0000278001-21-000032.txt : 20211007 0000278001-21-000032.hdr.sgml : 20211007 20211007094246 ACCESSION NUMBER: 0000278001-21-000032 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211007 DATE AS OF CHANGE: 20211007 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: 211311301 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 2021-09-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 33 74 153651343732.56 154228896716.34 153335699398.62 156645182167.44 179250675738.40 181118898931.56 183358596376.32 183477070564.17 0.7300 0.7300 0.7200 0.7400 0.8600 0.8600 0.8700 0.8700 622.15 209478974927.57 209469159144.77 2967147721.03 2265671123.63 210170636364.32 210130745465.05 1.0000 0.0007 1.0003 1.0003 1.0002 1.0002 C000019553 1.00 210170636364.32 210130745465.05 1.0003 1.0003 1.0002 1.0002 17348719107.38 16618342809.97 14117772671.41 12520197128.78 17505233073.02 16463129437.24 18035618878.22 17436914493.08 75223412588.13 71341024483.44 0.0001 Y Fidelity Investments, Transfer Agent and Management Fees, -46972226.55; ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IBH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2049-08-15 0.125 - 3.375 448987600.00 462074839.04 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 453000000.00 453000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IBH362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-13 2043-11-15 0 - 3.75 1113183500.00 1162659769.31 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 1139000000.00 1139000000.00 0.0054 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IBF471000 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 2048-11-15 0 - 3.375 79812300.00 82670547.65 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-12-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 81000000.00 81000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IBF469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-04 2049-11-15 0 - 3.875 81187700.00 82626508.83 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-11-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 81000000.00 81000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBB402000 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 2044-05-15 0.09 - 7.5 501713800.00 497770385.27 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 488000000.00 488000000.00 0.0023 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBC095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-10-31 2050-08-15 0.09 - 6.875 922664400.00 912952764.53 U.S. Treasuries (including strips) Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 895000000.00 895000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBC313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2021-11-26 2051-05-15 0 - 6.375 604761900.00 648307234.70 U.S. Treasuries (including strips) Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 635000000.00 635000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBD293000 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 2051-05-15 0 - 6.875 1281549300.00 1324595271.93 U.S. Treasuries (including strips) Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 1298000000.00 1298000000.00 0.0062 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBG874000 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 2051-05-15 0 - 6.375 1013337800.00 1079622123.27 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 1056000000.00 1056000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBD909000 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 2050-05-15 0.09 - 6.375 526796900.00 538566738.84 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 528000000.00 528000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBE545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2050-05-15 0.09 - 6.375 850640700.00 954906414.28 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 936000000.00 936000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBG446000 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 2049-08-15 0.09 - 6.875 524198200.00 539582252.25 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 529000000.00 529000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBF294000 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 2051-05-15 0.09 - 8 651038500.00 664792732.33 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 650000000.00 650000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBH358000 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 2050-08-15 0 - 8 794768900.00 830611161.84 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 814000000.00 814000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IBF888000 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 2050-11-15 0 - 8 894802700.00 955441840.37 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 936000000.00 936000000.00 0.0045 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.05% 2IGI19DL77OX0HC3ZE78 IAJ186000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2050-11-15 0.125 - 3.625 168941400.00 164425725.58 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 161000000.00 161000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.05% 2IGI19DL77OX0HC3ZE78 IAI036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2050-11-15 0.125 - 3.125 167583000.00 164484027.95 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 161000000.00 161000000.00 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 2050-08-15 0.125 - 3.625 78690500.00 82640425.84 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 2047-08-15 2050-02-15 2 - 3.375 428728200.00 499702626.47 U.S. Treasuries (including strips) Y N/A N/A 2021-10-04 2021-10-04 2021-10-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 485000000.00 485000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IBH389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2051-08-15 0.375 - 6.75 1448609500.00 1459901222.27 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 1431000000.00 1431000000.00 0.0068 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IBG463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2031-05-15 0.25 - 6.75 870493900.00 876183657.44 U.S. Treasuries (including strips) Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0005 859000000.00 859000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IBG908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2051-08-15 0.25 - 6.75 637413600.00 656907150.83 U.S. Treasuries (including strips) Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0005 644000000.00 644000000.00 0.0031 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IBH388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2051-08-15 0.25 - 6.75 319451300.00 328450688.20 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0005 322000000.00 322000000.00 0.0015 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 IBF302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2050-11-15 1.375 - 2.75 340300500.00 334753313.36 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 325000000.00 325000000.00 0.0015 N Y Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 IBH404000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2050-02-15 2 - 2.25 234506900.00 233810416.41 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0005 227000000.00 227000000.00 0.0011 N N Y N Credit AG Credit AG, 0.05% 1VUV7VQFKUOQSJ21A208 IAG900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2036-02-15 2051-08-15 1.25 - 4.75 350918500.00 427090199.19 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 416000000.00 416000000.00 0.0020 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IBH392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-05-15 2044-11-15 1.125 - 4.25 516452100.00 662413491.76 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 648000000.00 648000000.00 0.0031 N Y Y N DNB Bank ASA DNB Bank ASA, 0.05% 549300GKFG0RYRRQ1414 IBH381000 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 119376600.00 132710069.87 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 130000000.00 130000000.00 0.0006 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2050-11-15 0.25 - 3.75 66288489400.00 66477092348.09 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 66477000000.00 66477000000.00 0.3163 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IBH390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2028-08-31 1.125 - 2.375 285949900.00 294780069.83 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0006 289000000.00 289000000.00 0.0014 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05% IBH338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2023-06-30 0.125 - 2.625 640920000.00 664102344.65 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 651000000.00 651000000.00 0.0031 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 2022-10-31 2026-04-30 0.125 - 2.75 319430000.00 329548916.18 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 323000000.00 323000000.00 0.0015 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 2022-05-19 2026-08-31 0 - 1.375 976300900.00 976149570.40 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 957000000.00 957000000.00 0.0046 N Y 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 2022-07-31 2025-08-15 0.125 - 2 164615000.00 164238195.02 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 Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 HIH047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2040-08-15 0.125 - 2.5 155040800.00 165212207.29 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 Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IAH533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2040-08-15 0.125 - 2 165350600.00 165250947.61 U.S. Treasuries (including strips) Y N/A N/A 2022-01-10 2022-01-10 2022-01-10 N N N 0.0007 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBG942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-01-31 2.375 - 2.375 123359500.00 127488104.45 U.S. Treasuries (including strips) Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0007 125000000.00 125000000.00 0.0006 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBC679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 0.125 - 0.125 165124000.00 165209815.13 U.S. Treasuries (including strips) Y N/A N/A 2022-01-21 2022-01-21 2022-01-21 N N N 0.0007 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBD425000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2040-08-15 0.125 - 1.125 168981000.00 165191184.20 U.S. Treasuries (including strips) Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0007 162000000.00 162000000.00 0.0008 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 159873800.00 165227482.62 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 N 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 2043-08-15 0.125 - 3.625 100260800.00 99953881.98 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 2043-08-15 1.5 - 3.625 160178300.00 165217411.56 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 2043-08-15 1.625 - 3.625 158901200.00 164179824.28 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 134686200.00 165267239.61 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 2043-08-15 1.5 - 3.625 271837700.00 282554787.23 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0008 277000000.00 277000000.00 0.0013 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IBH382000 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 535862000.00 579903158.13 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 568000000.00 568000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IBH346000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2041-08-15 0.125 - 3.125 1709007800.00 1755223349.49 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 1721000000.00 1721000000.00 0.0082 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.06% U7M81AY481YLIOR75625 IBG587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2041-05-15 2 - 2.875 508052900.00 540647118.99 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-29 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 530000000.00 530000000.00 0.0025 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 2021-10-07 2050-05-15 0 - 5.375 88405500.00 82626422.65 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 2050-05-15 0 - 7.125 489803800.00 494265327.03 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 2021-10-07 2050-08-15 0 - 4.5 162021700.00 164728240.90 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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, 0.08% 5493007VSMFZCPV1NB83 HIA735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 2058200.00 2639424.70 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 232044300.00 245266417.77 U.S. Treasuries (including strips) Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0008 243000000.00 243000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 HIB098000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 1524700.00 1955267.15 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 185398300.00 195959978.95 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 157925800.00 162389946.16 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 1449600.00 1858959.31 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 2025-06-30 2027-05-15 1.5 - 2.75 155511000.00 164360903.18 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 699600.00 897163.31 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 1075800.00 1379600.18 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 155061100.00 163876287.36 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 542800.00 696083.82 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 123845100.00 130896226.83 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 2026-08-15 2026-08-15 6.75 - 6.75 1081800.00 1387294.55 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 230945600.00 237312990.78 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 273200.00 350350.22 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 152530800.00 164903273.48 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 Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IAF311000 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 75218300.00 81066896.10 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 419900.00 538477.52 U.S. Treasuries (including strips) Y N/A N/A 2021-12-01 2021-12-01 2021-12-01 N N N 0.0008 80000000.00 80000000.00 0.0004 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IBB449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-20 2051-05-15 0 - 7.25 315961100.00 331536107.12 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-12-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 325000000.00 325000000.00 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.05% ES7IP3U3RHIGC71XBU11 IAH615000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2025-08-15 2 - 2.625 51038300.00 52021685.62 U.S. Treasuries (including strips) Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 6 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 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 2025-08-15 2 - 2.75 157806300.00 168308960.74 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 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 2025-08-15 2 - 2.625 138682000.00 147907874.07 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 IAA939000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2025-08-15 2 - 2.75 138589000.00 147907710.25 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 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 2025-08-15 2 - 2.5 160500900.00 168308712.62 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.05% 6PJDTY319315T5LR2241 IBH351000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2051-02-15 0.125 - 5.375 735894000.00 786760423.08 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 770000000.00 770000000.00 0.0037 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IBH399000 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 2051-05-15 0 - 7.125 314759500.00 325980297.56 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0005 319000000.00 319000000.00 0.0015 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IBH369000 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 2030-11-15 0.125 - 2.5 320765900.00 324360492.70 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 318000000.00 318000000.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 9127964V8 US9127964V80 U.S. Treasury Debt Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0003 260998368.75 260998368.75 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796M30 US912796M309 U.S. Treasury Debt Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0003 1902983291.66 1902983291.66 0.0091 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 1147338074.82 1147338074.82 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796J59 US912796J594 U.S. Treasury Debt Y N/A N/A 2021-12-09 2021-12-09 2021-12-09 N N N 0.0003 210988540.59 210988540.59 0.0010 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 2049964125.00 2049964125.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796N62 US912796N620 U.S. Treasury Debt Y N/A N/A 2021-11-16 2021-11-16 2021-11-16 N N N 0.0004 25998587.94 25998587.94 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796H77 US912796H770 U.S. Treasury Debt Y N/A N/A 2021-11-26 2021-11-26 2021-11-26 N N N 0.0004 1271025856.74 1271025856.74 0.0060 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 2052860046.99 2052860046.99 0.0098 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 244484488.92 244484488.92 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796J75 US912796J750 U.S. Treasury Debt Y N/A N/A 2021-12-23 2021-12-23 2021-12-23 N N N 0.0004 833929493.64 833929493.64 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796P86 US912796P864 U.S. Treasury Debt Y N/A N/A 2021-12-28 2021-12-28 2021-12-28 N N N 0.0004 88991297.58 88991297.58 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796A90 US912796A908 U.S. Treasury Debt Y N/A N/A 2021-12-30 2021-12-30 2021-12-30 N N N 0.0004 1470252960.00 1470252960.00 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796K81 US912796K816 U.S. Treasury Debt Y N/A N/A 2022-01-20 2022-01-20 2022-01-20 N N N 0.0004 77990980.86 77990980.86 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796L98 US912796L988 U.S. Treasury Debt Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0004 214960022.90 214960022.90 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796H51 US912796H515 U.S. Treasury Debt Y N/A N/A 2021-11-12 2021-11-12 2021-11-12 N N N 0.0005 1185930820.62 1185930820.62 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796C31 US912796C318 U.S. Treasury Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0005 38994215.52 38994215.52 0.0002 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 249958767.50 249958767.50 0.0012 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 98983665.00 98983665.00 0.0005 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 61988629.20 61988629.20 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796N21 US912796N216 U.S. Treasury Debt Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0005 1249724562.50 1249724562.50 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796F38 US912796F386 U.S. Treasury Debt Y N/A N/A 2022-03-24 2022-03-24 2022-03-24 N N N 0.0005 69983929.40 69983929.40 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796M55 US912796M556 U.S. Treasury Debt Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0006 2080914491.71 2080914491.71 0.0099 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 89995322.70 89995322.70 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796N54 US912796N547 U.S. Treasury Debt Y N/A N/A 2021-11-09 2021-11-09 2021-11-09 N N N 0.0006 1079934184.80 1079934184.80 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796N39 US912796N398 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0006 67164421.89 67164421.89 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796M48 US912796M481 U.S. Treasury Debt Y N/A N/A 2021-10-19 2021-10-19 2021-10-19 N N N 0.0007 1331824545.40 1331824545.40 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 9127964W6 US9127964W63 U.S. Treasury Debt Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0007 2281838365.94 2281838365.94 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0007 744585698.05 744585698.05 0.0035 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 292115161.17 292115161.17 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796G60 US912796G608 U.S. Treasury Debt Y N/A N/A 2021-10-21 2021-10-21 2021-10-21 N N N 0.0008 973957523.86 973957523.86 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0008 1141760701.88 1141760701.88 0.0054 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 0.0022 225290277.45 225290277.45 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.03% 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 0.0008 274040000.00 274040000.00 0.0013 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 0.0012 815298700.54 815298700.54 0.0039 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 0.0007 487340503.30 487340503.30 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.06% 912828YZ7 254900HROIFWPRGM1V77 US912828YZ72 U.S. Treasury Debt Y N/A N/A 2021-12-31 2021-12-31 2021-12-31 N N N 0.0007 1019625777.03 1019625777.03 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.07% 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0006 132928125.00 132928125.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.04% to 0.05% 912828ZA1 254900HROIFWPRGM1V77 US912828ZA13 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0008 1739577500.00 1739577500.00 0.0083 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 0.0024 1411518880.20 1411518880.20 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.12% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y N/A N/A 2021-10-31 2021-10-31 2021-10-31 N N N 0.0010 1477068798.94 1477068798.94 0.0070 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 0.0012 719136364.24 719136364.24 0.0034 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 0.0010 751729558.95 751729558.95 0.0036 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 0.0010 108256394.16 108256394.16 0.0005 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 0.0009 381053721.00 381053721.00 0.0018 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 0.0008 1243932768.43 1243932768.43 0.0059 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 0.0008 163860551.98 163860551.98 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 0.0007 2299748445.28 2299748445.28 0.0109 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 0.0007 630420261.12 630420261.12 0.0030 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 0.0006 392881699.23 392881699.23 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 0.0006 179627030.36 179627030.36 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.07% 912828SF8 254900HROIFWPRGM1V77 US912828SF82 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0006 498596481.90 498596481.90 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.07% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y N/A N/A 2022-03-15 2022-03-15 2022-03-15 N N N 0.0006 389270516.25 389270516.25 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 268389845.08 268389845.08 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.07% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0006 285387812.50 285387812.50 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 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 0.0007 1118541248.48 1118541248.48 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.08% 912828WZ9 254900HROIFWPRGM1V77 US912828WZ90 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0007 614971056.21 614971056.21 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.08% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0007 253647266.88 253647266.88 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2021-10-01 2023-07-31 2023-07-31 N N N 0.0006 5491155010.93 5491155010.93 0.0261 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 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 0.0009 2281774517.75 2281774517.75 0.0109 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 0.0006 216950015.52 216950015.52 0.0010 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 0.0006 410470619.52 410470619.52 0.0020 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 0.0006 89139062.50 89139062.50 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.08% 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0007 215067187.50 215067187.50 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2021-10-01 2023-04-30 2023-04-30 N N N 0.0006 488090821.68 488090821.68 0.0023 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 0.0008 275075196.00 275075196.00 0.0013 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 228648437.50 228648437.50 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0009 952289848.44 952289848.44 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0008 47014687.50 47014687.50 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0009 1816496250.00 1816496250.00 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 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 0.0010 393092111.34 393092111.34 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0009 207044063.52 207044063.52 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 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 1350570787.92 1350570787.92 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2021-10-01 2023-01-31 2023-01-31 N N N 0.0005 477030374.20 477030374.20 0.0023 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 339004295.20 339004295.20 0.0016 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 0.0009 98303437.50 98303437.50 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.09% 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 278495312.50 278495312.50 0.0013 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 0.0009 574973437.50 574973437.50 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2021-10-01 2022-07-31 2022-07-31 N N N 0.0004 1043465188.43 1043465188.43 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2021-10-01 2022-10-31 2022-10-31 N N N 0.0005 103045852.51 103045852.51 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0011 414463986.42 414463986.42 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.19% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2021-10-01 2022-01-31 2022-01-31 N N N 0.0003 1375712868.75 1375712868.75 0.0065 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.34% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2021-10-01 2021-10-31 2021-10-31 N N N 0.0011 2696416723.15 2696416723.15 0.0128 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IBH355000 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 6879626.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2051-08-01 1.349 - 5.5 523042430.00 377945236.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-10-01 2051-04-01 1.943 - 4.5 166734651.00 88993767.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2024-03-31 0.125 - 2.25 17364900.00 17822125.85 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 482000000.00 482000000.00 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 9/30/2021 due 10/01/2021 B4TYDEB6GKMZO031MB27 IBH594000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 2.5 - 5.25 5971473389.00 1237125684.49 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 1201775000.00 1201775000.00 0.0057 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IBF266000 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 71717190.00 73440714.90 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 72000000.00 72000000.00 0.0003 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IBG858000 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 89645864.00 91800255.14 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0005 90000000.00 90000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IAG893000 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 2027-01-01 2051-08-01 2 - 3 54689168.00 50841645.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-12-15 2061-10-15 2 - 4 77469771.00 75643413.74 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2022-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 124000000.00 124000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IAJ629000 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 2024-02-01 2051-09-01 1.5 - 3.5 29744831.00 28332578.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-12-15 2051-09-20 2.36 - 3 4698328.00 4883727.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-09-01 2051-09-01 2 - 4.5 74149528.00 57566191.42 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-12-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 89000000.00 89000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IAF310000 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 2022-11-01 2051-10-01 1.9 - 3.99 30033617.00 30965527.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-15 2061-09-15 1.43 - 3.5 9313794.00 9723231.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2051-09-01 1.5 - 4.5 246831748.00 139859515.45 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-12-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 177000000.00 177000000.00 0.0008 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 9/30/2021 due 10/01/2021 VJW2DOOHGDT6PR0ZRO63 IBH594000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-07 2051-10-01 0.25 - 9 200532238.00 171337668.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2021-11-02 2027-06-15 0.07 - 5.25 51254271.00 51322037.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2051-10-01 0.125 - 8 82709910.00 65547984.96 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-10-08 2026-09-30 0 - 3.375 136612698.00 137350309.21 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-10-05 2051-08-15 0 - 7.5 403209132.00 409812786.76 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-09-20 1.5 - 9 87626585.00 62807212.24 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 880476000.00 880476000.00 0.0042 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 9/30/2021 due 10/01/2021 8NAV47T0Y26Q87Y0QP81 IBH594000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2071-08-20 1.143 - 5.256 40336500.00 36138347.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-01 2051-07-01 1.5 - 5 208400381.00 120988336.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-11-15 2050-08-15 0.875 - 8 167026381.00 176585592.01 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-01 2060-09-01 1.5 - 7 1386785413.00 1069646744.22 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 1375608000.00 1375608000.00 0.0065 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 Federal Farm Credit Bank 2050-02-03 2050-02-03 2.76 - 2.76 1000.00 1034.79 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-11-01 2051-05-01 2 - 7 145646329.00 83980850.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 2051-05-01 2 - 5 96370301.00 69456609.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2051-08-20 2.5 - 5 198326535.00 116471445.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2048-11-15 0.125 - 4.375 2325620.00 2470033.86 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-09-15 2063-10-20 2 - 4.634 35440036.00 13242904.56 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2048-11-15 0.125 - 3.375 12120900.00 11915833.70 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-15 2051-08-01 2 - 6.5 55108129.00 20733436.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-25 2060-10-25 1.05 - 6.164 311330902.00 28098256.23 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-10-26 2021-10-26 2021-10-26 N N N 0.0009 72000000.00 72000000.00 0.0003 N N N Y 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-12-01 2029-09-15 0 - 6.75 3621000.00 4533911.74 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 53125000.00 46051035.73 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2030-03-15 2065-09-15 0 - 4.625 3538000.00 1891064.25 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-03-20 2045-03-20 4 - 4 2595.00 1737.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-27 2029-05-15 0.23 - 6.25 864000.00 889219.85 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-10-05 2051-02-15 0 - 7.625 421812200.00 498156773.86 U.S. Treasuries (including strips) Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0006 539000000.00 539000000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2021-10-15 2051-08-01 0.25 - 4 21508811.00 421433.40 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-01-15 8.625 - 8.625 40000.00 63236.07 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-28 2022-09-28 0.07 - 0.07 1360000.00 1359136.25 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2050-08-15 0 - 6.875 50321200.00 67109537.60 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2048-01-15 2048-01-15 4.875 - 4.875 111000.00 160053.59 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-10-20 2033-04-21 0.09 - 2.53 11700000.00 11641518.66 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-07 2051-08-01 0.25 - 6.25 10915354.00 11542858.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-15 2062-11-15 2.5 - 4.5 30242.00 14623.95 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N N N 0.0006 90000000.00 90000000.00 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 United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2023-04-15 0.625 - 0.625 800.00 922.14 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2071-08-20 0.465 - 4 388923309.00 366180948.85 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-05 2021-10-05 2021-10-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 359000000.00 359000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 9/30/2021 due 10/01/2021 MBNUM2BPBDO7JBLYG310 IBH594000_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 2028-01-15 2028-01-15 0.5 - 0.5 7578364.00 9390207.72 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-09-20 1.5 - 4.5 450547924.00 473446344.66 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 473279000.00 473279000.00 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 9/30/2021 due 10/01/2021 1VUV7VQFKUOQSJ21A208 IBH594000_02102 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 2051-08-20 2 - 3 139611802.00 138262445.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2028-09-30 0.125 - 3 677691751.00 684324864.76 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 806457000.00 806457000.00 0.0038 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IBH469000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-10-12 2021-10-12 3 - 3 6780000.00 6881042.34 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2051-02-15 0.125 - 2.5 151641100.00 177421818.96 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 179000000.00 179000000.00 0.0009 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2056-01-15 3 - 3.75 789020348.00 643750894.40 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 625000000.00 625000000.00 0.0030 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 2034-03-20 2051-05-20 2 - 5 88531593.00 90780126.09 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 89000000.00 89000000.00 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-01-01 2051-09-01 2.5 - 4.5 236561936.00 211444777.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-11-30 2041-08-15 0 - 7.125 530343300.00 536107323.43 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-05-15 2057-01-15 1.99 - 5 258596105.00 241833997.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-11-01 2051-03-01 2 - 4.5 532052616.00 475336139.53 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0005 1436000000.00 1436000000.00 0.0068 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 9/30/2021 due 10/01/2021 CYYGQCGNHMHPSMRL3R97 IBH594000_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 2042-11-20 2051-08-20 2 - 5 191276998.00 76364380.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-04-01 2044-07-01 2.148 - 4 955931.00 180872.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-01 2051-09-01 1.96 - 4 96868567.00 87572222.48 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 585329.00 506673.50 Agency Debentures and Agency Strips Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 161396000.00 161396000.00 0.0008 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 9/30/2021 due 10/01/2021 ZBUT11V806EZRVTWT807 IBH594000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2025-08-31 0.25 - 2.25 244315746.00 250762294.88 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 245845000.00 245845000.00 0.0012 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 9/30/2021 due 10/01/2021 ZOMOLU8CGIZRYZ7PFU34 IBH594000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 2051-09-01 2.5 - 4.5 769725272.00 518267803.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2051-08-20 2.5 - 2.5 134325086.00 137876600.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-01 2051-09-01 2 - 3 348088238.00 286286466.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2051-02-15 0.125 - 4.75 176741083.00 194718430.66 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 1114548000.00 1114548000.00 0.0053 N Y Y N 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-05-20 2051-05-20 2 - 2 5832475.00 5805602.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-11-01 2051-09-01 2 - 5 250829821.00 175765342.22 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0007 178000000.00 178000000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IAH400000 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 2047-03-01 2051-09-01 2 - 3.5 40078821.00 31336921.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2051-10-01 1.809 - 6 341222365.00 205314121.85 Agency Mortgage-Backed Securities Y N/A N/A 2021-11-08 2021-11-08 2021-11-08 N N N 0.0007 232000000.00 232000000.00 0.0011 N N N N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IBA239000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-06-01 2051-10-01 1.8 - 5.5 413875680.00 211831911.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-09-01 2051-10-01 2.124 - 5 142650931.00 61537124.49 Agency Mortgage-Backed Securities Y N/A N/A 2021-11-12 2021-11-12 2021-11-12 N N N 0.0007 268000000.00 268000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IBD336000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 2051-08-01 2 - 4.5 204609045.00 163052211.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-06-01 2050-11-01 2 - 5.5 28323406.00 14618961.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-05-20 2051-05-20 2 - 2 4935116.00 4912377.65 Agency Mortgage-Backed Securities Y N/A N/A 2021-11-22 2021-11-22 2021-11-22 N N N 0.0007 179000000.00 179000000.00 0.0009 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 9/30/2021 due 10/01/2021 7TK5RJIZDFROZCA6XF66 IBH594000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-07-01 2051-09-01 1.5 - 7 204457493.00 91457407.15 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 89664000.00 89664000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 9/30/2021 due 10/01/2021 OXTKY6Q8X53C9ILVV871 IBH594000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 2022-06-24 2022-08-30 0.05 - 0.4 91641599.00 91617119.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2051-10-01 0.25 - 4.5 335055811.00 119537090.80 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-14 2051-05-15 0 - 2.875 1397260603.00 1408494780.47 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-12-01 2060-09-01 0.5 - 9 4279357489.00 684040613.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-10-20 2068-07-20 2 - 5.5 106139541.00 51746103.73 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-08-12 2025-04-14 0.125 - 0.5 13219564.00 13196660.05 Agency Debentures and Agency Strips Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 2322176000.00 2322176000.00 0.0110 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.05% OXTKY6Q8X53C9ILVV871 IBH400000 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 2051-09-20 2.5 - 3 8509900.00 8889650.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2024-07-31 1.75 - 2.75 247831000.00 259336403.03 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-09-01 2.5 - 4 55968300.00 58559971.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-03-01 2051-09-01 2.5 - 3.5 136172600.00 142271586.56 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-08-15 2024-08-15 5.375 - 5.375 125000.00 143121.47 Agency Debentures and Agency Strips Y N/A N/A 2021-10-07 2021-10-07 2021-10-07 N N N 0.0005 460000000.00 460000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IBC163000 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 2040-09-01 2051-04-01 2 - 5 61095429.00 59388160.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2050-02-15 0 - 6.125 1209882.00 1286375.87 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2051-09-20 2 - 4.5 729937083.00 303480830.71 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-12-20 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, 0.05% 549300QJJX6CVVUXLE15 IAG888000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-12-01 2051-07-01 2.5 - 3 42473027.00 42656926.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 2051-04-01 2 - 2 16953746.00 16481498.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2049-05-15 0 - 6.125 314600.00 362459.84 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-12-15 2051-05-20 2 - 4.5 352910184.00 122069711.16 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-12-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 178000000.00 178000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IBC112000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2051-07-01 2.5 - 3 128594108.00 33644381.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2051-04-01 1.875 - 5 338928681.00 215706573.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2049-02-15 0 - 6 1095412.00 1090128.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-11-20 2051-06-20 2 - 4.5 495180784.00 235092746.57 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-12-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 476000000.00 476000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IAI657000 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 2024-07-15 2050-05-15 0 - 6 8077470.00 10061134.70 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2051-09-01 2.5 - 2.5 1788733.00 1828183.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-09-20 2 - 5 702528706.00 333095278.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-08-01 2048-02-01 3.5 - 5 26812303.00 17223191.32 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-12-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 355000000.00 355000000.00 0.0017 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-09-01 2.5 - 3 209819136.00 208970979.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-12-20 2051-09-20 2 - 4.5 468299552.00 151841850.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2050-02-15 0 - 6 3438587.00 3378488.87 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 2050-01-01 3 - 3 1072.00 746.69 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 9/30/2021 due 10/01/2021 549300QJJX6CVVUXLE15 IBH594000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-12-20 2060-06-15 1.5 - 6 34929842.00 22745439.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2056-06-01 1.805 - 6 230319533.00 116847661.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2050-05-15 0 - 4.375 182.00 163.77 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-10-01 2051-10-01 2 - 6 66717195.00 43322589.83 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 179329000.00 179329000.00 0.0009 N Y 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 2027-03-01 2056-07-01 1.25 - 5 1169112869.00 687237143.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-15 2051-10-01 1.84 - 4.5 366191747.00 232364284.46 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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 0.0043 N N 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 2023-12-15 2051-10-01 1.5 - 6.5 219145993.00 180985371.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2059-11-01 2 - 7 965067781.00 552755279.07 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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 0.0034 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 2024-11-01 2060-06-01 1.8 - 5.5 1029350261.00 468768145.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2051-10-01 1.748 - 6.5 951833894.00 265015117.46 Agency Collateralized Mortgage Obligation Y N/A N/A 2021-10-07 2021-10-07 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 0.0034 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 2032-11-01 2057-02-01 2 - 5 489140108.00 303058051.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2051-10-01 2 - 5 192348560.00 64199476.40 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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 HHH197000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-11-01 2059-08-01 2 - 4.5 336102307.00 192198497.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2051-10-01 2 - 4.5 9750625.00 5712173.51 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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 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 2032-11-01 2058-08-01 2 - 5 268239584.00 146742082.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2051-10-01 2 - 5 127085633.00 34836810.64 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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 0.0008 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 2032-11-01 2057-02-01 2 - 5 257593000.00 173149536.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-03-01 2051-10-01 2 - 4.5 11987325.00 10668721.29 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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 9/30/2021 due 10/01/2021 O2RNE8IBXP4R0TD8PU41 IBH594000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 58489311.00 50723188.16 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2057-02-01 1.556 - 4.5 9721228.00 4541327.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-01-20 2051-06-20 1.875 - 6 160449211.00 117340077.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2051-07-01 2 - 6 37604336.00 19978948.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-10-07 2051-05-15 0 - 7.625 339504089.00 349596727.11 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 530735000.00 530735000.00 0.0025 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 9/30/2021 due 10/01/2021 5U0XI89JRFVHWIBS4F54 IBH594000_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 1744172286.00 642157674.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 842021727.00 231404781.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2028-07-31 0.25 - 2.875 1486834155.00 1519137311.63 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-09-01 2 - 4 1625557200.00 928688747.37 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 3256258000.00 3256258000.00 0.0155 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 9/30/2021 due 10/01/2021 5U0XI89JRFVHWIBS4F54 IBH594000_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 4780123334.00 1707080229.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 1772061623.00 384818817.01 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 2050878000.00 2050878000.00 0.0098 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 5493006GGLR4BTEL8O61 IBE108000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 150000.00 150234.90 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 3 - 3 183051000.00 54972318.02 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 2021-12-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0009 54000000.00 54000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 5493006GGLR4BTEL8O61 HHF673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2047-07-01 3 - 3.5 338241000.00 82197562.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 11650000.00 11668243.90 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0010 92000000.00 92000000.00 0.0004 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.10% 5493006GGLR4BTEL8O61 HIB145000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 2049-07-01 3.5 - 4 554398000.00 116868104.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 16800000.00 16826308.80 U.S. Treasuries (including strips) Y N/A N/A 2021-10-07 2021-10-07 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 United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 16900000.00 16926465.40 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 539806000.00 124879112.85 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-07 2021-10-07 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 IBH371000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2051-09-01 2 - 2.5 900066502.00 910861265.58 Agency Mortgage-Backed Securities Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 893000000.00 893000000.00 0.0042 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 9/30/2021 due 10/01/2021 VYVVCKR63DVZZN70PB21 IBH594000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.98 2899497.00 3371561.09 Agency Debentures and Agency Strips FREMF MTG TR 2013-K30 B 20450625 FLT 2045-06-25 2045-06-25 3.667 - 3.667 1007252.00 1055612.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2022-07-25 2052-08-25 0.125 - 4.397 14454629.00 14626823.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2015-K51 B 20481025 FLT 2048-10-25 2048-10-25 4.088 - 4.088 822839.00 899312.72 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2021-11-01 2049-10-15 0.17 - 3.83 24060972.00 23978684.79 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-08-15 2050-07-15 2.5 - 7.5 405344267.00 3859630.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2051-02-15 1.875 - 4.75 27589925.00 34573670.21 U.S. Treasuries (including strips) Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 80574000.00 80574000.00 0.0004 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.06%, dated 9/30/2021 due 10/01/2021 VYVVCKR63DVZZN70PB21 IBH654000_08395 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 2027-08-15 2050-07-15 2.5 - 7.5 125923651.00 1199027.26 Agency Mortgage-Backed Securities FREMF MTG TR 2015-K51 B 20481025 FLT 2048-10-25 2048-10-25 4.088 - 4.088 255622.00 279379.16 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2051-02-15 1.875 - 4.75 8571046.00 10740605.39 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2022-07-25 2052-08-25 0.125 - 4.397 4490454.00 4543947.51 Agency Collateralized Mortgage Obligation FREMF MTG TR 2013-K30 B 20450625 FLT 2045-06-25 2045-06-25 3.667 - 3.667 312911.00 327934.87 Agency Collateralized Mortgage Obligation Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.98 900756.00 1047404.20 Agency Debentures and Agency Strips Federal Farm Credit Bank 2021-11-01 2049-10-15 0.17 - 3.83 7474746.00 7449182.85 Agency Debentures and Agency Strips Y N/A N/A 2021-10-01 2021-10-01 2021-10-01 N N N 0.0006 25031000.00 25031000.00 0.0001 N Y Y N Fannie Mae Fannie Mae, 0.05% 3135G0U92 B1V7KEBTPIMZEU4LTD58 US3135G0U920 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-11 2022-01-11 2022-01-11 N N N 0.0016 22208366.82 22208366.82 0.0001 N N N N Fannie Mae Fannie Mae, 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-07-29 2022-07-29 N N N 0.0009 143990149.03 143990149.03 0.0007 N N N N Fannie Mae Fannie Mae, 0.20% 3135G0Z97 B1V7KEBTPIMZEU4LTD58 US3135G0Z978 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2021-12-10 2021-12-10 N N N 0.0008 681064015.19 681064015.19 0.0032 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-03-11 2022-03-11 N N N 0.0008 681334373.35 681334373.35 0.0032 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-03-09 2022-03-09 N N N 0.0005 321142882.79 321142882.79 0.0015 N N N N Fannie Mae Fannie Mae, 0.23% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-05-13 2022-05-13 N N N 0.0005 50055021.00 50055021.00 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 2021-10-01 2022-05-19 2022-05-19 N N N 0.0008 353558236.63 353558236.63 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 2021-10-01 2022-07-06 2022-07-06 N N N 0.0008 688834537.12 688834537.12 0.0033 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-06-17 2022-06-17 N N N 0.0008 500601965.00 500601965.00 0.0024 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-06-24 2022-06-24 N N N 0.0008 506625046.62 506625046.62 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 2021-10-01 2022-05-04 2022-05-04 N N N 0.0008 512711833.60 512711833.60 0.0024 N N N N Fannie Mae Fannie Mae, 0.33% 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2021-10-27 2021-10-27 N N N 0.0007 419079480.11 419079480.11 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 2021-10-04 2021-10-04 2021-10-04 N N N 0.0015 4300087.55 4300087.55 0.0000 N N Y N Fannie Mae Fannie Mae, 0.36% 3135G03T8 B1V7KEBTPIMZEU4LTD58 US3135G03T83 0000310522 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2021-10-25 2021-10-25 N N N 0.0007 607118680.64 607118680.64 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y N/A N/A 2021-10-06 2021-10-06 2021-10-06 N N N 0.0002 9999972.20 9999972.20 0.0000 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.02% 313313MX3 US313313MX30 U.S. Government Agency Debt Y N/A N/A 2021-10-13 2021-10-13 2021-10-13 N N N 0.0002 29999799.90 29999799.90 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 0.0012 20053575.00 20053575.00 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 2021-10-01 2022-01-07 2022-01-07 N N N 0.0006 236004958.36 236004958.36 0.0011 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 2021-10-01 2021-12-30 2021-12-30 N N N 0.0008 96198280.91 96198280.91 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-02-18 2022-02-18 N N N 0.0005 194013085.30 194013085.30 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EM6R8 US3133EM6R85 U.S. Government Agency Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0009 117976459.00 117976459.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMHP0 US3133EMHP06 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-03-25 2022-03-25 N N N 0.0006 200018328.00 200018328.00 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 2021-10-01 2022-03-08 2022-03-08 N N N 0.0005 123011083.53 123011083.53 0.0006 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 10498635.32 10498635.32 0.0000 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 0.0015 34996762.50 34996762.50 0.0002 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 0.0015 87990738.00 87990738.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AN5S5 2549001DPIFGXC1TOL40 US3130AN5S53 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-06 2021-12-06 2021-12-06 N N N 0.0013 87987239.12 87987239.12 0.0004 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 292955812.67 292955812.67 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130ANFH8 2549001DPIFGXC1TOL40 US3130ANFH87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-25 2022-01-25 2022-01-25 N N N 0.0010 156976022.96 156976022.96 0.0007 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 292954122.06 292954122.06 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 0.0010 71988586.56 71988586.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% to 0.06% 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 463959014.88 463959014.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP3Q6 2549001DPIFGXC1TOL40 US3130AP3Q60 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0004 232003373.28 232003373.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP6H3 2549001DPIFGXC1TOL40 US3130AP6H35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0007 231974670.24 231974670.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP7F6 2549001DPIFGXC1TOL40 US3130AP7F69 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0008 231948210.64 231948210.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP3T0 2549001DPIFGXC1TOL40 US3130AP3T00 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0008 87986330.96 87986330.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP6C4 2549001DPIFGXC1TOL40 US3130AP6C48 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0008 176972908.38 176972908.38 0.0008 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 2021-10-01 2021-10-12 2021-10-12 N N N 0.0005 216000581.04 216000581.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APA54 2549001DPIFGXC1TOL40 US3130APA542 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-05 2022-10-24 2022-10-24 N N N 0.0006 476006154.68 476006154.68 0.0023 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 0.0011 88996737.26 88996737.26 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 0.0009 88997333.56 88997333.56 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 0.0010 114996322.30 114996322.30 0.0005 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 0.0010 228975350.44 228975350.44 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 0.0010 167980884.96 167980884.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AN6G0 2549001DPIFGXC1TOL40 US3130AN6G07 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0010 186976946.64 186976946.64 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 0.0010 49993294.00 49993294.00 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 2021-10-01 2021-11-04 2021-11-04 N N N 0.0006 356004482.04 356004482.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130ALPM0 2549001DPIFGXC1TOL40 US3130ALPM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-12 2021-10-12 2021-10-12 N N N 0.0014 235993993.80 235993993.80 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 0.0012 80997866.46 80997866.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APA88 2549001DPIFGXC1TOL40 US3130APA880 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-28 2021-12-28 2021-12-28 N N N 0.0010 184967179.15 184967179.15 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APA70 2549001DPIFGXC1TOL40 US3130APA708 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0010 117971847.56 117971847.56 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AP7L3 2549001DPIFGXC1TOL40 US3130AP7L38 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-12-22 2021-12-22 2021-12-22 N N N 0.0009 35994681.00 35994681.00 0.0002 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 36075931.56 36075931.56 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 0.0009 94275007.34 94275007.34 0.0004 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 2021-10-01 2021-11-16 2021-11-16 N N N 0.0007 167755940.03 167755940.03 0.0008 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 2021-10-01 2022-12-02 2022-12-02 N N N 0.0008 352109764.16 352109764.16 0.0017 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 2021-10-01 2022-12-08 2022-12-08 N N N 0.0009 1210343337.50 1210343337.50 0.0058 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 2021-10-01 2022-12-15 2022-12-15 N N N 0.0008 500153385.00 500153385.00 0.0024 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 2021-10-01 2022-05-12 2022-05-12 N N N 0.0008 798124687.50 798124687.50 0.0038 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 2021-10-01 2022-11-23 2022-11-23 N N N 0.0008 476151396.56 476151396.56 0.0023 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 2021-10-01 2022-05-17 2022-05-17 N N N 0.0009 108013247.28 108013247.28 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 2021-10-01 2022-11-18 2022-11-18 N N N 0.0008 176806164.08 176806164.08 0.0008 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 2021-10-01 2022-04-14 2022-04-14 N N N 0.0009 318053761.08 318053761.08 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 2021-10-01 2021-11-26 2021-11-26 N N N 0.0006 525945537.68 525945537.68 0.0025 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 2021-10-01 2022-04-28 2022-04-28 N N N 0.0008 199036560.28 199036560.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-03-25 2022-03-25 N N N 0.0009 53759845.39 53759845.39 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 2021-10-01 2022-03-30 2022-03-30 N N N 0.0009 54010142.82 54010142.82 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-02-25 2022-02-25 N N N 0.0008 120022369.20 120022369.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-02-28 2022-02-28 N N N 0.0008 351066588.21 351066588.21 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-02-22 2022-02-22 N N N 0.0008 290953618.69 290953618.69 0.0014 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 2021-10-01 2022-08-12 2022-08-12 N N N 0.0008 305169290.25 305169290.25 0.0015 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 2021-10-01 2022-05-26 2022-05-26 N N N 0.0009 422049057.27 422049057.27 0.0020 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 2021-10-01 2022-09-16 2022-09-16 N N N 0.0008 143840316.69 143840316.69 0.0007 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 2021-10-01 2022-09-15 2022-09-15 N N N 0.0008 176110501.60 176110501.60 0.0008 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 2021-10-01 2022-02-10 2022-02-10 N N N 0.0008 166050133.66 166050133.66 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 0.0009 64418560.00 64418560.00 0.0003 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-08-18 2022-08-18 N N N 0.0007 261049571.36 261049571.36 0.0012 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-08-03 2022-08-03 N N N 0.0007 302173103.38 302173103.38 0.0014 N N N N Freddie Mac Freddie Mac, 0.19% 3134GVGQ5 S6XOOCT0IEG5ABCC6L87 US3134GVGQ51 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2021-12-10 2021-12-10 N N N 0.0005 516137849.40 516137849.40 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 2021-10-01 2022-01-18 2022-01-18 N N N 0.0011 826210489.58 826210489.58 0.0039 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-04-18 2022-04-18 N N N 0.0011 375106142.51 375106142.51 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 2021-10-01 2021-12-13 2021-12-13 N N N 0.0011 533133772.34 533133772.34 0.0025 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2022-06-02 2022-06-02 N N N 0.0006 50061526.00 50061526.00 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 2021-10-01 2022-03-11 2022-03-11 N N N 0.0006 532452471.32 532452471.32 0.0025 N N N N Freddie Mac Freddie Mac, 0.36% 3134GVMQ8 S6XOOCT0IEG5ABCC6L87 US3134GVMQ87 U.S. Government Agency Debt Y N/A N/A 2021-10-01 2021-10-22 2021-10-22 N N N 0.0010 694108735.92 694108735.92 0.0033 N N N N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.07% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 31550000.00 31550000.00 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 2021-10-07 2021-10-07 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 Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.08% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 US64986M2U84 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0008 28000000.00 28000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.08% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0008 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.08% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0008 34955000.00 34955000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.06% 64970HAS3 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 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 City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.08% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 13500000.00 13500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.06% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 49300000.00 49300000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.08% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 10500000.00 10500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.08% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.08% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.08% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 15400000.00 15400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.08% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 16600000.00 16600000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.06% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 10600000.00 10600000.00 0.0001 N N Y N Florida Hsg. Fin. Corp. Rev. FNMA Florida Hsg. Fin. Corp. Rev., 0.08% 34073MVT6 Variable Rate Demand Note Y N/A N/A 2021-10-07 2021-10-07 2032-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0008 7715000.00 7715000.00 0.0000 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 5493006GGLR4BTEL8O61 IBG569000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2021-10-07 2021-10-07 2022-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0009 60000000.00 60000000.00 0.0003 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 2021-10-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer