0000278001-21-000030.txt : 20210908 0000278001-21-000030.hdr.sgml : 20210908 20210908072707 ACCESSION NUMBER: 0000278001-21-000030 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210831 FILED AS OF DATE: 20210908 DATE AS OF CHANGE: 20210908 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: 211240652 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 2021-08-31 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 34 73 144583204033.15 148197901983.91 149719947504.38 151739226098.33 172560025384.96 176105382797.49 176965402519.72 180178721299.80 0.6900 0.7000 0.7100 0.7100 0.8300 0.8300 0.8400 0.8500 12.35 208634153930.40 208620915350.65 2390138464.70 4392021819.26 206619032008.44 206579402954.43 1.0000 0.0007 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 206619032008.44 206579402954.43 1.0003 1.0003 1.0003 1.0003 17600105963.98 15745850740.49 15256481027.21 14784139531.21 16905931523.61 17513116801.24 16049804041.80 15736957049.50 72920456792.19 70545850616.61 0.0001 Y Fidelity Investments, Transfer Agent and Management Fees, -45768598.12; ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IAE673000 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 2047-05-15 0.125 - 3.375 438511600.00 458311476.40 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 449000000.00 449000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IAE683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2041-08-15 0.125 - 1.75 1638958000.00 1644242343.34 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 1612000000.00 1612000000.00 0.0078 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAA202000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2049-11-15 0 - 7.5 612037026.00 826500095.96 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 808000000.00 808000000.00 0.0039 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAA681000 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 2048-11-15 0 - 6.25 462310400.00 493689076.12 U.S. Treasuries (including strips) Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0005 484000000.00 484000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAA786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-15 2050-05-15 0 - 7.5 1151282000.00 1320776834.91 U.S. Treasuries (including strips) Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 1290000000.00 1290000000.00 0.0062 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAC672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2050-02-15 0.094 - 7.5 600734900.00 658133330.94 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 645000000.00 645000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAB854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2045-02-15 0 - 5.375 534894400.00 535506788.59 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 525000000.00 525000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAD169000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-15 2050-05-15 0 - 8 917548000.00 946637308.06 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 928000000.00 928000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAD793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-15 2051-02-15 0 - 7.5 1053526500.00 1072008868.29 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 1049000000.00 1049000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAC295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2050-05-15 0 - 6.375 893692500.00 947430083.99 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 928000000.00 928000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAE435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2050-05-15 0 - 6.375 628614000.00 642616434.34 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 630000000.00 630000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAD775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2049-02-15 0 - 6.875 469968100.00 534842616.95 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 524000000.00 524000000.00 0.0025 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 2021-09-09 2050-05-15 0 - 7.5 885815800.00 914456518.45 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 896000000.00 896000000.00 0.0043 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.05% 2IGI19DL77OX0HC3ZE78 HJG755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2046-08-15 0.125 - 3.125 312462400.00 330227171.31 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 323000000.00 323000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.05% 2IGI19DL77OX0HC3ZE78 IAD778000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-08-15 0.125 - 3.625 173228000.00 181058076.71 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 177000000.00 177000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.05% 2IGI19DL77OX0HC3ZE78 HJG262000 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 2048-11-15 0.125 - 3.375 164185800.00 165246816.99 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-09 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., 0.05% 2IGI19DL77OX0HC3ZE78 HJH797000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2046-08-15 0.125 - 3.125 169065200.00 165244656.11 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-13 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 HJG263000 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 2049-02-15 0.125 - 3.125 83692900.00 82623457.69 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2022-02-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 81000000.00 81000000.00 0.0004 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 2021-10-05 2043-11-15 0 - 3.75 484603900.00 484524523.47 U.S. Treasuries (including strips) Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 Y CITIGROUP INC 1.0000 2 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 475000000.00 475000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IAE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-11 2031-08-15 0 - 6.75 1698602900.00 1776842990.16 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 1742000000.00 1742000000.00 0.0084 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IAC678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-08-15 0.125 - 6.75 629262700.00 654876269.13 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 642000000.00 642000000.00 0.0031 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IAD129000 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 2031-08-15 0.125 - 6.75 322451000.00 328442811.42 U.S. Treasuries (including strips) Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 322000000.00 322000000.00 0.0016 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IAE691000 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 2041-08-15 0.125 - 6.75 866340300.00 873121279.89 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0005 856000000.00 856000000.00 0.0041 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 IAC826000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2040-11-15 1.375 - 1.375 176669700.00 164221433.88 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 161000000.00 161000000.00 0.0008 N Y Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 IAD876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-05-15 2049-11-15 2.375 - 3.375 264934600.00 332690925.78 U.S. Treasuries (including strips) Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0005 323000000.00 323000000.00 0.0016 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 HJG362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-08-15 2049-08-15 2.25 - 4.5 212358100.00 231607644.99 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 225000000.00 225000000.00 0.0011 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 HJG229000 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 2045-02-15 1.125 - 3.125 385179900.00 429905870.41 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 418000000.00 418000000.00 0.0020 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IAE702000 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 2027-11-30 0.125 - 2.375 641168100.00 654840934.13 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 642000000.00 642000000.00 0.0031 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IAD143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2025-04-30 1.75 - 2.875 208619800.00 218281896.19 U.S. Treasuries (including strips) Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 214000000.00 214000000.00 0.0010 N N Y N DNB Bank ASA DNB Bank ASA, 0.05% 549300GKFG0RYRRQ1414 IAE657000 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 2041-05-15 0.25 - 4.375 127367300.00 145860262.71 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 