Form N-MFP2 T. Rowe Price Government For: Nov 30

  
    N-MFP2
    
      
        
          0000316968
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      2021-11-30
      0000316968
      549300COJR8LK71W1S28
      S000002140
      2
      N
      N
    
    
      002-54926
      
        T. Rowe Price Associates, Inc.
        801-00856
      
      
        PricewaterhouseCoopers LLP
        Baltimore
        MD
      
      
        None
      
      
        T. Rowe Price Services, Inc.
        0000703220
        084-01079
      
      N
      N
      N
      Exempt Government
      Government/Agency
      N
      40
      77
      
        10568388346.00
        10486152778.00
        10504175612.00
        11587836191.00
      
      
        10690382331.00
        10858147742.00
        10626172906.00
        11709835170.00
        0.00
      
      
        0.9009
        0.8977
        0.9139
        0.9213
      
      
        0.9113
        0.9295
        0.9245
        0.9310
        0.0000
      
      7499.57
      12566348649.56
      12566414188.32
      4142637.43
      314682253.64
      12255882071.68
      12255458070.2738
      1.0000
      0.0007
      
        1.0001
        1.0001
        1.0001
        1.0000
        0.0000
      
    
    
      C000005535
      2500.00
      11520674043.87
      11520275440.5508
      
        1.0001
        1.0001
        1.0001
        1.0000
        0.0000
      
      
        681249262.09
        130929138.57
      
      
        98520695.27
        113133500.72
      
      
        127556569.71
        232599681.49
      
      
        1220529067.97
        89398693.78
      
      
        0.00
        0.00
      
      
        2167658869.89
        615061736.42
      
      0.0001
      Y
      $2,102,980.48 of expenses were waived or reimbursed by T. Rowe Price Associates
    
    
      C000190629
      1000000.00
      735208027.81
      735182629.7230
      
        1.0001
        1.0001
        1.0001
        1.0000
        0.0000
      
      
        13260548.66
        6006205.98
      
      
        5116484.14
        9502334.71
      
      
        10640620.18
        17120793.98
      
      
        9141814.39
        8263872.75
      
      
        0.00
        0.00
      
      
        40226053.95
        45206556.26
      
      0.0001
      Y
      $80,617.80 of expenses were waived or reimbursed by T. Rowe Price Associates
    
    
      BANK OF AMERICA SEC MORTGAGE REPO 0.0500 20211201
      BANK OF AMERICA SEC MORTGAGE REPO 0.0500 20211201 0.050000%
      0000070858
      0609946U9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA
          N.A.
          
            2048-01-20
          
          3.000000
          178200323.00
          52073183.05
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-08-20
          
          3.000000
          67360376.00
          40960709.07
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-03-20
          
          2.500000
          100000000.00
          97511658.09
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-06-20
          
          3.000000
          124018954.00
          126674450.05
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      311000000.00
      311000000.00
      0.0254
      N
      Y
      Y
      N
    
    
      BANK OF MONTREAL MORTGAGE REPO 0.0500 20211201
      BANK OF MONTREAL MORTGAGE REPO 0.0500 20211201 0.050000%
      0000927971
      0639956W9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          N.A.
          
            2051-10-01
          
          2.500000
          2017065.00
          2051116.08
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2031-12-01
          
          2.084000
          4000654.00
          4080094.10
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.000000
          3707791.00
          3804242.18
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.000000
          988467.00
          1015186.36
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-12-01
          
          2.000000
          2137084.00
          2140849.78
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-03-01
          
          2.000000
          6553220.00
          6248864.50
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2039-06-01
          
          3.500000
          971339.00
          1005605.81
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2041-07-01
          
          2.000000
          9030.00
          8923.63
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-11-01
          
          1.500000
          18093.00
          17494.41
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          1.500000
          1374227.00
          1381062.86
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.000000
          1184288.00
          1215092.65
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          3.000000
          1861808.00
          1935132.83
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          2.000000
          6893045.00
          6985185.10
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-05-20
          
          4.500000
          1294881.00
          1402613.80
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2041-10-20
          
          4.500000
          2956895.00
          3202610.01
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          2.500000
          6466326.00
          6662209.69
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          3.000000
          5585456.00
          5803717.01
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F-1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      48000000.00
      48000000.00
      0.0039
      N
      Y
      Y
      N
    
    
      CITIGROUP GLBL MKT INC MORTGAGE REPO 0.0600 20211201
      CITIGROUP GLBL MKT INC MORTGAGE REPO 0.0600 20211201 0.060000%
      0000831001
      1729913L3
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. Treasury Notes
          N.A.
          
            2022-09-30
          
          1.875000
          122058200.00
          124170926.15
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2022-08-15
          
          1.625000
          442000.00
          448701.54
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2022-02-28
          
          1.125000
          118515900.00
          119160394.05
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      239000000.00
      239000000.00
      0.0195
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE MORTGAGE REPO 0.0500 20211201
      CREDIT AGRICOLE MORTGAGE REPO 0.0500 20211201 0.050000%
      0001191672
      2258987R0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA
          N.A.
          
            2022-04-12
          
          2.250000
          48135000.00
          48661211.82
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-01-20
          
          2.000000
          424112745.00
          391989259.66
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F-1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      432010000.00
      432010000.00
      0.0352
      N
      Y
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      FEDERAL HOME LOAN BANKS 0.105000%
      3130AKG67
      2549001DPIFGXC1TOL40
      US3130AKG672
      U.S. Government Agency Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-01
      2022-05-13
      2022-05-13
      N
      N
      N
      0.0011
      50008950.00
      50008950.00
      0.0041
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FEDERAL HOME LOAN BANKS 0.085000%
      3130AKGA8
      2549001DPIFGXC1TOL40
      US3130AKGA86
      U.S. Government Agency Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-01
      2021-12-17
      2021-12-17
      N
      N
      N
      0.0009
      50000650.00
      50000650.00
      0.0041
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FEDERAL HOME LOAN BANKS 0.00000%
      3130APN68
      2549001DPIFGXC1TOL40
      US3130APN685
      U.S. Government Agency Debt
      Y
      2022-03-25
      2022-03-25
      2022-03-25
      N
      N
      N
      0.0002
      49994750.00
      49994750.00
      0.0041
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FEDERAL HOME LOAN BANKS 0.210000%
      3130APSD8
      2549001DPIFGXC1TOL40
      US3130APSD84
      U.S. Government Agency Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-02-04
      2022-12-02
      2022-12-02
      N
      N
      N
      0.0023
      99891700.00
      99891700.00
      0.0082
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FEDERAL HOME LOAN BANKS 0.210000%
      3130APVF9
      2549001DPIFGXC1TOL40
      US3130APVF95
      U.S. Government Agency Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-02-17
      2022-12-12
      2022-12-12
      N
      N
      N
      0.0022
      31961056.00
      31961056.00
      0.0026
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FEDERAL HOME LOAN BANKS 0.220000%
      3130APX34
      2549001DPIFGXC1TOL40
      US3130APX346
      U.S. Government Agency Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-02-23
      2022-12-16
      2022-12-16
      N
      N
      N
      0.0023
      49941500.00
      49941500.00
      0.0041
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT DISCOUNT NOTES
      FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
      313313PY8
      US313313PY85
      U.S. Government Agency Debt
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0004
      74999925.00
      74999925.00
      0.0061
      N
      Y
      Y
      N
    
    
      FEDERAL FARM CREDIT DISCOUNT NOTES
      FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
      313313QD3
      US313313QD30
      U.S. Government Agency Debt
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0003
      6999958.00
      6999958.00
      0.0006
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT DISCOUNT NOTES
      FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
      313313QF8
      US313313QF87
      U.S. Government Agency Debt
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-08
      2021-12-08
      2021-12-08
      N
      N
      N
      0.0003
      39999680.00
      39999680.00
      0.0033
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      FEDERAL HOME LOAN BANKS 2.250000%
      313378CR0
      2549001DPIFGXC1TOL40
      US313378CR08
      U.S. Government Agency Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-03-11
      2022-03-11
      2022-03-11
      N
      N
      N
      0.0011
      45170118.28
      45170118.28
      0.0037
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.140006%
      3133EL2G8
      P0J8I7M2E0A77CKF1705
      US3133EL2G84
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-01
      2022-06-03
      2022-06-03
      N
      N
      N
      0.0007
      75030900.00
      75030900.00
      0.0061
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.115006%
      3133EL5A8
      P0J8I7M2E0A77CKF1705
      US3133EL5A87
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-07
      2022-05-25
      2022-05-25
      N
      N
      N
      0.0012
      50013300.00
      50013300.00
      0.0041
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.115006%
      3133EMGN6
      P0J8I7M2E0A77CKF1705
      US3133EMGN66
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-01
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0008
      100046900.00
      100046900.00
      0.0082
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.100006%
      3133EMLX8
      P0J8I7M2E0A77CKF1705
      US3133EMLX83
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-01
      2022-08-03
      2022-08-03
      N
      N
      N
      0.0006
      70016800.00
      70016800.00
      0.0057
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.105006%
      3133EMPG1
      P0J8I7M2E0A77CKF1705
      US3133EMPG15
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0011
      50021200.00
      50021200.00
      0.0041
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.080000%
      3133EMQA3
      P0J8I7M2E0A77CKF1705
      US3133EMQA36
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2022-05-09
      2022-05-09
      2022-05-09
      N
      N
      N
      0.0015
      74121229.80
      74121229.80
      0.0060
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.090006%
      3133EMQE5
      P0J8I7M2E0A77CKF1705
      US3133EMQE57
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      
        Standard and Poor's Ratings Services
        AA+
      
      2021-12-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0006
      45010980.00
      45010980.00
      0.0037
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING CORP 0.00000%
      3133EMYL0
      P0J8I7M2E0A77CKF1705
      US3133EMYL09
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      2022-05-04
      2022-05-04
      2022-05-04
      N
      N
      N
      0.0005
      24986575.00
      24986575.00
      0.0020
      N
      N
      N
      N
    
    
      FEDERAL RESERVE BK OF NY TREASURY REPO 0.0500 20211201
      FEDERAL RESERVE BK OF NY TREASURY REPO 0.0500 20211201 0.050000%
      0001457970
      3139936G7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          U.S. Treasury Notes
          N.A.
          
            2030-02-15
          
          1.500000
          1667192700.00
          1680002429.99
          U.S. Treasuries (including strips)
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      1680000000.00
      1680000000.00
      0.1371
      N
      Y
      Y
      N
    
    
      GOLDMAN SACHS & CO MORTGAGE REPO 0.0500 20211201
      GOLDMAN SACHS & CO MORTGAGE REPO 0.0500 20211201 0.050000%
      0000886982
      3819876X9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA
          N.A.
          
            2042-05-20
          
          4.000000
          15958592.00
          1685681.61
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2042-10-20
          
          4.000000
          321882.00
          50429.31
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2042-11-20
          
          3.500000
          5084280.00
          833347.19
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2028-06-20
          
          4.000000
          2256364.00
          227108.87
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2044-10-20
          
          3.500000
          10433000.00
          1509130.33
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2044-11-20
          
          4.000000
          981673.00
          127581.19
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2046-03-20
          
          5.000000
          65621.00
          11300.33
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2045-05-20
          
          4.000000
          107310.00
          18319.32
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2045-10-20
          
          5.000000
          1464454.00
          238429.18
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2046-02-20
          
          4.500000
          3145000.00
          477876.95
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2037-10-20
          
          6.000000
          14989280.00
          3561770.51
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2046-05-20
          
          3.000000
          19188032.00
          4374676.34
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2046-09-20
          
          3.000000
          286816.00
          75377.53
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2047-02-20
          
          3.500000
          1095532.00
          262445.01
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2047-07-20
          
          5.000000
          672761.00
          143550.94
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2047-08-20
          
          3.500000
          34989824.00
          9114014.32
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2048-03-20
          
          3.500000
          7154300.00
          1834368.61
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-03-20
          
          3.500000
          2654976.00
          540147.19
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-01-20
          
          4.500000
          2517564.00
          788629.73
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-07-20
          
          4.500000
          526483.00
          174704.23
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-10-20
          
          4.000000
          485384.00
          205186.17
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-06-20
          
          4.500000
          272748.00
          269428.63
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-07-20
          
          4.000000
          645171.00
          655155.12
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-07-20
          
          2.500000
          287970304.00
          295768113.05
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2048-02-20
          
          4.000000
          9722240.00
          5487190.59
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2048-04-20
          
          5.000000
          240053.00
          117464.22
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-07-20
          
          4.000000
          154000.00
          69287.70
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-01-20
          
          4.000000
          1066334.00
          598757.28
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-12-20
          
          4.000000
          1104352.00
          459090.63
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-02-20
          
          4.000000
          1129714.00
          391114.02
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-08-20
          
          2.500000
          675000.00
          474375.37
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-08-20
          
          4.000000
          1183480.00
          1056627.16
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2060-05-15
          
          3.040000
          20118176.00
          21577405.43
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-09-20
          
          3.000000
          64291.00
          69261.89
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-09-20
          
          3.000000
          57902.00
          62409.73
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          3.000000
          3001000.00
          3205829.26
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          3.000000
          4015424.00
          4274529.94
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          3.000000
          1471444.00
          1550864.70
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          3.000000
          1687858.00
          1778961.26
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2043-04-15
          
          3.500000
          250826.00
          67461.45
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2043-06-15
          
          3.000000
          482218.00
          107395.11
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2035-12-20
          
          5.000000
          1160000.00
          40412.53
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2036-04-20
          
          5.000000
          1542680.00
          35795.28
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2040-04-15
          
          5.000000
          90000.00
          11215.27
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2040-04-15
          
          5.000000
          200000.00
          20917.97
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2041-02-15
          
          4.000000
          75000.00
          16940.08
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2041-03-15
          
          4.000000
          611292.00
          83411.14
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2041-04-15
          
          5.000000
          104081.00
          16654.27
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2041-02-15
          
          5.000000
          20000.00
          5525.92
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2048-02-20
          
          3.500000
          568650.00
          285544.84
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2048-04-20
          
          3.500000
          1500000.00
          883746.90
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-03-20
          
          5.000000
          1526000.00
          470963.09
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2039-11-15
          
          5.000000
          171006.00
          14075.33
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      359000000.00
      359000000.00
      0.0293
      N
      Y
      Y
      N
    
    
      HSBC SEC USA INC MORTGAGE REPO 0.0500 20211201
      HSBC SEC USA INC MORTGAGE REPO 0.0500 20211201 0.050000%
      0000873630
      4049895C5
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          N.A.
          
            2037-02-01
          
          2.148000
          564993.00
          6827.00
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-11-01
          
          3.000000
          6274920.00
          6628575.04
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-11-01
          
          3.000000
          6646480.00
          6994075.40
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-10-01
          
          2.500000
          17345376.00
          17826763.97
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2038-09-01
          
          3.880000
          1000000.00
          1160058.56
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2034-05-01
          
          4.000000
          1025000.00
          345018.29
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2030-06-01
          
          3.570000
          5133000.00
          5467976.40
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2045-08-01
          
          4.000000
          159266080.00
          26290458.13
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2030-10-01
          
          3.500000
          530000.00
          122126.43
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2044-03-01
          
          5.000000
          1628610.00
          290954.21
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2044-08-01
          
          5.000000
          1411190.00
          442807.83
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2045-06-01
          
          4.500000
          3168324.00
          679334.85
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2047-12-01
          
          4.000000
          12549936.00
          6655977.11
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-08-01
          
          4.000000
          16342784.00
          5336649.95
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-11-01
          
          4.000000
          600000.00
          188388.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2030-11-01
          
          3.860000
          4951000.00
          5678125.86
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.500000
          1936460.00
          2017657.49
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-10-01
          
          4.000000
          1608376.00
          1731008.28
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.000000
          2582940.00
          2654056.37
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-11-01
          
          2.500000
          18690752.00
          19264182.20
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.000000
          2235930.00
          2307249.71
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.000000
          2080896.00
          2146017.87
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-12-01
          
          2.500000
          4937344.00
          5078630.49
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2038-07-01
          
          4.500000
          23271456.00
          10307395.78
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-10-01
          
          4.000000
          8859648.00
          4350213.14
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-04-01
          
          3.000000
          8798272.00
          8619046.21
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2049-11-01
          
          3.000000
          999991.00
          172112.75
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2050-04-01
          
          3.500000
          17015000.00
          4118312.25
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      144000000.00
      144000000.00
      0.0117
      N
      Y
      Y
      N
    
    
      JP MORGAN SEC LLC MORTGAGE REPO 0.0500 20211201
      JP MORGAN SEC LLC MORTGAGE REPO 0.0500 20211201 0.050000%
      0000019617
      6169975U2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          N.A.
          
            2036-01-01
          
          2.375000
          92241664.00
          535792.52
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2048-08-01
          
          4.000000
          7662300.00
          1633832.51
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2033-11-01
          
          4.000000
          47034752.00
          22248770.50
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2044-02-01
          
          4.500000
          3000000.00
          1094443.96
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-10-01
          
          4.500000
          8924592.00
          9324831.92
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2030-08-01
          
          3.890000
          7340000.00
          8476889.75
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2029-03-01
          
          3.500000
          28593480.00
          5012387.42
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-11-01
          
          4.000000
          670000.00
          276023.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2028-12-01
          
          3.955000
          4764030.00
          5253033.73
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2050-09-01
          
          3.000000
          28179.00
          28564.77
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2028-11-01
          
          1.390000
          1736500.00
          1717529.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-06-01
          
          3.500000
          5489700.00
          5709422.94
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-12-01
          
          2.000000
          75687040.00
          75824723.13
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-12-01
          
          2.500000
          7736976.00
          7949548.56
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-07-01
          
          3.500000
          15915776.00
          16515069.03
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2049-08-01
          
          4.000000
          7280128.00
          4079338.82
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2049-10-01
          
          3.000000
          350834.00
          78024.25
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2047-09-01
          
          4.500000
          6805072.00
          5470578.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-12-01
          
          2.500000
          70448320.00
          72551194.53
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch, Inc.
        F-1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      239000000.00
      239000000.00
      0.0195
      N
      Y
      Y
      N
    
    
      ROYAL BANK OF CANADA NY MORTGAGE REPO 0.0500 20211201
      ROYAL BANK OF CANADA NY MORTGAGE REPO 0.0500 20211201 0.050000%
      0001000275
      7809753C0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          N.A.
          
            2037-08-01
          
          1.977000
          1851.00
          63.88
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2048-08-01
          
          4.500000
          6418635.00
          3033554.22
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2042-11-01
          
          3.500000
          109700000.00
          28917973.15
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2049-03-01
          
          4.500000
          28953339.00
          10558503.93
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2046-02-01
          
          3.500000
          57969723.00
          23102583.01
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2048-06-01
          
          4.000000
          36200000.00
          18018634.41
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-04-01
          
          3.000000
          69077834.00
          68982286.22
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-08-01
          
          1.500000
          68912378.00
          65637068.89
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-07-01
          
          3.000000
          27492768.00
          28370542.79
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-09-01
          
          3.000000
          2606372.00
          2743162.83
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-06-01
          
          3.000000
          27501021.00
          28387367.51
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-10-01
          
          2.500000
          32981314.00
          33666024.05
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-10-01
          
          2.500000
          181061.00
          186580.86
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-12-01
          
          3.000000
          11726606.00
          12348968.25
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2035-01-01
          
          3.000000
          5408611.00
          3522993.87
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-03-01
          
          4.000000
          48431029.00
          27921406.58
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-09-01
          
          3.800000
          521047.00
          105609.73
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-12-01
          
          3.835000
          1024.00
          207.32
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-06-01
          
          2.500000
          99428992.00
          73603149.48
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2050-11-01
          
          2.500000
          11243672.00
          10393546.62
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-02-01
          
          3.000000
          31861851.00
          31832674.53
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-06-01
          
          3.500000
          11280319.00
          11525614.05
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2051-09-01
          
          2.500000
          28572358.00
          29040302.07
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-11-01
          
          2.000000
          48954499.00
          50227859.92
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2044-04-20
          
          4.500000
          633346048.00
          83409326.02
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-08-20
          
          3.000000
          3608036.00
          3231463.82
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-09-20
          
          3.000000
          4141339.00
          4297671.38
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2047-02-20
          
          3.500000
          2324470.00
          2459478.57
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-11-20
          
          3.000000
          4257307.00
          4407805.64
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2048-02-15
          
          4.500000
          25001051.00
          28700131.50
          Agency Mortgage-Backed Securities
        
        
          U.S. Treasury Notes
          N.A.
          
            2048-05-15
          
          3.125000
          1301700.00
          1639468.88
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2040-05-15
          
          1.125000
          48149400.00
          42087976.04
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F-1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      718000000.00
      718000000.00
      0.0586
      N
      Y
      Y
      N
    
    
      RBC DS MORTGAGE REPO 0.0500 20211201
      RBC DS MORTGAGE REPO 0.0500 20211201 0.050000%
      0001000275
      7809797E4
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          N.A.
          
            2050-01-01
          
          3.000000
          129764341.00
          44654885.69
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-02-01
          
          2.000000
          3628.00
          3322.92
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-08-01
          
          2.500000
          17886045.00
          17888781.17
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-10-01
          
          2.500000
          36651353.00
          37282683.52
          Agency Mortgage-Backed Securities
        
        
          FMAC
          N.A.
          
            2051-11-01
          
          2.500000
          1197331.00
          1230226.34
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2037-05-01
          
          5.500000
          9810.00
          136.75
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2041-09-01
          
          4.500000
          1007.00
          62.83
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2041-09-01
          
          4.500000
          2026.00
          145.10
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2049-08-01
          
          3.000000
          3283659.00
          960239.83
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-02-01
          
          3.500000
          25750016.00
          15685220.69
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2050-01-01
          
          3.000000
          1000.00
          653.15
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2036-02-01
          
          2.000000
          134080.00
          124880.62
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-11-01
          
          4.000000
          1000.00
          68.17
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2038-04-01
          
          5.000000
          1475.00
          31.54
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-07-01
          
          4.500000
          32405872.00
          5616152.83
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2048-08-01
          
          4.000000
          158056355.00
          25318740.75
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2049-06-01
          
          3.500000
          1339.00
          251.60
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2024-08-01
          
          4.500000
          1959.00
          16.41
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2037-07-01
          
          5.000000
          1600.00
          65.38
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2039-01-01
          
          5.500000
          1838.00
          93.65
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-08-01
          
          5.000000
          1129.00
          80.14
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-07-01
          
          5.000000
          1370.00
          52.60
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-09-01
          
          5.000000
          1151.00
          68.57
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-10-01
          
          5.000000
          5354.00
          185.81
          Agency Mortgage-Backed Securities
        
        
          FNMA
          N.A.
          
            2040-11-01
          
          4.000000
          6367.00
          472.58
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2049-01-20
          
          3.500000
          1108.00
          317.54
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-01-20
          
          2.000000
          1869.00
          1727.44
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-02-20
          
          2.000000
          18218837.00
          17099514.42
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2050-11-20
          
          3.500000
          134310.00
          92536.55
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-05-20
          
          3.000000
          914086.00
          895854.81
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-06-20
          
          2.500000
          12481542.00
          12503190.61
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2051-06-20
          
          3.000000
          6050539.00
          6016626.45
          Agency Mortgage-Backed Securities
        
        
          GNMA
          N.A.
          
            2039-08-15
          
          4.500000
          3625692.00
          202504.75
          Agency Mortgage-Backed Securities
        
        
          U.S. Treasury Notes
          N.A.
          
            2043-11-15
          
          3.750000
          100.00
          132.49
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2045-02-15
          
          0.750000
          200.00
          299.16
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2045-05-15
          
          3.000000
          100.00
          120.13
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2047-02-15
          
          0.875000
          400.00
          611.46
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2040-05-15
          
          1.125000
          100.00
          87.41
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2050-11-15
          
          1.625000
          100.00
          93.98
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2023-08-31
          
          1.375000
          500.00
          509.81
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2028-01-15
          
          0.500000
          1328100.00
          1664082.26
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2023-01-31
          
          2.375000
          6400.00
          6607.75
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2025-05-31
          
          2.875000
          1124700.00
          1198899.83
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2025-11-30
          
          2.875000
          85066300.00
          91149731.38
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2025-08-15
          
          2.000000
          1000.00
          1042.03
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2026-01-15
          
          0.625000
          1728900.00
          2214528.47
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2023-03-31
          
          1.500000
          4600.00
          4684.29
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2023-04-30
          
          1.625000
          40382000.00
          41169315.14
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2022-02-15
          
          2.000000
          2727600.00
          2754481.09
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2026-07-31
          
          1.875000
          100.00
          103.92
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2024-08-31
          
          1.250000
          100.00
          101.64
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2028-01-31
          
          0.750000
          3113600.00
          3010366.77
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2026-04-30
          
          0.750000
          1100.00
          1082.58
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2028-05-31
          
          1.250000
          10143000.00
          10058204.52
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2026-08-31
          
          0.750000
          1898000.00
          1865022.93
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2028-10-31
          
          1.375000
          100.00
          99.78
          U.S. Treasuries (including strips)
        
        
          U.S. Treasury Notes
          N.A.
          
            2028-11-30
          
          1.500000
          25377200.00
          25500025.65
          U.S. Treasuries (including strips)
        
      
      Y
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      359000000.00
      359000000.00
      0.0293
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      9127965G0
      254900HROIFWPRGM1V77
      US9127965G05
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0003
      445382568.00
      445382568.00
      0.0363
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796A90
      254900HROIFWPRGM1V77
      US912796A908
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-30
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0009
      208118910.30
      208118910.30
      0.0170
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796C31
      254900HROIFWPRGM1V77
      US912796C318
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-01-27
      2022-01-27
      2022-01-27
      N
      N
      N
      0.0005
      92658663.63
      92658663.63
      0.0076
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796H44
      254900HROIFWPRGM1V77
      US912796H440
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-05-19
      2022-05-19
      2022-05-19
      N
      N
      N
      0.0009
      279451881.70
      279451881.70
      0.0228
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796J75
      254900HROIFWPRGM1V77
      US912796J750
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-23
      2021-12-23
      2021-12-23
      N
      N
      N
      0.0013
      183742594.30
      183742594.30
      0.0150
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796K65
      254900HROIFWPRGM1V77
      US912796K659
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-01-06
      2022-01-06
      2022-01-06
      N
      N
      N
      0.0004
      140992950.00
      140992950.00
      0.0115
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796K81
      254900HROIFWPRGM1V77
      US912796K816
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-01-20
      2022-01-20
      2022-01-20
      N
      N
      N
      0.0005
      224265982.50
      224265982.50
      0.0183
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796P37
      254900HROIFWPRGM1V77
      US912796P377
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-04-28
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0008
      50693321.99
      50693321.99
      0.0041
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796P45
      254900HROIFWPRGM1V77
      US912796P450
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-05-05
      2022-05-05
      2022-05-05
      N
      N
      N
      0.0009
      145036901.40
      145036901.40
      0.0118
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796P52
      254900HROIFWPRGM1V77
      US912796P526
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-07
      2021-12-07
      2021-12-07
      N
      N
      N
      0.0001
      187999216.00
      187999216.00
      0.0153
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796P60
      254900HROIFWPRGM1V77
      US912796P609
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-14
      2021-12-14
      2021-12-14
      N
      N
      N
      0.0006
      540472314.80
      540472314.80
      0.0441
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796P78
      254900HROIFWPRGM1V77
      US912796P781
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-21
      2021-12-21
      2021-12-21
      N
      N
      N
      0.0008
      254986541.10
      254986541.10
      0.0208
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796P86
      254900HROIFWPRGM1V77
      US912796P864
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-28
      2021-12-28
      2021-12-28
      N
      N
      N
      0.0009
      375780405.00
      375780405.00
      0.0307
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796Q28
      254900HROIFWPRGM1V77
      US912796Q284
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-05-12
      2022-05-12
      2022-05-12
      N
      N
      N
      0.0009
      153856127.50
      153856127.50
      0.0126
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL
      UNITED STATES TREASURY BILL 0.00000%
      912796Q36
      254900HROIFWPRGM1V77
      US912796Q367
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-05-26
      2022-05-26
      2022-05-26
      N
      N
      N
      0.0010
      190411524.20
      190411524.20
      0.0155
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY BILL- WHEN ISSUED
      UNITED STATES TREASURY BILL- WHEN ISSUED 0.00000%
      912796Q44
      254900HROIFWPRGM1V77
      US912796Q441
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0010
      310626022.80
      310626022.80
      0.0253
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796Q51
      254900HROIFWPRGM1V77
      US912796Q516
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-01-04
      2022-01-04
      2022-01-04
      N
      N
      N
      0.0006
      253948008.00
      253948008.00
      0.0207
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796Q69
      254900HROIFWPRGM1V77
      US912796Q698
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-01-11
      2022-01-11
      2022-01-11
      N
      N
      N
      0.0004
      285766979.90
      285766979.90
      0.0233
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796R92
      254900HROIFWPRGM1V77
      US912796R928
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-02-22
      2022-02-22
      2022-02-22
      N
      N
      N
      0.0005
      153599062.40
      153599062.40
      0.0125
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796S26
      254900HROIFWPRGM1V77
      US912796S264
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-03-01
      2022-03-01
      2022-03-01
      N
      N
      N
      0.0005
      158780150.00
      158780150.00
      0.0130
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796S75
      254900HROIFWPRGM1V77
      US912796S751
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-03-08
      2022-03-08
      2022-03-08
      N
      N
      N
      0.0006
      209788906.80
      209788906.80
      0.0171
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796S91
      254900HROIFWPRGM1V77
      US912796S918
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-03-22
      2022-03-22
      2022-03-22
      N
      N
      N
      0.0006
      141798762.40
      141798762.40
      0.0116
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796T25
      254900HROIFWPRGM1V77
      US912796T254
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2022-03-29
      2022-03-29
      2022-03-29
      N
      N
      N
      0.0007
      206249285.30
      206249285.30
      0.0168
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796Y94
      254900HROIFWPRGM1V77
      US912796Y940
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0013
      307069290.00
      307069290.00
      0.0251
      N
      Y
      Y
      N
    
    
      UNITED STATES CASH MANAGEMENT BILL
      UNITED STATES CASH MANAGEMENT BILL 0.00000%
      912796ZX0
      254900HROIFWPRGM1V77
      US912796ZX06
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F-1+
      
      2021-12-15
      2021-12-15
      2021-12-15
      N
      N
      N
      0.0009
      404695050.00
      404695050.00
      0.0330
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY NOTE/BOND
      UNITED STATES TREASURY NOTE/BOND 2.625000%
      9128285R7
      254900HROIFWPRGM1V77
      US9128285R78
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-15
      2021-12-15
      2021-12-15
      N
      N
      N
      0.0009
      50039062.50
      50039062.50
      0.0041
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY NOTE/BOND
      UNITED STATES TREASURY NOTE/BOND 2.125000%
      912828G87
      254900HROIFWPRGM1V77
      US912828G872
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0014
      27268540.63
      27268540.63
      0.0022
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY NOTE/BOND
      UNITED STATES TREASURY NOTE/BOND 1.750000%
      912828J43
      254900HROIFWPRGM1V77
      US912828J439
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0006
      9628959.38
      9628959.38
      0.0008
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY NOTE/BOND
      UNITED STATES TREASURY NOTE/BOND 2.000000%
      912828U81
      254900HROIFWPRGM1V77
      US912828U816
      
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0014
      7610687.50
      7610687.50
      0.0006
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY NOTE/BOND
      UNITED STATES TREASURY NOTE/BOND 1.625000%
      912828YZ7
      254900HROIFWPRGM1V77
      US912828YZ72
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        AAA
      
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-31
      2021-12-31
      2021-12-31
      N
      N
      N
      0.0014
      76738841.41
      76738841.41
      0.0063
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.204006%
      912828Z45
      254900HROIFWPRGM1V77
      US912828Z450
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0005
      124230299.80
      124230299.80
      0.0101
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.164006%
      912828ZK9
      254900HROIFWPRGM1V77
      US912828ZK94
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0005
      158065982.40
      158065982.40
      0.0129
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.105006%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0006
      125013794.00
      125013794.00
      0.0102
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.105006%
      91282CAS0
      254900HROIFWPRGM1V77
      US91282CAS08
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0006
      141921135.80
      141921135.80
      0.0116
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.099006%
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0008
      88776114.69
      88776114.69
      0.0072
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.084006%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0008
      150127083.50
      150127083.50
      0.0122
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.079006%
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0009
      146993349.70
      146993349.70
      0.0120
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY FLOATING RATE NOTE
      UNITED STATES TREASURY FLOATING RATE NOTE 0.085006%
      91282CDE8
      254900HROIFWPRGM1V77
      US91282CDE84
      U.S. Treasury Debt
      Y
      
        Moody's Investors Service, Inc.
        Aaa
      
      2021-12-07
      2023-10-31
      2023-10-31
      N
      N
      N
      0.0009
      36537206.15
      36537206.15
      0.0030
      N
      Y
      Y
      N
    
    
      T. ROWE PRICE GOVERNMENT MONEY FUND, INC.
      2021-12-07
      Alan S. Dupski
      Alan S. Dupski
      Treasurer & Vice President
    
  

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