Form N-MFP2 Fidelity Colchester Stre For: Nov 30

  
    N-MFP2
    
      
        
          0000356173
          XXXXXXXX
        
      
      
    
  
  
    
      2021-11-30
      0000356173
      549300YIOQXOFUNG4P25
      S000004819
      6
      N
      N
    
    
      002-74808
      
        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
      
      
        DELOITTE & TOUCHE LLP
        BOSTON
        MA
      
      
        None
      
      
        FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC
        0000862124
        084-01839
      
      N
      N
      N
      Exempt Government
      Treasury
      N
      40
      102
      
        25152056192.18
        25212959681.52
        25757964901.26
        26770881664.32
      
      
        27110066842.18
        27252970331.52
        27874975551.26
        28958890352.66
      
      
        0.9100
        0.9100
        0.9100
        0.9100
      
      
        0.9800
        0.9800
        0.9800
        0.9800
      
      375.83
      29207505306.80
      29208281307.47
      81300025.35
      611408395.57
      28678173313.08
      28673207034.06
      1.0000
      0.0007
      
        1.0002
        1.0002
        1.0002
        1.0002
      
    
    
      C000013038
      1000000.00
      10948651436.90
      10944471978.87
      
        1.0004
        1.0004
        1.0004
        1.0004
      
      
        695369236.56
        833886514.11
      
      
        529695018.47
        625901084.88
      
      
        2396129293.27
        555414465.54
      
      
        1575136037.93
        1218010442.40
      
      
        5502891639.74
        3479415787.02
      
      0.0001
      Y
      Fidelity Investments, Reimbursement and Transfer Agent and Management Fees, -1215266.56;
    
    
      C000013077
      1000000.00
      445833219.42
      445523743.26
      
        1.0007
        1.0007
        1.0007
        1.0007
      
      
        17443969.22
        31724141.72
      
      
        34619443.01
        29246659.04
      
      
        25655746.14
        20035579.20
      
      
        22213309.46
        21566659.71
      
      
        121090999.89
        137112543.14
      
      0.0001
      Y
      Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -113039.38;
    
    
      C000013078
      1000000.00
      2816562578.28
      2816261022.43
      
        1.0002
        1.0001
        1.0001
        1.0001
      
      
        161150008.19
        104386402.89
      
      
        73264464.46
        46937133.69
      
      
        108440033.88
        77729382.03
      
      
        187590348.45
        72127272.10
      
      
        695904223.49
        324114946.08
      
      0.0001
      Y
      Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -853346.59;
    
    
      C000013079
      1000000.00
      240213266.04
      240156532.27
      
        1.0003
        1.0003
        1.0003
        1.0002
      
      
        20727960.08
        14068961.00
      
      
        32946538.69
        9966036.10
      
      
        6678981.58
        8364079.99
      
      
        399518.18
        31860891.65
      
      
        66823253.92
        137357165.44
      
      0.0001
      Y
      Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -54102.64;
    
    
      C000056568
      1000000.00
      1149923241.44
      1149576286.54
      
        1.0004
        1.0003
        1.0003
        1.0003
      
      
        7953925.14
        83505610.44
      
      
        22021865.11
        6375930.48
      
      
        52794756.49
        40603591.25
      
      
        28203955.87
        6530408.99
      
      
        136902835.62
        138050456.74
      
      0.0001
      Y
      Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -591934.78;
    
    
      C000141703
      10000000.00
      13076989571.00
      13077217470.68
      
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        2185797869.34
        2266529423.02
      
      
        1482583175.94
        1327790109.22
      
      
        1934673511.87
        3248415003.30
      
      
        1392162630.87
        1222873266.28
      
      
        7547918916.45
        8812640841.29
      
      0.0001
      Y
      Fidelity Investments, Reimbursement and Transfer Agent and Management Fees, -1375564.89;
    
    
      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
          
            
              2022-09-30
              2049-08-15
            
          
          0.125 - 3.125
          59301700.00
          61200316.24
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      60000000.00
      60000000.00
      0.0021
      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
          
            
              2022-04-07
              2022-04-07
            
          
          0 - 0
          109178300.00
          109140196.77
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      107000000.00
      107000000.00
      0.0037
      N
      Y
      Y
      N
    
    
      BMO Capital Markets Corp.
      BMO Capital Markets Corp., 0.06%
      RUC0QBLBRPRCU4W1NE59
      0000772028
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-15
              2051-08-15
            
          
          0 - 3.125
          22631000.00
          22544455.64
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-12
      Y
      
        BMO CAP MARKETS CORP(GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      22000000.00
      22000000.00
      0.0008
      N
      N
      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
          
            
              2021-12-02
              2049-11-15
            
          
          0 - 3.125
          20969500.00
          21434360.97
          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
      21000000.00
      21000000.00
      0.0007
      N
      N
      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
          
            
              2021-12-02
              2051-05-15
            
          
          0 - 2.875
          10735900.00
          11329741.94
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-22
      Y
      
        BMO CHICAGO BRH IL (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      11000000.00
      11000000.00
      0.0004
      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
          
            
              2021-12-02
              2051-11-15
            
          
          0 - 3.625
          21767000.00
          23625936.42
          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
      23000000.00
      23000000.00
      0.0008
      N
      N
      Y
      N
    
    
      BMO Harris Bank NA
      BMO Harris Bank NA, 0.06%
      3Y4U8VZURTYWI1W2K376
      IDA489000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-02
              2050-05-15
            
          
          0 - 3.125
          12245500.00
          13378570.47
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-03-16
      Y
      
        BMO CHICAGO BRH IL (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0006
      13000000.00
      13000000.00
      0.0005
      N
      N
      Y
      N
    
    
      BMO Harris Bank NA
      BMO Harris Bank NA, 0.06%
      3Y4U8VZURTYWI1W2K376
      IDE758000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2023-07-31
              2049-08-15
            
          
          1.125 - 4.375
          35231500.00
          31625093.94
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-03-11
      Y
      
        BMO CHICAGO BRH IL (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0006
      31000000.00
      31000000.00
      0.0011
      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
          
            
              2022-01-06
              2051-02-15
            
          
          0 - 6.75
          118676600.00
          123716143.85
          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
      121000000.00
      121000000.00
      0.0042
      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
          
            
              2021-12-30
              2050-08-15
            
          
          0 - 7.625
          67416800.00
          70381590.02
          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
      69000000.00
      69000000.00
      0.0024
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IDJ151000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-04-15
              2051-02-15
            
          
          0.084 - 6.5
          104040500.00
          132605055.54
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-03
      2021-12-03
      2021-12-03
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        3
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      130000000.00
      130000000.00
      0.0045
      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
          
            
              2021-12-30
              2050-05-15
            
          
          0 - 7.5
          111016600.00
          102001855.10
          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
      100000000.00
      100000000.00
      0.0035
      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
          
            
              2022-04-30
              2050-05-15
            
          
          0 - 6.75
          108779414.00
          119796581.35
          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
      117000000.00
      117000000.00
      0.0041
      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
          
            
              2022-02-28
              2051-02-15
            
          
          0.105 - 6.375
          68940200.00
          71400584.36
          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
      70000000.00
      70000000.00
      0.0024
      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
          
            
              2022-01-27
              2050-08-15
            
          
          0 - 6.125
          93418400.00
          127500410.41
          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
      125000000.00
      125000000.00
      0.0044
      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
              2051-02-15
            
          
          0.084 - 6.375
          79648100.00
          85680986.38
          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
      84000000.00
      84000000.00
      0.0029
      N
      N
      Y
      N
    
    
      BNP Paribas, SA
      BNP Paribas, SA, 0.05%
      R0MUWSFPU8MPRO8K5P83
      IEA612000
      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
            
          
          0.079 - 4.5
          64091900.00
          64283589.71
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-07
      Y
      
        BNP PARIBAS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      63000000.00
      63000000.00
      0.0022
      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
              2050-08-15
            
          
          0.084 - 6.5
          143527200.00
          180541809.27
          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
      177000000.00
      177000000.00
      0.0062
      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
          
            
              2022-04-30
              2051-02-15
            
          
          0.105 - 7.5
          66820400.00
          88272428.44
          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
      86000000.00
      86000000.00
      0.0030
      N
      N
      Y
      N
    
    
      Bofa Secs Inc
      In a joint trading account with Bofa Secs Inc at 0.05%, dated 11/30/2021 due 12/01/2021
      8NAV47T0Y26Q87Y0QP81
      IEE300000_00431
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2024-08-15
              2031-05-15
            
          
          0.375 - 1.625
          101339297.00
          102919186.86
          U.S. Treasuries (including strips)
        
      
      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
      0.0005
      100901000.00
      100901000.00
      0.0035
      N
      Y
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      IDC297000
      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
              2051-02-15
            
          
          0.125 - 3.125
          20842100.00
          21421017.84
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-10
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      21000000.00
      21000000.00
      0.0007
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      IDG471000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2025-07-31
              2050-02-15
            
          
          0.25 - 2
          44473100.00
          42843242.57
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-18
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      42000000.00
      42000000.00
      0.0015
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      IDD930000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-04-30
              2046-11-15
            
          
          0.125 - 3
          12297900.00
          12242165.72
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-02-02
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      12000000.00
      12000000.00
      0.0004
      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
          
            
              2022-04-30
              2048-05-15
            
          
          0.125 - 6.25
          11200100.00
          11222147.59
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-02-07
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      11000000.00
      11000000.00
      0.0004
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      IDE272000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2023-05-15
              2050-02-15
            
          
          0.125 - 6.25
          9837900.00
          10200798.60
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-05
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      10000000.00
      10000000.00
      0.0003
      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
          
            
              2023-05-15
              2044-11-15
            
          
          0.125 - 3
          40709600.00
          43996186.79
          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
      43000000.00
      43000000.00
      0.0015
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      IDE811000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-12-31
              2050-02-15
            
          
          0.125 - 6.25
          9627700.00
          10209120.68
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-06
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      10000000.00
      10000000.00
      0.0003
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      ICH734000
      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
              2050-02-15
            
          
          0.125 - 3.125
          11656500.00
          11220893.35
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-10
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      11000000.00
      11000000.00
      0.0004
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      ICC961000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-04-30
              2046-08-15
            
          
          0.125 - 6.25
          22442400.00
          22441809.81
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-13
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      22000000.00
      22000000.00
      0.0008
      N
      N
      Y
      N
    
    
      CIBC Bank U.S.A.
      CIBC Bank U.S.A., 0.06%
      2IGI19DL77OX0HC3ZE78
      ICC889000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2023-05-15
              2046-11-15
            
          
          0.125 - 3.125
          21876500.00
          22445184.01
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-13
      Y
      
        CIBC NY BRNCH (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      22000000.00
      22000000.00
      0.0008
      N
      N
      Y
      N
    
    
      Citigroup Global Capital Markets, Inc.
      Citigroup Global Capital Markets, Inc., 0.06%
      MBNUM2BPBDO7JBLYG310
      0000315030
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-21
              2023-01-31
            
          
          0 - 0.125
          62229700.00
          62222881.15
          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
      61000000.00
      61000000.00
      0.0021
      N
      N
      Y
      N
    
    
      Credit Agricole CIB New York Branch
      In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 11/30/2021 due 12/01/2021
      1VUV7VQFKUOQSJ21A208
      IEE374000_02102
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-31
              2051-11-15
            
          
          0.125 - 5
          316140350.00
          335412039.09
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      328166000.00
      328166000.00
      0.0114
      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 11/30/2021 due 12/01/2021
      1VUV7VQFKUOQSJ21A208
      IEE300000_02102
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-31
              2051-11-15
            
          
          0.125 - 5
          73379714.00
          77852886.74
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      76171000.00
      76171000.00
      0.0027
      N
      Y
      Y
      N
    
    
      Credit Suisse Ag Ny
      In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 11/30/2021 due 12/01/2021
      ANGGYXNX0JLX3X63JN86
      IEE300000_76547
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2023-01-31
              2041-11-15
            
          
          0.099 - 2
          7864529.00
          7714273.47
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      7563000.00
      7563000.00
      0.0003
      N
      Y
      Y
      N
    
    
      Credit Suisse Ag Ny
      In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 11/30/2021 due 12/01/2021
      ANGGYXNX0JLX3X63JN86
      IEE374000_76547
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2023-01-31
              2041-11-15
            
          
          0.099 - 2
          7007678.00
          6873792.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      6739000.00
      6739000.00
      0.0002
      N
      Y
      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
          
            
              2025-10-31
              2043-05-15
            
          
          0.25 - 2.875
          16643900.00
          17350346.53
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      17000000.00
      17000000.00
      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
          
            
              2022-08-15
              2025-03-31
            
          
          0.125 - 2.875
          11058561100.00
          11611016168.56
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      11611000000.00
      11611000000.00
      0.4049
      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
          78161700.00
          78540002.63
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      77000000.00
      77000000.00
      0.0027
      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
              2023-10-31
            
          
          1.375 - 2.875
          85430000.00
          87732713.96
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      86000000.00
      86000000.00
      0.0030
      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
          
            
              2023-07-31
              2025-05-31
            
          
          0.25 - 2.75
          27210000.00
          26542615.77
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      26000000.00
      26000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC
      In a joint trading account with ING Financial Markets LLC at 0.05%, dated 11/30/2021 due 12/01/2021
      KBVRJ5K57JZ3E2AVWX40
      IEE300000_03735
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-28
              2050-11-15
            
          
          0 - 4.25
          9467472.00
          10056441.90
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      9859000.00
      9859000.00
      0.0003
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC
      In a joint trading account with ING Financial Markets LLC at 0.05%, dated 11/30/2021 due 12/01/2021
      KBVRJ5K57JZ3E2AVWX40
      IEE374000_03735
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2021-12-28
              2050-11-15
            
          
          0 - 4.25
          100784998.00
          107054847.98
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      104953000.00
      104953000.00
      0.0037
      N
      Y
      Y
      N
    
    
      Jp Morgan Secs Llc
      In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 11/30/2021 due 12/01/2021
      ZBUT11V806EZRVTWT807
      IEE374000_00267
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2040-08-15
              2040-08-15
            
          
          1.125 - 1.125
          69256193.00
          61473532.22
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      60268000.00
      60268000.00
      0.0021
      N
      Y
      Y
      N
    
    
      Jp Morgan Secs Llc
      In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 11/30/2021 due 12/01/2021
      ZBUT11V806EZRVTWT807
      IEE300000_00267
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2040-08-15
              2040-08-15
            
          
          1.125 - 1.125
          294984634.00
          261835753.52
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      256701000.00
      256701000.00
      0.0090
      N
      Y
      Y
      N
    
    
      Lloyds Bank Corp. Markets PLC
      Lloyds Bank Corp. Markets PLC, 0.07%
      213800MBWEIJDM5CU638
      ICA083000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2051-02-15
              2051-02-15
            
          
          1.875 - 1.875
          22608600.00
          22647074.57
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-06
      2022-01-06
      2022-01-06
      N
      N
      N
      0.0007
      22000000.00
      22000000.00
      0.0008
      N
      N
      N
      N
    
    
      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
              2041-08-15
            
          
          0.125 - 2.25
          21524900.00
          21424082.81
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-10
      2022-01-10
      2022-01-10
      N
      N
      N
      0.0007
      21000000.00
      21000000.00
      0.0007
      N
      N
      N
      N
    
    
      Lloyds Bank Corp. Markets PLC
      Lloyds Bank Corp. Markets PLC, 0.07%
      213800MBWEIJDM5CU638
      ICB855000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2028-09-30
              2041-05-15
            
          
          1.125 - 2.25
          13096200.00
          13256061.23
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-13
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0007
      13000000.00
      13000000.00
      0.0005
      N
      N
      N
      N
    
    
      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
              2041-08-15
            
          
          1.25 - 2.375
          16804900.00
          17349200.87
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-18
      2022-01-18
      2022-01-18
      N
      N
      N
      0.0007
      17000000.00
      17000000.00
      0.0006
      N
      N
      N
      N
    
    
      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
              2041-08-15
            
          
          0.125 - 2.25
          22430500.00
          22439635.52
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-21
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0007
      22000000.00
      22000000.00
      0.0008
      N
      N
      N
      N
    
    
      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
              2041-08-15
            
          
          0.125 - 2.25
          23089400.00
          22437684.03
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-24
      2022-01-24
      2022-01-24
      N
      N
      N
      0.0007
      22000000.00
      22000000.00
      0.0008
      N
      N
      N
      N
    
    
      Lloyds Bank Corp. Markets PLC
      Lloyds Bank Corp. Markets PLC, 0.07%
      213800MBWEIJDM5CU638
      ICJ964000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2025-01-31
              2031-08-15
            
          
          1.25 - 2.5
          21181700.00
          22438206.43
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-31
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0007
      22000000.00
      22000000.00
      0.0008
      N
      N
      N
      N
    
    
      Lloyds Bank Corp. Markets PLC
      Lloyds Bank Corp. Markets PLC, 0.07%
      213800MBWEIJDM5CU638
      ICB856000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2028-09-30
              2041-05-15
            
          
          1.125 - 2.25
          13096200.00
          13256061.23
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-02-03
      2022-02-03
      2022-02-03
      N
      N
      N
      0.0007
      13000000.00
      13000000.00
      0.0005
      N
      N
      N
      N
    
    
      Lloyds Bank Corp. Markets PLC
      Lloyds Bank Corp. Markets PLC, 0.07%
      213800MBWEIJDM5CU638
      ICD445000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2041-08-15
              2041-08-15
            
          
          1.75 - 1.75
          24123500.00
          23450926.34
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-02-14
      2022-02-14
      2022-02-14
      N
      N
      N
      0.0007
      23000000.00
      23000000.00
      0.0008
      N
      N
      N
      N
    
    
      Mitsubishi Ufj Secs Hldgs Ltd
      In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 11/30/2021 due 12/01/2021
      ZOMOLU8CGIZRYZ7PFU34
      IEE374000_76664
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-15
              2049-08-15
            
          
          0.125 - 4.625
          473020073.00
          515399760.64
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      505026000.00
      505026000.00
      0.0176
      N
      Y
      Y
      N
    
    
      Mitsubishi Ufj Secs Hldgs Ltd
      In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 11/30/2021 due 12/01/2021
      ZOMOLU8CGIZRYZ7PFU34
      IEE300000_76664
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-15
              2049-08-15
            
          
          0.125 - 4.625
          66408596.00
          72358401.01
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      70902000.00
      70902000.00
      0.0025
      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
          71288000.00
          76593368.16
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      75000000.00
      75000000.00
      0.0026
      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
          
            
              2022-06-30
              2026-11-15
            
          
          2 - 2.25
          188664000.00
          196840866.28
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      193000000.00
      193000000.00
      0.0067
      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
          
            
              2022-11-15
              2022-11-15
            
          
          1.625 - 1.625
          90532500.00
          91809989.86
          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
      90000000.00
      90000000.00
      0.0031
      N
      N
      Y
      N
    
    
      Natixis SA
      Natixis SA, 0.06%
      KX1WK48MPD4Y2NCUIZ63
      IEA666000
      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
              2041-05-15
            
          
          0.125 - 2.875
          62572400.00
          64261182.16
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-18
      Y
      
        NATIXIS SA (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      63000000.00
      63000000.00
      0.0022
      N
      N
      Y
      N
    
    
      Natixis SA
      Natixis SA, 0.06%
      KX1WK48MPD4Y2NCUIZ63
      IDI527000
      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
              2050-08-15
            
          
          0 - 4.75
          10293200.00
          11237586.33
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-02-16
      Y
      
        NATIXIS SA (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0006
      11000000.00
      11000000.00
      0.0004
      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
          
            
              2022-02-15
              2028-11-30
            
          
          0.375 - 2.875
          22211100.00
          22444625.63
          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
      22000000.00
      22000000.00
      0.0008
      N
      N
      Y
      N
    
    
      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
          10414900.00
          11038809.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES OF A
          254900HROIFWPRGM1V77
          
            
              2026-08-15
              2026-08-15
            
          
          6.75 - 6.75
          143800.00
          183516.54
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0008
      11000000.00
      11000000.00
      0.0004
      N
      Y
      Y
      N
    
    
      Norinchukin Bank
      Norinchukin Bank, 0.08%
      5493007VSMFZCPV1NB83
      ICC729000
      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
          32630400.00
          33354667.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES OF A
          254900HROIFWPRGM1V77
          
            
              2026-08-15
              2026-08-15
            
          
          6.75 - 6.75
          242200.00
          309093.92
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-11
      2022-01-11
      2022-01-11
      N
      N
      N
      0.0008
      33000000.00
      33000000.00
      0.0012
      N
      N
      N
      N
    
    
      Norinchukin Bank
      Norinchukin Bank, 0.08%
      5493007VSMFZCPV1NB83
      ICD362000
      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
          78800.00
          100564.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES OF A
          254900HROIFWPRGM1V77
          
            
              2025-06-30
              2027-05-15
            
          
          1.5 - 2.75
          27302300.00
          28462553.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-12
      2022-01-12
      2022-01-12
      N
      N
      N
      0.0008
      28000000.00
      28000000.00
      0.0010
      N
      N
      N
      N
    
    
      Norinchukin Bank
      Norinchukin Bank, 0.08%
      5493007VSMFZCPV1NB83
      ICE074000
      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
          23728700.00
          24257836.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES OF A
          254900HROIFWPRGM1V77
          
            
              2026-08-15
              2026-08-15
            
          
          6.75 - 6.75
          176100.00
          224737.57
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-01-14
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0008
      24000000.00
      24000000.00
      0.0008
      N
      N
      N
      N
    
    
      Norinchukin Bank
      Norinchukin Bank, 0.08%
      5493007VSMFZCPV1NB83
      IDI522000
      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
          20542200.00
          21417912.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES OF A
          254900HROIFWPRGM1V77
          
            
              2026-08-15
              2026-08-15
            
          
          6.75 - 6.75
          2200.00
          2807.62
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-02-16
      2022-02-16
      2022-02-16
      N
      N
      N
      0.0008
      21000000.00
      21000000.00
      0.0007
      N
      N
      N
      N
    
    
      Norinchukin Bank
      Norinchukin Bank, 0.08%
      5493007VSMFZCPV1NB83
      IEA636000
      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
          30327800.00
          31620824.29
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-02-18
      2022-02-18
      2022-02-18
      N
      N
      N
      0.0008
      31000000.00
      31000000.00
      0.0011
      N
      N
      N
      N
    
    
      Norinchukin Bank
      Norinchukin Bank, 0.08%
      5493007VSMFZCPV1NB83
      IEB287000
      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
          19935300.00
          21405991.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES OF A
          254900HROIFWPRGM1V77
          
            
              2026-08-15
              2026-08-15
            
          
          6.75 - 6.75
          11300.00
          14420.98
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2022-02-22
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0008
      21000000.00
      21000000.00
      0.0007
      N
      N
      N
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America, 0.06%
      X574KRZ6V5A7UBU45C31
      IEE089000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2025-05-15
              2030-02-15
            
          
          1.5 - 2.125
          40500000.00
          41208382.20
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      40418250.00
      40418250.00
      0.0014
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America, 0.10%
      X574KRZ6V5A7UBU45C31
      IEE095000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          US TREASURY
          
            
              2023-08-15
              2036-02-15
            
          
          2.5 - 5.5
          76900000.00
          90822796.31
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-30
      Y
      
        PRU INS CO AMERICA (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0010
      89059150.00
      89059150.00
      0.0031
      N
      N
      Y
      N
    
    
      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
          
            
              2022-05-31
              2050-11-15
            
          
          0.125 - 6.125
          45216100.00
          44885034.24
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2021-12-15
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      44000000.00
      44000000.00
      0.0015
      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
          
            
              2022-01-25
              2048-11-15
            
          
          0 - 6.125
          41495900.00
          42843051.62
          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
      42000000.00
      42000000.00
      0.0015
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICI997000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-04-30
              2046-05-15
            
          
          0.125 - 6.125
          40398400.00
          42844488.48
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-28
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      42000000.00
      42000000.00
      0.0015
      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
          
            
              2022-02-28
              2051-11-15
            
          
          0.25 - 6.125
          44609400.00
          44129561.11
          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
      43000000.00
      43000000.00
      0.0015
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICI328000
      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
              2050-05-15
            
          
          0 - 6.125
          43252900.00
          43864903.88
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-27
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      43000000.00
      43000000.00
      0.0015
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICC917000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-09-30
              2050-11-15
            
          
          0.125 - 6.5
          40705200.00
          45908381.95
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-18
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      45000000.00
      45000000.00
      0.0016
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICI330000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-05-31
              2047-05-15
            
          
          0.5 - 6
          44498500.00
          43866533.23
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-26
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      43000000.00
      43000000.00
      0.0015
      N
      N
      Y
      N
    
    
      RBC Dominion Securities
      RBC Dominion Securities, 0.06%
      549300QJJX6CVVUXLE15
      ICI998000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2026-02-15
              2048-11-15
            
          
          1.125 - 6.125
          41108300.00
          43046318.23
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-31
      Y
      
        RBC DOMINION SECS (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      42000000.00
      42000000.00
      0.0015
      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
          
            
              2022-05-15
              2030-11-15
            
          
          0.75 - 2.75
          22534200.00
          23463312.63
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-02
      2021-12-02
      2021-12-02
      Y
      
        ROYAL BANK OF CAN (GOV REPO)
        1.0000
        2
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      23000000.00
      23000000.00
      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
          
            
              2022-05-15
              2030-11-15
            
          
          0.75 - 2.625
          19604100.00
          20402900.47
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-02
      2021-12-02
      2021-12-02
      Y
      
        ROYAL BANK OF CAN (GOV REPO)
        1.0000
        2
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      20000000.00
      20000000.00
      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
          
            
              2022-11-15
              2030-11-15
            
          
          0.75 - 2.75
          22528500.00
          23463195.78
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-03
      2021-12-03
      2021-12-03
      Y
      
        ROYAL BANK OF CAN (GOV REPO)
        1.0000
        3
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      23000000.00
      23000000.00
      0.0008
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada, 0.05%
      ES7IP3U3RHIGC71XBU11
      IAA939000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-11-15
              2030-11-15
            
          
          0.75 - 2.625
          19909100.00
          20402813.07
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-03
      2021-12-03
      2021-12-03
      Y
      
        ROYAL BANK OF CAN (GOV REPO)
        1.0000
        3
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      20000000.00
      20000000.00
      0.0007
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada, 0.06%
      ES7IP3U3RHIGC71XBU11
      IDG594000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-05-15
              2030-11-15
            
          
          0.875 - 2.625
          9938600.00
          10200357.80
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-12
      Y
      
        ROYAL BANK OF CAN (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      10000000.00
      10000000.00
      0.0003
      N
      N
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada, 0.06%
      ES7IP3U3RHIGC71XBU11
      ICJ382000
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-11-15
              2030-11-15
            
          
          0.75 - 2.625
          8792000.00
          9180545.80
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-07
      2021-12-07
      2022-01-27
      Y
      
        ROYAL BANK OF CAN (GOV REPO)
        1.0000
        7
        N
        
          N/A
          N/A
        
      
      N
      N
      0.0005
      9000000.00
      9000000.00
      0.0003
      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
          
            
              2022-07-31
              2051-05-15
            
          
          0.125 - 7.125
          44680500.00
          43929970.12
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      43000000.00
      43000000.00
      0.0015
      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 11/30/2021 due 12/01/2021
      5U0XI89JRFVHWIBS4F54
      IEE300000_10193
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury
          254900HROIFWPRGM1V77
          
            
              2022-01-31
              2050-05-15
            
          
          0.25 - 4.75
          173005315.00
          176409516.33
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      172917000.00
      172917000.00
      0.0060
      N
      Y
      Y
      N
    
    
      TD Securities (U.S.A.)
      TD Securities (U.S.A.), 0.05%
      SUVUFHICNZMP2WKHG940
      IEE098000
      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
          13150100.00
          13260021.69
          U.S. Treasuries (including strips)
        
      
      Y
      
        N/A
        N/A
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      13000000.00
      13000000.00
      0.0005
      N
      Y
      Y
      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
      289999759.30
      289999759.30
      0.0101
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796K81
      US912796K816
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-01-20
      2022-01-20
      2022-01-20
      N
      N
      N
      0.0005
      45796819.65
      45796819.65
      0.0016
      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
      20998226.76
      20998226.76
      0.0007
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796R76
      US912796R761
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-08
      2022-02-08
      2022-02-08
      N
      N
      N
      0.0005
      251876825.20
      251876825.20
      0.0088
      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
      45295510.77
      45295510.77
      0.0016
      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
      254268927.08
      254268927.08
      0.0089
      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
      174976812.50
      174976812.50
      0.0061
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.05%
      912796M97
      US912796M978
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-10
      2022-03-10
      2022-03-10
      N
      N
      N
      0.0005
      12998069.50
      12998069.50
      0.0005
      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
      411990886.56
      411990886.56
      0.0144
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.06%
      912796S75
      US912796S751
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-08
      2022-03-08
      2022-03-08
      N
      N
      N
      0.0006
      29695358.48
      29695358.48
      0.0010
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.06%
      912796S91
      US912796S918
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-22
      2022-03-22
      2022-03-22
      N
      N
      N
      0.0006
      10997863.25
      10997863.25
      0.0004
      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
      3999163.32
      3999163.32
      0.0001
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.07%
      912796J67
      US912796J677
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-16
      2021-12-16
      2021-12-16
      N
      N
      N
      0.0007
      18999416.13
      18999416.13
      0.0007
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.07%
      912796T25
      US912796T254
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-29
      2022-03-29
      2022-03-29
      N
      N
      N
      0.0007
      247940658.56
      247940658.56
      0.0086
      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
      203042327.72
      203042327.72
      0.0071
      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
      15099512.57
      15099512.57
      0.0005
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.08%
      912796P37
      US912796P377
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-04-28
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0008
      123660079.54
      123660079.54
      0.0043
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.08%
      912796P45
      US912796P450
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-05
      2022-05-05
      2022-05-05
      N
      N
      N
      0.0008
      194130878.39
      194130878.39
      0.0068
      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
      196225504.15
      196225504.15
      0.0068
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.09%
      912796A90
      US912796A908
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-30
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0009
      223783324.66
      223783324.66
      0.0078
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.09%
      912796H44
      US912796H440
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-19
      2022-05-19
      2022-05-19
      N
      N
      N
      0.0009
      250396122.66
      250396122.66
      0.0087
      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
      293560959.48
      293560959.48
      0.0102
      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
      527733064.32
      527733064.32
      0.0184
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.12%
      912796K57
      US912796K576
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-07-14
      2022-07-14
      2022-07-14
      N
      N
      N
      0.0012
      173874666.06
      173874666.06
      0.0061
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.14%
      912796J75
      US912796J750
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-23
      2021-12-23
      2021-12-23
      N
      N
      N
      0.0014
      72893473.26
      72893473.26
      0.0025
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.14%
      912796L64
      US912796L640
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-08-11
      2022-08-11
      2022-08-11
      N
      N
      N
      0.0014
      38663623.16
      38663623.16
      0.0013
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.17%
      912796M71
      US912796M713
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-09-08
      2022-09-08
      2022-09-08
      N
      N
      N
      0.0017
      106627409.62
      106627409.62
      0.0037
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.19%
      912796M89
      US912796M895
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-10-06
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0019
      63595568.95
      63595568.95
      0.0022
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills, 0.22%
      912796N96
      US912796N968
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-11-03
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0022
      43911787.04
      43911787.04
      0.0015
      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
      43191393.43
      43191393.43
      0.0015
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.03% to 0.07%
      912828J43
      254900HROIFWPRGM1V77
      US912828J439
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0008
      34140888.86
      34140888.86
      0.0012
      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
      248646704.64
      248646704.64
      0.0087
      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
      0.0019
      188305545.12
      188305545.12
      0.0066
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.05% 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
      0.0018
      68082817.20
      68082817.20
      0.0024
      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
      44067030.04
      44067030.04
      0.0015
      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
      0.0010
      96288367.68
      96288367.68
      0.0034
      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
      0.0008
      130311511.20
      130311511.20
      0.0045
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.05%
      9128286C9
      254900HROIFWPRGM1V77
      US9128286C90
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-02-15
      2022-02-15
      2022-02-15
      N
      N
      N
      0.0009
      6030300.84
      6030300.84
      0.0002
      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
      0.0008
      58233032.98
      58233032.98
      0.0020
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.05% to 0.08%
      912828J76
      254900HROIFWPRGM1V77
      US912828J769
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-31
      2022-03-31
      2022-03-31
      N
      N
      N
      0.0009
      64353484.80
      64353484.80
      0.0022
      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
      0.0009
      43255211.02
      43255211.02
      0.0015
      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
      0.0011
      127008984.06
      127008984.06
      0.0044
      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
      0.0010
      151031250.00
      151031250.00
      0.0053
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.05% to 0.09%
      912828X47
      254900HROIFWPRGM1V77
      US912828X471
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-04-30
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0010
      46340080.30
      46340080.30
      0.0016
      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
      0.0008
      94283660.98
      94283660.98
      0.0033
      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
      0.0008
      37080996.33
      37080996.33
      0.0013
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06% 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
      0.0009
      31205122.35
      31205122.35
      0.0011
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06% to 0.07%
      912828ZG8
      254900HROIFWPRGM1V77
      US912828ZG82
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-03-31
      2022-03-31
      2022-03-31
      N
      N
      N
      0.0008
      55054555.05
      55054555.05
      0.0019
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.06% to 0.09%
      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
      150021739.50
      150021739.50
      0.0052
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07%
      9128286U9
      254900HROIFWPRGM1V77
      US9128286U98
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-15
      2022-05-15
      2022-05-15
      N
      N
      N
      0.0011
      6055462.50
      6055462.50
      0.0002
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 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
      89007077.28
      89007077.28
      0.0031
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 0.10%
      912828XR6
      254900HROIFWPRGM1V77
      US912828XR65
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0012
      61495625.00
      61495625.00
      0.0021
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 0.08%
      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
      14121406.32
      14121406.32
      0.0005
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 0.08%
      9128286Y1
      254900HROIFWPRGM1V77
      US9128286Y11
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-06-15
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0014
      49426836.06
      49426836.06
      0.0017
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 0.08%
      912828XG0
      254900HROIFWPRGM1V77
      US912828XG01
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0016
      147676719.48
      147676719.48
      0.0051
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% 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
      95977499.52
      95977499.52
      0.0033
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 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
      57656836.08
      57656836.08
      0.0020
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 0.10%
      912828XQ8
      254900HROIFWPRGM1V77
      US912828XQ82
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-07-31
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0015
      322937656.25
      322937656.25
      0.0113
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.07% to 0.11%
      91282CAC5
      254900HROIFWPRGM1V77
      US91282CAC55
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-07-31
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0013
      86999417.10
      86999417.10
      0.0030
      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
      0.0017
      179682655.36
      179682655.36
      0.0063
      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
      409648921.96
      409648921.96
      0.0143
      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
      1318865171.82
      1318865171.82
      0.0460
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.08%
      9128287C8
      254900HROIFWPRGM1V77
      US9128287C81
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-07-15
      2022-07-15
      2022-07-15
      N
      N
      N
      0.0017
      19187031.25
      19187031.25
      0.0007
      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
      0.0018
      22225156.36
      22225156.36
      0.0008
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.08% to 0.14%
      9128282S8
      254900HROIFWPRGM1V77
      US9128282S88
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-08-31
      2022-08-31
      2022-08-31
      N
      N
      N
      0.0018
      151920421.88
      151920421.88
      0.0053
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.08% to 0.14%
      912828L24
      254900HROIFWPRGM1V77
      US912828L245
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-08-31
      2022-08-31
      2022-08-31
      N
      N
      N
      0.0019
      90527976.79
      90527976.79
      0.0032
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.09%
      91282CDE8
      254900HROIFWPRGM1V77
      US91282CDE84
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2023-10-31
      2023-10-31
      N
      N
      N
      0.0009
      363964233.36
      363964233.36
      0.0127
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.09%
      912828XW5
      254900HROIFWPRGM1V77
      US912828XW50
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0015
      4037343.76
      4037343.76
      0.0001
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.09% to 0.14%
      912828YF1
      254900HROIFWPRGM1V77
      US912828YF19
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-09-15
      2022-09-15
      2022-09-15
      N
      N
      N
      0.0019
      141443750.00
      141443750.00
      0.0049
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.09% to 0.12%
      912828L57
      254900HROIFWPRGM1V77
      US912828L575
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-09-30
      2022-09-30
      2022-09-30
      N
      N
      N
      0.0022
      39496640.82
      39496640.82
      0.0014
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.09% to 0.12%
      91282CAN1
      254900HROIFWPRGM1V77
      US91282CAN11
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-09-30
      2022-09-30
      2022-09-30
      N
      N
      N
      0.0021
      81939140.42
      81939140.42
      0.0029
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.10%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0008
      474093932.58
      474093932.58
      0.0165
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.10% to 0.11%
      9128282W9
      254900HROIFWPRGM1V77
      US9128282W90
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2022-09-30
      2022-09-30
      2022-09-30
      N
      N
      N
      0.0022
      79075546.68
      79075546.68
      0.0028
      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
      501372152.93
      501372152.93
      0.0175
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.11%
      91282CAS0
      254900HROIFWPRGM1V77
      US91282CAS08
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0006
      203090759.27
      203090759.27
      0.0071
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes, 0.16%
      912828ZK9
      254900HROIFWPRGM1V77
      US912828ZK94
      U.S. Treasury Debt
      Y
      
        N/A
        N/A
      
      2021-12-01
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0005
      612295565.40
      612295565.40
      0.0214
      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
      874675695.55
      874675695.55
      0.0305
      N
      Y
      Y
      N
    
    
      Fidelity Colchester Street Trust: Treasury Portfolio
      2021-12-02
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer
    
  

You May Also Be Interested In

• Phish Live at Sphere: Moment Factory Harnesses Sphere's Next-Generation Technologies to Reimagine Concert Experience
• Correction to Company announcement – No. 23 / 2024
• Midday movers: Netflix, Super Micro fall; Paramount Global gains