143000000.00 143000000.00 0.0007 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 2024-05-15 2050-11-15 0.25 - 3.75 39865322800.00 50484070166.54 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 50484000000.00 50484000000.00 0.2443 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IAE697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2028-06-30 1.25 - 1.5 1137544300.00 1168920082.29 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 1146000000.00 1146000000.00 0.0055 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 2021-10-07 2026-03-31 0 - 2.75 319810000.00 329604144.27 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 323000000.00 323000000.00 0.0016 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.05% 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 2022-08-11 0 - 0.345 969408300.00 969006763.40 U.S. Treasuries (including strips) Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0005 950000000.00 950000000.00 0.0046 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.06% 213800MBWEIJDM5CU638 HJA192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2025-08-15 0.125 - 2 164473000.00 164285200.94 U.S. Treasuries (including strips) Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 N N N 0.0006 161000000.00 161000000.00 0.0008 N N N Y 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 2025-08-15 2 - 2.5 154504800.00 165327693.37 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, 0.06% 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 2043-08-15 2.75 - 6 92501300.00 99915683.36 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, 0.06% H7FNTJ4851HG0EXQ1Z70 HJG705000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2043-08-15 1.5 - 3.625 158974800.00 165275824.83 U.S. Treasuries (including strips) Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0006 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.06% H7FNTJ4851HG0EXQ1Z70 HJH196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2023-10-15 0.125 - 0.125 100170800.00 99998888.02 U.S. Treasuries (including strips) Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0006 98000000.00 98000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.06% H7FNTJ4851HG0EXQ1Z70 HJJ274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-01-31 2026-08-15 1.5 - 2.625 158938300.00 165221302.38 U.S. Treasuries (including strips) Y N/A N/A 2021-10-18 2021-10-18 2021-10-18 N N N 0.0006 162000000.00 162000000.00 0.0008 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 156626200.00 164248889.04 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 2043-08-15 1.5 - 6 133767200.00 165435228.03 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 2024-12-31 1.5 - 2 271717700.00 282920878.72 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 0.0013 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IAE684000 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 524174000.00 575822231.58 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 564000000.00 564000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAE663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2043-02-15 0.125 - 3.125 1442959200.00 1498000338.09 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 1467000000.00 1467000000.00 0.0071 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAC384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2028-06-30 0.125 - 2.875 275284700.00 283480542.67 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 278000000.00 278000000.00 0.0013 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAD823000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2028-05-31 1.25 - 2.875 76582000.00 82597009.11 U.S. Treasuries (including strips) Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 81000000.00 81000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2028-05-31 1.25 - 2.875 233589200.00 250850769.53 U.S. Treasuries (including strips) Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 246000000.00 246000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAD860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-06-30 0.125 - 2.375 208809000.00 214140634.45 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 210000000.00 210000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAD300000 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 - 2.375 144792800.00 144799575.26 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 142000000.00 142000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAE406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2028-02-15 0.125 - 3 361921000.00 372193334.75 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 365000000.00 365000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAE404000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-11-15 2 - 2.75 200026600.00 214141469.75 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 210000000.00 210000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAE405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.875 - 1.875 117206300.00 118289797.80 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 116000000.00 116000000.00 0.0006 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 HJJ268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-16 2040-11-15 0 - 4.75 83667100.00 82622217.96 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-11-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 81000000.00 81000000.00 0.0004 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IAA781000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2051-02-15 0 - 7.625 472395100.00 493936644.36 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-11-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 484000000.00 484000000.00 0.0023 N N Y N Natixis SA Natixis SA, 0.07% KX1WK48MPD4Y2NCUIZ63 HJJ789000 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 2051-02-15 0 - 7.625 152011800.00 164298641.89 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2022-02-17 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 161000000.00 161000000.00 0.0008 N N Y N 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 74970700.00 81718465.24 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 704600.00 911808.38 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 Y Y N 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 2025-06-30 2027-05-15 1.5 - 2.75 230823600.00 246360564.61 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 1181300.00 1528696.05 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 2025-06-30 2027-05-15 1.5 - 2.75 184332700.00 196743098.13 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 895600.00 1158977.55 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 0.0009 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 2025-06-30 2027-05-15 1.5 - 2.75 157221200.00 163051375.99 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 916900.00 1186541.44 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 Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 HJI142000 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 176800.00 228793.24 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 154619000.00 165018216.54 U.S. Treasuries (including strips) Y N/A N/A 2021-11-10 2021-11-10 2021-11-10 N N N 0.0008 162000000.00 162000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IAA200000 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 176400.00 228275.61 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 154617600.00 165016621.08 U.S. Treasuries (including strips) Y N/A N/A 2021-11-16 2021-11-16 2021-11-16 N N N 0.0008 162000000.00 162000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IAA713000 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 111000.00 143642.81 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 123154700.00 131439946.97 U.S. Treasuries (including strips) Y N/A N/A 2021-11-17 2021-11-17 2021-11-17 N N N 0.0008 129000000.00 129000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IAB864000 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 230289800.00 238684342.30 U.S. Treasuries (including strips) Y N/A N/A 2021-11-19 2021-11-19 2021-11-19 N N N 0.0008 234000000.00 234000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IAC332000 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 15200.00 19670.00 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 2 - 2.75 152031700.00 165222958.54 U.S. Treasuries (including strips) Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N N N 0.0008 162000000.00 162000000.00 0.0008 N N N Y Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 IAC767000 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 2024-11-15 2 - 2.75 48991700.00 