-08-15 0.099 - 7.5 584546292.00 650459583.03 U.S. Treasuries (including strips) Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 635000000.00 635000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIG014000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-15 2050-05-15 0.125 - 6.375 776141200.00 827147455.42 U.S. Treasuries (including strips) Y N/A N/A 2021-08-04 2021-08-04 2021-08-04 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 810000000.00 810000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIG543000 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 2050-08-15 0 - 8.125 438998376.00 496745194.94 U.S. Treasuries (including strips) Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 487000000.00 487000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIH152000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-31 2050-05-15 0 - 6.375 439402900.00 539878580.33 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 527000000.00 527000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIG695000 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 2051-05-15 0 - 7.5 1239105255.00 1327005521.81 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 1298000000.00 1298000000.00 0.0064 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HII497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2051-05-15 0.164 - 6.875 605718300.00 664030018.64 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 647000000.00 647000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIB623000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-31 2050-08-15 0 - 6.5 878772100.00 949914421.87 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 930000000.00 930000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIH987000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2050-02-15 0.25 - 6.375 779628938.00 954000204.97 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 931000000.00 931000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 HIC086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2050-08-15 0.099 - 7.5 518824100.00 536016669.92 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 525000000.00 525000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 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 2021-08-26 2051-05-15 0 - 6.875 884845400.00 914024770.16 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 896000000.00 896000000.00 0.0044 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.05% 2IGI19DL77OX0HC3ZE78 HIH155000 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 2045-08-15 0.125 - 3.625 172416900.00 182079297.52 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 178000000.00 178000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HHJ376000 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 2050-11-15 0.125 - 3 319515200.00 332430241.31 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 325000000.00 325000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HIA120000 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 2050-08-15 0.125 - 3.125 148964100.00 165628919.13 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 162000000.00 162000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HHJ255000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2050-08-15 0.125 - 2.875 150973000.00 165848646.44 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 162000000.00 162000000.00 0.0008 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-08-03 2048-11-15 0 - 3.375 473529400.00 490213409.58 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 Y CITIGROUP INC 1.0000 3 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 480000000.00 480000000.00 0.0024 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 HII483000 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 - 6.75 1699599000.00 1785894577.88 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 1750000000.00 1750000000.00 0.0086 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 HIG961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2028-05-15 0.125 - 6.75 815344900.00 878227374.88 U.S. Treasuries (including strips) Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0005 861000000.00 861000000.00 0.0042 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 HIH426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2030-05-15 0.125 - 6.75 652403900.00 656884570.83 U.S. Treasuries (including strips) Y N/A N/A 2021-08-04 2021-08-04 2021-08-04 N N N 0.0005 644000000.00 644000000.00 0.0032 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 HIH984000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2030-05-15 0.125 - 6.75 322726400.00 328441895.54 U.S. Treasuries (including strips) Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 322000000.00 322000000.00 0.0016 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 HIG916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 1.875 - 1.875 162013400.00 165241398.84 U.S. Treasuries (including strips) Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0005 162000000.00 162000000.00 0.0008 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 HIH436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 1.875 - 1.875 162013200.00 165241194.86 U.S. Treasuries (including strips) Y N/A N/A 2021-08-04 2021-08-04 2021-08-04 N N N 0.0005 162000000.00 162000000.00 0.0008 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 HIH957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2049-05-15 1.125 - 2.875 314418000.00 332340588.81 U.S. Treasuries (including strips) Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 324000000.00 324000000.00 0.0016 N N Y N Credit AG Credit AG, 0.06% 1VUV7VQFKUOQSJ21A208 HII165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2049-05-15 2.875 - 4.375 256770105.00 332488995.18 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-31 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 324000000.00 324000000.00 0.0016 N N Y N Credit AG Credit AG, 0.06% 1VUV7VQFKUOQSJ21A208 HII162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2049-08-15 2.25 - 4.375 232956595.00 330644678.12 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-30 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 324000000.00 324000000.00 0.0016 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 HII477000 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 2040-11-15 0.125 - 4.25 783976800.00 825183493.59 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 809000000.00 809000000.00 0.0040 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 HIH976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2028-03-31 1.25 - 2.875 209487600.00 219301310.49 U.S. Treasuries (including strips) Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 215000000.00 215000000.00 0.0011 N N Y N DNB Bank ASA DNB Bank ASA, 0.05% 549300GKFG0RYRRQ1414 HII451000 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 2038-02-15 0.25 - 4.375 116884900.00 132600648.76 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 130000000.00 130000000.00 0.0006 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 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 2025-06-30 2050-08-15 0.375 - 3.625 50193392800.00 55736232240.19 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 55736000000.00 55736000000.00 0.2737 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 HII459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2024-04-15 0.375 - 0.375 435493100.00 436560086.65 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 428000000.00 428000000.00 0.0021 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2029-08-15 0.375 - 2.875 313870000.00 328361003.30 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 322000000.00 322000000.00 0.0016 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 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 2021-09-30 2024-06-30 0.125 - 2.5 949417000.00 972064088.58 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 N N N 0.0005 953000000.00 953000000.00 0.0047 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 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 168778800.00 166272904.78 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 Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 HIH047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.5 - 2.5 152587800.00 165261123.05 U.S. Treasuries (including strips) Y N/A N/A 2021-10-28 2021-10-28 2021-10-28 N N N 0.0006 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 166637100.00 166283377.74 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 Lloyds Bank PLC Lloyds Bank PLC, 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 153731000.00 165291296.14 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, 0.05% 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 165615700.00 165265075.79 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, 0.06% H7FNTJ4851HG0EXQ1Z70 HIF561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 91584300.00 99951322.19 U.S. Treasuries (including strips) Y N/A N/A 2021-09-27 2021-09-27 2021-09-27 N N N 0.0006 98000000.00 98000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 HIE122000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 156469200.00 164204218.57 U.S. Treasuries (including strips) Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N N N 0.0006 161000000.00 161000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 HIG571000 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 130570200.00 165311323.41 U.S. Treasuries (including strips) Y N/A N/A 2021-10-28 2021-10-28 2021-10-28 N N N 0.0006 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.08% H7FNTJ4851HG0EXQ1Z70 HHG129000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2024-11-30 1.5 - 2 271691700.00 282851516.98 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 277000000.00 277000000.00 0.0014 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 HII484000 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 524119000.00 576890519.74 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 565000000.00 565000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 HII450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2028-03-31 0.125 - 2.375 1933040000.00 2016337254.79 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 1977000000.00 1977000000.00 0.0097 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 HII060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2025-08-31 2 - 2.75 322034400.00 343818096.77 U.S. Treasuries (including strips) Y N/A N/A 2021-08-04 2021-08-04 2021-08-04 N N N 0.0005 337000000.00 337000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 HIG052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2028-05-15 0.125 - 3 641593700.00 660899721.13 U.S. Treasuries (including strips) Y N/A N/A 2021-08-04 2021-08-04 2021-08-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 648000000.00 648000000.00 0.0032 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 HII062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2026-01-31 0.375 - 2.625 348433100.00 357118682.87 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 350000000.00 350000000.00 0.0017 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 HIE038000 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 - 7.625 754290665.00 820095774.40 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 803000000.00 803000000.00 0.0039 N N Y N Norinchukin Bank Norinchukin Bank, 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 2025-06-30 2027-05-15 1.5 - 2.75 150713400.00 164483310.69 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 583200.00 774946.36 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, 0.05% 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 2026-08-15 2026-08-15 6.75 - 6.75 524900.00 697478.30 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 150790700.00 164559351.71 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, 0.05% 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 2025-06-30 2027-05-15 1.5 - 2.75 123431500.00 131778275.90 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 628400.00 835007.36 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, 0.05% 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 2026-08-15 2026-08-15 6.75 - 6.75 910100.00 1209325.59 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 226284900.00 236473840.65 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, 0.05% 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 510500.00 678343.82 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 150439300.00 163556986.35 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, 0.05% 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 75331200.00 82211179.01 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 312600.00 415377.63 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 Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 HIA735000 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 465600.00 618681.46 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 231577900.00 247252933.87 U.S. Treasuries (including strips) Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0008 243000000.00 243000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 HIB098000 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 384500.00 510917.14 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 184876500.00 197377088.28 U.S. Treasuries (including strips) Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0008 194000000.00 194000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 HIB603000 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 68900.00 91553.16 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 157121800.00 164134773.41 U.S. Treasuries (including strips) Y N/A N/A 2021-10-14 2021-10-14 2021-10-14 N N N 0.0008 161000000.00 161000000.00 0.0008 N N N Y Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 HIG576000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2025-08-15 2 - 2.75 48025300.00 48960497.65 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-10 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 48000000.00 48000000.00 0.0002 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 HIH038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2024-02-15 2 - 2.75 96701800.00 98940608.16 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 2021-08-12 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 97000000.00 97000000.00 0.0005 N N Y N SMBC Nikko Securities America, Inc. 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TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 HII471000 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 2025-02-28 0.125 - 2 325064900.00 328441457.59 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 322000000.00 322000000.00 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.01% 912796J83 US912796J834 U.S. Treasury Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0001 83999947.08 83999947.08 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796C64 US912796C649 U.S. Treasury Debt Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0002 288899277.75 288899277.75 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796J91 US912796J917 U.S. Treasury Debt Y N/A N/A 2021-08-10 2021-08-10 2021-08-10 N N N 0.0002 621995670.88 621995670.88 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796K24 US912796K246 U.S. Treasury Debt Y N/A N/A 2021-08-17 2021-08-17 2021-08-17 N N N 0.0003 213996879.88 213996879.88 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796D48 US912796D480 U.S. Treasury Debt Y N/A N/A 2021-08-19 2021-08-19 2021-08-19 N N N 0.0003 1042781532.01 1042781532.01 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796D55 US912796D555 U.S. Treasury Debt Y N/A N/A 2021-08-26 2021-08-26 2021-08-26 N N N 0.0003 102997425.00 102997425.00 0.0005 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 1798950527.50 1798950527.50 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796K40 US912796K402 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0004 540979301.34 540979301.34 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796D63 US912796D639 U.S. Treasury Debt Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0004 2180915486.25 2180915486.25 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127964L0 US9127964L09 U.S. Treasury Debt Y N/A N/A 2021-09-09 2021-09-09 2021-09-09 N N N 0.0004 122994157.50 122994157.50 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796L31 US912796L319 U.S. Treasury Debt Y N/A N/A 2021-09-14 2021-09-14 2021-09-14 N N N 0.0004 1314729829.47 1314729829.47 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796F46 US912796F469 U.S. Treasury Debt Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0004 1917971592.75 1917971592.75 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796N62 US912796N620 U.S. Treasury Debt Y N/A N/A 2021-11-16 2021-11-16 2021-11-16 N N N 0.0004 900880617.50 900880617.50 0.0044 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 331976945.92 331976945.92 0.0016 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 140987968.47 140987968.47 0.0007 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 112489349.63 112489349.63 0.0006 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 214178209.43 214178209.43 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796M48 US912796M481 U.S. Treasury Debt Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N N N 0.0005 1966265652.20 1966265652.20 0.0097 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 3333628325.68 3333628325.68 0.0164 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 1412019944.50 1412019944.50 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796G78 US912796G780 U.S. Treasury Debt Y N/A N/A 2021-10-28 2021-10-28 2021-10-28 N N N 0.0005 1793461581.40 1793461581.40 0.0088 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 173976433.44 173976433.44 0.0009 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 849889024.00 849889024.00 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796N54 US912796N547 U.S. Treasury Debt Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N N N 0.0005 207971400.00 207971400.00 0.0010 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 40994162.42 40994162.42 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796H69 US912796H697 U.S. Treasury Debt Y N/A N/A 2021-11-18 2021-11-18 2021-11-18 N N N 0.0005 139978895.00 139978895.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796N70 US912796N703 U.S. Treasury Debt Y N/A N/A 2021-11-23 2021-11-23 2021-11-23 N N N 0.0005 3343496159.52 3343496159.52 0.0164 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 734887500.90 734887500.90 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796N88 US912796N885 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0005 2417600352.96 2417600352.96 0.0119 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 203465518.96 203465518.96 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 764856080.55 764856080.55 0.0038 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 138972432.13 138972432.13 0.0007 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 1112867874.13 1112867874.13 0.0055 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 1208023093.89 1208023093.89 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796K73 US912796K733 U.S. Treasury Debt Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0005 114972495.45 114972495.45 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796K81 US912796K816 U.S. Treasury Debt Y N/A N/A 2022-01-20 2022-01-20 2022-01-20 N N N 0.0006 77979622.50 77979622.50 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796C31 US912796C318 U.S. Treasury Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0006 38988911.91 38988911.91 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0007 1024298090.25 1024298090.25 0.0050 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 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 0.0150 48139301.76 48139301.76 0.0002 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.08% 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 0.0026 140648054.03 140648054.03 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.03% to 0.13% 912828YJ3 254900HROIFWPRGM1V77 US912828YJ31 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0012 420980107.80 420980107.80 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.03% 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 0.0015 925080254.48 925080254.48 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 0.0010 136235175.28 136235175.28 0.0007 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 0.0013 354331208.60 354331208.60 0.0017 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 0.0009 255016093.75 255016093.75 0.0013 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 0.0008 917541969.99 917541969.99 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0054 1092060757.48 1092060757.48 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0022 273880430.46 273880430.46 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0016 645663380.40 645663380.40 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0011 149709667.63 149709667.63 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.12% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0010 252224818.89 252224818.89 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0011 151410693.04 151410693.04 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.09% 912828YT1 254900HROIFWPRGM1V77 US912828YT13 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0009 942452020.02 942452020.02 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0011 132243476.89 132243476.89 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 912828G87 254900HROIFWPRGM1V77 US912828G872 U.S. Treasury Debt Y N/A N/A 2021-12-31 2021-12-31 2021-12-31 N N N 0.0011 110928125.00 110928125.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0011 643992068.72 643992068.72 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 912828ZA1 254900HROIFWPRGM1V77 US912828ZA13 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0008 1695333784.85 1695333784.85 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0009 100972656.00 100972656.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0009 177842500.00 177842500.00 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.13% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y N/A N/A 2021-08-15 2021-08-15 2021-08-15 N N N 0.0043 643105606.39 643105606.39 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.13% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0018 791658350.34 791658350.34 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.13% 9128282F6 254900HROIFWPRGM1V77 US9128282F67 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0014 663565718.01 663565718.01 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0010 411633750.00 411633750.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0010 217383750.00 217383750.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 0.0010 112787500.00 112787500.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286C9 254900HROIFWPRGM1V77 US9128286C90 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0009 128661914.38 128661914.38 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 0.0009 184789692.88 184789692.88 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0009 166836913.65 166836913.65 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 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 0.0010 128508125.00 128508125.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 78152343.36 78152343.36 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 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 0.0010 762948636.57 762948636.57 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2021-08-02 2023-04-30 2023-04-30 N N N 0.0008 488056773.92 488056773.92 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2021-08-02 2023-07-31 2023-07-31 N N N 0.0008 1757964699.36 1757964699.36 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 0.0007 137053514.94 137053514.94 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 0.0010 383707892.52 383707892.52 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 49658437.50 49658437.50 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 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 339972656.25 339972656.25 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0008 81037968.75 81037968.75 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2021-08-02 2023-01-31 2023-01-31 N N N 0.0007 477037536.09 477037536.09 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.12% 912828T67 254900HROIFWPRGM1V77 US912828T677 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0009 238697128.18 238697128.18 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2021-08-02 2022-07-31 2022-07-31 N N N 0.0006 1043426420.12 1043426420.12 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2021-08-02 2022-10-31 2022-10-31 N N N 0.0007 103049564.63 103049564.63 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.13% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y N/A N/A 2021-08-31 2021-08-31 2021-08-31 N N N 0.0022 431514655.06 431514655.06 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828U65 254900HROIFWPRGM1V77 US912828U659 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0009 162901651.50 162901651.50 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.12% 912828G53 254900HROIFWPRGM1V77 US912828G534 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0010 465766647.24 465766647.24 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2021-08-02 2022-01-31 2022-01-31 N N N 0.0006 1376023123.75 1376023123.75 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.35% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-08-02 2021-10-31 2021-10-31 N N N 0.0005 1384934479.09 1384934479.09 0.0068 N Y Y N Fannie Mae Fannie Mae, 0.15% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-09-07 2021-09-07 N N N 0.0006 711067779.63 711067779.63 0.0035 N N N N Fannie Mae Fannie Mae, 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-07-29 2022-07-29 N N N 0.0009 144008054.51 144008054.51 0.0007 N N N N Fannie Mae Fannie Mae, 0.19% 3135G0Z89 B1V7KEBTPIMZEU4LTD58 US3135G0Z895 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-09-10 2021-09-10 N N N 0.0007 680090344.80 680090344.80 0.0033 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-12-10 2021-12-10 N N N 0.0008 681205301.94 681205301.94 0.0033 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-03-09 2022-03-09 N N N 0.0008 321168638.23 321168638.23 0.0016 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-03-11 2022-03-11 N N N 0.0008 681495739.84 681495739.84 0.0033 N N N N Fannie Mae Fannie Mae, 0.23% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-05-13 2022-05-13 N N N 0.0006 50067255.50 50067255.50 0.0002 N N N N Fannie Mae Fannie Mae, 0.24% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-05-19 2022-05-19 N N N 0.0008 353649934.42 353649934.42 0.0017 N N N N Fannie Mae Fannie Mae, 0.24% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2022-07-06 2022-07-06 N N N 0.0008 689013988.16 689013988.16 0.0034 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-06-17 2022-06-17 N N N 0.0008 500741760.00 500741760.00 0.0025 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-06-24 2022-06-24 N N N 0.0008 506766397.72 506766397.72 0.0025 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-05-04 2022-05-04 N N N 0.0009 512906639.36 512906639.36 0.0025 N N N N Fannie Mae Fannie Mae, 0.33% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-10-27 2021-10-27 N N N 0.0007 419262817.75 419262817.75 0.0021 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-10-04 2021-10-04 N N N 0.0010 4301838.08 4301838.08 0.0000 N N N N Fannie Mae Fannie Mae, 0.36% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-10-25 2021-10-25 N N N 0.0007 607415242.63 607415242.63 0.0030 N N N N Fannie Mae Fannie Mae, 0.40% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-09-23 2021-09-23 N N N 0.0008 1489721882.09 1489721882.09 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.01% 313313JY5 US313313JY59 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0001 9999991.70 9999991.70 0.0000 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.03% 313313KP2 US313313KP24 U.S. Government Agency Debt Y N/A N/A 2021-08-18 2021-08-18 2021-08-18 N N N 0.0003 26999640.09 26999640.09 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313LV8 US313313LV82 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0004 8999540.10 8999540.10 0.0000 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0004 9999277.80 9999277.80 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0004 29997600.60 29997600.60 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 3133EHU84 US3133EHU840 U.S. Government Agency Debt Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N N N 0.0012 20115729.80 20115729.80 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMLZ3 US3133EMLZ32 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-12-30 2021-12-30 N N N 0.0008 96197128.43 96197128.43 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2022-02-18 2022-02-18 N N N 0.0005 194018655.04 194018655.04 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMKF8 US3133EMKF86 U.S. Government Agency Debt Y N/A N/A 2022-01-07 2022-01-07 2022-01-07 N N N 0.0006 236008014.56 236008014.56 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-03-08 2022-03-08 N N N 0.0005 123015279.06 123015279.06 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMHP0 US3133EMHP06 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-03-25 2022-03-25 N N N 0.0006 200024596.00 200024596.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.10% 3133EL5N0 US3133EL5N09 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2021-09-02 2021-09-02 N N N 0.0005 194008376.92 194008376.92 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.12% 3133EJVV8 US3133EJVV88 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0280 24110000.00 24110000.00 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.01% 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 0.0001 227999619.24 227999619.24 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385MC7 2549001DPIFGXC1TOL40 US313385MC79 U.S. Government Agency Debt Y N/A N/A 2021-09-24 2021-09-24 2021-09-24 N N N 0.0004 622963317.76 622963317.76 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 299979006.00 299979006.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 360974336.51 360974336.51 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 521962306.38 521962306.38 0.0026 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 0.0009 210981469.98 210981469.98 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 1149908023.00 1149908023.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385MY9 2549001DPIFGXC1TOL40 US313385MY99 U.S. Government Agency Debt Y N/A N/A 2021-10-14 2021-10-14 2021-10-14 N N N 0.0004 301975510.82 301975510.82 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385NC6 2549001DPIFGXC1TOL40 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2021-10-18 2021-10-18 2021-10-18 N N N 0.0004 150987084.97 150987084.97 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385NE2 2549001DPIFGXC1TOL40 US313385NE27 U.S. Government Agency Debt Y N/A N/A 2021-10-20 2021-10-20 2021-10-20 N N N 0.0004 223280403.19 223280403.19 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385NF9 2549001DPIFGXC1TOL40 US313385NF91 U.S. Government Agency Debt Y N/A N/A 2021-10-21 2021-10-21 2021-10-21 N N N 0.0004 150986580.63 150986580.63 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385NG7 2549001DPIFGXC1TOL40 US313385NG74 U.S. Government Agency Debt Y N/A N/A 2021-10-22 2021-10-22 2021-10-22 N N N 0.0004 168984793.38 168984793.38 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385NM4 2549001DPIFGXC1TOL40 US313385NM43 U.S. Government Agency Debt Y N/A N/A 2021-10-27 2021-10-27 2021-10-27 N N N 0.0004 444957489.15 444957489.15 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 313385NP7 2549001DPIFGXC1TOL40 US313385NP73 U.S. Government Agency Debt Y N/A N/A 2021-10-29 2021-10-29 2021-10-29 N N N 0.0004 62993841.75 62993841.75 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.04% 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 0.0004 274969453.00 274969453.00 0.0014 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 0.0011 349932152.50 349932152.50 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 0.0010 689859322.80 689859322.80 0.0034 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 0.0011 76978454.63 76978454.63 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 0.0011 293921272.68 293921272.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313375LS4 2549001DPIFGXC1TOL40 US313375LS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-10 2021-09-10 2021-09-10 N N N 0.0024 4322028.48 4322028.48 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 0.0008 88995688.84 88995688.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 132993022.82 132993022.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 88995113.01 88995113.01 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALTZ7 2549001DPIFGXC1TOL40 US3130ALTZ73 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-28 2021-09-28 2021-09-28 N N N 0.0008 140991159.30 140991159.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALUX0 2549001DPIFGXC1TOL40 US3130ALUX07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-29 2021-09-29 2021-09-29 N N N 0.0008 69995536.80 69995536.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALUP7 2549001DPIFGXC1TOL40 US3130ALUP72 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-29 2021-09-29 2021-09-29 N N N 0.0008 106993177.68 106993177.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMCG5 2549001DPIFGXC1TOL40 US3130AMCG58 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0008 136988913.96 136988913.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 0.0008 493972760.84 493972760.84 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 0.0007 167488938.30 167488938.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMCF7 2549001DPIFGXC1TOL40 US3130AMCF75 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-25 2021-10-25 2021-10-25 N N N 0.0008 96988222.26 96988222.26 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMAN2 2549001DPIFGXC1TOL40 US3130AMAN28 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0008 110989285.17 110989285.17 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AMDH2 2549001DPIFGXC1TOL40 US3130AMDH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-29 2021-10-29 2021-10-29 N N N 0.0009 87987523.36 87987523.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AN6F2 2549001DPIFGXC1TOL40 US3130AN6F24 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-05 2021-11-05 2021-11-05 N N N 0.0011 34994314.95 34994314.95 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ALY99 2549001DPIFGXC1TOL40 US3130ALY996 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-08 2021-11-08 2021-11-08 N N N 0.0012 176959536.03 176959536.03 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AN6Q8 2549001DPIFGXC1TOL40 US3130AN6Q88 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N N N 0.0011 87984586.80 87984586.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AN5S5 2549001DPIFGXC1TOL40 US3130AN5S53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-06 2021-12-06 2021-12-06 N N N 0.0009 87987078.96 87987078.96 0.0004 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 49990975.50 49990975.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANDR8 2549001DPIFGXC1TOL40 US3130ANDR87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0011 292917892.61 292917892.61 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANFH8 2549001DPIFGXC1TOL40 US3130ANFH87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-25 2022-01-25 2022-01-25 N N N 0.0010 156964081.54 156964081.54 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANE63 2549001DPIFGXC1TOL40 US3130ANE630 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0010 292925906.16 292925906.16 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANH60 2549001DPIFGXC1TOL40 US3130ANH609 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-28 2022-01-28 2022-01-28 N N N 0.0008 71990228.16 71990228.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130ALZP2 2549001DPIFGXC1TOL40 US3130ALZP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-10-12 2021-10-12 N N N 0.0005 216003749.76 216003749.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 0.0005 88999233.71 88999233.71 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 0.0006 88997303.30 88997303.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 0.0006 114996180.85 114996180.85 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 228972678.01 228972678.01 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 167987253.84 167987253.84 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AN6G0 2549001DPIFGXC1TOL40 US3130AN6G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0010 186960363.48 186960363.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130ANBL3 2549001DPIFGXC1TOL40 US3130ANBL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-14 2022-01-14 2022-01-14 N N N 0.0012 49983455.50 49983455.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKTC0 2549001DPIFGXC1TOL40 US3130AKTC06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-08-20 2021-08-20 N N N 0.0006 177000800.04 177000800.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AL2E3 2549001DPIFGXC1TOL40 US3130AL2E31 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-11-04 2021-11-04 N N N 0.0006 356011915.32 356011915.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AKTF3 2549001DPIFGXC1TOL40 US3130AKTF37 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0006 89000402.28 89000402.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALL69 2549001DPIFGXC1TOL40 US3130ALL696 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0008 269996055.30 269996055.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALPM0 2549001DPIFGXC1TOL40 US3130ALPM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0011 235976258.40 235976258.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALQ64 2549001DPIFGXC1TOL40 US3130ALQ646 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0010 80994069.99 80994069.99 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AHJY0 2549001DPIFGXC1TOL40 US3130AHJY07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-19 2021-11-19 2021-11-19 N N N 0.0010 36166222.80 36166222.80 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AABG2 2549001DPIFGXC1TOL40 US3130AABG20 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-11-29 2021-11-29 2021-11-29 N N N 0.0005 94565670.38 94565670.38 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKD29 2549001DPIFGXC1TOL40 US3130AKD299 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-11-16 2021-11-16 N N N 0.0007 167763690.08 167763690.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKTW6 2549001DPIFGXC1TOL40 US3130AKTW69 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-26 2021-08-26 2021-08-26 N N N 0.0008 89000695.09 89000695.09 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKLD6 2549001DPIFGXC1TOL40 US3130AKLD60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-22 2021-09-22 2021-09-22 N N N 0.0008 254005082.54 254005082.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AKLG9 2549001DPIFGXC1TOL40 US3130AKLG91 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-24 2021-09-24 2021-09-24 N N N 0.0008 88001842.72 88001842.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-12-08 2022-12-08 N N N 0.0009 1210391677.00 1210391677.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-11-23 2022-11-23 N N N 0.0008 476173559.12 476173559.12 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-05-12 2022-05-12 N N N 0.0008 798157692.78 798157692.78 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-11-18 2022-11-18 N N N 0.0008 176814321.09 176814321.09 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-05-17 2022-05-17 N N N 0.0009 108016731.36 108016731.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-12-02 2022-12-02 N N N 0.0008 352124921.28 352124921.28 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-12-15 2022-12-15 N N N 0.0008 500174440.00 500174440.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AJZN2 2549001DPIFGXC1TOL40 US3130AJZN24 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-25 2021-08-25 2021-08-25 N N N 0.0007 10000258.90 10000258.90 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AK2M7 2549001DPIFGXC1TOL40 US3130AK2M74 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-11-26 2021-11-26 N N N 0.0006 525994236.02 525994236.02 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-04-28 2022-04-28 N N N 0.0008 199047023.70 199047023.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-04-14 2022-04-14 N N N 0.0009 318070246.20 318070246.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKGK6 2549001DPIFGXC1TOL40 US3130AKGK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-20 2021-08-20 2021-08-20 N N N 0.0008 123001952.01 123001952.01 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-03-30 2022-03-30 N N N 0.0009 54013515.12 54013515.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-02-25 2022-02-25 N N N 0.0008 120031590.00 120031590.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-02-28 2022-02-28 N N N 0.0008 351093327.39 351093327.39 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-02-22 2022-02-22 N N N 0.0008 290975613.64 290975613.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-03-25 2022-03-25 N N N 0.0009 53763211.75 53763211.75 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKGW0 2549001DPIFGXC1TOL40 US3130AKGW07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0007 109005774.82 109005774.82 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-05-26 2022-05-26 N N N 0.0009 422086475.58 422086475.58 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-08-12 2022-08-12 N N N 0.0008 305201098.70 305201098.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-09-15 2022-09-15 N N N 0.0008 176129611.68 176129611.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-09-16 2022-09-16 N N N 0.0008 143855881.94 143855881.94 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-02-10 2022-02-10 N N N 0.0008 166072925.46 166072925.46 0.0008 N N N N Freddie Mac Freddie Mac, 0.06% 3137EADB2 S6XOOCT0IEG5ABCC6L87 US3137EADB22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0010 24247599.12 24247599.12 0.0001 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-08-18 2022-08-18 N N N 0.0008 261077117.18 261077117.18 0.0013 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-08-03 2022-08-03 2022-08-03 N N N 0.0007 302206540.82 302206540.82 0.0015 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGQ5 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-12-10 2021-12-10 N N N 0.0011 516145470.72 516145470.72 0.0025 N N N N Freddie Mac Freddie Mac, 0.20% 3134GWAT3 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-01-18 2022-01-18 N N N 0.0011 826327062.96 826327062.96 0.0041 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-04-18 2022-04-18 N N N 0.0011 375168075.99 375168075.99 0.0018 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGV4 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-12-13 2021-12-13 N N N 0.0011 533244273.90 533244273.90 0.0026 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVJ25 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-06-02 2022-06-02 N N N 0.0009 50063795.00 50063795.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGW2 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2022-03-11 2022-03-11 N N N 0.0006 532620572.68 532620572.68 0.0026 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVMQ8 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-08-02 2021-10-22 2021-10-22 N N N 0.0010 694419273.16 694419273.16 0.0034 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% HII456000 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 2051-03-20 2.5 - 3 82355206.00 82305538.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2051-04-01 1.936 - 4.5 190785339.00 120593501.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2046-02-15 0.75 - 2.5 175480600.00 215502274.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2051-07-01 1.974 - 4.5 270508374.00 216092995.56 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 621000000.00 621000000.00 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 7/30/2021 due 08/02/2021 B4TYDEB6GKMZO031MB27 HII666000_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 3 - 4 5269537669.00 1155940856.42 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 1122268000.00 1122268000.00 0.0055 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 HIG924000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-10-20 2051-05-20 1.5 - 4.5 1120974452.00 365163043.20 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0005 358000000.00 358000000.00 0.0018 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 HIH396000 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 - 2 191327296.00 196264132.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-07-01 2051-02-01 2 - 2.5 341715529.00 351479672.63 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-04 2021-08-04 2021-08-04 N N N 0.0005 537000000.00 537000000.00 0.0026 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 HII467000 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 280192987.00 291721216.12 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 N N N 0.0005 286000000.00 286000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 HIB085000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 1.93 - 1.93 25503.00 26029.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-09-20 2051-07-20 2 - 4 87189272.00 90757148.56 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 2021-09-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 89000000.00 89000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 HHJ378000 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 2051-05-20 2051-06-20 3 - 3 69894704.00 72933687.54 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 2021-09-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 71500000.00 71500000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.07% 3Y4U8VZURTYWI1W2K376 HHH340000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-05-20 2056-07-15 2.25 - 6 191762122.00 182538724.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 1.93 - 1.93 50777.00 51824.31 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 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 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 7/30/2021 due 08/02/2021 VJW2DOOHGDT6PR0ZRO63 HII666000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-25 2051-07-01 0.25 - 9 110269405.00 81639794.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-10-01 2051-07-01 0.125 - 8 107267858.00 37173389.69 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-10 2030-03-08 0 - 5.375 30318259.00 31529141.59 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-08-02 2027-06-15 0.01 - 5.22 48050854.00 48435091.75 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-08-05 2051-05-15 0 - 8 631227020.00 634184841.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-06-20 2 - 9 80438865.00 56267440.15 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 12399.00 13472.19 Agency Debentures and Agency Strips Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 871771000.00 871771000.00 0.0043 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 7/30/2021 due 08/02/2021 8NAV47T0Y26Q87Y0QP81 HII666000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-20 2071-06-20 1.171 - 5.256 606849226.00 445615867.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-02-01 2060-09-01 2 - 6 1063978484.00 654043355.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2051-02-15 0.25 - 4.5 163068427.00 174830602.30 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-02-01 2051-03-01 2.5 - 4.5 295186095.00 143405953.11 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 1389710000.00 1389710000.00 0.0068 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 HIH150000 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 2033-08-09 2033-08-09 4 - 4 45000.00 45886.00 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-08-16 2063-10-20 1.86 - 6.609 295354144.00 41906929.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-09-15 2051-05-01 2 - 7.687 169774436.00 20650067.58 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-25 2051-05-01 0.589 - 12.174 250059944.00 11551405.33 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0009 72000000.00 72000000.00 0.0004 N N N Y Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 7/30/2021 due 08/02/2021 E57ODZWZ7FF32TWEFA76 HII666000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2021-09-15 2065-09-15 0 - 5.98 4047322.00 1533294.43 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-01 2051-08-01 0.25 - 8.5 29092676.00 20417400.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2051-06-20 2.5 - 10 29148748.00 18823158.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-08 2049-10-15 0.1 - 2.875 11878544.00 11879094.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-04-01 0.125 - 7.5 2651963.00 1357586.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2050-08-15 0 - 8.125 238584660.00 263569222.80 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-10 2036-07-15 0.125 - 5.5 660786.00 682153.00 Agency Debentures and Agency Strips Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 311691000.00 311691000.00 0.0015 N Y Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-17 2050-12-01 0.25 - 7 736120.00 736514.59 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2025-11-01 2.875 - 6.75 132000.00 165756.57 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2021-12-15 2051-06-20 2 - 10 84761398.00 51792835.63 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-10-19 2031-04-28 0.105 - 3.5 29263000.00 29324748.83 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2030-04-15 0 - 8.875 22615000.00 20169523.51 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2051-05-15 0.125 - 8.125 390174537.00 401236219.20 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-30 2036-03-14 0.125 - 5.625 14545000.00 18442422.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-05-01 0 - 8 27448593.00 27046497.78 Agency Debentures and Agency Strips Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0006 538000000.00 538000000.00 0.0026 N N Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 0 - 5.98 177000.00 72448.37 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-11-15 2049-10-15 0.07 - 4 4980000.00 5094576.38 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2050-02-15 0.125 - 8.125 29406351.00 36171600.53 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-06-08 2048-05-01 0 - 6.75 13203440.00 18844939.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2035-06-01 0 - 8.5 13014185.00 10649884.75 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-03-20 2050-07-20 3 - 3 185691.00 109849.53 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-04-15 0 - 0 15889000.00 13982594.19 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-10 2028-11-16 0.25 - 5 5900000.00 6024709.46 Agency Debentures and Agency Strips Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N N N 0.0006 89000000.00 89000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 2048-07-01 2.648 - 5 633031942.00 333541673.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-07-01 2048-05-01 2.873 - 6 101400782.00 31366980.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 228000.00 257563.63 U.S. Treasuries (including strips) Y N/A N/A 2021-08-03 2021-08-03 2021-08-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 358000000.00 358000000.00 0.0018 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 7/30/2021 due 08/02/2021 MBNUM2BPBDO7JBLYG310 HII666000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 2051-04-01 1.5 - 5 270544463.00 221123487.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2051-04-01 2 - 5 308190191.00 255583548.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 163669.00 184891.28 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 467537000.00 467537000.00 0.0023 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 7/30/2021 due 08/02/2021 1VUV7VQFKUOQSJ21A208 HII666000_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 2021-08-15 2051-02-15 0.125 - 8.125 1397194824.00 1467125164.42 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 2060-03-01 2.5 - 6 270522782.00 89000812.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-03-01 2051-03-01 2 - 2 46775683.00 46590975.93 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 1570238000.00 1570238000.00 0.0077 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 7/30/2021 due 08/02/2021 ANGGYXNX0JLX3X63JN86 HII666000_76547 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 2021-08-15 2044-02-15 0 - 3.625 87377888.00 87361347.84 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 85648000.00 85648000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 HIH977000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 146264168.00 153691844.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 50449.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2023-01-15 0 - 1.5 82047300.00 82351302.35 U.S. Treasuries (including strips) Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 230000000.00 230000000.00 0.0011 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 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 2056-01-15 2056-01-15 3 - 3 32528551.00 31457307.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-01-16 2054-01-16 4.001 - 4.001 49987.00 84932.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2060-01-01 3 - 4 985659159.00 698067035.64 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 715000000.00 715000000.00 0.0035 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-08-01 2049-11-01 3 - 7.5 14039637.00 3122312.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-05-20 2051-05-20 3.5 - 3.5 67114000.00 71185397.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-04-01 2047-04-01 4 - 4 9345376.00 4232650.28 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 77000000.00 77000000.00 0.0004 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-02-20 2051-07-20 1.5 - 6 2032157645.00 1459628919.96 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 1431000000.00 1431000000.00 0.0070 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 7/30/2021 due 08/02/2021 CYYGQCGNHMHPSMRL3R97 HII666000_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 S6XOOCT0IEG5ABCC6L87 2035-12-01 2035-12-01 3 - 3 233805.00 71869.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-02-20 2051-02-20 3 - 3.5 34866025.00 33519945.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2051-03-01 2 - 3.5 78106457.00 77699828.04 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 109109000.00 109109000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 7/30/2021 due 08/02/2021 KBVRJ5K57JZ3E2AVWX40 HII666000_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 2021-10-14 2050-08-15 0 - 4.375 86975121.00 87401989.65 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 85648000.00 85648000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 7/30/2021 due 08/02/2021 ZBUT11V806EZRVTWT807 HII666000_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 2023-04-30 2025-05-15 0.125 - 2.125 139211095.00 145601538.36 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 142746000.00 142746000.00 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 7/30/2021 due 08/02/2021 ZOMOLU8CGIZRYZ7PFU34 HII666000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2051-07-01 2 - 4.5 163556192.00 106266674.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-05-20 2051-01-20 2 - 3.5 78230134.00 76835660.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-07-01 2.5 - 4.5 590249616.00 397315242.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2051-02-15 0.125 - 4.375 211891983.00 226561035.50 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 790839000.00 790839000.00 0.0039 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HHJ192000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-11-01 2051-07-01 2 - 5 199959213.00 182589585.90 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0007 179000000.00 179000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HIB082000 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 2031-07-01 2051-08-01 1.874 - 5 305576323.00 210890979.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2051-07-01 2 - 3 25541794.00 25758683.31 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-10 2021-09-10 2021-09-10 N N N 0.0007 232000000.00 232000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HIE499000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-03-01 2051-08-01 1.866 - 4.5 448081920.00 271326858.62 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-20 2021-09-20 2021-09-20 N N N 0.0007 266000000.00 266000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HIG498000 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 2024-01-20 2051-07-01 1.365 - 5 509386585.00 298171974.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-07-01 2051-05-01 1.5 - 4 74576247.00 68013009.72 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-24 2021-09-24 2021-09-24 N N N 0.0007 359000000.00 359000000.00 0.0018 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 7/30/2021 due 08/02/2021 7TK5RJIZDFROZCA6XF66 HII666000_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 2051-04-01 2051-04-01 2 - 2 17005133.00 17070653.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-12 2021-11-02 0 - 0 48253349.00 48247315.88 U.S. Treasuries (including strips) Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-10-26 2030-12-16 0.94 - 1.45 14069777.00 14163855.01 Agency Debentures and Agency Strips Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 77923000.00 77923000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 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 Farm Credit Bank 2038-07-13 2038-07-13 1.98 - 1.98 14252000.00 14368894.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-01 2051-08-01 1.5 - 9 718605632.00 632458360.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-02-01 2051-08-01 2 - 5.5 84246550.00 76210499.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-14 2027-07-31 0 - 0.375 2900.00 2894.69 U.S. Treasuries (including strips) MNAR XX.XXX HYAN9752 B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.65 - 3.65 980000.00 1162378.27 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 710000000.00 710000000.00 0.0035 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 7/30/2021 due 08/02/2021 OXTKY6Q8X53C9ILVV871 HII666000_07426 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 2030-01-15 0 - 0 30793135.00 27135526.41 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-12-11 2036-07-15 3 - 5.5 8677505.00 11803817.81 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2059-01-01 2 - 7.25 352647454.00 233311691.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-03 2043-11-15 0 - 7.625 1365612226.00 1618501440.00 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-05-15 2069-09-20 2 - 7 31588056.00 27820032.04 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-12-15 2044-10-06 0.028 - 3.61 17097580.00 17118244.24 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2056-04-01 2.875 - 7.125 28621296.00 41995449.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-15 2051-07-01 0 - 5 380568493.00 186974687.27 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 2121647000.00 2121647000.00 0.0104 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.05% OXTKY6Q8X53C9ILVV871 HIH989000 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 2022-11-30 2026-12-31 0.125 - 2 228111700.00 235826379.52 U.S. Treasuries (including strips) Federal Farm Credit Bank 2041-01-07 2041-01-07 2.09 - 2.09 115000.00 113268.25 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 1090000.00 954937.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-16 2051-04-01 0.125 - 4.5 159288988.00 148640788.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-15 2051-07-01 0 - 4.5 33381700.00 30172847.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-15 2067-10-20 2 - 5.5 51963400.00 53494728.56 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-05 2021-08-05 2021-08-05 N N N 0.0005 460000000.00 460000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 HDF084000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2051-07-20 2 - 4.5 836694134.00 242231624.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2051-07-01 2 - 4 206746544.00 95877584.88 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 0 - 0 51300.00 29818.79 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2049-07-01 3 - 3 116612856.00 31183157.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 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 7/30/2021 due 08/02/2021 549300QJJX6CVVUXLE15 HII666000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-01 2058-05-01 2 - 6 782927823.00 394589912.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2049-05-15 0 - 0.125 4793453.00 2786270.00 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-15 2061-07-15 1.5 - 5 633926181.00 490778963.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-10-01 2051-07-01 1.5 - 5 254601785.00 145297392.97 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 1013158000.00 1013158000.00 0.0050 N Y Y N RBC Financial Group RBC Financial Group, 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-01-01 2059-11-01 1.897 - 6 568782976.00 355010898.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-08-01 2051-07-01 1.871 - 5 434644990.00 378410659.95 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 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 RBC Financial Group RBC Financial Group, 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 2051-02-01 2051-06-01 2 - 4 209821937.00 187741962.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-04-01 2.5 - 5 349200011.00 179478845.54 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 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 0.0018 N N Y N RBC Financial Group RBC Financial Group, 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-04-15 2051-08-01 1.5 - 6.5 756315522.00 469077423.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-08-01 2 - 7 920857389.00 451439480.97 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-08-06 2021-08-06 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, 0.06% ES7IP3U3RHIGC71XBU11 HHE215000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-08-01 2051-05-01 2 - 3.5 25191365.00 12648351.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2051-05-01 2 - 4 249766499.00 171182187.34 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 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, 0.06% ES7IP3U3RHIGC71XBU11 HHH197000 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 2048-01-01 2051-06-01 2 - 4.5 326479836.00 197812469.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2050-04-01 3 - 6.5 87344.00 78413.55 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 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 0.0010 N N Y N RBC Financial Group RBC Financial Group, 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-11-01 2051-07-01 1.747 - 4.5 534396422.00 292061777.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2060-06-01 1.897 - 4.5 639424665.00 441359780.93 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 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, 0.08% ES7IP3U3RHIGC71XBU11 HBH932000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2040-11-15 0.125 - 4.25 110653900.00 115924109.09 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-06-15 2051-07-20 1 - 7.5 98804190.00 69052995.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-03-01 2051-05-01 2 - 3.5 15062.00 6453.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2048-06-01 4.5 - 6.5 10255.00 712.99 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 2021-08-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0008 181000000.00 181000000.00 0.0009 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 7/30/2021 due 08/02/2021 O2RNE8IBXP4R0TD8PU41 HII666000_00925 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 2030-06-01 2051-07-01 2 - 6 29751302.00 15903608.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-01-20 2051-06-20 2 - 6 96854899.00 100309561.05 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 79672783.00 69941775.72 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-08-10 2051-05-15 0 - 8 244992245.00 271069407.34 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.627 - 4.5 22130380.00 7032235.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 454487000.00 454487000.00 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 7/30/2021 due 08/02/2021 5U0XI89JRFVHWIBS4F54 HII666000_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 880829304.00 279498949.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2030-05-15 0 - 2.875 1799051454.00 1877458513.18 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-03-20 2 - 5 2501893697.00 1043965018.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-06-01 2 - 4 1471012404.00 794126641.62 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 3916696000.00 3916696000.00 0.0192 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 7/30/2021 due 08/02/2021 5U0XI89JRFVHWIBS4F54 HII666000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 4708598155.00 1843587358.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 1515759772.00 361616736.60 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 2150672000.00 2150672000.00 0.0106 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 5493006GGLR4BTEL8O61 HIB145000 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 553198000.00 133716185.99 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-06 2021-08-06 2021-10-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0010 131000000.00 131000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 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 36132219.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 1700000.00 1705582.38 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 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., 0.10% 5493006GGLR4BTEL8O61 HHF673000 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 338241000.00 90391779.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 3550000.00 3561657.33 U.S. Treasuries (including strips) Y N/A N/A 2021-08-06 2021-08-06 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 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 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 47800000.00 48063808.14 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 534768000.00 140227694.68 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 3 N N/A N/A N N 0.0012 184495000.00 184495000.00 0.0009 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.06% SUVUFHICNZMP2WKHG940 HII472000 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 2031-07-01 2051-02-01 2 - 3.5 865905176.00 792543633.18 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 777000000.00 777000000.00 0.0038 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 7/30/2021 due 08/02/2021 VYVVCKR63DVZZN70PB21 HII666000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2051-07-01 0.214 - 2.5 46326663.00 46799883.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2051-05-15 2.375 - 2.375 31971167.00 35630966.71 U.S. Treasuries (including strips) Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0005 80475000.00 80475000.00 0.0004 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.06%, dated 7/30/2021 due 08/02/2021 VYVVCKR63DVZZN70PB21 HII772000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2051-05-15 2.375 - 2.375 10199388.00 11366931.45 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2051-07-01 0.214 - 2.5 14779055.00 14930020.50 Agency Mortgage-Backed Securities Y N/A N/A 2021-08-02 2021-08-02 2021-08-02 N N N 0.0006 25673000.00 25673000.00 0.0001 N Y 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., 0.06% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 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% 64986URA7 US64986URA78 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 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., 0.05% (Saville Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD85 US64986MD853 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0005 30400000.00 30400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.05% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0005 34955000.00 34955000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.05% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0005 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.05% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 US64986M2U84 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0005 28000000.00 28000000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.05% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 20500000.00 20500000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.07% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 13500000.00 13500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.05% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 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., 0.05% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 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., 0.06% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 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 49300000.00 49300000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 10500000.00 10500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 16600000.00 16600000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.05% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0005 10600000.00 10600000.00 0.0001 N N Y N Florida Hsg. Fin. Corp. Rev. FNMA Florida Hsg. Fin. Corp. Rev., 0.05% 34073MVT6 Variable Rate Demand Note Y N/A N/A 2021-08-06 2021-08-06 2032-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 7805000.00 7805000.00 0.0000 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 5493006GGLR4BTEL8O61 HIH487000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-08-06 2021-08-06 2021-11-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0010 139000000.00 139000000.00 0.0007 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 2021-08-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer