Form N-MFP2 FIDELITY HEREFORD STREET For: Nov 30

December 7, 2021 10:03 AM EST

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    N-MFP2
    
      
        
          0000917286
          XXXXXXXX
        
      
      
    
  
  
    
      2021-11-30
      0000917286
      5493003AS9JOFLOAT498
      S000056367
      1
      N
      N
    
    
      033-52577
      
        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
      
      
        N/A
      
      
        FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC
        0000862124
        084-01839
      
      N
      N
      N
      Exempt Government
      Government/Agency
      N
      44
      70
      
        53284733.91
        49546436.10
        56053291.98
        54296464.03
      
      
        81732314.48
        77878440.05
        82870905.58
        81118431.86
      
      
        0.5000
        0.4800
        0.5300
        0.5300
      
      
        0.7800
        0.7600
        0.7900
        0.7900
      
      786.13
      103727523.45
      103728083.07
      14449221.87
      6185940.74
      111992150.33
      111988972.65
      1.0000
      0.0007
      
        1.0000
        1.0000
        1.0000
        1.0000
      
    
    
      C000177594
      1.00
      111992150.33
      111988972.65
      
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        92581022.40
        86350229.33
      
      
        82361468.31
        84630286.41
      
      
        93152342.07
        92293950.96
      
      
        67926135.80
        69862842.08
      
      
        367453453.67
        361113251.96
      
      0.0007
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.02%
      9127965G0
      US9127965G05
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0002
      1499998.76
      1499998.76
      0.0134
      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
      899924.00
      899924.00
      0.0080
      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
      699930.63
      699930.63
      0.0062
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796R92
      US912796R928
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-22
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0005
      699914.47
      699914.47
      0.0062
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796S26
      US912796S264
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0005
      999867.50
      999867.50
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.06%
      912796P60
      US912796P609
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-14
      2021-12-14
      2021-12-14
      N
      N
      N
      0.0006
      1999955.76
      1999955.76
      0.0179
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.07%
      912796G45
      US912796G459
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-04-21
      2022-04-21
      2022-04-21
      N
      N
      N
      0.0007
      999716.04
      999716.04
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.08%
      912796ZX0
      US912796ZX06
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-15
      2021-12-15
      2021-12-15
      N
      N
      N
      0.0008
      999967.72
      999967.72
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.08%
      912796Q28
      US912796Q284
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-12
      2022-05-12
      2022-05-12
      N
      N
      N
      0.0008
      1699354.85
      1699354.85
      0.0152
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.10%
      912796Q36
      US912796Q367
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-26
      2022-05-26
      2022-05-26
      N
      N
      N
      0.0010
      1999053.18
      1999053.18
      0.0178
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.10%
      912796Q44
      US912796Q441
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0010
      999494.44
      999494.44
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.04%
      912828J43
      254900HROIFWPRGM1V77
      US912828J439
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0008
      1004143.79
      1004143.79
      0.0090
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.05% 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
      0.0019
      2003046.82
      2003046.82
      0.0179
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.05%
      912828G87
      254900HROIFWPRGM1V77
      US912828G872
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0019
      2003250.48
      2003250.48
      0.0179
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.05% to 0.06%
      9128285V8
      254900HROIFWPRGM1V77
      US9128285V80
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-01-15
      2022-01-15
      2022-01-15
      N
      N
      N
      0.0010
      2006007.66
      2006007.66
      0.0179
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06%
      912828H86
      254900HROIFWPRGM1V77
      US912828H862
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0008
      2004792.48
      2004792.48
      0.0179
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06%
      912828V72
      254900HROIFWPRGM1V77
      US912828V723
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0008
      501508.84
      501508.84
      0.0045
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06%
      912828ZG8
      254900HROIFWPRGM1V77
      US912828ZG82
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-31
      2022-03-31
      2022-03-31
      N
      N
      N
      0.0008
      1000991.91
      1000991.91
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06% to 0.07%
      9128286M7
      254900HROIFWPRGM1V77
      US9128286M72
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-04-15
      2022-04-15
      2022-04-15
      N
      N
      N
      0.0011
      1008007.81
      1008007.81
      0.0090
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06% to 0.07%
      912828ZM5
      254900HROIFWPRGM1V77
      US912828ZM50
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-04-30
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0009
      3000434.79
      3000434.79
      0.0268
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 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
      0.0008
      1002189.09
      1002189.09
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07%
      912828WZ9
      254900HROIFWPRGM1V77
      US912828WZ90
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-04-30
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0010
      503437.50
      503437.50
      0.0045
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07%
      912828XD7
      254900HROIFWPRGM1V77
      US912828XD79
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0014
      1008671.88
      1008671.88
      0.0090
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.08%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0008
      500010.89
      500010.89
      0.0045
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.08%
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0009
      1999795.56
      1999795.56
      0.0179
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.08%
      912828ZR4
      254900HROIFWPRGM1V77
      US912828ZR48
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0011
      1000079.52
      1000079.52
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.08% to 0.09%
      912828ZX1
      254900HROIFWPRGM1V77
      US912828ZX16
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0017
      999765.62
      999765.62
      0.0089
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.09%
      9128282P4
      254900HROIFWPRGM1V77
      US9128282P40
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-07-31
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0015
      1011523.44
      1011523.44
      0.0090
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.11%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0006
      250068.41
      250068.41
      0.0022
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.20%
      912828Z45
      254900HROIFWPRGM1V77
      US912828Z450
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0005
      550141.96
      550141.96
      0.0049
      N
      Y
      Y
      N
    
    
      ABN AMRO Bank NV
      ABN AMRO Bank NV, 0.05%
      IEE053000
      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
              2046-08-15
            
          
          2.25 - 2.25
          946100.00
          1030071.22
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Barclays Bank PLC
      Barclays Bank PLC, 0.05%
      G5GSEF7VJP5I7OUK5573
      IEE105000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-25
              2022-01-25
            
          
          0 - 0
          1020100.00
          1020030.63
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      BMO Harris Bank NA
      BMO Harris Bank NA, 0.06%
      3Y4U8VZURTYWI1W2K376
      IDD144000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2041-08-15
              2043-02-15
            
          
          1.75 - 3.125
          981900.00
          1022700.97
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-02
      2021-12-02
      2021-12-02
      Y
      
        BMO CHICAGO BRH IL (GOV REPO)
        1.0000
        2
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BMO Harris Bank NA
      BMO Harris Bank NA, 0.06%
      3Y4U8VZURTYWI1W2K376
      ICD413000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2039-11-15
              2045-05-15
            
          
          3 - 4.375
          789500.00
          1025966.46
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-18
      Y
      
        BMO CHICAGO BRH IL (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IDH984000
      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
              2038-05-15
            
          
          0.164 - 4.5
          718600.00
          1020098.65
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        1
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IDI503000
      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
              2040-05-15
            
          
          0.164 - 1.125
          1149500.00
          1020067.11
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-02
      2021-12-02
      2021-12-02
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        2
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IDJ899000
      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
              2038-05-15
            
          
          0.164 - 4.5
          718900.00
          1020020.56
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-06
      2021-12-06
      2021-12-06
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        6
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IEC284000
      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
              2041-05-15
            
          
          0.084 - 2.25
          1136400.00
          1020054.63
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-10
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IEE094000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-30
              2050-02-15
            
          
          0 - 6.5
          947400.00
          1020019.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-15
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IED216000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2038-05-15
              2038-05-15
            
          
          4.5 - 4.5
          717900.00
          1020028.68
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-13
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IEB231000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-30
              2049-11-15
            
          
          0 - 6.5
          1051100.00
          1020064.18
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-08
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IED678000
      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
              2038-05-15
            
          
          0.085 - 4.5
          719400.00
          1020100.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-14
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IEB779000
      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
              2040-11-15
            
          
          0.164 - 4.5
          719000.00
          1020026.61
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-09
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      IEB342000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2028-08-15
              2051-08-15
            
          
          1.875 - 2.875
          921800.00
          1020055.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-21
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      Citigroup Global Capital Markets, Inc.
      Citigroup Global Capital Markets, Inc., 0.06%
      MBNUM2BPBDO7JBLYG310
      0000315030
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-23
              2021-12-31
            
          
          0 - 0
          510100.00
          510044.14
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-03
      2021-12-03
      2021-12-03
      Y
      
        CITIGROUP INC
        1.0000
        3
        N
        
          N/A
          N/A
        
      
      Y
      
        CITIGROUP INC
        1.0000
        
          N/A
          N/A
        
      
      N
      0.0006
      500000.00
      500000.00
      0.0045
      N
      N
      Y
      N
    
    
      Commerz Markets LLC
      Commerz Markets LLC, 0.05%
      549300IMBXQ8SGH3HJ31
      IEC331000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2027-07-31
              2028-05-31
            
          
          0.375 - 1.25
          1068000.00
          1020061.05
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Commerz Markets LLC
      Commerz Markets LLC, 0.05%
      549300IMBXQ8SGH3HJ31
      IEC864000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2024-11-15
              2027-07-31
            
          
          0.375 - 0.75
          156700.00
          153038.54
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-03
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0005
      150000.00
      150000.00
      0.0013
      N
      N
      Y
      N
    
    
      Commerz Markets LLC
      Commerz Markets LLC, 0.05%
      549300IMBXQ8SGH3HJ31
      IED717000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2027-07-31
              2027-07-31
            
          
          0.375 - 0.375
          96200.00
          91880.83
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0005
      90000.00
      90000.00
      0.0008
      N
      N
      Y
      N
    
    
      Commerz Markets LLC
      Commerz Markets LLC, 0.05%
      549300IMBXQ8SGH3HJ31
      IEE067000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2028-06-30
              2028-06-30
            
          
          1.25 - 1.25
          745300.00
          744650.11
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0005
      730000.00
      730000.00
      0.0065
      N
      N
      Y
      N
    
    
      DNB Bank ASA
      DNB Bank ASA, 0.05%
      549300GKFG0RYRRQ1414
      IEE047000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2027-08-15
              2027-08-15
            
          
          2.25 - 2.25
          961600.00
          1020087.51
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corp. - BNYM
      Fixed Income Clearing Corp. - BNYM, 0.06%
      549300H47WTHXPU08X20
      IEE136000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2028-11-30
              2028-11-30
            
          
          1.5 - 1.5
          1015100.00
          1020013.08
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corp.- Morgan Stanley & CO LLC
      Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05%
      IEE046000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2023-08-31
              2023-08-31
            
          
          1.375 - 1.375
          1000000.00
          1019762.23
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      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
          
            
              2022-06-30
              2022-06-30
            
          
          0.125 - 0.125
          1030000.00
          1030696.23
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Mizuho Bank, Ltd.
      Mizuho Bank, Ltd., 0.05%
      RB0PEZSDGCO3JS6CEU02
      IEE075000
      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
          951000.00
          1021774.96
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      MUFG Securities EMEA PLC
      MUFG Securities EMEA PLC, 0.05%
      U7M81AY481YLIOR75625
      IEE059000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2026-11-15
              2026-11-15
            
          
          2 - 2
          979900.00
          1019908.07
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      MUFG Securities EMEA PLC
      MUFG Securities EMEA PLC, 0.05%
      U7M81AY481YLIOR75625
      IED790000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2024-04-30
              2024-04-30
            
          
          2 - 2
          989800.00
          1023145.08
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-07
      Y
      
        MUFG SECS EMEA PLC (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      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
          
            
              2022-08-31
              2049-02-15
            
          
          0.125 - 4.25
          487500.00
          510123.14
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-02-17
      Y
      
        NATIXIS SA (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0007
      500000.00
      500000.00
      0.0045
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICI329000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-25
              2050-02-15
            
          
          0 - 6
          970400.00
          1020258.80
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-25
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICJ320000
      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
              2044-08-15
            
          
          0.125 - 6
          1065900.00
          1020075.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-21
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      Societe Generale
      Societe Generale, 0.05%
      O2RNE8IBXP4R0TD8PU41
      IEC278000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-21
              2050-11-15
            
          
          0 - 6.75
          1013900.00
          1020042.66
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Fannie Mae
      Fannie Mae, 0.06% to 0.08%
      3135G0V59
      B1V7KEBTPIMZEU4LTD58
      US3135G0V597
      0000310522
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-04-12
      2022-04-12
      2022-04-12
      N
      N
      N
      0.0011
      2015711.20
      2015711.20
      0.0180
      N
      N
      N
      N
    
    
      Fannie Mae
      Fannie Mae, 0.07%
      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
      0.0007
      250727.29
      250727.29
      0.0022
      N
      N
      N
      N
    
    
      Fannie Mae
      Fannie Mae, 0.17%
      3135G05N9
      B1V7KEBTPIMZEU4LTD58
      US3135G05N95
      0000310522
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-07-29
      2022-07-29
      N
      N
      N
      0.0009
      100050.14
      100050.14
      0.0009
      N
      N
      N
      N
    
    
      Fannie Mae
      Fannie Mae, 0.24%
      3135G05D1
      B1V7KEBTPIMZEU4LTD58
      US3135G05D14
      0000310522
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-07-06
      2022-07-06
      N
      N
      N
      0.0008
      250237.70
      250237.70
      0.0022
      N
      N
      N
      N
    
    
      Fannie Mae
      Fannie Mae, 0.25%
      3135G05A7
      B1V7KEBTPIMZEU4LTD58
      US3135G05A74
      0000310522
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-06-24
      2022-06-24
      N
      N
      N
      0.0008
      250238.19
      250238.19
      0.0022
      N
      N
      N
      N
    
    
      Fannie Mae
      Fannie Mae, 0.25%
      3135G04X8
      B1V7KEBTPIMZEU4LTD58
      US3135G04X86
      0000310522
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0008
      100091.21
      100091.21
      0.0009
      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
      
      2021-12-01
      2022-02-18
      2022-02-18
      N
      N
      N
      0.0005
      250009.56
      250009.56
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.07%
      3133EER85
      US3133EER850
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0200
      200000.00
      200000.00
      0.0018
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.07%
      3133EGT47
      US3133EGT471
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-08
      2021-12-08
      2021-12-08
      N
      N
      N
      0.0027
      210081.26
      210081.26
      0.0019
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.07%
      3133ELFR0
      US3133ELFR07
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-27
      2021-12-27
      2021-12-27
      N
      N
      N
      0.0014
      425472.43
      425472.43
      0.0038
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.07%
      3133ELTN4
      US3133ELTN47
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-01-18
      2022-01-18
      2022-01-18
      N
      N
      N
      0.0008
      165099.78
      165099.78
      0.0015
      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
      
      2021-12-01
      2022-03-08
      2022-03-08
      N
      N
      N
      0.0005
      250013.90
      250013.90
      0.0022
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.08%
      31331XHX3
      US31331XHX30
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0025
      120335.65
      120335.65
      0.0011
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.08%
      3133EKRE8
      US3133EKRE82
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-03-14
      2022-03-14
      2022-03-14
      N
      N
      N
      0.0006
      301547.27
      301547.27
      0.0027
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.08%
      3133ELWD2
      US3133ELWD28
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-04-08
      2022-04-08
      2022-04-08
      N
      N
      N
      0.0007
      750823.81
      750823.81
      0.0067
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.11%
      3133ENCW8
      US3133ENCW84
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-07-29
      2022-07-29
      2022-07-29
      N
      N
      N
      0.0017
      499691.69
      499691.69
      0.0045
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank
      Federal Farm Credit Bank, 0.12%
      3133ELYR9
      US3133ELYR95
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-05-06
      2022-05-06
      2022-05-06
      N
      N
      N
      0.0010
      390248.70
      390248.70
      0.0035
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.03%
      313385RC2
      2549001DPIFGXC1TOL40
      US313385RC25
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-29
      2021-12-29
      2021-12-29
      N
      N
      N
      0.0003
      911978.72
      911978.72
      0.0081
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.06% to 0.08%
      3133XHRJ3
      2549001DPIFGXC1TOL40
      US3133XHRJ30
      0001026214
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-10
      2021-12-10
      2021-12-10
      N
      N
      N
      0.0049
      821025.53
      821025.53
      0.0073
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.06%
      3130A0EN6
      2549001DPIFGXC1TOL40
      US3130A0EN63
      0001026214
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-10
      2021-12-10
      2021-12-10
      N
      N
      N
      0.0029
      2301647.61
      2301647.61
      0.0206
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.07%
      3130AAB49
      2549001DPIFGXC1TOL40
      US3130AAB492
      0001026214
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-10
      2021-12-10
      2021-12-10
      N
      N
      N
      0.0019
      100046.85
      100046.85
      0.0009
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.07%
      313376C94
      2549001DPIFGXC1TOL40
      US313376C942
      0001026214
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-10
      2021-12-10
      2021-12-10
      N
      N
      N
      0.0005
      1200858.10
      1200858.10
      0.0107
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.07%
      3130AHSR5
      2549001DPIFGXC1TOL40
      US3130AHSR54
      0001026214
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-20
      2021-12-20
      2021-12-20
      N
      N
      N
      0.0010
      1000847.00
      1000847.00
      0.0089
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.07%
      313385UQ7
      2549001DPIFGXC1TOL40
      US313385UQ73
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-03-23
      2022-03-23
      2022-03-23
      N
      N
      N
      0.0007
      1488675.87
      1488675.87
      0.0133
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.07%
      313385US3
      2549001DPIFGXC1TOL40
      US313385US30
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-03-25
      2022-03-25
      2022-03-25
      N
      N
      N
      0.0007
      399911.38
      399911.38
      0.0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.08%
      313378CR0
      2549001DPIFGXC1TOL40
      US313378CR08
      0001026214
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2022-03-11
      2022-03-11
      2022-03-11
      N
      N
      N
      0.0013
      226339.54
      226339.54
      0.0020
      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
      
      2021-12-01
      2022-05-12
      2022-05-12
      N
      N
      N
      0.0008
      250028.58
      250028.58
      0.0022
      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
      
      2021-12-01
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0008
      100026.39
      100026.39
      0.0009
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank, 0.11%
      3130AKGC4
      2549001DPIFGXC1TOL40
      US3130AKGC43
      0001026214
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-05-17
      2022-05-17
      N
      N
      N
      0.0009
      250022.61
      250022.61
      0.0022
      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
      
      2021-12-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0008
      250068.06
      250068.06
      0.0022
      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
      
      2021-12-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0008
      250067.85
      250067.85
      0.0022
      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
      
      2021-12-01
      2022-12-08
      2022-12-08
      N
      N
      N
      0.0009
      250060.91
      250060.91
      0.0022
      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
      
      2021-12-02
      2022-12-02
      2022-12-02
      N
      N
      N
      0.0008
      250066.83
      250066.83
      0.0022
      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
      
      2021-12-01
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0008
      250032.72
      250032.72
      0.0022
      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
      
      2021-12-01
      2022-04-14
      2022-04-14
      N
      N
      N
      0.0009
      250029.26
      250029.26
      0.0022
      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
      
      2021-12-01
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0008
      100011.31
      100011.31
      0.0009
      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
      
      2021-12-01
      2022-02-25
      2022-02-25
      N
      N
      N
      0.0008
      100010.96
      100010.96
      0.0009
      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
      
      2021-12-01
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0008
      100010.68
      100010.68
      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
      
      2021-12-01
      2022-03-25
      2022-03-25
      N
      N
      N
      0.0009
      250030.25
      250030.25
      0.0022
      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
      
      2021-12-01
      2022-03-30
      2022-03-30
      N
      N
      N
      0.0009
      250031.39
      250031.39
      0.0022
      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
      
      2021-12-01
      2022-08-12
      2022-08-12
      N
      N
      N
      0.0007
      100046.85
      100046.85
      0.0009
      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
      
      2021-12-01
      2022-05-26
      2022-05-26
      N
      N
      N
      0.0009
      100026.40
      100026.40
      0.0009
      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
      
      2021-12-01
      2022-09-15
      2022-09-15
      N
      N
      N
      0.0008
      250129.44
      250129.44
      0.0022
      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
      
      2021-12-01
      2022-09-16
      2022-09-16
      N
      N
      N
      0.0008
      250129.60
      250129.60
      0.0022
      N
      N
      N
      N
    
    
      Freddie Mac
      Freddie Mac, 0.07% to 0.08%
      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
      0.0013
      2124667.50
      2124667.50
      0.0190
      N
      N
      N
      N
    
    
      Freddie Mac
      Freddie Mac, 0.14%
      3134GWKC9
      S6XOOCT0IEG5ABCC6L87
      US3134GWKC92
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0007
      100046.06
      100046.06
      0.0009
      N
      N
      N
      N
    
    
      Freddie Mac
      Freddie Mac, 0.14%
      3134GWRY4
      S6XOOCT0IEG5ABCC6L87
      US3134GWRY40
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0007
      100046.59
      100046.59
      0.0009
      N
      N
      N
      N
    
    
      Freddie Mac
      Freddie Mac, 0.18%
      3134GTS87
      S6XOOCT0IEG5ABCC6L87
      US3134GTS875
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-08-05
      2022-08-05
      N
      N
      N
      0.0008
      200138.65
      200138.65
      0.0018
      N
      N
      N
      N
    
    
      Freddie Mac
      Freddie Mac, 0.21%
      3134GWBP0
      S6XOOCT0IEG5ABCC6L87
      US3134GWBP07
      U.S. Government Agency Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-04-18
      2022-04-18
      N
      N
      N
      0.0011
      100038.38
      100038.38
      0.0009
      N
      N
      N
      N
    
    
      ABN AMRO Bank NV
      ABN AMRO Bank NV, 0.05%
      IEE054000
      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
          
            
              2024-01-31
              2024-01-31
            
          
          2.25 - 2.25
          978300.00
          1020017.88
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Bank Of America, N.A.
      In a joint trading account with Bank Of America, N.A. at 0.06%, dated 11/30/2021 due 12/01/2021
      B4TYDEB6GKMZO031MB27
      IEE299000_00352
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2039-12-20
              2050-06-20
            
          
          3 - 5.25
          2925220.00
          541125.15
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      526000.00
      526000.00
      0.0047
      N
      Y
      Y
      N
    
    
      Barclays Bank PLC
      Barclays Bank PLC, 0.05%
      G5GSEF7VJP5I7OUK5573
      IEE106000
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp
          
            
              2051-12-01
              2051-12-01
            
          
          2 - 2
          1017200.00
          1020001.48
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      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
          
            
              2033-11-01
              2051-11-01
            
          
          2 - 3
          1012679.00
          1020142.41
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      Y
      
        BMO CHICAGO BRH IL (GOV REPO)
        1.0000
        1
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      N
      Y
      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
          
            
              2033-11-01
              2051-11-01
            
          
          2 - 3.5
          1012856.00
          1020123.91
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-13
      Y
      
        BMO CHICAGO BRH IL (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BNY Mellon Capital Markets LLC
      In a joint trading account with BNY Mellon Capital Markets LLC at 0.06%, dated 11/30/2021 due 12/01/2021
      VJW2DOOHGDT6PR0ZRO63
      IEE299000_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
          
            
              2021-12-25
              2051-12-01
            
          
          0.25 - 9
          129130.00
          117568.49
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2022-05-15
              2051-11-20
            
          
          1.5 - 9
          112668.00
          103941.00
          Agency Mortgage-Backed Securities
        
        
          Tennessee Valley Authority
          549300HE1ISW43LNKM54
          
            
              2025-05-15
              2025-05-15
            
          
          0.75 - 0.75
          8.00
          7.79
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            
              2022-06-03
              2026-11-24
            
          
          0.125 - 5.25
          33190.00
          33231.13
          Agency Debentures and Agency Strips
        
        
          Federal Farm Credit Bank
          
            
              2022-01-18
              2031-12-01
            
          
          0.07 - 5.25
          29363.00
          29359.03
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2022-01-13
              2051-12-01
            
          
          0.125 - 8
          126186.00
          120937.95
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-02
              2051-08-15
            
          
          0 - 7.5
          13040.00
          13159.14
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      410000.00
      410000.00
      0.0037
      N
      Y
      Y
      N
    
    
      Bofa Secs Inc
      In a joint trading account with Bofa Secs Inc at 0.06%, dated 11/30/2021 due 12/01/2021
      8NAV47T0Y26Q87Y0QP81
      IEE299000_00431
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2024-08-15
              2031-05-15
            
          
          0.375 - 1.625
          43005.00
          43676.16
          U.S. Treasuries (including strips)
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2061-06-20
              2071-10-20
            
          
          1.036 - 5.39
          25720.00
          23999.12
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2030-02-01
              2056-07-01
            
          
          1.5 - 5
          467982.00
          380105.35
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        Bank of America Corporation
        1.0000
        
          N/A
          N/A
        
      
      N
      0.0006
      439000.00
      439000.00
      0.0039
      N
      Y
      Y
      N
    
    
      Citibank NA
      Citibank NA, 0.06%
      E57ODZWZ7FF32TWEFA76
      0000036684
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-05-31
              2027-01-15
            
          
          0.125 - 2.375
          552200.00
          916505.03
          U.S. Treasuries (including strips)
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2022-04-12
              2037-07-15
            
          
          0 - 2.25
          100000.00
          100775.17
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2049-06-20
              2051-09-20
            
          
          4 - 4
          2042.00
          1298.87
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            
              2023-03-10
              2023-03-10
            
          
          2.75 - 2.75
          10000.00
          10350.85
          Agency Debentures and Agency Strips
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      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 Farm Credit Bank
          
            
              2024-11-18
              2024-11-18
            
          
          0.875 - 0.875
          1000.00
          1000.48
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2051-05-20
              2051-05-20
            
          
          3 - 3
          522902.00
          512472.86
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            
              2022-09-09
              2023-09-08
            
          
          3.125 - 3.375
          160000.00
          164976.27
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2036-11-01
              2048-01-01
            
          
          2 - 3.5
          97426.00
          29633.09
          Agency Mortgage-Backed Securities
        
        
          Tennessee Valley Authority
          549300HE1ISW43LNKM54
          
            
              2035-03-15
              2065-09-15
            
          
          0 - 0
          252000.00
          152204.86
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2023-07-10
              2051-04-01
            
          
          0.25 - 6.25
          244113.00
          148374.87
          Agency Debentures and Agency Strips
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-05-31
              2042-02-15
            
          
          0.105 - 1.75
          10700.00
          11695.58
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      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
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2051-07-20
              2051-07-20
            
          
          3 - 3
          958454.00
          1020002.29
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      Y
      
        CITIGROUP INC
        1.0000
        
          N/A
          N/A
        
      
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      In a joint trading account with Citigroup Global Markets, Inc. at 0.06%, dated 11/30/2021 due 12/01/2021
      MBNUM2BPBDO7JBLYG310
      IEE299000_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
          
            
              2022-06-30
              2022-06-30
            
          
          0.125 - 0.125
          8657.00
          8661.63
          U.S. Treasuries (including strips)
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2051-07-20
              2051-10-20
            
          
          1.5 - 4.5
          205061.00
          214718.75
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      Y
      
        Citigroup Inc
        1.0000
        
          N/A
          N/A
        
      
      N
      0.0006
      219000.00
      219000.00
      0.0020
      N
      Y
      Y
      N
    
    
      Credit Agricole CIB New York Branch
      In a joint trading account with Credit Agricole CIB New York Branch at 0.06%, dated 11/30/2021 due 12/01/2021
      1VUV7VQFKUOQSJ21A208
      IEE299000_02102
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-31
              2051-11-15
            
          
          0.125 - 5
          94448.00
          100207.52
          U.S. Treasuries (including strips)
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2044-06-20
              2051-10-20
            
          
          2 - 4
          186134.00
          86656.57
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      183000.00
      183000.00
      0.0016
      N
      Y
      Y
      N
    
    
      Deutsche Bank AG, New York
      Deutsche Bank AG, New York, 0.05%
      7LTWFZYICNSX8D621K86
      IEE070000
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2024-06-15
              2024-06-15
            
          
          3.35 - 3.35
          988141.00
          1030002.22
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      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
          
            
              2056-01-15
              2056-01-15
            
          
          3 - 3
          1070871.00
          1030002.30
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Co.
      Goldman Sachs & Co., 0.06%
      FOR8UP27PHTHYVLBNG30
      0000769993
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2039-06-15
              2039-06-15
            
          
          5 - 5
          21834206.00
          1020010.94
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      HSBC Securities (USA), Inc.
      In a joint trading account with HSBC Securities (USA), Inc. at 0.06%, dated 11/30/2021 due 12/01/2021
      CYYGQCGNHMHPSMRL3R97
      IEE299000_03556
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp
          
            
              2034-10-01
              2051-11-01
            
          
          2.025 - 3
          55634.00
          41935.74
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2028-08-01
              2051-12-01
            
          
          1.563 - 4.5
          28196.00
          25384.35
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      66000.00
      66000.00
      0.0006
      N
      Y
      Y
      N
    
    
      Mitsubishi Ufj Secs Hldgs Ltd
      In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.06%, dated 11/30/2021 due 12/01/2021
      ZOMOLU8CGIZRYZ7PFU34
      IEE299000_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
          
            
              2029-01-01
              2051-11-01
            
          
          2 - 5
          241651.00
          118886.38
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2040-08-15
              2051-11-20
            
          
          2 - 5
          136651.00
          92941.96
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2038-12-01
              2051-10-01
            
          
          2 - 6
          131729.00
          43247.97
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-15
              2049-08-15
            
          
          0.125 - 5
          48365.00
          50935.69
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      300000.00
      300000.00
      0.0027
      N
      Y
      Y
      N
    
    
      Mizuho Securities USA, Inc.
      In a joint trading account with Mizuho Securities USA, Inc. at 0.06%, dated 11/30/2021 due 12/01/2021
      7TK5RJIZDFROZCA6XF66
      IEE299000_08126
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-23
              2022-11-03
            
          
          0 - 0
          36230.00
          36185.01
          U.S. Treasuries (including strips)
        
        
          Federal Agricultural Mortgage Corp
          549300MS654K78GYF580
          
            
              2026-11-17
              2028-11-17
            
          
          1.15 - 1.4
          1562.00
          1555.05
          Agency Debentures and Agency Strips
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      37000.00
      37000.00
      0.0003
      N
      Y
      Y
      N
    
    
      Nomura Securities Internationa
      In a joint trading account with Nomura Securities Internationa at 0.06%, dated 11/30/2021 due 12/01/2021
      OXTKY6Q8X53C9ILVV871
      IEE299000_07426
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            
              2023-11-09
              2031-06-13
            
          
          0.5 - 3.25
          7652.00
          7634.21
          Agency Debentures and Agency Strips
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-15
              2051-08-15
            
          
          0 - 3.125
          227051.00
          202694.51
          U.S. Treasuries (including strips)
        
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2026-10-27
              2051-12-01
            
          
          0 - 4
          18254.00
          18250.96
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2026-09-24
              2060-09-01
            
          
          1.5 - 5.5
          37544.00
          37260.74
          Agency Mortgage-Backed Securities
        
        
          Resolution Funding Corp
          5493006TKFPYISY2DS54
          
            
              2030-01-15
              2030-04-15
            
          
          0 - 8.875
          4992.00
          4360.25
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2041-12-15
              2061-06-15
            
          
          2 - 4.5
          8600.00
          8499.20
          Agency Mortgage-Backed Securities
        
        
          Tennessee Valley Authority
          549300HE1ISW43LNKM54
          
            
              2027-02-01
              2065-09-15
            
          
          0 - 7.125
          2704.00
          3981.65
          Agency Debentures and Agency Strips
        
        
          Federal Farm Credit Bank
          
            
              2023-06-08
              2044-10-06
            
          
          0.35 - 2.78
          17921.00
          17905.03
          Agency Debentures and Agency Strips
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      294000.00
      294000.00
      0.0026
      N
      Y
      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
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2051-07-01
              2051-11-01
            
          
          2.5 - 2.5
          2000.00
          2019.69
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2041-12-15
              2051-07-20
            
          
          2 - 5
          766501.00
          749076.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2040-10-01
              2040-10-01
            
          
          5 - 5
          7254.00
          251.75
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2026-02-15
              2051-05-15
            
          
          0 - 6
          221455.00
          268848.72
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-10
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICC891000
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2048-01-20
              2051-07-20
            
          
          2 - 3.5
          1086658.00
          1004303.71
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2023-10-15
              2051-11-15
            
          
          0.125 - 1.875
          15600.00
          15796.67
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-13
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICC910000
      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
          
            
              2040-04-01
              2041-09-01
            
          
          4 - 5
          2062557.00
          127261.01
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-05-15
              2051-02-15
            
          
          0 - 6.125
          846524.00
          862769.48
          U.S. Treasuries (including strips)
        
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2051-11-01
              2051-11-01
            
          
          2.5 - 2.5
          1205.00
          1238.11
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2045-07-20
              2051-10-20
            
          
          2 - 5
          55589.00
          28948.47
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-14
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0006
      1000000.00
      1000000.00
      0.0089
      N
      N
      Y
      N
    
    
      Sumitomo Mitsu Bk Corp Ny (DI)
      In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.06%, dated 11/30/2021 due 12/01/2021
      5U0XI89JRFVHWIBS4F54
      IEE299000_10193
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp
          S6XOOCT0IEG5ABCC6L87
          
            
              2046-08-01
              2049-09-01
            
          
          2.5 - 4
          434117.00
          107950.40
          Agency Mortgage-Backed Securities
        
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-31
              2050-05-15
            
          
          0 - 4.75
          609994.00
          622074.81
          U.S. Treasuries (including strips)
        
        
          Federal National Mortgage Association
          B1V7KEBTPIMZEU4LTD58
          
            
              2046-12-01
              2051-09-01
            
          
          2 - 4
          732947.00
          389130.48
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2039-12-15
              2051-08-20
            
          
          2.5 - 5
          947856.00
          283464.44
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      1375000.00
      1375000.00
      0.0123
      N
      Y
      Y
      N
    
    
      Sumitomo Mitsui Bk Corp (REPO)
      In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.06%, dated 11/30/2021 due 12/01/2021
      5U0XI89JRFVHWIBS4F54
      IEE299000_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
          2209809.00
          723239.76
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2042-10-20
              2046-03-20
            
          
          3 - 3.5
          719120.00
          143817.46
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      846000.00
      846000.00
      0.0076
      N
      Y
      Y
      N
    
    
      TD Securities (U.S.A.)
      TD Securities (U.S.A.), 0.05%
      SUVUFHICNZMP2WKHG940
      IEE097000
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Government National Mortgage Association
          549300M8ZYFG0OCMTT87
          
            
              2043-12-20
              2043-12-20
            
          
          4 - 4
          8214532.00
          1020001.48
          Agency Mortgage-Backed Securities
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1000000.00
      1000000.00
      0.0089
      N
      Y
      Y
      N
    
    
      Fidelity Hereford Street Trust: Fidelity Flex Government Money Market Fund
      2021-12-02
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer
    
  





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