52020522.52 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 51000000.00 51000000.00 0.0002 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 IAA938000 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 2025-02-15 2 - 2.5 138238800.00 147901705.71 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-12-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 145000000.00 145000000.00 0.0007 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 IAB551000 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 2025-02-15 2 - 2.125 159996600.00 168301646.05 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-12-03 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 165000000.00 165000000.00 0.0008 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 IAB550000 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 2025-02-15 2 - 2.5 157305800.00 168301895.84 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-12-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 165000000.00 165000000.00 0.0008 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 IAA939000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2025-03-31 2.125 - 2.625 136309800.00 147901466.04 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-12-03 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 145000000.00 145000000.00 0.0007 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.05% 6PJDTY319315T5LR2241 IAE679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2051-08-15 0.375 - 5.375 716756000.00 787356886.57 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 770000000.00 770000000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IAD155000 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 2050-11-15 0 - 6.875 320227200.00 324178487.53 U.S. Treasuries (including strips) Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 317000000.00 317000000.00 0.0015 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IAE667000 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 2028-05-31 0.125 - 2.75 312571400.00 321300517.06 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 315000000.00 315000000.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.02% 912796D63 US912796D639 U.S. Treasury Debt Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0002 2180998189.77 2180998189.77 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 9127964L0 US9127964L09 U.S. Treasury Debt Y N/A N/A 2021-09-09 2021-09-09 2021-09-09 N N N 0.0003 122998992.63 122998992.63 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796L31 US912796L319 U.S. Treasury Debt Y N/A N/A 2021-09-14 2021-09-14 2021-09-14 N N N 0.0003 214797978.24 214797978.24 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796F46 US912796F469 U.S. Treasury Debt Y N/A N/A 2021-09-16 2021-09-16 2021-09-16 N N N 0.0003 1445055436.58 1445055436.58 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796L56 US912796L566 U.S. Treasury Debt Y N/A N/A 2021-09-28 2021-09-28 2021-09-28 N N N 0.0003 211994435.00 211994435.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796P52 US912796P526 U.S. Treasury Debt Y N/A N/A 2021-12-07 2021-12-07 2021-12-07 N N N 0.0003 1571260271.11 1571260271.11 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796L49 US912796L491 U.S. Treasury Debt Y N/A N/A 2021-09-21 2021-09-21 2021-09-21 N N N 0.0004 331993084.44 331993084.44 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127964V8 US9127964V80 U.S. Treasury Debt Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0004 260988907.50 260988907.50 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796M30 US912796M309 U.S. Treasury Debt Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0004 1949411180.78 1949411180.78 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796ZB8 US912796ZB85 U.S. Treasury Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0004 2049892252.00 2049892252.00 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796N70 US912796N703 U.S. Treasury Debt Y N/A N/A 2021-11-23 2021-11-23 2021-11-23 N N N 0.0004 3206741227.17 3206741227.17 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796N88 US912796N885 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0004 2556757085.00 2556757085.00 0.0124 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 9127965G0 US9127965G05 U.S. Treasury Debt Y N/A N/A 2021-12-02 2021-12-02 2021-12-02 N N N 0.0004 287468774.63 287468774.63 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796P60 US912796P609 U.S. Treasury Debt Y N/A N/A 2021-12-14 2021-12-14 2021-12-14 N N N 0.0004 30996149.18 30996149.18 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796C31 US912796C318 U.S. Treasury Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0004 38993185.92 38993185.92 0.0002 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 1331787652.55 1331787652.55 0.0064 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 3084785777.60 3084785777.60 0.0149 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 3492906466.40 3492906466.40 0.0169 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 1062607460.08 1062607460.08 0.0051 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 3432710117.48 3432710117.48 0.0166 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796N62 US912796N620 U.S. Treasury Debt Y N/A N/A 2021-11-16 2021-11-16 2021-11-16 N N N 0.0005 900908701.67 900908701.67 0.0044 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 1908675036.14 1908675036.14 0.0092 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 919962813.09 919962813.09 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796P86 US912796P864 U.S. Treasury Debt Y N/A N/A 2021-12-28 2021-12-28 2021-12-28 N N N 0.0005 1357699709.75 1357699709.75 0.0066 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 1208098612.64 1208098612.64 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796K81 US912796K816 U.S. Treasury Debt Y N/A N/A 2022-01-20 2022-01-20 2022-01-20 N N N 0.0005 77986252.50 77986252.50 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796K99 US912796K998 U.S. Treasury Debt Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0005 388924631.25 388924631.25 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796L72 US912796L723 U.S. Treasury Debt Y N/A N/A 2022-02-10 2022-02-10 2022-02-10 N N N 0.0005 168964383.25 168964383.25 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796L80 US912796L806 U.S. Treasury Debt Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0005 61985447.36 61985447.36 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796M63 US912796M630 U.S. Treasury Debt Y N/A N/A 2021-11-02 2021-11-02 2021-11-02 N N N 0.0006 173982020.58 173982020.58 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796H51 US912796H515 U.S. Treasury Debt Y N/A N/A 2021-11-12 2021-11-12 2021-11-12 N N N 0.0006 1103873040.00 1103873040.00 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796D30 US912796D308 U.S. Treasury Debt Y N/A N/A 2022-02-24 2022-02-24 2022-02-24 N N N 0.0006 2049448775.50 2049448775.50 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796L98 US912796L988 U.S. Treasury Debt Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0006 242929362.33 242929362.33 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0006 1024433175.00 1024433175.00 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796N54 US912796N547 U.S. Treasury Debt Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N N N 0.0007 207974087.36 207974087.36 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0007 480978063.24 480978063.24 0.0023 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.05% 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 0.0015 204795741.25 204795741.25 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.12% 9128285L0 254900HROIFWPRGM1V77 US9128285L09 U.S. Treasury Debt Y N/A N/A 2021-11-15 2021-11-15 2021-11-15 N N N 0.0008 515453841.78 515453841.78 0.0025 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 0.0006 972685573.84 972685573.84 0.0047 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 0.0006 360298370.74 360298370.74 0.0017 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 273280663.11 273280663.11 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 0.0008 71060629.74 71060629.74 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0010 794913901.94 794913901.94 0.0038 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 0.0011 876970699.78 876970699.78 0.0042 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 0.0007 616792390.18 616792390.18 0.0030 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 0.0008 181576209.88 181576209.88 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0007 455892227.70 455892227.70 0.0022 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 0.0007 197356236.75 197356236.75 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.12% 912828U65 254900HROIFWPRGM1V77 US912828U659 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0007 317323000.36 317323000.36 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.09% 912828YT1 254900HROIFWPRGM1V77 US912828YT13 U.S. Treasury Debt Y N/A N/A 2021-11-30 2021-11-30 2021-11-30 N N N 0.0006 1128015040.40 1128015040.40 0.0055 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 0.0007 164205246.45 164205246.45 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.06% 912828G87 254900HROIFWPRGM1V77 US912828G872 U.S. Treasury Debt Y N/A N/A 2021-12-31 2021-12-31 2021-12-31 N N N 0.0006 2303629190.72 2303629190.72 0.0111 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 0.0008 686135939.20 686135939.20 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.06% 912828H86 254900HROIFWPRGM1V77 US912828H862 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0007 393321562.50 393321562.50 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.07% 9128286C9 254900HROIFWPRGM1V77 US9128286C90 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0008 179967734.82 179967734.82 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.06% 912828SF8 254900HROIFWPRGM1V77 US912828SF82 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0007 471122732.04 471122732.04 0.0023 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 0.0006 242175000.00 242175000.00 0.0012 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 0.0006 1715063125.00 1715063125.00 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 0.0008 100835938.00 100835938.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.14% 912828F21 254900HROIFWPRGM1V77 US912828F213 U.S. Treasury Debt Y N/A N/A 2021-09-30 2021-09-30 2021-09-30 N N N 0.0012 919511128.98 919511128.98 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0007 217172813.04 217172813.04 0.0011 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 0.0009 411028127.04 411028127.04 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0008 236449687.50 236449687.50 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0007 89159922.32 89159922.32 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 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 0.0007 2184774471.75 2184774471.75 0.0106 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 0.0006 184455225.00 184455225.00 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 0.0006 166617773.85 166617773.85 0.0008 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 0.0008 761656988.43 761656988.43 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0007 177069139.74 177069139.74 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0009 228966250.00 228966250.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0008 273659766.30 273659766.30 0.0013 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 2021-09-01 2023-07-31 2023-07-31 N N N 0.0008 3991509810.34 3991509810.34 0.0193 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 0.0008 383204531.25 383204531.25 0.0019 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% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0007 49587617.31 49587617.31 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 0.0008 339501562.50 339501562.50 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 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 409159763.58 409159763.58 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0010 82183359.78 82183359.78 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0009 117048437.50 117048437.50 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0008 83265234.58 83265234.58 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2021-09-01 2023-04-30 2023-04-30 N N N 0.0008 488034301.52 488034301.52 0.0024 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 2021-09-01 2023-01-31 2023-01-31 N N N 0.0007 477060552.39 477060552.39 0.0023 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 2021-09-01 2022-07-31 2022-07-31 N N N 0.0006 1043488635.07 1043488635.07 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 2021-09-01 2022-10-31 2022-10-31 N N N 0.0006 103058616.27 103058616.27 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.21% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2021-09-01 2022-01-31 2022-01-31 N N N 0.0007 1375796468.75 1375796468.75 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.36% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-09-01 2021-10-31 2021-10-31 N N N 0.0010 1384489998.09 1384489998.09 0.0067 N Y Y N Fannie Mae Fannie Mae, 0.15% 3135G0Z30 B1V7KEBTPIMZEU4LTD58 US3135G0Z309 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2021-09-07 2021-09-07 N N N 0.0007 711011297.79 711011297.79 0.0034 N N Y N Fannie Mae Fannie Mae, 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-07-29 2022-07-29 N N N 0.0009 143999102.49 143999102.49 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 2021-09-01 2021-09-10 2021-09-10 N N N 0.0008 680020848.80 680020848.80 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 2021-09-01 2021-12-10 2021-12-10 N N N 0.0007 681135019.44 681135019.44 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 2021-09-01 2022-03-09 2022-03-09 N N N 0.0008 321132113.39 321132113.39 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 2021-09-01 2022-03-11 2022-03-11 N N N 0.0007 681415475.35 681415475.35 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 2021-09-01 2022-05-13 2022-05-13 N N N 0.0005 50062334.50 50062334.50 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 2021-09-01 2022-05-19 2022-05-19 N N N 0.0008 353604615.32 353604615.32 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 2021-09-01 2022-07-06 2022-07-06 N N N 0.0008 688924272.96 688924272.96 0.0033 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-06-24 2022-06-24 N N N 0.0008 506696094.08 506696094.08 0.0025 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-06-17 2022-06-17 N N N 0.0008 500672225.00 500672225.00 0.0024 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-05-04 2022-05-04 N N N 0.0008 512810378.24 512810378.24 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 2021-09-01 2021-10-27 2021-10-27 N N N 0.0007 419171165.69 419171165.69 0.0020 N N N N Fannie Mae Fannie Mae, 0.34% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2021-10-04 2021-10-04 N N N 0.0010 4300962.99 4300962.99 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 2021-09-01 2021-10-25 2021-10-25 N N N 0.0007 607266982.88 607266982.88 0.0029 N N N N Fannie Mae Fannie Mae, 0.40% 3135G02L6 B1V7KEBTPIMZEU4LTD58 US3135G02L66 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2021-09-23 2021-09-23 N N N 0.0007 1489305468.35 1489305468.35 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.04% 313313LV8 US313313LV82 U.S. Government Agency Debt Y N/A N/A 2021-09-17 2021-09-17 2021-09-17 N N N 0.0004 8999840.07 8999840.07 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 9999611.10 9999611.10 0.0000 N N Y 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 29998600.20 29998600.20 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.06% 3133EHU84 US3133EHU840 U.S. Government Agency Debt Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N N N 0.0009 20085083.60 20085083.60 0.0001 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 2021-09-01 2022-01-07 2022-01-07 N N N 0.0006 236006485.28 236006485.28 0.0011 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 2021-09-01 2022-02-18 2022-02-18 N N N 0.0005 194015902.18 194015902.18 0.0009 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 2021-09-01 2021-12-30 2021-12-30 N N N 0.0008 96197700.82 96197700.82 0.0005 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 2021-09-01 2022-03-25 2022-03-25 N N N 0.0006 200021478.00 200021478.00 0.0010 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 2021-09-01 2022-03-08 2022-03-08 N N N 0.0005 123013192.98 123013192.98 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMMH2 US3133EMMH25 U.S. Government Agency Debt Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 N N N 0.0011 2499839.28 2499839.28 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMRS3 US3133EMRS35 U.S. Government Agency Debt Y N/A N/A 2022-08-24 2022-08-24 2022-08-24 N N N 0.0009 10498572.63 10498572.63 0.0001 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 2021-09-02 2021-09-02 2021-09-02 N N N 0.0007 194000269.66 194000269.66 0.0009 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 68998237.05 68998237.05 0.0003 N N Y 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 139992069.00 139992069.00 0.0007 N N Y 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 403974867.16 403974867.16 0.0020 N N Y 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 0.0007 301978367.74 301978367.74 0.0015 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 0.0007 689945814.30 689945814.30 0.0033 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 0.0008 65991084.06 65991084.06 0.0003 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 0.0008 293959807.26 293959807.26 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 0.0006 4312886.49 4312886.49 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 0.0004 88999911.00 88999911.00 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 0.0005 132999924.19 132999924.19 0.0006 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 0.0005 88999879.85 88999879.85 0.0004 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 0.0005 493999683.84 493999683.84 0.0024 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 0.0005 87996327.76 87996327.76 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 0.0008 34998116.65 34998116.65 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 0.0009 176982494.70 176982494.70 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 0.0008 87994610.88 87994610.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 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 0.0005 274973272.75 274973272.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 313385PT7 2549001DPIFGXC1TOL40 US313385PT77 U.S. Government Agency Debt Y N/A N/A 2021-11-26 2021-11-26 2021-11-26 N N N 0.0005 70991521.89 70991521.89 0.0003 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 0.0006 87996682.40 87996682.40 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 49993058.00 49993058.00 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 0.0010 292936360.40 292936360.40 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 0.0009 156972400.97 156972400.97 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 292941786.76 292941786.76 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 0.0007 71992967.76 71992967.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANRW2 2549001DPIFGXC1TOL40 US3130ANRW27 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0007 356971204.38 356971204.38 0.0017 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 2021-09-01 2021-10-12 2021-10-12 N N N 0.0005 216002164.32 216002164.32 0.0010 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 88999833.57 88999833.57 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 0.0003 89002629.95 89002629.95 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 0.0003 115003266.00 115003266.00 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 0.0006 228990240.02 228990240.02 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 0.0005 167997090.24 167997090.24 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 0.0009 186974294.98 186974294.98 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 49987732.00 49987732.00 0.0002 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 2021-09-01 2021-11-04 2021-11-04 N N N 0.0006 356008440.76 356008440.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALL69 2549001DPIFGXC1TOL40 US3130ALL696 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0003 270000272.70 270000272.70 0.0013 N N Y 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 0.0008 235994987.36 235994987.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALQ64 2549001DPIFGXC1TOL40 US3130ALQ646 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-15 2021-10-15 2021-10-15 N N N 0.0006 80999695.44 80999695.44 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 0.0007 36121535.28 36121535.28 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 0.0006 94417253.78 94417253.78 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 2021-09-01 2021-11-16 2021-11-16 N N N 0.0007 167759815.05 167759815.05 0.0008 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 0.0004 254007137.40 254007137.40 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 0.0004 88002708.64 88002708.64 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 2021-09-01 2022-12-08 2022-12-08 N N N 0.0009 1210369267.80 1210369267.80 0.0059 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 2021-09-01 2022-12-15 2022-12-15 N N N 0.0008 500164830.00 500164830.00 0.0024 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 2021-09-01 2022-05-17 2022-05-17 N N N 0.0009 108014977.44 108014977.44 0.0005 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 2021-09-01 2022-11-18 2022-11-18 N N N 0.0008 176810241.70 176810241.70 0.0009 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 2021-09-01 2022-05-12 2022-05-12 N N N 0.0008 798141333.78 798141333.78 0.0039 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 2021-09-01 2022-11-23 2022-11-23 N N N 0.0008 476162254.12 476162254.12 0.0023 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 2021-09-02 2022-12-02 2022-12-02 N N N 0.0008 352117483.52 352117483.52 0.0017 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 2021-09-01 2022-04-28 2022-04-28 N N N 0.0008 199041791.99 199041791.99 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 2021-09-01 2022-04-14 2022-04-14 N N N 0.0009 318062003.64 318062003.64 0.0015 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 2021-09-01 2021-11-26 2021-11-26 N N N 0.0006 525969934.18 525969934.18 0.0025 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 2021-09-01 2022-02-22 2022-02-22 N N N 0.0008 290964844.52 290964844.52 0.0014 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 2021-09-01 2022-02-28 2022-02-28 N N N 0.0008 351079968.33 351079968.33 0.0017 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 2021-09-01 2022-02-25 2022-02-25 N N N 0.0008 120026956.80 120026956.80 0.0006 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 2021-09-01 2021-09-01 2021-12-01 N N N 0.0000 109000000.00 109000000.00 0.0005 N Y Y 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 2021-09-01 2022-03-25 2022-03-25 N N N 0.0009 53761536.90 53761536.90 0.0003 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 2021-09-01 2022-03-30 2022-03-30 N N N 0.0009 54011837.34 54011837.34 0.0003 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 2021-09-01 2022-05-26 2022-05-26 N N N 0.0009 422067798.07 422067798.07 0.0020 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 2021-09-01 2022-08-12 2022-08-12 N N N 0.0008 305185360.70 305185360.70 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 2021-09-01 2022-09-15 2022-09-15 N N N 0.0008 176120410.40 176120410.40 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 2021-09-01 2022-09-16 2022-09-16 N N N 0.0008 143848076.31 143848076.31 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 2021-09-01 2022-02-10 2022-02-10 N N N 0.0008 166061587.66 166061587.66 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 0.0014 24196800.00 24196800.00 0.0001 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-08-18 2022-08-18 N N N 0.0007 261063503.42 261063503.42 0.0013 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-08-03 2022-08-03 N N N 0.0007 302190015.38 302190015.38 0.0015 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGQ5 S6XOOCT0IEG5ABCC6L87 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2021-12-10 2021-12-10 N N N 0.0011 516111982.32 516111982.32 0.0025 N N N N Freddie Mac Freddie Mac, 0.20% 3134GWAT3 S6XOOCT0IEG5ABCC6L87 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-01-18 2022-01-18 N N N 0.0011 826268780.40 826268780.40 0.0040 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-04-18 2022-04-18 N N N 0.0011 375137113.00 375137113.00 0.0018 N N N N Freddie Mac Freddie Mac, 0.23% 3134GVGV4 S6XOOCT0IEG5ABCC6L87 US3134GVGV47 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2021-12-13 2021-12-13 N N N 0.0010 533189310.94 533189310.94 0.0026 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-09-02 2022-06-02 2022-06-02 N N N 0.0006 50069147.00 50069147.00 0.0002 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2022-03-11 2022-03-11 N N N 0.0006 532536952.92 532536952.92 0.0026 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVMQ8 S6XOOCT0IEG5ABCC6L87 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-09-01 2021-10-22 2021-10-22 N N N 0.0009 694264032.30 694264032.30 0.0034 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IAE674000 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 2051-04-20 2051-04-20 3 - 3 6886282.00 6980336.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-10-01 2051-04-01 1.938 - 4.5 166721725.00 93411990.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2051-08-01 1.358 - 5.5 523255943.00 386148347.92 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 477000000.00 477000000.00 0.0023 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 8/31/2021 due 09/01/2021 B4TYDEB6GKMZO031MB27 IAE832000_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 - 5.25 5465058843.00 1157162848.58 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 1123712000.00 1123712000.00 0.0054 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IAC666000 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 2048-10-20 3 - 4.5 1440974998.00 363123530.53 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 356000000.00 356000000.00 0.0017 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IAD748000 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 175172307.00 181561261.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-03 2021-09-03 2021-09-03 N N N 0.0005 178000000.00 178000000.00 0.0009 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IAE685000 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 175171334.00 181560253.00 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0005 178000000.00 178000000.00 0.0009 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 2036-08-01 2051-06-01 1.649 - 1.95 62025.00 63413.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2051-08-20 3.5 - 3.5 85280524.00 90724303.54 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 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 HHH340000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2051-08-01 2051-09-01 2 - 3 26444332.00 28412087.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-05-20 2051-08-20 2.5 - 5.5 77757869.00 77341220.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2041-02-15 0.5 - 2.375 2285200.00 2374793.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2051-09-01 1.649 - 6 109250865.00 74472339.02 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0007 179000000.00 179000000.00 0.0009 N Y 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-05-01 2030-08-01 3 - 3 533876.00 185115.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-09-30 2041-02-15 0.25 - 1.875 5222300.00 5207509.27 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-04-20 2059-04-15 2.09 - 4.5 58397395.00 55938248.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-01 2051-08-01 1.649 - 4 23719844.00 11607149.63 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 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 0.0003 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 8/31/2021 due 09/01/2021 VJW2DOOHGDT6PR0ZRO63 IAE832000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank S6XOOCT0IEG5ABCC6L87 2021-10-04 2027-06-15 0.07 - 5.22 42087089.00 42330976.28 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-02 2028-11-16 0 - 5.375 26275822.00 27419668.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-25 2051-08-01 0.25 - 9 95026329.00 65423806.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-02 2051-08-15 0 - 7.5 680800351.00 681548280.80 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-10-01 2051-08-01 0.19 - 8 124894713.00 70413938.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-08-20 2 - 9 29171800.00 3153183.59 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 872822000.00 872822000.00 0.0042 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 8/31/2021 due 09/01/2021 8NAV47T0Y26Q87Y0QP81 IAE832000_00431 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 2027-06-30 2050-05-15 0.5 - 4.75 144887309.00 161955355.57 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-20 2051-05-20 2.5 - 4 483981605.00 307470646.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 2051-08-01 2 - 4.5 849873748.00 727064134.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-01 2051-07-01 2 - 4 266739639.00 221256667.73 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 1389294000.00 1389294000.00 0.0067 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HJG226000 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 2044-08-20 2050-12-20 2.5 - 4 498231567.00 122425478.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-11-01 2051-04-01 3 - 3.5 64583517.00 53119258.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 2051-05-01 2 - 5 149775991.00 96806081.83 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-02-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 267000000.00 267000000.00 0.0013 N N 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-25 2060-10-25 1.05 - 8.903 357274488.00 46861343.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-20 2063-10-20 2.5 - 5.962 34931507.00 13929173.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-15 2051-08-01 2 - 14.263 30205026.00 13225792.46 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0009 72000000.00 72000000.00 0.0003 N N N Y Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 8/31/2021 due 09/01/2021 E57ODZWZ7FF32TWEFA76 IAE832000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2047-05-15 0.125 - 3.625 289323090.00 313394772.35 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-09-15 2029-09-15 0 - 0 8739.00 7774.89 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-01-20 2050-07-20 2.5 - 7.5 920111.00 677732.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-04-08 2022-07-28 0.195 - 0.375 13733.00 13775.07 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-10-12 2036-07-15 0.125 - 5.625 1852279.00 1986441.68 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-05 2040-10-01 0 - 7.125 2767953.00 2724501.49 Agency Debentures and Agency Strips Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 312094000.00 312094000.00 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 2035-01-01 2035-01-01 1.678 - 1.678 2217.00 80.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2051-02-15 0.125 - 2.75 517037400.00 540742177.07 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2051-06-20 3 - 4.5 8130565.00 4321997.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-03-01 2037-03-01 1.787 - 1.787 1844.00 37.46 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N N N 0.0006 534000000.00 534000000.00 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 United States Treasury 254900HROIFWPRGM1V77 2021-12-28 2029-02-15 0 - 2.625 28866000.00 28913201.02 U.S. Treasuries (including strips) Resolution Funding Corp 5493006TKFPYISY2DS54 2022-07-15 2030-04-15 0 - 0 60571000.00 53441401.99 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2027-02-10 2027-02-10 0.83 - 0.83 7610000.00 7551746.72 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2065-09-15 0 - 5.98 982000.00 873899.49 Agency Debentures and Agency Strips Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2048-07-01 3.037 - 5 97706852.00 57021358.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-07-01 2.653 - 5 555697945.00 306099370.97 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2021-09-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 356000000.00 356000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 8/31/2021 due 09/01/2021 MBNUM2BPBDO7JBLYG310 IAE832000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2050-05-15 0 - 3.875 60516706.00 100514457.60 U.S. Treasuries (including strips) Federal Farm Credit Bank 2023-03-08 2023-03-08 2.65 - 2.65 6554.00 6883.64 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2051-07-01 1.5 - 5.5 372821407.00 341865952.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2051-07-01 1.5 - 5 39231744.00 36092178.98 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 468140000.00 468140000.00 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 8/31/2021 due 09/01/2021 1VUV7VQFKUOQSJ21A208 IAE832000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-12 2022-04-12 2.25 - 2.25 33844584.00 34582717.97 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-09-07 2051-08-15 0 - 8 883524243.00 922706774.11 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-08-01 2.375 - 5 143877602.00 78066533.83 Agency Debentures and Agency Strips Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 1014200000.00 1014200000.00 0.0049 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 8/31/2021 due 09/01/2021 ANGGYXNX0JLX3X63JN86 IAE832000_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 2021-09-30 2041-05-15 0.125 - 6 85414009.00 86123822.23 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 84435000.00 84435000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 IAD144000 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 2027-05-31 2027-05-31 0.5 - 0.5 86265100.00 84435661.41 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 143529300.00 150558312.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 49926.99 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 229000000.00 229000000.00 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 United States Treasury 254900HROIFWPRGM1V77 2021-09-28 2051-08-15 0 - 2 149868900.00 149086232.82 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2056-01-15 2056-01-15 3 - 3 231671042.00 222014024.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-01-16 2054-01-16 3.996 - 3.996 49987.00 86999.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 2051-04-01 2 - 3 174631330.00 175773825.29 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 534000000.00 534000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-05-20 2051-05-20 3.5 - 3.5 85123766.00 89760125.02 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 88000000.00 88000000.00 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 2033-04-15 2056-05-15 2 - 5.5 1747235881.00 1454533333.13 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 1426000000.00 1426000000.00 0.0069 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 8/31/2021 due 09/01/2021 CYYGQCGNHMHPSMRL3R97 IAE832000_03556 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 2040-10-20 2051-03-20 3.5 - 4 93631272.00 59051972.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 2057-02-01 2 - 3.54 83079886.00 79950639.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-11-01 2047-09-01 3 - 5.5 13733258.00 4270866.35 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 140464000.00 140464000.00 0.0007 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 8/31/2021 due 09/01/2021 KBVRJ5K57JZ3E2AVWX40 IAE832000_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 2021-09-09 2042-11-15 0 - 4.375 87430421.00 87548911.56 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 85832000.00 85832000.00 0.0004 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 8/31/2021 due 09/01/2021 ZBUT11V806EZRVTWT807 IAE832000_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 2021-10-31 2021-10-31 0.345 - 0.345 143430939.00 143538692.21 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 140724000.00 140724000.00 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 8/31/2021 due 09/01/2021 ZOMOLU8CGIZRYZ7PFU34 IAE832000_76664 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 2039-06-15 2051-06-20 2 - 5 537967611.00 69784715.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2051-08-01 2 - 4.5 298843036.00 107349659.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-12-15 2049-08-15 0.125 - 4.25 204543507.00 217239743.26 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-03-01 2058-01-01 2 - 4.5 802169034.00 477285342.25 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 854471000.00 854471000.00 0.0041 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HJG731000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2056-09-01 1.5 - 5.54 429728979.00 235630537.50 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-08 2021-10-08 2021-10-08 N N N 0.0007 231000000.00 231000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 HJJ741000 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 2035-06-01 2051-09-01 2 - 5 269860532.00 222717741.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-05-01 2051-08-01 2.5 - 3.5 51686992.00 49630201.72 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-18 2021-10-18 2021-10-18 N N N 0.0007 267000000.00 267000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IAB786000 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 2051-08-01 2 - 4.5 169210439.00 150495224.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-07-01 2051-08-01 1.92 - 3.5 31639615.00 31067952.97 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-22 2021-10-22 2021-10-22 N N N 0.0007 178000000.00 178000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IAE725000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2051-08-01 1.792 - 4.5 141456671.00 125763844.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-10-01 2051-06-01 2.5 - 4.5 61371964.00 55796508.74 Agency Mortgage-Backed Securities Y N/A N/A 2021-11-01 2021-11-01 2021-11-01 N N N 0.0007 178000000.00 178000000.00 0.0009 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 8/31/2021 due 09/01/2021 7TK5RJIZDFROZCA6XF66 IAE832000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2050-10-20 2 - 2 7644120.00 7230041.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2051-05-15 0 - 7.625 58298824.00 72675899.20 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 78036000.00 78036000.00 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-08-01 2051-08-01 2 - 4.5 46517052.00 48769588.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-04-01 2051-09-01 1.5 - 6.5 689872273.00 673391533.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 708000000.00 708000000.00 0.0034 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 8/31/2021 due 09/01/2021 OXTKY6Q8X53C9ILVV871 IAE832000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-09-07 2051-05-15 0 - 7.625 2051059745.00 2015088356.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-11-06 2051-03-01 0 - 2 25849983.00 25052745.70 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 33203620.00 29369187.55 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2042-12-15 0 - 4.65 10372457.00 12015451.99 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-09-22 2028-06-09 0 - 5.375 3619600.00 4101906.88 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-06-26 2044-03-09 0.2 - 3.61 6896832.00 7657742.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2051-06-01 0 - 6.25 74712446.00 73225759.89 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2119967000.00 2119967000.00 0.0103 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.05% OXTKY6Q8X53C9ILVV871 IAD174000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-15 2051-08-01 0 - 4 107185294.00 78410538.37 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-26 2031-05-15 0 - 2.75 112668800.00 114992003.95 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2069-08-20 2.5 - 5.5 152369865.00 67015527.78 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-12-20 2021-12-20 1.625 - 1.625 8150000.00 8214497.97 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 2051-08-01 0 - 7.5 302151591.00 199551333.62 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 459000000.00 459000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IAB901000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2051-02-15 0.125 - 2.375 308293800.00 329883824.66 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-08-20 2051-06-20 2 - 3.5 88916066.00 35442474.99 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2021-12-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 357000000.00 357000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 HDF084000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2050-08-15 0 - 3.125 3901472.00 4748966.42 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2050-03-01 3 - 3 116613852.00 29196527.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-15 2051-06-20 2 - 5 852296073.00 259055117.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2051-04-01 2 - 4 190371534.00 76385396.25 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2021-09-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 362000000.00 362000000.00 0.0018 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 8/31/2021 due 09/01/2021 549300QJJX6CVVUXLE15 IAE832000_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 2036-02-01 2051-04-01 2 - 4.5 43073899.00 36855747.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2051-08-01 2.5 - 3 44207948.00 26405317.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-09 2051-08-15 0 - 6.25 490613384.00 482326151.14 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-07-20 2 - 5 214650225.00 171027117.86 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 702321000.00 702321000.00 0.0034 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2051-08-01 1.5 - 6.5 251940469.00 188726458.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-11-01 1.897 - 7 928287235.00 544998649.24 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 719000000.00 719000000.00 0.0035 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HJG261000 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 2040-11-01 2058-08-01 2 - 4 142149586.00 122117909.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2051-05-01 2 - 5 151165965.00 59459907.95 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-03-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 178000000.00 178000000.00 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2026-09-01 3 - 3 251455.00 23697.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-01 2057-02-01 2 - 4.5 336811324.00 197877079.95 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 194000000.00 194000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHE711000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 2060-06-01 1.25 - 7.5 1429618343.00 606813662.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-06-01 2051-09-01 1.84 - 6.5 994310405.00 313217725.91 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-01-26 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 901000000.00 901000000.00 0.0044 N N Y N RBC Financial Group RBC Financial Group, 0.06% 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 2041-09-01 2057-02-01 2 - 4 445754137.00 275878246.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2051-04-01 2.5 - 5 263853391.00 91360921.13 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-01-27 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 360000000.00 360000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHG111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2060-06-01 1.897 - 4.5 679756782.00 436952479.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2051-07-01 1.748 - 4.5 624366127.00 296520812.04 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-01-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 719000000.00 719000000.00 0.0035 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHE215000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2057-02-01 2 - 4 255487044.00 174172118.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2051-05-01 2 - 3 10556161.00 9646879.36 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-07 2021-09-07 2022-01-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 180000000.00 180000000.00 0.0009 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 8/31/2021 due 09/01/2021 O2RNE8IBXP4R0TD8PU41 IAE832000_00925 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 2026-01-20 2051-06-20 1.875 - 6 104605577.00 107584149.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.593 - 4.5 25200189.00 7696319.93 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 85544212.00 75404424.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2051-07-01 2 - 6 35267015.00 19388228.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-02 2050-08-15 0 - 8 262709900.00 252580806.66 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 452867000.00 452867000.00 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 8/31/2021 due 09/01/2021 5U0XI89JRFVHWIBS4F54 IAE832000_10193 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 2040-06-20 2051-08-20 2.5 - 5 1984878403.00 700718663.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-09-30 2050-05-15 0.25 - 2.875 1483816804.00 1526938938.60 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-08-01 2 - 4 1588188985.00 937396145.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 862636483.00 248479285.61 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 3346296000.00 3346296000.00 0.0162 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 8/31/2021 due 09/01/2021 5U0XI89JRFVHWIBS4F54 IAE832000_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 4724584864.00 1778829327.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 1580357834.00 361028620.21 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2091169000.00 2091169000.00 0.0101 N Y 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 86185670.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 7750000.00 7776331.58 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-10-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0010 92000000.00 92000000.00 0.0004 N N Y N 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 34998425.18 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 2900000.00 2909853.11 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 2021-09-24 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0010 37000000.00 37000000.00 0.0002 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 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 554398000.00 125442608.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 8300000.00 8328200.27 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 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 HIH487000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 539806000.00 133138161.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 8700000.00 8729559.32 U.S. Treasuries (including strips) Y N/A N/A 2021-09-07 2021-09-07 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 TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IAE668000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-11-01 2051-08-01 1.5 - 8 1324996104.00 702967688.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-07-01 2050-07-01 3 - 3 263723914.00 198713564.30 Agency Mortgage-Backed Securities Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 884000000.00 884000000.00 0.0043 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 8/31/2021 due 09/01/2021 VYVVCKR63DVZZN70PB21 IAE832000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-02-01 2051-08-01 2 - 5 55044758.00 44975314.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2051-08-15 0.125 - 6.25 31771035.00 36641418.85 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 79697000.00 79697000.00 0.0004 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.06%, dated 8/31/2021 due 09/01/2021 VYVVCKR63DVZZN70PB21 IAE917000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-02-01 2051-08-01 2 - 5 17447840.00 14256074.80 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2051-08-15 0.125 - 6.25 10070641.00 11614433.70 U.S. Treasuries (including strips) Y N/A N/A 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 25262000.00 25262000.00 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 2021-09-07 2021-09-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 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% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.04% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 US64986M2U84 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 28000000.00 28000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.04% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 34955000.00 34955000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.06% (Saville Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD85 US64986MD853 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 54800000.00 54800000.00 0.0003 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% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 13500000.00 13500000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.06% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 20500000.00 20500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.04% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0004 15400000.00 15400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.05% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.05% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 10500000.00 10500000.00 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 2021-09-07 2021-09-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.05% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 16600000.00 16600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.05% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 17400000.00 17400000.00 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 2021-09-07 2021-09-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 49300000.00 49300000.00 0.0002 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.04% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-09-07 2021-09-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0004 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 2021-09-07 2021-09-07 2032-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0005 7805000.00 7805000.00 0.0000 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IAE801000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-09-07 2021-09-07 2021-09-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 807000000.00 807000000.00 0.0039 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 IAE817000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-09-07 2021-09-07 2021-09-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 646000000.00 646000000.00 0.0031 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IAE732000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-09-07 2021-09-07 2021-09-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 194000000.00 194000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2021-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer