UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-07139
Fidelity Hereford Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Nicole Macarchuk, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | April 30 |
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Date of reporting period: | April 30, 2026 |
Item 1.
Reports to Stockholders
ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
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Fidelity® Treasury Only Money Market Fund
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$
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KEY FACTS
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Fund Size
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$
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Number of Holdings
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Total Advisory Fee
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$
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EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
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Days
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1-7
|
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8-30
|
||
31-60
|
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61-90
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||
91-180
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>180
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ASSET ALLOCATION (% of Fund's net assets)
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U.S. Treasury Obligations - 100.9
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Net Other Assets (Liabilities) - (0.9)%
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
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For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913251.101 415-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
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Fidelity® Series Treasury Bill Index Fund
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$
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 |
1 Year
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5 Year
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Life of Fund A
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Fidelity® Series Treasury Bill Index Fund
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Bloomberg U.S. 3-6 Month Treasury Bill Index
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Bloomberg U.S. Aggregate Bond Index
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KEY FACTS
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Fund Size
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$
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Number of Holdings
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Total Advisory Fee
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$
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Portfolio Turnover
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COUPON DISTRIBUTION
(% of Fund's net assets)
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Zero coupon bonds
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ASSET ALLOCATION (% of Fund's net assets)
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U.S. Treasury Obligations - 99.2
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Short-Term Investments and Net Other Assets (Liabilities) - 0.8
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TOP HOLDINGS (% of Fund's net assets) |
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US Treasury Bill
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99.2
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
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 |
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For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913291.101 3224-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Money Market Fund
|
$
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KEY FACTS
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||
Fund Size
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$
|
|
Number of Holdings
|
||
Total Advisory Fee
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$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
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ASSET ALLOCATION (% of Fund's net assets)
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Repurchase Agreements - 50.9
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U.S. Treasury Obligations - 32.6
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Commercial Paper - 8.4
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Time Deposits - 5.6
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Certificates of Deposit - 4.8
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Net Other Assets (Liabilities) - (2.3)%
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
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 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913253.101 454-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
||
Premium Class
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$
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KEY FACTS
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Fund Size
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$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
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>180
|
||
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ASSET ALLOCATION (% of Fund's net assets)
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Repurchase Agreements - 50.9
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U.S. Treasury Obligations - 32.6
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Commercial Paper - 8.4
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Time Deposits - 5.6
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Certificates of Deposit - 4.8
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Net Other Assets (Liabilities) - (2.3)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913252.101 2738-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Government Money Market Fund
|
$
|
KEY FACTS
|
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Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
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ASSET ALLOCATION (% of Fund's net assets)
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|
Repurchase Agreements - 41.0
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U.S. Government Agency - Debt - 31.6
|
|
U.S. Treasury Obligations - 28.6
|
|
Net Other Assets (Liabilities) - (1.2)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913265.101 458-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Premium Class
|
$
|
KEY FACTS
|
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Fund Size
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$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
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|
|
Repurchase Agreements - 41.0
|
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U.S. Government Agency - Debt - 31.6
|
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U.S. Treasury Obligations - 28.6
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Net Other Assets (Liabilities) - (1.2)%
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|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913262.101 2741-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
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Daily Money Class
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$
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KEY FACTS
|
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Fund Size
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$
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Number of Holdings
|
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Total Advisory Fee
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$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
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ASSET ALLOCATION (% of Fund's net assets)
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|
|
Repurchase Agreements - 41.0
|
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U.S. Government Agency - Debt - 31.6
|
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U.S. Treasury Obligations - 28.6
|
|
Net Other Assets (Liabilities) - (1.2)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913261.101 2740-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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|
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
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Class S
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$
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KEY FACTS
|
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Fund Size
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$
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Number of Holdings
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Total Advisory Fee
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$
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EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
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1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
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>180
|
||
|
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ASSET ALLOCATION (% of Fund's net assets)
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|
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Repurchase Agreements - 41.0
|
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U.S. Government Agency - Debt - 31.6
|
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U.S. Treasury Obligations - 28.6
|
|
Net Other Assets (Liabilities) - (1.2)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913266.101 6461-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
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|
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
||
Class K6
|
$
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KEY FACTS
|
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Fund Size
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$
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Number of Holdings
|
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Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Repurchase Agreements - 41.0
|
|
U.S. Government Agency - Debt - 31.6
|
|
U.S. Treasury Obligations - 28.6
|
|
Net Other Assets (Liabilities) - (1.2)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913264.101 3067-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
|
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|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Capital Reserves Class
|
$
|
KEY FACTS
|
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Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Repurchase Agreements - 41.0
|
|
U.S. Government Agency - Debt - 31.6
|
|
U.S. Treasury Obligations - 28.6
|
|
Net Other Assets (Liabilities) - (1.2)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913260.101 2739-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Advisor M Class
|
$
|
KEY FACTS
|
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Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
Repurchase Agreements - 41.0
|
|
U.S. Government Agency - Debt - 31.6
|
|
U.S. Treasury Obligations - 28.6
|
|
Net Other Assets (Liabilities) - (1.2)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913263.101 3018-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
|
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|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity Flex® Government Money Market Fund
|
$
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
Repurchase Agreements - 38.3
|
|
U.S. Government Agency - Debt - 33.8
|
|
U.S. Treasury Obligations - 27.4
|
|
Net Other Assets (Liabilities) - 0.5
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9913285.101 2897-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Liquidity
|
$
|
KEY FACTS
|
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Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
U.S. Treasury Obligations - 104.7
|
|
Net Other Assets (Liabilities) - (4.7)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9917094.101 8398-TSRA-0626
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ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Class OUS
|
$
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
91-180
|
||
>180
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
U.S. Treasury Obligations - 100.9
|
|
Net Other Assets (Liabilities) - (0.9)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9918350.101 9003-TSRA-0626
|
ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
OnChain A
|
$
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Total Advisory Fee
|
$
|
EFFECTIVE MATURITY DIVERSIFICATION
(% of Fund's net assets)
|
||
|
Days
|
||
1-7
|
||
8-30
|
||
31-60
|
||
61-90
|
||
|
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
|
U.S. Treasury Obligations - 104.7
|
|
Net Other Assets (Liabilities) - (4.7)%
|
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
|
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9919694.100 9053-TSRA-0626
|
Item 2.
Code of Ethics
As of the end of the period, April 30, 2026, Fidelity Hereford Street Trust (the trust) has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its President and Treasurer and its Chief Financial Officer. A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
Item 3.
Audit Committee Financial Expert
The Board of Trustees of the trust has determined that Laura M. Bishop is an audit committee financial expert, as defined in Item 3 of Form N-CSR. Ms. Bishop is independent for purposes of Item 3 of Form N-CSR.
Item 4.
Principal Accountant Fees and Services
Fees and Services
The following table presents fees billed by Deloitte & Touche LLP, the member firms of Deloitte Touche Tohmatsu, and their respective affiliates (collectively, “Deloitte Entities”) in each of the last two fiscal years for services rendered to Fidelity Series Treasury Bill Index Fund (the “Fund”):
Services Billed by Deloitte Entities
April 30, 2026 FeesA
| Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees |
Fidelity Series Treasury Bill Index Fund | $37,600 | $- | $7,700 | $100 |
April 30, 2025 FeesA
| Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees |
Fidelity Series Treasury Bill Index Fund | $37,600 | $- | $7,700 | $800 |
A Amounts may reflect rounding.
The following table presents fees billed by PricewaterhouseCoopers LLP (“PwC”) in each of the last two fiscal years for services rendered to Fidelity Flex Government Money Market Fund, Fidelity Government Money Market Fund, Fidelity Money Market Fund, Fidelity Treasury Digital Fund and Fidelity Treasury Only Money Market Fund (the “Funds”):
Services Billed by PwC
April 30, 2026 FeesA
| Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees |
Fidelity Flex Government Money Market Fund | $40,900 | $500 | $2,200 | $200 |
Fidelity Government Money Market Fund | $50,300 | $600 | $2,200 | $200 |
Fidelity Money Market Fund | $41,300 | $500 | $2,200 | $200 |
Fidelity Treasury Digital Fund | $38,200 | $400 | $2,200 | $100 |
Fidelity Treasury Only Money Market Fund | $39,400 | $500 | $2,200 | $200 |
April 30, 2025 FeesA,B
| Audit Fees | Audit-Related Fees | Tax Fees | All Other Fees |
Fidelity Flex Government Money Market Fund | $41,000 | $3,100 | $2,200 | $1,300 |
Fidelity Government Money Market Fund | $54,000 | $3,300 | $2,200 | $1,400 |
Fidelity Money Market Fund | $42,700 | $3,000 | $2,200 | $1,300 |
Fidelity Treasury Digital Fund | $32,600 | $600 | $2,200 | $300 |
Fidelity Treasury Only Money Market Fund | $42,700 | $2,900 | $2,200 | $1,200 |
A Amounts may reflect rounding.
B Fidelity Treasury Digital Fund commenced operations on December 23, 2024.
The following table(s) present(s) fees billed by Deloitte Entities and PwC that were required to be approved by the Audit Committee for services that relate directly to the operations and financial reporting of the Fund(s) and that are rendered on behalf of Fidelity Management & Research Company LLC ("FMR") and entities controlling, controlled by, or under common control with FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser) that provide ongoing services to the Fund(s) (“Fund Service Providers”):
Services Billed by Deloitte Entities
| April 30, 2026A | April 30, 2025A |
Audit-Related Fees | $154,800 | $250,000 |
Tax Fees | $- | $- |
All Other Fees | $- | $3,964,900 |
A Amounts may reflect rounding.
Services Billed by PwC
| April 30, 2026A | April 30, 2025A,B |
Audit-Related Fees | $9,428,700 | $9,765,100 |
Tax Fees | $1,000 | $1,000 |
All Other Fees | $- | $35,000 |
A Amounts may reflect rounding.
B May include amounts billed prior to the Fidelity Treasury Digital Fund’s commencement of operations.
“Audit-Related Fees” represent fees billed for assurance and related services that are reasonably related to the performance of the fund audit or the review of the fund's financial statements and that are not reported under Audit Fees.
“Tax Fees” represent fees billed for tax compliance, tax advice or tax planning that relate directly to the operations and financial reporting of the fund.
“All Other Fees” represent fees billed for services provided to the fund or Fund Service Provider, a significant portion of which are assurance related, that relate directly to the operations and financial reporting of the fund, excluding those services that are reported under Audit Fees, Audit-Related Fees or Tax Fees.
Assurance services must be performed by an independent public accountant.
* * *
The aggregate non-audit fees billed by Deloitte Entities and PwC for services rendered to the Fund(s), FMR (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any Fund Service Provider for each of the last two fiscal years of the Fund(s) are as follows:
Billed By | April 30, 2026A | April 30, 2025A,B |
Deloitte Entities | $2,660,000 | $4,539,700 |
PwC | $14,655,500 | $14,827,000 |
|
|
|
A Amounts may reflect rounding.
B May include amounts billed prior to the Fidelity Treasury Digital Fund’s commencement of operations.
The trust's Audit Committee has considered non-audit services that were not pre-approved that were provided by Deloitte Entities and PwC to Fund Service Providers to be compatible with maintaining the independence of Deloitte Entities and PwC in its(their) audit of the Fund(s), taking into account representations from Deloitte Entities and PwC, in accordance with Public Company Accounting Oversight Board rules, regarding its independence from the Fund(s) and its(their) related entities and FMR’s review of the appropriateness and permissibility under applicable law of such non-audit services prior to their provision to the Fund(s) Service Providers.
Audit Committee Pre-Approval Policies and Procedures
The trust’s Audit Committee must pre-approve all audit and non-audit services provided by a fund’s independent registered public accounting firm relating to the operations or financial reporting of the fund. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
The Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee’s consideration of non-audit services by the audit firms that audit the Fidelity funds. The policies and procedures require that any non-audit service provided by a fund audit firm to a Fidelity fund and any non-audit service provided by a fund auditor to a Fund Service Provider that relates directly to the operations and financial reporting of a Fidelity fund (“Covered Service”) are subject to approval by the Audit Committee before such service is provided.
All Covered Services must be approved in advance of provision of the service either: (i) by formal resolution of the Audit Committee, or (ii) by oral or written approval of the service by the Chair of the Audit Committee (or if the Chair is unavailable, such other member of the Audit Committee as may be designated by the Chair to act in the Chair’s absence). The approval contemplated by (ii) above is permitted where the Treasurer determines that action on such an engagement is necessary before the next meeting of the Audit Committee.
Non-audit services provided by a fund audit firm to a Fund Service Provider that do not relate directly to the operations and financial reporting of a Fidelity fund are reported to the Audit Committee periodically.
Non-Audit Services Approved Pursuant to Rule 2-01(c)(7)(i)(C) and (ii) of Regulation S-X (“De Minimis Exception”)
There were no non-audit services approved or required to be approved by the Audit Committee pursuant to the De Minimis Exception during the Fund’s(s’) last two fiscal years relating to services provided to (i) the Fund(s) or (ii) any Fund Service Provider that relate directly to the operations and financial reporting of the Fund(s).
The Registrant has not retained, for the preparation of the audit report on the financial statements included in the Form N-CSR, a registered public accounting firm that has a branch or office that is located in a foreign jurisdiction and that the Public Company Accounting Oversight Board (the “PCAOB”) has determined that the PCAOB is unable to inspect or investigate completely because of a position taken by an authority in the foreign jurisdiction.
The Registrant is not a “foreign issuer,” as defined in 17 CFR 240.3b-4.
Item 5.
Audit Committee of Listed Registrants
Not applicable.
Item 6.
Investments
(a)
Not applicable.
(b)
Not applicable.
Item 7.
Financial Statements and Financial Highlights for Open-End Management Investment Companies
Contents
U.S. Treasury Obligations - 100.9%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bills 0% 10/1/2026
|
3.67 to 3.71
|
131,000,000
|
128,991,955
|
|
US Treasury Bills 0% 10/15/2026
|
3.68
|
140,000,000
|
137,655,506
|
|
US Treasury Bills 0% 10/22/2026
|
3.66
|
285,000,000
|
280,047,525
|
|
US Treasury Bills 0% 10/29/2026
|
3.66
|
237,000,000
|
232,720,531
|
|
US Treasury Bills 0% 10/8/2026
|
3.68 to 3.71
|
91,000,000
|
89,537,120
|
|
US Treasury Bills 0% 5/12/2026
|
3.55 to 3.65
|
555,723,600
|
555,118,328
|
|
US Treasury Bills 0% 5/14/2026
|
3.56 to 3.76
|
379,100,000
|
378,603,367
|
|
US Treasury Bills 0% 5/19/2026
|
3.60 to 3.66
|
484,748,800
|
483,879,730
|
|
US Treasury Bills 0% 5/21/2026
|
3.62 to 3.78
|
793,000,000
|
791,404,765
|
|
US Treasury Bills 0% 5/26/2026
|
3.61 to 3.65
|
525,000,000
|
523,683,785
|
|
US Treasury Bills 0% 5/28/2026
|
3.62 to 3.74
|
273,000,000
|
272,255,347
|
|
US Treasury Bills 0% 5/5/2026
|
3.58 to 3.65
|
256,019,100
|
255,916,624
|
|
US Treasury Bills 0% 5/7/2026
|
3.63 to 3.77
|
346,820,500
|
346,608,654
|
|
US Treasury Bills 0% 6/11/2026
|
3.63 to 3.65
|
670,000,000
|
667,251,178
|
|
US Treasury Bills 0% 6/16/2026
|
3.58 to 3.64
|
315,000,000
|
313,557,459
|
|
US Treasury Bills 0% 6/18/2026
|
3.64
|
500,000,000
|
497,593,333
|
|
US Treasury Bills 0% 6/2/2026
|
3.62 to 3.64
|
536,335,000
|
534,617,572
|
|
US Treasury Bills 0% 6/23/2026
|
3.63 to 3.64
|
550,000,000
|
547,085,368
|
|
US Treasury Bills 0% 6/25/2026
|
3.67
|
180,000,000
|
179,000,375
|
|
US Treasury Bills 0% 6/30/2026
|
3.63
|
340,000,000
|
337,965,667
|
|
US Treasury Bills 0% 6/4/2026
|
3.62 to 3.70
|
838,200,800
|
835,341,082
|
|
US Treasury Bills 0% 6/9/2026
|
3.59 to 3.64
|
515,000,000
|
512,998,135
|
|
US Treasury Bills 0% 7/14/2026
|
3.64
|
270,000,000
|
268,002,000
|
|
US Treasury Bills 0% 7/16/2026
|
3.55 to 3.65
|
365,000,000
|
362,272,339
|
|
US Treasury Bills 0% 7/2/2026
|
3.54 to 3.65
|
356,000,000
|
353,814,483
|
|
US Treasury Bills 0% 7/21/2026
|
3.65
|
200,000,000
|
198,375,499
|
|
US Treasury Bills 0% 7/23/2026
|
3.58 to 3.64
|
360,000,000
|
357,045,200
|
|
US Treasury Bills 0% 7/28/2026
|
3.66 to 3.68
|
284,000,000
|
281,480,301
|
|
US Treasury Bills 0% 7/30/2026
|
3.59 to 3.62
|
370,000,000
|
366,695,500
|
|
US Treasury Bills 0% 7/7/2026
|
3.63
|
400,000,000
|
397,327,444
|
|
US Treasury Bills 0% 7/9/2026
|
3.54 to 3.67
|
620,000,000
|
615,777,267
|
|
US Treasury Bills 0% 8/11/2026
|
3.58 to 3.65
|
291,000,000
|
288,043,908
|
|
US Treasury Bills 0% 8/13/2026
|
3.56
|
29,000,000
|
28,706,778
|
|
US Treasury Bills 0% 8/18/2026
|
3.66 to 3.67
|
275,000,000
|
271,981,881
|
|
US Treasury Bills 0% 8/20/2026
|
3.56
|
20,000,000
|
19,784,166
|
|
US Treasury Bills 0% 8/25/2026
|
3.65 to 3.66
|
190,000,000
|
187,789,475
|
|
US Treasury Bills 0% 8/4/2026
|
3.66 to 3.67
|
231,000,000
|
228,793,770
|
|
US Treasury Bills 0% 8/6/2026
|
3.59
|
175,000,000
|
173,337,865
|
|
US Treasury Bills 0% 9/1/2026
|
3.66
|
260,000,000
|
256,888,811
|
|
US Treasury Bills 0% 9/10/2026
|
3.60
|
100,000,000
|
98,703,833
|
|
US Treasury Bills 0% 9/24/2026
|
3.70
|
68,000,000
|
66,998,926
|
|
US Treasury Bills 0% 9/3/2026
|
3.60
|
140,000,000
|
138,281,597
|
|
US Treasury Notes 0.875% 6/30/2026
|
3.69 to 3.72
|
108,000,000
|
107,500,342
|
|
US Treasury Notes 1.625% 5/15/2026
|
4.06
|
15,000,000
|
14,986,402
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.098%, 3.7412% 1/31/2027 (c)(d)
|
3.74 to 3.75
|
440,300,000
|
440,307,358
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.099%, 3.7422% 1/31/2028 (c)(d)
|
3.74
|
316,000,000
|
315,968,762
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.103%, 3.7462% 4/30/2028 (c)(d)
|
3.75
|
125,000,000
|
125,000,000
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.159%, 3.8022% 7/31/2027 (c)(d)
|
3.80 to 3.81
|
350,000,000
|
349,937,403
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.16%, 3.8032% 4/30/2027 (c)(d)
|
3.80 to 3.81
|
376,000,000
|
375,986,903
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.182%, 3.8252% 7/31/2026 (c)(d)
|
3.82 to 3.83
|
583,000,000
|
583,102,343
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.19%, 3.8332% 10/31/2027 (c)(d)
|
3.83
|
359,000,000
|
359,178,027
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.205%, 3.8482% 10/31/2026 (c)(d)
|
3.84 to 3.85
|
221,000,000
|
221,053,726
|
|
US Treasury Notes 4.25% 11/30/2026
|
3.58
|
16,000,000
|
16,060,567
|
|
US Treasury Notes 4.25% 12/31/2026
|
3.56
|
9,000,000
|
9,040,631
|
|
US Treasury Notes 4.5% 7/15/2026
|
3.63
|
4,000,000
|
4,007,060
|
|
US Treasury Notes 4.625% 10/15/2026
|
3.64
|
25,000,000
|
25,109,974
|
|
US Treasury Notes 4.625% 6/30/2026
|
3.69 to 3.75
|
286,000,000
|
286,414,336
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $17,095,588,283)
|
17,095,588,283
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 100.9%
(Cost $17,095,588,283)
|
17,095,588,283
|
NET OTHER ASSETS (LIABILITIES) - (0.9)%
|
(155,020,295)
|
NET ASSETS - 100.0%
|
16,940,567,988
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
Statement of Assets and Liabilities
|
||||
As of April 30, 2026
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
Unaffiliated issuers (cost $17,095,588,283)
|
$
|
17,095,588,283
|
||
Cash
|
175,530,885
|
|||
Receivable for investments sold
|
49,875,868
|
|||
Receivable for fund shares sold
|
91,318,965
|
|||
Interest receivable
|
5,657,177
|
|||
Total assets
|
17,417,971,178
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
306,306,797
|
||
Payable for fund shares redeemed
|
157,630,328
|
|||
Distributions payable
|
7,756,513
|
|||
Accrued management fee
|
5,709,552
|
|||
Total liabilities
|
477,403,190
|
|||
Net Assets
|
$
|
16,940,567,988
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
16,940,558,045
|
||
Total accumulated earnings (loss)
|
9,943
|
|||
Net Assets
|
$
|
16,940,567,988
|
||
Net Asset Value and Maximum Offering Price
|
||||
Fidelity Treasury Only Money Market Fund :
|
||||
Net Asset Value, offering price and redemption price per share ($12,215,316,455 ÷ 12,214,412,328 shares)
|
$
|
1.00
|
||
Class OUS :
|
||||
Net Asset Value, offering price and redemption price per share ($4,725,251,533 ÷ 4,725,341,082 shares)
|
$
|
1.00
|
||
Statement of Operations
|
||||
|
Year ended April 30, 2026
|
||||
Investment Income
|
||||
Interest
|
$
|
607,327,767
|
||
Expenses
|
||||
Management fee
|
$
|
61,283,591
|
||
Independent trustees' fees and expenses
|
33,900
|
|||
Total expenses
|
61,317,491
|
|||
Net Investment income (loss)
|
546,010,276
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
42,266
|
|||
Total net realized gain (loss)
|
42,266
|
|||
Net increase in net assets resulting from operations
|
$
|
546,052,542
|
||
Statement of Changes in Net Assets
|
||||
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
546,010,276
|
$
|
330,429,367
|
Net realized gain (loss)
|
42,266
|
28,139
|
||
Net increase in net assets resulting from operations
|
546,052,542
|
330,457,506
|
||
Distributions to shareholders
|
(546,004,041)
|
(330,427,793)
|
||
Share transactions - net increase (decrease)
|
4,446,105,812
|
7,144,926,329
|
||
Total increase (decrease) in net assets
|
4,446,154,313
|
7,144,956,042
|
||
Net Assets
|
||||
Beginning of period
|
12,494,413,675
|
5,349,457,633
|
||
End of period
|
$
|
16,940,567,988
|
$
|
12,494,413,675
|
Fidelity® Treasury Only Money Market Fund |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.036
|
.044
|
.049
|
.026
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.036
|
.044
|
.049
|
.026
|
- B
|
|||||
Distributions from net investment income
|
(.036)
|
(.044)
|
(.049)
|
(.026)
|
- B
|
|||||
Distributions from net realized gain
|
-
|
-
|
-
|
-
|
- B
|
|||||
Total distributions
|
(.036)
|
(.044)
|
(.049)
|
(.026)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.68 % |
4.54%
|
4.96%
|
2.62%
|
.01%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.42%
|
.42%
|
.42%
|
.42%
|
.42%
|
|||||
Expenses net of fee waivers, if any
|
.42 % |
.42%
|
.42%
|
.42%
|
.11%
|
|||||
Expenses net of all reductions, if any
|
.42%
|
.42%
|
.42%
|
.42%
|
.11%
|
|||||
Net investment income (loss)
|
3.60%
|
4.38%
|
4.87%
|
2.60%
|
.01%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
12,215,316
|
$
|
8,924,873
|
$
|
5,349,458
|
$
|
4,146,965
|
$
|
3,400,039
|
Fidelity® Treasury Only Money Market Fund Class OUS |
Years ended April 30,
|
2026
|
2025 A
|
||
Selected Per-Share Data
|
||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||
Net investment income (loss) B
|
.037
|
.010
|
||
Net realized and unrealized gain (loss) C
|
-
|
-
|
||
Total from investment operations
|
.037
|
.010
|
||
Distributions from net investment income
|
(.037)
|
(.010)
|
||
Total distributions
|
(.037)
|
(.010)
|
||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
Total Return D
|
3.73 % |
1.01%
|
||
Ratios to Average Net Assets B,E,F
|
||||
Expenses before reductions
|
.37%
|
.37% G
|
||
Expenses net of fee waivers, if any
|
.37 % |
.37% G
|
||
Expenses net of all reductions, if any
|
.37%
|
.37% G
|
||
Net investment income (loss)
|
3.65%
|
3.95% G
|
||
Supplemental Data
|
||||
Net assets, end of period (000 omitted)
|
$
|
4,725,252
|
$
|
3,569,540
|
Gross unrealized appreciation
|
$-
|
Gross unrealized depreciation
|
-
|
Net unrealized appreciation (depreciation)
|
$-
|
Tax Cost
|
$17,095,588,283
|
Undistributed ordinary income
|
$27,563
|
Undistributed long-term capital gain
|
$-
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$-
|
April 30, 2026
|
April 30, 2025
|
|
Ordinary Income
|
$546,004,041
|
$ 330,427,793
|
Annual % of Class-Level Average Net Assets
|
|
Fidelity Treasury Only Money Market Fund
|
.42%
|
Class OUS
|
.37%
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|
Fidelity Treasury Only Money Market Fund
|
||
Distributions to shareholders
|
||
Fidelity Treasury Only Money Market Fund
|
$389,633,576
|
$300,176,978
|
Class OUSA
|
156,370,465
|
30,250,815
|
Total
|
$546,004,041
|
$330,427,793
|
Shares
|
Shares
|
Dollars
|
Dollars
|
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|
Fidelity Treasury Only Money Market Fund
|
||||
Fidelity Treasury Only Money Market Fund
|
||||
Shares sold
|
25,094,168,358
|
13,609,202,132
|
$25,094,168,358
|
$13,609,202,132
|
Reinvestment of distributions
|
301,720,716
|
245,802,648
|
301,720,716
|
245,802,648
|
Shares redeemed
|
(22,105,546,528)
|
(10,279,656,266)
|
(22,105,546,527)
|
(10,279,656,268)
|
Net increase (decrease)
|
3,290,342,546
|
3,575,348,514
|
$3,290,342,547
|
$3,575,348,512
|
Class OUSA
|
||||
Shares sold
|
20,040,492,897
|
6,481,405,963
|
$20,040,492,897
|
$6,481,405,963
|
Reinvestment of distributions
|
149,847,222
|
29,235,778
|
149,847,222
|
29,235,778
|
Shares redeemed
|
(19,034,576,854)
|
(2,941,063,924)
|
(19,034,576,854)
|
(2,941,063,924)
|
Net increase (decrease)
|
1,155,763,265
|
3,569,577,817
|
$1,155,763,265
|
$3,569,577,817
|
 |
Contents
U.S. Treasury Obligations - 99.2%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bills 0% 10/1/2026
|
3.64
|
175,360,000
|
172,687,052
|
|
US Treasury Bills 0% 10/15/2026
|
3.65
|
110,020,000
|
108,186,447
|
|
US Treasury Bills 0% 10/22/2026
|
3.66
|
110,340,000
|
108,421,737
|
|
US Treasury Bills 0% 10/29/2026
|
3.64
|
171,820,000
|
168,731,654
|
|
US Treasury Bills 0% 10/8/2026
|
3.63
|
110,340,000
|
108,583,632
|
|
US Treasury Bills 0% 6/11/2026
|
3.64
|
1,540,000
|
1,533,686
|
|
US Treasury Bills 0% 6/16/2026
|
3.61
|
1,440,000
|
1,433,380
|
|
US Treasury Bills 0% 6/18/2026
|
3.56
|
1,440,000
|
1,433,071
|
|
US Treasury Bills 0% 6/23/2026
|
3.62
|
1,680,000
|
1,671,013
|
|
US Treasury Bills 0% 6/30/2026
|
3.62
|
1,560,000
|
1,550,564
|
|
US Treasury Bills 0% 8/11/2026
|
3.64
|
98,880,000
|
97,870,023
|
|
US Treasury Bills 0% 8/13/2026
|
3.57
|
104,340,000
|
103,259,197
|
|
US Treasury Bills 0% 8/18/2026
|
3.64
|
88,020,000
|
87,058,139
|
|
US Treasury Bills 0% 8/20/2026
|
3.57
|
100,980,000
|
99,861,769
|
|
US Treasury Bills 0% 8/25/2026
|
3.65
|
98,880,000
|
97,728,611
|
|
US Treasury Bills 0% 8/27/2026
|
3.58
|
104,340,000
|
103,111,695
|
|
US Treasury Bills 0% 8/4/2026
|
3.62
|
87,660,000
|
86,827,693
|
|
US Treasury Bills 0% 8/6/2026
|
3.57
|
169,540,000
|
167,899,002
|
|
US Treasury Bills 0% 9/10/2026
|
3.64
|
105,900,000
|
104,507,362
|
|
US Treasury Bills 0% 9/17/2026
|
3.64
|
108,760,000
|
107,250,756
|
|
US Treasury Bills 0% 9/24/2026
|
3.63
|
108,760,000
|
107,169,237
|
|
US Treasury Bills 0% 9/3/2026
|
3.63
|
178,160,000
|
175,941,505
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $2,012,880,469)
|
2,012,717,225
|
|||
Money Market Funds - 0.6%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (c)
(Cost $13,147,635)
|
3.69
|
13,145,006
|
13,147,635
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.8%
(Cost $2,026,028,104)
|
2,025,864,860
|
NET OTHER ASSETS (LIABILITIES) - 0.2%
|
4,519,259
|
NET ASSETS - 100.0%
|
2,030,384,119
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
6,488,484
|
684,848,573
|
678,194,626
|
508,089
|
5,204
|
-
|
13,147,635
|
13,145,006
|
0.0%
|
Total
|
6,488,484
|
684,848,573
|
678,194,626
|
508,089
|
5,204
|
-
|
13,147,635
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
U.S. Treasury Obligations
|
2,012,717,225
|
-
|
2,012,717,225
|
-
|
Money Market Funds
|
13,147,635
|
13,147,635
|
-
|
-
|
Total Investments in Securities:
|
2,025,864,860
|
13,147,635
|
2,012,717,225
|
-
|
Statement of Assets and Liabilities
|
||||
As of April 30, 2026
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $2,012,880,469)
|
$
|
2,012,717,225
|
||
Fidelity Central Funds (cost $13,147,635)
|
13,147,635
|
|||
Total Investment in Securities (cost $2,026,028,104)
|
$
|
2,025,864,860
|
||
Receivable for investments sold
|
971,965,330
|
|||
Receivable for fund shares sold
|
74,711,077
|
|||
Distributions receivable from Fidelity Central Funds
|
31,689
|
|||
Total assets
|
3,072,572,956
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
1,036,111,299
|
||
Payable for fund shares redeemed
|
6,073,359
|
|||
Other payables and accrued expenses
|
4,179
|
|||
Total liabilities
|
1,042,188,837
|
|||
Net Assets
|
$
|
2,030,384,119
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
2,037,177,326
|
||
Total accumulated earnings (loss)
|
(6,793,207)
|
|||
Net Assets
|
$
|
2,030,384,119
|
||
Net Asset Value, offering price and redemption price per share ($2,030,384,119 ÷ 204,015,732 shares)
|
$
|
9.95
|
||
Statement of Operations
|
||||
|
Year ended April 30, 2026
|
||||
Investment Income
|
||||
Interest
|
$
|
69,752,083
|
||
Income from Fidelity Central Funds
|
508,089
|
|||
Total income
|
70,260,172
|
|||
Expenses
|
||||
Custodian fees and expenses
|
$
|
16,321
|
||
Independent trustees' fees and expenses
|
4,038
|
|||
Total expenses
|
20,359
|
|||
Net Investment income (loss)
|
70,239,813
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
1,053,230
|
|||
Fidelity Central Funds
|
5,204
|
|||
Total net realized gain (loss)
|
1,058,434
|
|||
Change in net unrealized appreciation (depreciation) on investment securities
|
(59,570)
|
|||
Net gain (loss)
|
998,864
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
71,238,677
|
||
Statement of Changes in Net Assets
|
||||
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
70,239,813
|
$
|
67,570,437
|
Net realized gain (loss)
|
1,058,434
|
1,721,474
|
||
Change in net unrealized appreciation (depreciation)
|
(59,570)
|
187,541
|
||
Net increase (decrease) in net assets resulting from operations
|
71,238,677
|
69,479,452
|
||
Distributions to shareholders
|
(70,239,212)
|
(67,569,580)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
1,271,928,675
|
488,980,156
|
||
Reinvestment of distributions
|
69,908,583
|
67,512,314
|
||
Cost of shares redeemed
|
(914,806,626)
|
(288,799,551)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
427,030,632
|
267,692,919
|
||
Total increase (decrease) in net assets
|
428,030,097
|
269,602,791
|
||
Net Assets
|
||||
Beginning of period
|
1,602,354,022
|
1,332,751,231
|
||
End of period
|
$
|
2,030,384,119
|
$
|
1,602,354,022
|
Other Information
|
||||
Shares
|
||||
Sold
|
127,835,356
|
48,820,799
|
||
Issued in reinvestment of distributions
|
7,027,157
|
6,789,921
|
||
Redeemed
|
(91,940,054)
|
(28,695,336)
|
||
Net increase (decrease)
|
42,922,459
|
26,915,384
|
||
Fidelity® Series Treasury Bill Index Fund |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
9.95
|
$
|
9.93
|
$
|
9.94
|
$
|
9.99
|
$
|
10.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A,B
|
.391
|
.472
|
.529
|
.327
|
.010
|
|||||
Net realized and unrealized gain (loss)
|
.002
|
.023
|
(.010)
|
(.054)
|
(.005)
|
|||||
Total from investment operations
|
.393
|
.495
|
.519
|
.273
|
.005
|
|||||
Distributions from net investment income
|
(.393)
|
(.475)
|
(.529)
|
(.323)
|
(.014)
|
|||||
Distributions from net realized gain
|
-
|
-
|
-
|
-
|
(.001)
|
|||||
Total distributions
|
(.393)
|
(.475)
|
(.529)
|
(.323)
|
(.015)
|
|||||
Net asset value, end of period
|
$
|
9.95
|
$
|
9.95
|
$
|
9.93
|
$
|
9.94
|
$
|
9.99
|
Total Return C
|
4.02 % |
5.09%
|
5.35%
|
2.78%
|
.05%
|
|||||
Ratios to Average Net Assets B,D,E
|
||||||||||
Expenses before reductions F
|
-%
|
-%
|
-%
|
-%
|
-%
|
|||||
Expenses net of fee waivers, if any F
|
- % |
-%
|
-%
|
-%
|
-%
|
|||||
Expenses net of all reductions, if any F
|
-%
|
-%
|
-%
|
-%
|
-%
|
|||||
Net investment income (loss)
|
3.93%
|
4.76%
|
5.32%
|
3.28%
|
.10%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
2,030,384
|
$
|
1,602,354
|
$
|
1,332,751
|
$
|
1,298,124
|
$
|
1,379,010
|
Portfolio turnover rate G
|
0 % |
0%
|
0%
|
0%
|
0%
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$-
|
Gross unrealized depreciation
|
(163,609)
|
Net unrealized appreciation (depreciation)
|
$(163,609)
|
Tax Cost
|
$2,026,028,469
|
Capital loss carryforward
|
$(6,477,511)
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$(163,609)
|
Short-term
|
$(6,477,511)
|
April 30, 2026
|
April 30, 2025
|
|
Ordinary Income
|
$70,239,212
|
$67,569,580
|
 |
Contents
Repurchase Agreements - 50.9%
|
|||
Maturity
Amount ($)
|
Value ($)
|
||
Fixed Income Clearing Corp - Credit Agricole 3.66%, dated 5/1/2026 due 5/4/2026 (b)
|
1,105,337,025
|
1,105,000,000
|
|
Fixed Income Clearing Corp - Credit Agricole 3.66%, dated 5/1/2026 due 5/4/2026 (b)
|
973,296,765
|
973,000,000
|
|
Investments in repurchase agreements in a joint trading account at 3.65%, dated 4/30/2026 due 5/1/2026 (Collateralized by U.S. Government Obligations)#
|
4,532,188,465
|
4,531,729,000
|
|
Repurchase Agreements*
|
62,074,111,085
|
61,945,181,000
|
|
|
TOTAL REPURCHASE AGREEMENTS
(Cost $68,554,910,000)
|
68,554,910,000
|
||
Certificates of Deposit - 4.8%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
Bank of America NA 3.78% 8/27/2026
|
3.78
|
445,000,000
|
445,000,000
|
|
Bank of America NA 3.81% 6/15/2026
|
3.81
|
222,500,000
|
222,500,000
|
|
Bank of Nova Scotia/Houston yankee 3.83% 7/17/2026
|
3.83
|
448,000,000
|
448,000,000
|
|
DNB Bank ASA/New York yankee 3.92% 10/23/2026
|
3.92
|
449,000,000
|
449,000,000
|
|
DNB Bank ASA/New York yankee 3.92% 10/27/2026
|
3.92
|
449,000,000
|
449,000,000
|
|
DNB Bank ASA/New York yankee 3.92% 11/3/2026
|
3.92
|
449,000,000
|
449,000,000
|
|
Mizuho Bank Ltd/New York NY yankee 3.78% 6/9/2026
|
3.78
|
222,000,000
|
222,000,000
|
|
Mizuho Bank Ltd/New York NY yankee 3.9% 8/26/2026
|
3.90
|
224,000,000
|
224,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.78% 5/18/2026
|
3.78
|
262,000,000
|
262,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.78% 5/19/2026
|
3.78
|
272,000,000
|
272,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.79% 5/7/2026
|
3.79
|
133,000,000
|
133,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.79% 5/8/2026
|
3.79
|
222,000,000
|
222,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.9% 7/22/2026
|
3.90
|
90,000,000
|
90,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.9% 7/27/2026
|
3.90
|
135,000,000
|
135,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.9% 7/31/2026
|
3.90
|
225,000,000
|
225,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.9% 8/5/2026
|
3.90
|
135,000,000
|
135,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.9% 8/6/2026
|
3.90
|
112,000,000
|
112,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.9% 8/6/2026
|
3.90
|
112,000,000
|
112,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.9% 8/7/2026
|
3.90
|
135,000,000
|
135,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.92% 7/15/2026
|
3.92
|
89,000,000
|
89,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.92% 7/16/2026
|
3.92
|
224,000,000
|
224,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.92% 7/17/2026
|
3.92
|
224,000,000
|
224,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.92% 7/21/2026
|
3.92
|
269,000,000
|
269,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.92% 7/23/2026
|
3.92
|
224,000,000
|
224,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.92% 7/29/2026
|
3.92
|
224,000,000
|
224,000,000
|
|
Sumitomo Mitsui Trust NY yankee 3.92% 7/30/2026
|
3.92
|
224,000,000
|
224,000,000
|
|
Toronto-Dominion Bank/NY yankee 3.85% 7/1/2026
|
3.85
|
224,000,000
|
224,000,000
|
|
|
TOTAL CERTIFICATES OF DEPOSIT
(Cost $6,443,500,000)
|
6,443,500,000
|
|||
Commercial Paper - 8.4%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
Bank of Montreal yankee 3.81% 6/11/2026
|
3.88
|
156,000,000
|
155,323,090
|
|
Bank of Nova Scotia/The yankee 3.71% 8/12/2026
|
3.78
|
222,000,000
|
219,643,532
|
|
Barclays Bank PLC / Barclays US CCP Funding LLC yankee 3.9% 6/12/2026 (d)
|
3.93
|
223,000,000
|
221,985,350
|
|
Barclays Bank PLC / Barclays US CCP Funding LLC yankee 3.9% 6/15/2026 (d)
|
3.93
|
89,000,000
|
88,566,125
|
|
Bedford Row Funding Corp 3.84% 6/2/2026 (Liquidity Facility Royal Bank Of Canada)
|
3.92
|
112,000,000
|
111,617,707
|
|
Bedford Row Funding Corp 3.84% 6/5/2026 (Liquidity Facility Royal Bank Of Canada)
|
3.92
|
67,000,000
|
66,749,867
|
|
Bedford Row Funding Corp 3.91% 5/1/2026 (Liquidity Facility Royal Bank Of Canada)
|
3.99
|
90,000,000
|
90,000,000
|
|
Bedford Row Funding Corp 3.92% 5/20/2026 (Liquidity Facility Royal Bank Of Canada)
|
4.00
|
113,000,000
|
112,766,216
|
|
Bedford Row Funding Corp 3.92% 5/4/2026 (Liquidity Facility Royal Bank Of Canada)
|
4.00
|
45,000,000
|
44,985,299
|
|
BofA Securities Inc 3.75% 7/16/2026
|
3.82
|
111,000,000
|
110,121,250
|
|
BofA Securities Inc 3.93% 10/15/2026
|
4.01
|
112,000,000
|
109,958,147
|
|
Cabot Trail Funding LLC 3.85% 5/29/2026 (Liquidity Facility The Toronto Dominion Bank)
|
3.92
|
41,000,000
|
40,877,228
|
|
Cabot Trail Funding LLC 3.85% 5/29/2026 (Liquidity Facility The Toronto Dominion Bank)
|
3.92
|
23,000,000
|
22,931,128
|
|
Cabot Trail Funding LLC 3.88% 6/1/2026 (Liquidity Facility The Toronto Dominion Bank)
|
3.96
|
123,000,000
|
122,589,043
|
|
Cabot Trail Funding LLC 3.92% 5/14/2026 (Liquidity Facility The Toronto Dominion Bank)
|
4.00
|
56,000,000
|
55,920,729
|
|
Cabot Trail Funding LLC 3.92% 5/18/2026 (Liquidity Facility The Toronto Dominion Bank)
|
4.00
|
135,000,000
|
134,750,100
|
|
Cabot Trail Funding LLC 3.92% 5/20/2026 (Liquidity Facility The Toronto Dominion Bank)
|
4.00
|
56,000,000
|
55,884,142
|
|
Commonwealth Bank of Australia U.S. SOFR Index + 0.22%, 3.85% 5/21/2026 (e)(f)
|
3.85
|
85,000,000
|
84,999,534
|
|
Commonwealth Bank of Australia U.S. SOFR Index + 0.23%, 3.86% 5/26/2026 (e)(f)
|
3.86
|
112,000,000
|
112,000,000
|
|
Commonwealth Bank of Australia U.S. SOFR Index + 0.23%, 3.86% 6/2/2026 (e)(f)
|
3.86
|
90,000,000
|
90,000,000
|
|
DZ Bank NY Branch 3.65% 5/1/2026
|
3.65
|
312,000,000
|
312,000,000
|
|
ING US Funding LLC 3.74% 6/12/2026
|
3.79
|
133,000,000
|
132,419,676
|
|
ING US Funding LLC 3.84% 7/16/2026
|
3.88
|
179,000,000
|
177,548,907
|
|
Liberty Street Funding LLC 3.86% 8/17/2026 (Liquidity Facility The Bank Of Nova Scotia)
|
3.91
|
67,000,000
|
66,224,140
|
|
Liberty Street Funding LLC 3.86% 8/18/2026 (Liquidity Facility The Bank Of Nova Scotia)
|
3.91
|
68,000,000
|
67,205,269
|
|
Lloyds Bank PLC yankee 3.745% 6/3/2026
|
3.78
|
221,000,000
|
220,241,325
|
|
Lloyds Bank PLC yankee 3.745% 6/9/2026
|
3.80
|
331,000,000
|
329,657,106
|
|
Mitsubishi UFJ Trust & Banking Corp/NY yankee 3.745% 6/18/2026
|
3.79
|
222,000,000
|
220,891,480
|
|
National Australia Bank Ltd U.S. SOFR Index + 0.23%, 3.86% 5/26/2026 (e)(f)
|
3.86
|
280,000,000
|
280,000,000
|
|
National Australia Bank Ltd U.S. SOFR Index + 0.23%, 3.86% 5/27/2026 (e)(f)
|
3.86
|
224,000,000
|
224,000,000
|
|
Podium Funding Trust U.S. SOFR Index + 0.24%, 3.87% 5/20/2026 (Liquidity Facility Bank Of Montreal Que) (e)(f)
|
3.87
|
68,000,000
|
68,000,000
|
|
Podium Funding Trust yankee 3.74% 7/8/2026 (Liquidity Facility Bank Of Montreal Que)
|
3.81
|
88,000,000
|
87,378,329
|
|
Podium Funding Trust yankee 3.85% 6/4/2026 (Liquidity Facility Bank Of Montreal Que)
|
3.93
|
77,000,000
|
76,720,019
|
|
Podium Funding Trust yankee 3.86% 6/2/2026 (Liquidity Facility Bank Of Montreal Que)
|
3.94
|
89,000,000
|
88,694,631
|
|
Podium Funding Trust yankee 3.93% 5/19/2026 (Liquidity Facility Bank Of Montreal Que)
|
4.01
|
119,000,000
|
118,766,165
|
|
Podium Funding Trust yankee 3.93% 5/19/2026 (Liquidity Facility Bank Of Montreal Que)
|
4.01
|
8,000,000
|
7,984,280
|
|
Royal Bank of Canada 3.94% 6/1/2026
|
4.03
|
448,000,000
|
446,480,036
|
|
Royal Bank of Canada/New York NY 3.845% 10/22/2026
|
3.92
|
336,000,000
|
329,755,720
|
|
Royal Bank of Canada/New York NY 3.845% 10/23/2026
|
3.92
|
336,000,000
|
329,719,833
|
|
Sumitomo Mitsui Trust Bank Ltd/Singapore yankee 3.775% 5/13/2026
|
3.81
|
221,000,000
|
220,721,908
|
|
Sumitomo Mitsui Trust Bank Ltd/Singapore yankee 3.775% 5/14/2026
|
3.82
|
221,000,000
|
220,698,734
|
|
Sumitomo Mitsui Trust Bank Ltd/Singapore yankee 3.775% 5/15/2026
|
3.82
|
221,000,000
|
220,675,560
|
|
Sumitomo Mitsui Trust Bank Ltd/Singapore yankee 3.775% 5/4/2026
|
3.81
|
91,000,000
|
90,971,373
|
|
Sumitomo Mitsui Trust Bank Ltd/Singapore yankee 3.775% 5/5/2026
|
3.81
|
79,000,000
|
78,966,864
|
|
Sumitomo Mitsui Trust Bank Ltd/Singapore yankee 3.775% 5/6/2026
|
3.81
|
173,000,000
|
172,909,295
|
|
Svenska Handelsbanken AB yankee 3.92% 5/20/2026
|
4.00
|
292,000,000
|
291,395,884
|
|
Thunder Bay Funding LLC 3.92% 5/6/2026 (Liquidity Facility Royal Bank Of Canada)
|
4.00
|
45,000,000
|
44,975,499
|
|
Toronto Dominion Bank yankee 3.71% 8/13/2026
|
3.78
|
443,000,000
|
438,252,024
|
|
Toronto Dominion Bank yankee 3.775% 7/1/2026
|
3.85
|
435,000,000
|
432,217,510
|
|
Toronto Dominion Bank yankee 3.775% 7/2/2026
|
3.85
|
458,000,000
|
455,022,364
|
|
Toronto Dominion Bank yankee 3.785% 7/10/2026
|
3.86
|
446,000,000
|
442,717,564
|
|
Toronto Dominion Bank yankee 3.845% 6/5/2026
|
3.92
|
672,000,000
|
669,487,933
|
|
Toronto Dominion Bank yankee 3.85% 5/4/2026
|
3.93
|
528,000,000
|
527,830,600
|
|
Toronto Dominion Bank yankee 3.85% 8/17/2026
|
3.90
|
448,000,000
|
442,825,600
|
|
Toronto Dominion Bank yankee 3.878% 11/30/2026
|
3.97
|
448,000,000
|
437,720,714
|
|
Toronto Dominion Bank yankee 3.92% 5/1/2026
|
4.00
|
360,000,000
|
360,000,000
|
|
Toronto Dominion Bank yankee 3.92% 5/5/2026
|
4.00
|
90,000,000
|
89,960,800
|
|
|
TOTAL COMMERCIAL PAPER
(Cost $11,272,705,629)
|
11,272,705,629
|
|||
Time Deposits - 5.6%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
Australia & New Zealand Banking Group Ltd/Grand Cayman 3.68% 5/5/2026
|
3.68
|
223,000,000
|
223,000,000
|
|
Australia & New Zealand Banking Group Ltd/Grand Cayman 3.68% 5/6/2026
|
3.68
|
895,000,000
|
895,000,000
|
|
Australia & New Zealand Banking Group Ltd/Grand Cayman 3.68% 5/7/2026
|
3.68
|
223,000,000
|
223,000,000
|
|
Credit Agricole Cib Paris (TD) 3.69% 5/6/2026
|
3.69
|
223,000,000
|
223,000,000
|
|
ING Bank NV 3.67% 5/7/2026
|
3.67
|
447,000,000
|
447,000,000
|
|
ING Bank NV 3.68% 5/5/2026
|
3.68
|
895,000,000
|
895,000,000
|
|
ING Bank NV 3.68% 5/6/2026
|
3.68
|
895,000,000
|
895,000,000
|
|
Mizuho Bank Ltd NY Branch 3.64% 5/1/2026
|
3.64
|
2,256,000,000
|
2,256,000,000
|
|
Royal Bank of Canada Toronto 3.67% 5/1/2026
|
3.67
|
1,231,671,000
|
1,231,671,000
|
|
Toronto Dominion Bank/Toronto 3.68% 5/6/2026
|
3.68
|
313,000,000
|
313,000,000
|
|
|
TOTAL TIME DEPOSITS
(Cost $7,601,671,000)
|
7,601,671,000
|
|||
U.S. Treasury Obligations - 32.6%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bills 0% 10/8/2026
|
3.71
|
57,000,000
|
56,076,473
|
|
US Treasury Bills 0% 5/14/2026
|
3.63
|
1,375,000,000
|
1,373,212,500
|
|
US Treasury Bills 0% 5/19/2026
|
3.60 to 3.66
|
2,710,000,000
|
2,705,125,200
|
|
US Treasury Bills 0% 5/21/2026
|
3.62 to 3.63
|
1,491,000,000
|
1,488,018,556
|
|
US Treasury Bills 0% 5/26/2026
|
3.62 to 3.65
|
2,720,000,000
|
2,713,190,554
|
|
US Treasury Bills 0% 5/7/2026
|
3.64
|
54,000,000
|
53,967,555
|
|
US Treasury Bills 0% 6/11/2026
|
3.64
|
1,355,000,000
|
1,349,436,784
|
|
US Treasury Bills 0% 6/16/2026
|
3.64
|
1,375,000,000
|
1,368,683,784
|
|
US Treasury Bills 0% 6/18/2026
|
3.64
|
1,355,000,000
|
1,348,477,933
|
|
US Treasury Bills 0% 6/23/2026
|
3.64
|
1,355,000,000
|
1,347,828,474
|
|
US Treasury Bills 0% 6/25/2026
|
3.67
|
288,000,000
|
286,400,600
|
|
US Treasury Bills 0% 6/30/2026
|
3.63
|
1,350,000,000
|
1,341,922,500
|
|
US Treasury Bills 0% 6/4/2026
|
3.64
|
2,750,000,000
|
2,740,624,028
|
|
US Treasury Bills 0% 6/9/2026
|
3.64
|
1,355,000,000
|
1,349,722,839
|
|
US Treasury Bills 0% 7/14/2026
|
3.64
|
1,068,000,000
|
1,060,096,800
|
|
US Treasury Bills 0% 7/16/2026
|
3.65
|
1,365,000,000
|
1,354,568,366
|
|
US Treasury Bills 0% 7/2/2026
|
3.65 to 3.68
|
3,117,000,000
|
3,097,515,545
|
|
US Treasury Bills 0% 7/21/2026
|
3.65
|
2,050,000,000
|
2,033,348,874
|
|
US Treasury Bills 0% 7/23/2026
|
3.64
|
1,352,000,000
|
1,340,747,229
|
|
US Treasury Bills 0% 7/28/2026
|
3.66 to 3.68
|
1,642,000,000
|
1,627,422,670
|
|
US Treasury Bills 0% 7/7/2026
|
3.63
|
1,350,000,000
|
1,340,980,125
|
|
US Treasury Bills 0% 7/9/2026
|
3.67
|
1,375,000,000
|
1,365,420,260
|
|
US Treasury Bills 0% 8/11/2026
|
3.64
|
1,365,000,000
|
1,351,077,000
|
|
US Treasury Bills 0% 8/18/2026
|
3.66 to 3.67
|
1,360,000,000
|
1,345,074,660
|
|
US Treasury Bills 0% 8/25/2026
|
3.65
|
2,000,000,000
|
1,976,735,555
|
|
US Treasury Bills 0% 8/4/2026
|
3.66
|
1,365,000,000
|
1,351,978,468
|
|
US Treasury Bills 0% 9/1/2026
|
3.66
|
1,350,000,000
|
1,333,845,749
|
|
US Treasury Bills 0% 9/10/2026
|
3.60
|
1,053,900,000
|
1,040,239,699
|
|
US Treasury Bills 0% 9/24/2026
|
3.70
|
673,600,000
|
663,683,484
|
|
US Treasury Bills 0% 9/3/2026
|
3.60
|
1,163,500,000
|
1,149,218,845
|
|
US Treasury Notes 0.625% 7/31/2026
|
3.72
|
62,000,000
|
61,524,882
|
|
US Treasury Notes 0.75% 5/31/2026
|
3.81
|
18,000,000
|
17,955,221
|
|
US Treasury Notes 0.875% 6/30/2026
|
3.73
|
33,000,000
|
32,846,162
|
|
US Treasury Notes 1.625% 5/15/2026
|
3.72
|
32,000,000
|
31,974,296
|
|
US Treasury Notes 3.625% 5/15/2026
|
3.74
|
3,000,000
|
2,999,868
|
|
US Treasury Notes 4.375% 7/31/2026
|
3.73 to 3.74
|
190,000,000
|
190,301,643
|
|
US Treasury Notes 4.375% 8/15/2026
|
3.77 to 3.78
|
69,000,000
|
69,119,054
|
|
US Treasury Notes 4.5% 7/15/2026
|
3.74
|
35,000,000
|
35,054,153
|
|
US Treasury Notes 4.625% 6/30/2026
|
3.74 to 3.75
|
107,000,000
|
107,154,203
|
|
US Treasury Notes 4.875% 5/31/2026
|
3.83 to 3.87
|
382,000,000
|
382,314,892
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $43,885,885,483)
|
43,885,885,483
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 102.3%
(Cost $137,758,672,112)
|
137,758,672,112
|
NET OTHER ASSETS (LIABILITIES) - (2.3)%
|
(3,067,118,306)
|
NET ASSETS - 100.0%
|
134,691,553,806
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.
|
(c)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(d)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $310,551,475 or 0.2% of net assets.
|
(e)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(f)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(g)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and / or subject to caps or floors. Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. The maturity amount is based on the rate at period end.
|
* Repurchase Agreements
|
|||||||||
Counterparty
|
Lending Rate (%)
|
Settlement Date
|
Maturity Date
|
Repurchase Agreement
Value ($)
|
Repurchase Agreement Proceeds ($)
|
Collateralized By
|
Collateral Coupon (%)
|
Collateral Maturity Date
|
Collateral Value Received ($)
|
ABN AMRO Bank NV
|
3.65
|
4/2026
|
5/2026
|
187,000,000
|
187,018,960
|
Agency Mortgage-Backed Securities
|
3.00 - 7.00
|
12/2026 - 11/2055
|
182,871,776
|
U.S. Treasuries (including strips)
|
0.63 - 4.88
|
1/2028 - 2/2034
|
7,887,571
|
||||||
190,759,347
|
|||||||||
BMO Capital Markets Corp
|
3.65
|
4/2026
|
5/2026
|
27,000,000
|
27,002,738
|
U.S. Treasuries (including strips)
|
6.13
|
11/2027
|
27,542,835
|
BMO Chicago Branch
|
3.68
|
4/2026
|
5/2026
|
27,000,000
|
27,088,320
|
Agency Mortgage-Backed Securities
|
5.50 - 7.00
|
10/2055 - 4/2056
|
27,559,706
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
107,000,000
|
107,603,213
|
Agency Mortgage-Backed Securities
|
2.43 - 7.00
|
1/2049 - 10/2068
|
109,542,727
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
138,000,000
|
138,693,105
|
Agency Mortgage-Backed Securities
|
4.00 - 7.08
|
8/2054 - 3/2076
|
141,293,832
|
BMO Chicago Branch
|
3.70
|
3/2026
|
5/2026
|
134,000,000
|
134,674,839
|
Agency Mortgage-Backed Securities
|
4.67 - 6.88
|
1/2068 - 3/2076
|
137,227,859
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
107,000,000
|
107,460,635
|
Agency Mortgage-Backed Securities
|
4.28 - 7.00
|
11/2053 - 2/2068
|
109,553,913
|
BNP Paribas Prime Brokerage, Inc.
|
3.92(g)
|
4/2026
|
5/2026
|
155,000,000
|
155,118,144
|
Other Instrument (international debt)
|
2.63
|
1/2027
|
29,970
|
Equities
|
N/A
|
N/A
|
167,386,500
|
||||||
167,416,470
|
|||||||||
BNP Paribas Prime Brokerage, Inc.
|
3.92(g)
|
4/2026
|
5/2026
|
155,000,000
|
155,118,144
|
Equities
|
N/A
|
N/A
|
167,436,501
|
BNP Paribas Prime Brokerage, Inc.
|
3.92(g)
|
4/2026
|
5/2026
|
155,000,000
|
155,118,144
|
Equities
|
N/A
|
N/A
|
167,454,690
|
BNP Paribas Prime Brokerage, Inc.
|
3.92(g)
|
4/2026
|
5/2026
|
155,000,000
|
155,118,144
|
Equities
|
N/A
|
N/A
|
167,472,921
|
BNP Paribas Prime Brokerage, Inc.
|
3.92(g)
|
4/2026
|
5/2026
|
155,000,000
|
155,118,144
|
Equities
|
N/A
|
N/A
|
167,527,602
|
Bank of Montreal
|
3.68
|
4/2026
|
5/2026
|
54,000,000
|
54,160,080
|
Agency Mortgage-Backed Securities
|
2.71 - 4.32
|
9/2029 - 4/2030
|
53,752,270
|
U.S. Treasuries (including strips)
|
5.00
|
5/2045
|
1,011,756
|
||||||
Agency Collateralized Mortgage Obligation
|
4.00 - 5.39
|
2/2048 - 5/2068
|
341,116
|
||||||
Agency Debentures and Agency Strips
|
3.25
|
8/2052
|
782
|
||||||
55,105,924
|
|||||||||
Bank of Montreal
|
3.68
|
4/2026
|
5/2026
|
75,000,000
|
75,245,333
|
Agency Mortgage-Backed Securities
|
4.19 - 7.13
|
7/2029 - 1/2068
|
7,268,959
|
U.S. Treasuries (including strips)
|
2.25 - 5.00
|
5/2041 - 11/2045
|
69,285,829
|
||||||
76,554,788
|
|||||||||
Bank of Montreal
|
3.67
|
4/2026
|
5/2026
|
19,000,000
|
19,061,982
|
U.S. Treasuries (including strips)
|
1.38 - 4.63
|
12/2032 - 8/2051
|
19,578,649
|
Bank of Nova Scotia Toronto Branch
|
3.80
|
4/2026
|
5/2026
|
590,000,000
|
590,062,278
|
Corporate Debt Securities
|
0.88 - 8.75
|
9/2026 - 3/2076
|
619,565,396
|
Barclays Bank PLC
|
3.65
|
4/2026
|
5/2026
|
98,000,000
|
98,298,083
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
6/2026 - 8/2040
|
100,142,523
|
Barclays Bank PLC
|
3.66
|
4/2026
|
5/2026
|
241,000,000
|
241,024,502
|
Agency Mortgage-Backed Securities
|
1.50 - 13.37
|
9/2027 - 5/2065
|
246,083,670
|
BofA Securities, Inc.
|
4.26(g)
|
4/2026
|
8/2026
|
339,000,000
|
343,853,915
|
Corporate Debt Securities
|
0.00
|
2/2027 - 3/2030
|
255,464
|
Other Instrument (collateralized debt obligation)
|
1.40 - 8.56
|
11/2032 - 11/2052
|
77,898,469
|
||||||
Private Label Collateralized Mortgage Obligations
|
0.00 - 9.28
|
7/2032 - 4/2056
|
21,395,457
|
||||||
Asset-Backed Securities
|
3.38 - 12.96
|
10/2028 - 4/2056
|
267,654,396
|
||||||
Agency Collateralized Mortgage Obligation
|
0.00 - 3.11
|
4/2036 - 1/2063
|
843
|
||||||
Agency Debentures and Agency Strips
|
0.00
|
5/2032 - 4/2056
|
449
|
||||||
367,205,078
|
|||||||||
BofA Securities, Inc.
|
3.65(g)
|
3/2026
|
7/2026
|
53,000,000
|
53,655,580
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
2/2027 - 4/2056
|
44,074,049
|
Agency Debentures and Agency Strips
|
1.57
|
6/2032
|
10,277,304
|
||||||
54,351,353
|
|||||||||
BofA Securities, Inc.
|
3.65(g)
|
3/2026
|
7/2026
|
53,000,000
|
53,655,580
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
6/2028 - 11/2065
|
54,367,932
|
BofA Securities, Inc.
|
3.64(g)
|
2/2026
|
6/2026
|
72,000,000
|
72,873,600
|
U.S. Treasuries (including strips)
|
1.75 - 4.38
|
4/2031 - 8/2041
|
74,089,744
|
BofA Securities, Inc.
|
3.64(g)
|
1/2026
|
6/2026
|
24,000,000
|
24,313,040
|
U.S. Treasuries (including strips)
|
2.25 - 4.38
|
2/2031 - 8/2049
|
24,723,972
|
BofA Securities, Inc.
|
3.64(g)
|
1/2026
|
6/2026
|
133,000,000
|
134,680,973
|
U.S. Treasuries (including strips)
|
3.88
|
4/2031
|
136,956,910
|
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
9,000,000
|
9,029,360
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
6/2026 - 5/2053
|
9,204,328
|
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
134,000,000
|
134,409,817
|
Agency Mortgage-Backed Securities
|
1.20 - 7.50
|
1/2027 - 11/2073
|
101,996,702
|
U.S. Treasuries (including strips)
|
0.00 - 6.13
|
5/2026 - 11/2055
|
35,005,950
|
||||||
137,002,652
|
|||||||||
Canadian Imperial Bank of Commerce
|
3.66
|
4/2026
|
5/2026
|
117,000,000
|
117,356,850
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
6/2026 - 2/2056
|
119,764,492
|
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
254,000,000
|
254,543,772
|
U.S. Treasuries (including strips)
|
0.00 - 6.13
|
6/2026 - 2/2056
|
260,322,280
|
Canadian Imperial Bank of Commerce
|
3.66
|
4/2026
|
5/2026
|
68,000,000
|
68,207,400
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
6/2026 - 2/2056
|
69,678,894
|
Citigroup Global Capital Markets Inc
|
4.10(g)
|
4/2026
|
6/2026
|
681,000,000
|
685,808,616
|
Equities
|
N/A
|
N/A
|
736,233,877
|
Citigroup Global Capital Markets Inc
|
4.10(g)
|
4/2026
|
6/2026
|
1,469,000,000
|
1,479,372,772
|
Equities
|
N/A
|
N/A
|
1,589,410,120
|
Credit AG
|
3.67
|
4/2026
|
5/2026
|
64,000,000
|
64,195,733
|
U.S. Treasuries (including strips)
|
0.38 - 4.63
|
7/2026 - 8/2052
|
65,391,757
|
FICC JP Morgan SEC GC Repo (Gov)
|
3.65
|
4/2026
|
5/2026
|
1,629,000,000
|
1,629,165,163
|
U.S. Treasuries (including strips)
|
0.00 - 3.75
|
7/2026 - 11/2041
|
1,661,748,489
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.66
|
4/2026
|
5/2026
|
84,000,000
|
84,059,780
|
U.S. Treasuries (including strips)
|
1.50 - 3.88
|
1/2027 - 12/2032
|
85,697,502
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.66
|
4/2026
|
5/2026
|
288,000,000
|
288,204,960
|
U.S. Treasuries (including strips)
|
1.38
|
10/2028 - 11/2031
|
293,789,899
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.68
|
4/2026
|
5/2026
|
53,000,000
|
53,037,924
|
U.S. Treasuries (including strips)
|
2.38 - 4.50
|
5/2027 - 8/2035
|
54,065,533
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.64
|
4/2026
|
5/2026
|
1,083,000,000
|
1,083,109,503
|
U.S. Treasuries (including strips)
|
3.63 - 4.25
|
8/2028 - 11/2034
|
1,104,771,792
|
Fixed Income Clearing Corp - BNP
|
3.64
|
4/2026
|
5/2026
|
2,145,909,000
|
2,146,125,975
|
U.S. Treasuries (including strips)
|
0.00 - 5.00
|
6/2026 - 2/2055
|
2,189,048,524
|
Fixed Income Clearing Corp - BNP
|
3.64
|
4/2026
|
5/2026
|
1,154,000,000
|
1,154,116,682
|
U.S. Treasuries (including strips)
|
1.63 - 4.88
|
2/2030 - 8/2054
|
1,177,199,016
|
Fixed Income Clearing Corp - BNP
|
3.64
|
4/2026
|
5/2026
|
1,200,000,000
|
1,200,121,333
|
U.S. Treasuries (including strips)
|
1.63 - 4.75
|
4/2028 - 2/2056
|
1,224,123,774
|
Fixed Income Clearing Corp - BNYM
|
3.64
|
4/2026
|
5/2026
|
1,837,000,000
|
1,837,185,741
|
U.S. Treasuries (including strips)
|
1.13 - 3.88
|
6/2028 - 1/2033
|
1,873,740,077
|
Fixed Income Clearing Corp - BONY
|
3.65
|
4/2026
|
5/2026
|
1,737,000,000
|
1,737,176,113
|
Agency Mortgage-Backed Securities
|
1.50 - 8.00
|
5/2031 - 1/2059
|
1,771,740,000
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
195,000,000
|
195,138,775
|
U.S. Treasuries (including strips)
|
2.38
|
11/2049
|
198,920,251
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
317,000,000
|
317,225,598
|
U.S. Treasuries (including strips)
|
3.25 - 4.63
|
10/2027 - 2/2055
|
323,372,925
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
439,000,000
|
439,312,422
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
6/2026 - 8/2053
|
447,825,531
|
Fixed Income Clearing Corp - Barclays
|
3.68
|
4/2026
|
5/2026
|
293,000,000
|
293,209,658
|
U.S. Treasuries (including strips)
|
1.38 - 2.25
|
11/2040 - 8/2049
|
298,890,596
|
Fixed Income Clearing Corp - Barclays
|
3.68
|
4/2026
|
5/2026
|
195,000,000
|
195,139,533
|
U.S. Treasuries (including strips)
|
3.25
|
5/2042
|
198,920,385
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
366,000,000
|
366,037,210
|
U.S. Treasuries (including strips)
|
1.13 - 4.75
|
5/2039 - 2/2055
|
373,357,958
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
977,000,000
|
977,099,328
|
U.S. Treasuries (including strips)
|
1.00 - 4.00
|
11/2027 - 4/2030
|
996,641,344
|
Fixed Income Clearing Corp - CIBC
|
3.65
|
4/2026
|
5/2026
|
1,043,000,000
|
1,043,105,749
|
U.S. Treasuries (including strips)
|
3.25 - 4.00
|
12/2028 - 5/2042
|
1,064,322,671
|
Fixed Income Clearing Corp - Credit Agricole
|
3.67
|
4/2026
|
5/2026
|
1,103,000,000
|
1,103,112,445
|
U.S. Treasuries (including strips)
|
3.13 - 4.63
|
6/2026 - 2/2054
|
1,136,126,834
|
Fixed Income Clearing Corp - Credit Agricole
|
3.67
|
4/2026
|
5/2026
|
971,000,000
|
971,098,988
|
U.S. Treasuries (including strips)
|
0.00 - 5.00
|
6/2026 - 8/2055
|
990,520,968
|
Fixed Income Clearing Corp - Credit Agricole
|
3.65
|
4/2026
|
5/2026
|
194,000,000
|
194,019,669
|
U.S. Treasuries (including strips)
|
1.50 - 4.38
|
6/2026 - 8/2053
|
197,900,078
|
Fixed Income Clearing Corp - Credit Agricole
|
3.64
|
4/2026
|
5/2026
|
1,217,272,000
|
1,217,395,080
|
U.S. Treasuries (including strips)
|
0.63 - 5.00
|
9/2026 - 2/2054
|
1,241,742,985
|
Fixed Income Clearing Corp - Goldman
|
3.65
|
4/2026
|
5/2026
|
908,000,000
|
908,092,061
|
U.S. Treasuries (including strips)
|
0.00 - 4.25
|
6/2026 - 8/2030
|
926,253,983
|
Fixed Income Clearing Corp - Goldman
|
3.64
|
4/2026
|
5/2026
|
2,716,000,000
|
2,716,274,618
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
5/2026 - 10/2030
|
2,770,600,110
|
Fixed Income Clearing Corp - ING
|
3.65
|
4/2026
|
5/2026
|
146,000,000
|
146,014,803
|
U.S. Treasuries (including strips)
|
3.50
|
1/2028
|
148,813,844
|
Fixed Income Clearing Corp - ING
|
3.65
|
4/2026
|
5/2026
|
321,000,000
|
321,032,546
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
5/2031 - 4/2056
|
327,453,197
|
Fixed Income Clearing Corp - ING
|
3.64
|
4/2026
|
5/2026
|
1,270,000,000
|
1,270,128,411
|
U.S. Treasuries (including strips)
|
1.25 - 4.63
|
12/2026 - 5/2054
|
1,295,530,980
|
Fixed Income Clearing Corp - Mizuho
|
3.65
|
4/2026
|
5/2026
|
534,000,000
|
534,054,142
|
Agency Mortgage-Backed Securities
|
1.45 - 6.50
|
9/2028 - 1/2057
|
514,255,320
|
U.S. Treasuries (including strips)
|
3.88
|
12/2027
|
30,479,904
|
||||||
544,735,224
|
|||||||||
Fixed Income Clearing Corp - Mizuho
|
3.64
|
4/2026
|
5/2026
|
1,422,000,000
|
1,422,143,780
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
5/2026 - 8/2050
|
1,450,586,658
|
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
2,037,000,000
|
2,037,206,529
|
Agency Mortgage-Backed Securities
|
1.50 - 7.50
|
5/2031 - 4/2056
|
2,022,979,780
|
U.S. Treasuries (including strips)
|
0.00 - 3.50
|
7/2026 - 8/2049
|
54,970,950
|
||||||
2,077,950,730
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
643,000,000
|
643,065,193
|
Agency Mortgage-Backed Securities
|
1.50 - 7.50
|
10/2027 - 4/2056
|
655,916,803
|
U.S. Treasuries (including strips)
|
0.00 - 3.88
|
7/2026 - 8/2049
|
9,694
|
||||||
655,926,497
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
1,930,000,000
|
1,930,195,681
|
Agency Mortgage-Backed Securities
|
1.50 - 8.50
|
6/2026 - 12/2063
|
1,969,665,522
|
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
1,822,000,000
|
1,822,184,731
|
Agency Mortgage-Backed Securities
|
1.50 - 7.50
|
2/2028 - 9/2061
|
1,859,238,046
|
Fixed Income Clearing Corp - Natixis
|
3.65
|
4/2026
|
5/2026
|
681,000,000
|
681,069,046
|
U.S. Treasuries (including strips)
|
2.38 - 4.00
|
5/2027 - 2/2034
|
695,415,778
|
Fixed Income Clearing Corp - Natwest
|
3.65
|
4/2026
|
5/2026
|
9,000,000
|
9,000,913
|
U.S. Treasuries (including strips)
|
4.00
|
7/2032
|
9,181,007
|
Fixed Income Clearing Corp - Nomura
|
3.65
|
4/2026
|
5/2026
|
707,000,000
|
707,071,682
|
U.S. Treasuries (including strips)
|
3.25 - 4.50
|
12/2026 - 8/2035
|
721,213,137
|
Fixed Income Clearing Corp - Northern Trust
|
3.64
|
4/2026
|
5/2026
|
1,367,000,000
|
1,367,138,219
|
U.S. Treasuries (including strips)
|
3.50 - 4.13
|
10/2027 - 11/2027
|
1,394,274,562
|
Fixed Income Clearing Corp - State Street Bank
|
3.65
|
4/2026
|
5/2026
|
589,000,000
|
589,059,718
|
Agency Mortgage-Backed Securities
|
2.00 - 7.00
|
12/2036 - 3/2056
|
601,860,913
|
Fixed Income Clearing Corp - State Street Bank
|
3.64
|
4/2026
|
5/2026
|
1,466,000,000
|
1,466,148,229
|
U.S. Treasuries (including strips)
|
1.13 - 4.38
|
8/2028 - 9/2028
|
1,495,342,032
|
Goldman Sachs & Co LLC
|
3.65
|
4/2026
|
5/2026
|
213,000,000
|
213,021,596
|
Agency Mortgage-Backed Securities
|
2.00 - 6.50
|
1/2033 - 3/2056
|
217,282,028
|
JP Morgan Securities LLC
|
4.19(g)
|
4/2026
|
8/2026
|
904,000,000
|
916,625,867
|
Equities
|
N/A
|
N/A
|
979,158,380
|
JP Morgan Securities LLC
|
4.19(g)
|
4/2026
|
7/2026
|
113,000,000
|
114,578,233
|
Money Market
|
0.00
|
5/2026 - 6/2026
|
101,432,344
|
Asset-Backed Securities
|
3.91 - 4.10
|
1/2037 - 1/2040
|
15,662,085
|
||||||
117,094,429
|
|||||||||
JP Morgan Securities LLC
|
4.12(g)
|
4/2026
|
7/2026
|
339,000,000
|
343,655,600
|
Money Market
|
0.00
|
5/2026 - 7/2026
|
346,008,821
|
Asset-Backed Securities
|
4.09 - 4.77
|
10/2034 - 1/2042
|
4,443,766
|
||||||
350,452,587
|
|||||||||
JP Morgan Securities LLC
|
3.98(g)
|
4/2026
|
5/2026
|
227,000,000
|
227,803,076
|
Corporate Debt Securities
|
4.40 - 5.75
|
1/2029 - 2/2030
|
12,972
|
Equities
|
N/A
|
N/A
|
240,117,677
|
||||||
240,130,649
|
|||||||||
JP Morgan Securities LLC
|
3.94(g)
|
4/2026
|
5/2026
|
681,000,000
|
683,385,013
|
Equities
|
N/A
|
N/A
|
736,043,469
|
JP Morgan Securities LLC
|
3.94(g)
|
4/2026
|
5/2026
|
1,135,000,000
|
1,138,726,583
|
Equities
|
N/A
|
N/A
|
1,227,141,237
|
JP Morgan Securities LLC
|
3.94(g)
|
4/2026
|
5/2026
|
454,000,000
|
455,490,633
|
Equities
|
N/A
|
N/A
|
490,910,160
|
JP Morgan Securities LLC
|
3.96(g)
|
4/2026
|
5/2026
|
226,000,000
|
226,745,800
|
Corporate Debt Securities
|
0.00 - 9.00
|
6/2026 - 12/2079
|
238,199,328
|
JP Morgan Securities LLC
|
3.94(g)
|
4/2026
|
5/2026
|
1,581,000,000
|
1,586,190,950
|
Equities
|
N/A
|
N/A
|
1,710,655,439
|
JP Morgan Securities, LLC
|
3.65(g)
|
4/2026
|
5/2026
|
961,000,000
|
964,020,476
|
U.S. Treasuries (including strips)
|
1.25 - 4.25
|
6/2028 - 7/2029
|
981,619,083
|
JP Morgan Securities, LLC
|
3.64(g)
|
4/2026
|
5/2026
|
1,438,000,000
|
1,442,361,933
|
U.S. Treasuries (including strips)
|
3.38 - 4.00
|
11/2027 - 2/2034
|
1,469,297,556
|
JP Morgan Securities, LLC
|
3.65(g)
|
4/2026
|
5/2026
|
957,000,000
|
960,007,904
|
U.S. Treasuries (including strips)
|
4.00
|
1/2029
|
978,223,812
|
Lloyds Bank Corp Mrkts
|
3.66
|
4/2026
|
5/2026
|
107,000,000
|
107,076,148
|
U.S. Treasuries (including strips)
|
0.63 - 4.75
|
10/2026 - 2/2056
|
109,392,386
|
MUFG Securities EMEA PLC
|
3.66
|
4/2026
|
5/2026
|
122,000,000
|
122,582,957
|
U.S. Treasuries (including strips)
|
0.50 - 4.38
|
10/2026 - 12/2029
|
124,662,755
|
MUFG Securities EMEA PLC
|
3.67
|
4/2026
|
5/2026
|
146,000,000
|
146,580,472
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
7/2027 - 2/2035
|
149,294,772
|
MUFG Securities EMEA PLC
|
3.65
|
4/2026
|
5/2026
|
171,000,000
|
171,017,338
|
U.S. Treasuries (including strips)
|
3.50
|
3/2029
|
174,445,199
|
Mitsubishi UFJ Securities (U.S.A.), Inc.
|
4.16
|
4/2026
|
5/2026
|
9,000,000
|
9,001,040
|
Equities
|
N/A
|
N/A
|
9,721,160
|
Mitsubishi UFJ Securities (U.S.A.), Inc.
|
3.87
|
4/2026
|
5/2026
|
57,000,000
|
57,006,128
|
Equities
|
N/A
|
N/A
|
61,566,634
|
Mizuho Bank, Ltd.
|
3.66
|
4/2026
|
5/2026
|
98,000,000
|
98,009,963
|
U.S. Treasuries (including strips)
|
1.63
|
5/2031
|
100,215,360
|
Mizuho Securities U.S.A., Inc.
|
4.27(g)
|
3/2026
|
6/2026
|
90,000,000
|
90,982,100
|
Corporate Debt Securities
|
3.80 - 13.13
|
1/2028 - 3/2082
|
97,878,746
|
Mizuho Securities U.S.A., Inc.
|
4.27(g)
|
3/2026
|
6/2026
|
403,000,000
|
407,397,626
|
Corporate Debt Securities
|
3.65 - 10.50
|
1/2027 - 3/2078
|
40,078,572
|
Private Label Collateralized Mortgage Obligations
|
0.36 - 8.28
|
3/2029 - 5/2071
|
381,404,492
|
||||||
Asset-Backed Securities
|
4.74 - 7.90
|
1/2029 - 1/2056
|
11,029,932
|
||||||
432,512,996
|
|||||||||
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
1,286,000,000
|
1,286,130,386
|
Agency Mortgage-Backed Securities
|
0.00 - 8.50
|
6/2027 - 6/2062
|
919,002,838
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
7/2026 - 11/2049
|
392,815,965
|
||||||
Agency Debentures and Agency Strips
|
0.00 - 5.13
|
10/2026 - 3/2036
|
34,197
|
||||||
1,311,853,000
|
|||||||||
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
536,000,000
|
536,054,344
|
Agency Mortgage-Backed Securities
|
2.00 - 8.50
|
7/2026 - 10/2065
|
467,803,770
|
U.S. Treasuries (including strips)
|
1.38 - 4.25
|
9/2026 - 8/2050
|
78,971,663
|
||||||
546,775,433
|
|||||||||
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
536,000,000
|
536,054,344
|
Agency Mortgage-Backed Securities
|
2.00 - 8.00
|
5/2026 - 3/2068
|
546,059,256
|
U.S. Treasuries (including strips)
|
0.00 - 5.50
|
5/2026 - 11/2055
|
710,381
|
||||||
Agency Debentures and Agency Strips
|
0.00 - 5.19
|
7/2027 - 2/2044
|
5,907
|
||||||
546,775,544
|
|||||||||
NatWest Market Securities Inc
|
3.66
|
4/2026
|
5/2026
|
96,000,000
|
96,068,320
|
U.S. Treasuries (including strips)
|
3.88 - 4.25
|
4/2030 - 8/2035
|
97,949,949
|
NatWest Markets Securities Inc
|
3.95
|
4/2026
|
5/2026
|
45,000,000
|
45,004,938
|
Corporate Debt Securities
|
2.60 - 5.35
|
2/2028 - 1/2035
|
10,283,903
|
Agency Debentures and Agency Strips
|
0.00
|
4/2029 - 4/2030
|
35,915,079
|
||||||
46,198,982
|
|||||||||
RBC Dominion Securities
|
3.68
|
4/2026
|
7/2026
|
535,000,000
|
540,140,756
|
Agency Mortgage-Backed Securities
|
2.00 - 6.50
|
10/2034 - 4/2056
|
67,165,550
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
5/2026 - 8/2055
|
480,252,250
|
||||||
547,417,800
|
|||||||||
RBC Dominion Securities
|
3.68
|
4/2026
|
6/2026
|
340,000,000
|
342,015,822
|
Agency Mortgage-Backed Securities
|
1.66 - 6.50
|
8/2026 - 4/2056
|
122,696,268
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
2/2027 - 2/2049
|
224,863,732
|
||||||
347,560,000
|
|||||||||
RBC Dominion Securities
|
3.67
|
4/2026
|
6/2026
|
30,000,000
|
30,177,383
|
U.S. Treasuries (including strips)
|
0.75 - 4.63
|
5/2027 - 5/2048
|
30,609,361
|
RBC Dominion Securities
|
3.67
|
4/2026
|
6/2026
|
292,000,000
|
293,458,621
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
7/2026 - 8/2054
|
298,749,287
|
RBC Financial Group
|
3.69
|
4/2026
|
10/2026
|
240,000,000
|
243,788,400
|
Agency Mortgage-Backed Securities
|
3.50 - 6.50
|
11/2033 - 3/2056
|
14,306,250
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
5/2026 - 11/2054
|
230,677,450
|
||||||
244,983,700
|
|||||||||
RBC Financial Group
|
3.65
|
1/2026
|
6/2026
|
140,000,000
|
142,072,388
|
Agency Mortgage-Backed Securities
|
2.50 - 6.50
|
6/2041 - 12/2055
|
102,812,781
|
U.S. Treasuries (including strips)
|
0.00 - 6.25
|
5/2026 - 2/2056
|
41,616,111
|
||||||
144,428,892
|
|||||||||
RBC Financial Group
|
3.65
|
1/2026
|
6/2026
|
65,000,000
|
65,968,771
|
Agency Mortgage-Backed Securities
|
4.27 - 6.00
|
9/2032 - 3/2056
|
65,290,375
|
U.S. Treasuries (including strips)
|
0.00 - 3.75
|
8/2026 - 5/2052
|
1,682,505
|
||||||
66,972,880
|
|||||||||
Royal Bank of Canada
|
3.66
|
4/2026
|
5/2026
|
161,000,000
|
161,114,578
|
U.S. Treasuries (including strips)
|
0.75 - 4.38
|
1/2028 - 8/2051
|
164,629,371
|
SMBC Nikko Securities America Inc
|
3.65
|
4/2026
|
5/2026
|
129,000,000
|
129,013,079
|
Agency Mortgage-Backed Securities
|
2.50 - 6.50
|
11/2028 - 4/2056
|
131,593,341
|
SMBC Nikko Securities America Inc
|
3.65
|
4/2026
|
5/2026
|
361,000,000
|
361,036,601
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
6/2026 - 8/2053
|
368,267,347
|
Societe Generale
|
3.66
|
4/2026
|
5/2026
|
195,000,000
|
195,138,775
|
U.S. Treasuries (including strips)
|
2.63
|
7/2029
|
198,920,308
|
TD Securities (U.S.A.)
|
3.78
|
4/2026
|
5/2026
|
182,000,000
|
182,019,110
|
Corporate Debt Securities
|
2.51 - 6.55
|
7/2028 - 4/2055
|
191,120,465
|
TD Securities (U.S.A.)
|
3.65
|
4/2026
|
5/2026
|
80,000,000
|
80,008,111
|
U.S. Treasuries (including strips)
|
4.75
|
11/2053
|
82,408,439
|
Truist Securities Inc
|
3.90
|
4/2026
|
5/2026
|
22,000,000
|
22,002,383
|
Corporate Debt Securities
|
5.15
|
1/2031
|
954,245
|
Other Instrument (municipal debt)
|
4.00 - 5.00
|
4/2032 - 9/2066
|
22,386,083
|
||||||
23,340,328
|
|||||||||
US Bancorp Inv
|
3.93
|
4/2026
|
5/2026
|
304,000,000
|
304,033,187
|
Corporate Debt Securities
|
2.70 - 12.63
|
6/2026 - 6/2076
|
328,355,942
|
US Bancorp Inv
|
3.84
|
4/2026
|
5/2026
|
72,000,000
|
72,007,680
|
Asset-Backed Securities
|
1.49 - 6.28
|
3/2027 - 9/2050
|
75,608,692
|
US Bancorp Inv
|
3.83
|
4/2026
|
5/2026
|
114,000,000
|
114,012,128
|
Corporate Debt Securities
|
1.25 - 7.50
|
5/2026 - 1/2087
|
119,713,526
|
Wells Fargo Bank NA
|
3.67
|
4/2026
|
5/2026
|
267,000,000
|
267,190,534
|
U.S. Treasuries (including strips)
|
0.13 - 2.38
|
10/2028 - 1/2034
|
275,038,082
|
Wells Fargo Securities, LLC
|
4.29(g)
|
4/2026
|
8/2026
|
68,000,000
|
68,972,400
|
Equities
|
N/A
|
N/A
|
73,475,312
|
Wells Fargo Securities, LLC
|
4.29(g)
|
4/2026
|
8/2026
|
114,000,000
|
115,630,200
|
Corporate Debt Securities
|
3.50 - 9.03
|
9/2026 - 12/2079
|
123,179,090
|
Wells Fargo Securities, LLC
|
4.19(g)
|
4/2026
|
8/2026
|
114,000,000
|
115,592,200
|
Corporate Debt Securities
|
0.00 - 7.37
|
1/2027 - 4/2061
|
119,756,425
|
Wells Fargo Securities, LLC
|
4.19(g)
|
4/2026
|
8/2026
|
182,000,000
|
184,541,934
|
Equities
|
N/A
|
N/A
|
196,651,535
|
Wells Fargo Securities, LLC
|
4.29(g)
|
4/2026
|
8/2026
|
205,000,000
|
207,882,642
|
Equities
|
N/A
|
N/A
|
221,584,822
|
Wells Fargo Securities, LLC
|
4.19(g)
|
4/2026
|
8/2026
|
273,000,000
|
276,749,352
|
Money Market
|
0.00
|
5/2026 - 12/2026
|
143,550,657
|
Equities
|
N/A
|
N/A
|
144,561,078
|
||||||
288,111,735
|
|||||||||
Wells Fargo Securities, LLC
|
4.29(g)
|
4/2026
|
8/2026
|
136,000,000
|
137,928,594
|
Equities
|
N/A
|
N/A
|
147,125,470
|
Wells Fargo Securities, LLC
|
4.19(g)
|
4/2026
|
8/2026
|
409,000,000
|
414,664,764
|
Equities
|
N/A
|
N/A
|
442,439,666
|
Wells Fargo Securities, LLC
|
4.29(g)
|
4/2026
|
8/2026
|
90,000,000
|
91,287,000
|
Equities
|
N/A
|
N/A
|
97,408,737
|
Wells Fargo Securities, LLC
|
4.29(g)
|
4/2026
|
8/2026
|
181,000,000
|
183,588,300
|
Equities
|
N/A
|
N/A
|
196,062,480
|
Wells Fargo Securities, LLC
|
4.24(g)
|
4/2026
|
7/2026
|
227,000,000
|
229,406,200
|
Equities
|
N/A
|
N/A
|
244,421,100
|
Wells Fargo Securities, LLC
|
3.67
|
4/2026
|
5/2026
|
53,000,000
|
53,037,821
|
Agency Mortgage-Backed Securities
|
4.00 - 6.00
|
8/2046 - 1/2056
|
54,071,023
|
Wells Fargo Securities, LLC
|
3.89
|
4/2026
|
5/2026
|
295,000,000
|
295,031,876
|
Equities
|
N/A
|
N/A
|
318,391,442
|
Total Repurchase Agreements
|
61,945,181,000
|
62,074,111,085
|
63,952,879,765
|
||||||
|
Other Information
|
||
# Additional information on each counterparty to the repurchase agreement is as follows:
|
||
Repurchase Agreement / Counterparty
|
Value ($)
|
|
$4,531,729,000 due 05/01/2026 at 3.65%
|
||
Bank of America NA
|
385,524,000
|
|
Bny Mellon Capital Market LLC
|
416,434,000
|
|
BofA Securities Inc
|
107,108,000
|
|
Citigroup Global Capital Markets Inc
|
8,088,000
|
|
HSBC Securities Inc (USA)
|
192,794,000
|
|
JPMorgan Securities LLC
|
1,178,018,000
|
|
MUFG Securities (Canada) Ltd.
|
240,993,000
|
|
Rbc Dominion Securities Inc
|
257,140,000
|
|
Societe Generale SA
|
53,554,000
|
|
Sumitomo Mitsui Banking Corp
|
953,101,000
|
|
Sumitomo Mitsui Banking Corp/New York
|
696,139,000
|
|
Wells Fargo Securities LLC
|
42,836,000
|
|
4,531,729,000
|
||
Statement of Assets and Liabilities
|
||||
As of April 30, 2026
|
||||
Assets
|
||||
Investment in securities, at value (including repurchase agreements of $68,554,910,000) - See accompanying schedule:
Unaffiliated issuers (cost $137,758,672,112)
|
$
|
137,758,672,112
|
||
Cash
|
551,170,362
|
|||
Receivable for fund shares sold
|
448,239,387
|
|||
Interest receivable
|
84,424,597
|
|||
Prepaid expenses
|
32,233
|
|||
Receivable from investment adviser for expense reductions
|
5,836,820
|
|||
Other receivables
|
811,085
|
|||
Total assets
|
138,849,186,596
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
3,411,845,749
|
||
Payable for fund shares redeemed
|
655,098,749
|
|||
Distributions payable
|
48,502,143
|
|||
Accrued management fee
|
28,261,833
|
|||
Other affiliated payables
|
12,223,193
|
|||
Other payables and accrued expenses
|
1,701,123
|
|||
Total liabilities
|
4,157,632,790
|
|||
Net Assets
|
$
|
134,691,553,806
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
134,691,345,291
|
||
Total accumulated earnings (loss)
|
208,515
|
|||
Net Assets
|
$
|
134,691,553,806
|
||
Net Asset Value and Maximum Offering Price
|
||||
Fidelity Money Market Fund :
|
||||
Net Asset Value, offering price and redemption price per share ($12,068,585,774 ÷ 12,068,036,177 shares)
|
$
|
1.00
|
||
Premium Class :
|
||||
Net Asset Value, offering price and redemption price per share ($122,622,968,032 ÷ 122,620,286,497 shares)
|
$
|
1.00
|
||
Statement of Operations
|
||||
|
Year ended April 30, 2026
|
||||
Investment Income
|
||||
Interest (including $1,405,746 from affiliated interfund lending)
|
$
|
5,566,020,425
|
||
Expenses
|
||||
Management fee
|
$
|
337,385,430
|
||
Transfer agent fees
|
143,163,707
|
|||
Accounting fees and expenses
|
3,523,129
|
|||
Custodian fees and expenses
|
646,630
|
|||
Independent trustees' fees and expenses
|
311,879
|
|||
Registration fees
|
2,559,454
|
|||
Audit fees
|
55,085
|
|||
Legal
|
61,137
|
|||
Miscellaneous
|
259,808
|
|||
Total expenses before reductions
|
487,966,259
|
|||
Expense reductions
|
(67,628,123)
|
|||
Total expenses after reductions
|
420,338,136
|
|||
Net Investment income (loss)
|
5,145,682,289
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
65,028
|
|||
Total net realized gain (loss)
|
65,028
|
|||
Net increase in net assets resulting from operations
|
$
|
5,145,747,317
|
||
Statement of Changes in Net Assets
|
||||
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
5,145,682,289
|
$
|
5,457,142,835
|
Net realized gain (loss)
|
65,028
|
26,309
|
||
Net increase in net assets resulting from operations
|
5,145,747,317
|
5,457,169,144
|
||
Distributions to shareholders
|
(5,145,625,233)
|
(5,457,175,143)
|
||
Share transactions - net increase (decrease)
|
4,561,542,462
|
21,738,003,685
|
||
Total increase (decrease) in net assets
|
4,561,664,546
|
21,737,997,686
|
||
Net Assets
|
||||
Beginning of period
|
130,129,889,260
|
108,391,891,574
|
||
End of period
|
$
|
134,691,553,806
|
$
|
130,129,889,260
|
Fidelity® Money Market Fund |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.037
|
.045
|
.050
|
.029
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.037
|
.045
|
.050
|
.029
|
- B
|
|||||
Distributions from net investment income
|
(.037)
|
(.045)
|
(.050)
|
(.029)
|
- B
|
|||||
Total distributions
|
(.037)
|
(.045)
|
(.050)
|
(.029)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.77 % |
4.62%
|
5.12%
|
2.94%
|
.01%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.42%
|
.42%
|
.42%
|
.42%
|
.42%
|
|||||
Expenses net of fee waivers, if any
|
.42 % |
.42%
|
.42%
|
.42%
|
.18%
|
|||||
Expenses net of all reductions, if any
|
.42%
|
.42%
|
.42%
|
.42%
|
.18%
|
|||||
Net investment income (loss)
|
3.70%
|
4.51%
|
5.01%
|
3.31%
|
.01%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
12,068,586
|
$
|
13,189,233
|
$
|
11,290,926
|
$
|
8,226,176
|
$
|
3,683,276
|
Fidelity® Money Market Fund Premium Class |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.038
|
.046
|
.051
|
.030
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.038
|
.046
|
.051
|
.030
|
- B
|
|||||
Distributions from net investment income
|
(.038)
|
(.046)
|
(.051)
|
(.030)
|
- B
|
|||||
Total distributions
|
(.038)
|
(.046)
|
(.051)
|
(.030)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.89 % |
4.75%
|
5.25%
|
3.07%
|
.02%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.36%
|
.36%
|
.36%
|
.36%
|
.36%
|
|||||
Expenses net of fee waivers, if any
|
.30 % |
.30%
|
.30%
|
.30%
|
.17%
|
|||||
Expenses net of all reductions, if any
|
.30%
|
.30%
|
.30%
|
.30%
|
.17%
|
|||||
Net investment income (loss)
|
3.82%
|
4.63%
|
5.13%
|
3.43%
|
.02%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
122,622,968
|
$
|
116,940,657
|
$
|
97,100,966
|
$
|
71,215,872
|
$
|
27,695,104
|
Gross unrealized appreciation
|
$-
|
Gross unrealized depreciation
|
-
|
Net unrealized appreciation (depreciation)
|
$-
|
Tax Cost
|
$137,758,672,112
|
Undistributed tax-exempt income
|
$-
|
Undistributed ordinary income
|
$208,517
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$-
|
April 30, 2026
|
April 30, 2025
|
|
Ordinary Income
|
$5,145,625,233
|
$ 5,457,175,143
|
Amount ($)
|
% of Class-Level Average Net Assets
|
|
Fidelity Money Market Fund
|
20,883,023
|
.16
|
Premium Class
|
122,280,684
|
.10
|
143,163,707
|
% of Average Net Assets
|
|
Fidelity Money Market Fund
|
-A
|
Fidelity Money Market Fund
|
$811,085
|
Average Loan Balance ($)
|
Weighted Average Interest Rate
|
||
Fidelity Money Market Fund
|
Lender
|
21,149,597
|
4.15%
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|
Fidelity Money Market Fund
|
||
Distributions to shareholders
|
||
Fidelity Money Market Fund
|
$470,711,831
|
$543,076,507
|
Premium Class
|
4,674,913,402
|
4,914,098,636
|
Total
|
$5,145,625,233
|
$5,457,175,143
|
Shares
|
Shares
|
Dollars
|
Dollars
|
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|
Fidelity Money Market Fund
|
||||
Fidelity Money Market Fund
|
||||
Shares sold
|
13,114,945,160
|
14,795,560,309
|
$13,114,945,156
|
$14,795,560,309
|
Reinvestment of distributions
|
407,755,451
|
471,109,976
|
407,755,451
|
471,109,976
|
Shares redeemed
|
(14,643,255,618)
|
(13,368,315,563)
|
(14,643,255,616)
|
(13,368,315,563)
|
Net increase (decrease)
|
(1,120,555,007)
|
1,898,354,722
|
$(1,120,555,009)
|
$1,898,354,722
|
Premium Class
|
||||
Shares sold
|
123,385,460,535
|
117,177,492,850
|
$123,385,460,530
|
$117,177,492,848
|
Reinvestment of distributions
|
4,071,122,251
|
4,259,212,488
|
4,071,122,251
|
4,259,212,488
|
Shares redeemed
|
(121,774,485,312)
|
(101,597,056,373)
|
(121,774,485,310)
|
(101,597,056,373)
|
Net increase (decrease)
|
5,682,097,474
|
19,839,648,965
|
$5,682,097,471
|
$19,839,648,963
|
 |
Contents
Repurchase Agreements - 41.0%
|
|||
Maturity
Amount ($)
|
Value ($)
|
||
Fixed Income Clearing Corp - Credit Agricole 3.66%, dated 5/1/2026 due 5/4/2026 (b)
|
3,696,126,975
|
3,695,000,000
|
|
Fixed Income Clearing Corp - Credit Agricole 3.66%, dated 5/1/2026 due 5/4/2026 (b)
|
3,255,992,775
|
3,255,000,000
|
|
Investments in repurchase agreements in a joint trading account at 3.64%, dated 4/30/2026 due 5/1/2026 (Collateralized by U.S. Government Obligations)#
|
50,504,106
|
50,499,000
|
|
Investments in repurchase agreements in a joint trading account at 3.65%, dated 4/30/2026 due 5/1/2026 (Collateralized by U.S. Government Obligations)#
|
15,130,263,885
|
15,128,730,000
|
|
Sumitomo Mitsui Banking Corp 3.7%, dated 5/7/2026 due 5/20/2026 (b)
|
72,849,080
|
72,751,875
|
|
Repurchase Agreements*
|
163,334,618,024
|
163,052,128,500
|
|
|
TOTAL REPURCHASE AGREEMENTS
(Cost $185,254,109,375)
|
185,254,109,375
|
||
U.S. Government Agency - Debt - 31.6%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
Fannie Mae Discount Notes 0% 5/8/2026
|
3.58
|
224,000,000
|
223,845,813
|
|
Fannie Mae U.S. SOFR Index + 0.1%, 3.73% 6/18/2026 (d)(e)
|
3.73
|
549,000,000
|
549,000,000
|
|
Fannie Mae U.S. SOFR Index + 0.135%, 3.765% 8/21/2026 (d)(e)
|
3.76 to 3.77
|
128,000,000
|
128,008,525
|
|
Fannie Mae U.S. SOFR Index + 0.14%, 3.77% 10/23/2026 (d)(e)
|
3.77
|
579,000,000
|
579,005,666
|
|
Fannie Mae U.S. SOFR Index + 0.14%, 3.77% 9/11/2026 (d)(e)
|
3.77
|
923,000,000
|
923,000,000
|
|
Federal Farm Credit Banks Funding Corp 3.695% 6/4/2027 (d)(e)
|
3.69
|
25,000,000
|
25,000,000
|
|
Federal Farm Credit Banks Funding Corp 4.75% 7/8/2026
|
3.63
|
21,000,000
|
21,043,194
|
|
Federal Farm Credit Banks Funding Corp Federal Reserve Index -3.04%, 3.71% 5/28/2026 (d)(e)
|
3.71
|
39,006,000
|
39,005,284
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.005%, 3.635% 6/23/2026 (d)(e)
|
3.63
|
39,000,000
|
39,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.005%, 3.635% 8/4/2026 (d)(e)
|
3.63
|
15,000,000
|
15,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.015%, 3.645% 8/20/2026 (d)(e)
|
3.65
|
44,000,000
|
44,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.015%, 3.645% 9/29/2026 (d)(e)
|
3.65
|
29,000,000
|
29,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.02%, 3.65% 10/6/2026 (d)(e)
|
3.65
|
125,000,000
|
125,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.02%, 3.65% 5/7/2026 (d)(e)
|
3.65
|
44,000,000
|
44,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.025%, 3.655% 6/5/2026 (d)(e)
|
3.66
|
44,000,000
|
44,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.03%, 3.66% 12/8/2026 (d)(e)
|
3.66
|
63,000,000
|
62,996,198
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.03%, 3.66% 7/28/2026 (d)(e)
|
3.66
|
33,000,000
|
33,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.03%, 3.66% 7/6/2026 (d)(e)
|
3.66
|
45,000,000
|
45,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.035%, 3.665% 1/21/2027 (d)(e)
|
3.67
|
140,000,000
|
140,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.035%, 3.665% 1/21/2027 (d)(e)
|
3.67
|
34,000,000
|
34,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.035%, 3.665% 1/6/2027 (d)(e)
|
3.67
|
146,000,000
|
146,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.035%, 3.665% 2/9/2027 (d)(e)
|
3.67
|
104,000,000
|
104,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.035%, 3.665% 3/18/2027 (d)(e)
|
3.67
|
135,000,000
|
135,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.035%, 3.665% 3/8/2027 (d)(e)
|
3.67
|
180,000,000
|
180,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 10/20/2026 (d)(e)
|
3.67
|
31,000,000
|
31,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 2/12/2027 (d)(e)
|
3.67
|
108,000,000
|
108,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 2/16/2027 (d)(e)
|
3.67
|
43,000,000
|
43,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 4/1/2027 (d)(e)
|
3.67
|
101,000,000
|
101,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 5/28/2026 (d)(e)
|
3.67
|
27,000,000
|
27,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 5/4/2027 (d)(e)
|
3.67
|
67,000,000
|
67,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 6/2/2026 (d)(e)
|
3.67
|
34,000,000
|
34,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 6/4/2026 (d)(e)
|
3.67
|
56,000,000
|
56,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 6/9/2026 (d)(e)
|
3.67
|
42,000,000
|
42,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 7/14/2026 (d)(e)
|
3.67
|
75,000,000
|
75,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.67% 7/9/2026 (d)(e)
|
3.67
|
207,000,000
|
207,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.7% 2/1/2027 (d)(e)
|
3.67
|
173,000,000
|
173,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 3.675% 10/2/2026 (d)(e)
|
3.67
|
148,000,000
|
148,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 3.675% 10/27/2026 (d)(e)
|
3.67
|
177,000,000
|
177,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 3.675% 3/3/2027 (d)(e)
|
3.67
|
43,000,000
|
43,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 3.675% 4/15/2027 (d)(e)
|
3.68
|
23,000,000
|
22,996,603
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 3.675% 4/19/2027 (d)(e)
|
3.67
|
39,000,000
|
39,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 3.675% 5/26/2027 (d)(e)
|
3.67
|
136,000,000
|
136,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 1/29/2027 (d)(e)
|
3.68
|
70,000,000
|
70,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 10/2/2026 (d)(e)
|
3.68
|
23,000,000
|
23,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 4/23/2027 (d)(e)
|
3.68
|
108,000,000
|
108,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 5/20/2027 (d)(e)
|
3.68
|
87,000,000
|
87,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 5/6/2027 (d)(e)
|
3.68
|
119,000,000
|
119,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 6/16/2027 (d)(e)
|
3.68
|
238,000,000
|
237,981,571
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 6/17/2027 (d)(e)
|
3.68
|
71,000,000
|
71,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 6/23/2027 (d)(e)
|
3.68
|
103,000,000
|
103,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 6/3/2027 (d)(e)
|
3.68
|
35,000,000
|
35,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 7/12/2027 (d)(e)
|
3.68
|
169,000,000
|
168,996,892
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 7/20/2027 (d)(e)
|
3.68
|
71,000,000
|
71,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 8/18/2026 (d)(e)
|
3.68
|
24,000,000
|
24,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.05%, 3.68% 8/28/2026 (d)(e)
|
3.68
|
90,000,000
|
90,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 5/24/2027 (d)(e)
|
3.68
|
107,000,000
|
107,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 5/8/2026 (d)(e)
|
3.68
|
45,000,000
|
45,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 6/23/2027 (d)(e)
|
3.68
|
119,000,000
|
119,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 7/16/2027 (d)(e)
|
3.68
|
55,000,000
|
55,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 7/21/2026 (d)(e)
|
3.68
|
72,000,000
|
72,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 7/30/2026 (d)(e)
|
3.68
|
49,000,000
|
49,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 8/26/2027 (d)(e)
|
3.68
|
72,000,000
|
72,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 10/5/2026 (d)(e)
|
3.69
|
38,000,000
|
38,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 10/8/2027 (d)(e)
|
3.69
|
82,000,000
|
82,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 11/18/2026 (d)(e)
|
3.69
|
231,000,000
|
231,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 4/20/2027 (d)(e)
|
3.69
|
69,000,000
|
69,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 7/26/2027 (d)(e)
|
3.69
|
120,000,000
|
120,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 8/18/2027 (d)(e)
|
3.69
|
84,000,000
|
84,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 8/27/2027 (d)(e)
|
3.69
|
31,000,000
|
31,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 8/6/2027 (d)(e)
|
3.69
|
212,000,000
|
212,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/22/2026 (d)(e)
|
3.69
|
62,000,000
|
62,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/23/2027 (d)(e)
|
3.69
|
174,000,000
|
174,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/27/2027 (d)(e)
|
3.69
|
41,000,000
|
41,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/4/2026 (d)(e)
|
3.69
|
80,000,000
|
80,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/4/2026 (d)(e)
|
3.69
|
27,000,000
|
27,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 10/25/2027 (d)(e)
|
3.70
|
74,000,000
|
74,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 11/13/2026 (d)(e)
|
3.69 to 3.70
|
56,450,000
|
56,451,178
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 11/27/2026 (d)(e)
|
3.70
|
125,000,000
|
125,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 3/5/2027 (d)(e)
|
3.70
|
71,000,000
|
71,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 6/22/2027 (d)(e)
|
3.70
|
223,000,000
|
223,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 7/12/2027 (d)(e)
|
3.70
|
109,000,000
|
109,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 7/9/2027 (d)(e)
|
3.70
|
108,000,000
|
108,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 9/10/2026 (d)(e)
|
3.70
|
55,000,000
|
55,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 9/18/2026 (d)(e)
|
3.70
|
40,000,000
|
40,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 9/29/2027 (d)(e)
|
3.70
|
69,000,000
|
69,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 9/3/2027 (d)(e)
|
3.70
|
27,000,000
|
27,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 9/9/2027 (d)(e)
|
3.70
|
90,000,000
|
90,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 1/19/2028 (d)(e)
|
3.70
|
115,000,000
|
115,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 10/1/2027 (d)(e)
|
3.70
|
91,000,000
|
90,987,336
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 10/21/2026 (d)(e)
|
3.70
|
59,000,000
|
59,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 10/28/2027 (d)(e)
|
3.70
|
42,000,000
|
42,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 11/5/2027 (d)(e)
|
3.70
|
123,000,000
|
122,999,979
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 12/13/2027 (d)(e)
|
3.70
|
41,000,000
|
41,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 12/28/2027 (d)(e)
|
3.70
|
56,000,000
|
56,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 5/22/2026 (d)(e)
|
3.70
|
55,000,000
|
55,001,543
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 5/28/2026 (d)(e)
|
3.70
|
69,000,000
|
69,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 8/12/2026 (d)(e)
|
3.70
|
31,000,000
|
31,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 8/9/2027 (d)(e)
|
3.70
|
72,000,000
|
72,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 3.705% 1/11/2028 (d)(e)
|
3.71
|
35,000,000
|
35,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 3.705% 1/24/2028 (d)(e)
|
3.71
|
46,000,000
|
46,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 3.705% 4/1/2027 (d)(e)
|
3.71
|
75,000,000
|
74,996,558
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 3.705% 4/2/2027 (d)(e)
|
3.70 to 3.71
|
122,000,000
|
122,013,184
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 1/12/2028 (d)(e)
|
3.71
|
175,000,000
|
175,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 1/20/2028 (d)(e)
|
3.71
|
25,000,000
|
25,001,768
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 1/5/2028 (d)(e)
|
3.71
|
208,000,000
|
208,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 10/8/2027 (d)(e)
|
3.71
|
202,000,000
|
202,045,641
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 11/16/2026 (d)(e)
|
3.71
|
28,000,000
|
28,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 11/23/2027 (d)(e)
|
3.71
|
92,000,000
|
92,008,163
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 12/22/2026 (d)(e)
|
3.71
|
154,000,000
|
154,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 12/22/2027 (d)(e)
|
3.71
|
118,000,000
|
118,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 12/29/2027 (d)(e)
|
3.71
|
62,000,000
|
62,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 3/11/2027 (d)(e)
|
3.71
|
72,000,000
|
72,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 3/11/2027 (d)(e)
|
3.71
|
45,000,000
|
44,991,697
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 4/9/2027 (d)(e)
|
3.71
|
290,000,000
|
289,920,607
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 1/12/2028 (d)(e)
|
3.71
|
182,000,000
|
182,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 1/18/2028 (d)(e)
|
3.71
|
44,000,000
|
44,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 1/21/2028 (d)(e)
|
3.71
|
260,000,000
|
260,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 1/3/2028 (d)(e)
|
3.71
|
67,000,000
|
67,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 12/29/2026 (d)(e)
|
3.72
|
61,000,000
|
60,997,708
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 2/23/2028 (d)(e)
|
3.71
|
93,000,000
|
93,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 2/25/2028 (d)(e)
|
3.71
|
45,000,000
|
45,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 3/13/2028 (d)(e)
|
3.71
|
143,000,000
|
143,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 3/16/2028 (d)(e)
|
3.71
|
115,000,000
|
115,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 3/24/2028 (d)(e)
|
3.71
|
40,000,000
|
40,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 3/25/2027 (d)(e)
|
3.71
|
34,000,000
|
34,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 3/26/2027 (d)(e)
|
3.71
|
31,000,000
|
31,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 3/27/2028 (d)(e)
|
3.71
|
100,000,000
|
100,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 4/10/2028 (d)(e)
|
3.71
|
91,000,000
|
91,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 4/7/2028 (d)(e)
|
3.71
|
316,000,000
|
316,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 4/8/2027 (d)(e)
|
3.71
|
376,000,000
|
376,000,001
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 8/7/2026 (d)(e)
|
3.71
|
28,750,000
|
28,751,660
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 1/12/2027 (d)(e)
|
3.72
|
32,000,000
|
32,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 1/19/2027 (d)(e)
|
3.72
|
49,000,000
|
49,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 12/17/2027 (d)(e)
|
3.72
|
224,000,000
|
224,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 12/24/2026 (d)(e)
|
3.72
|
229,000,000
|
229,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 2/11/2028 (d)(e)
|
3.72
|
34,000,000
|
34,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 2/17/2028 (d)(e)
|
3.72
|
94,000,000
|
94,004,792
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 2/19/2027 (d)(e)
|
3.72
|
26,000,000
|
26,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 2/2/2028 (d)(e)
|
3.72
|
128,000,000
|
128,003,964
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 2/24/2027 (d)(e)
|
3.72
|
30,000,000
|
30,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 2/9/2028 (d)(e)
|
3.72
|
107,000,000
|
107,004,695
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 3/17/2028 (d)(e)
|
3.72
|
349,000,000
|
349,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 3/20/2028 (d)(e)
|
3.72
|
250,000,000
|
250,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 3/27/2028 (d)(e)
|
3.72
|
97,000,000
|
97,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 3/9/2028 (d)(e)
|
3.72
|
209,500,000
|
209,500,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 4/14/2028 (d)(e)
|
3.72
|
306,000,000
|
306,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 4/6/2028 (d)(e)
|
3.72
|
298,000,000
|
298,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 5/12/2027 (d)(e)
|
3.72
|
35,000,000
|
35,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 5/14/2026 (d)(e)
|
3.72
|
48,000,000
|
48,000,641
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 5/21/2026 (d)(e)
|
3.72
|
92,000,000
|
92,001,372
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 5/28/2026 (d)(e)
|
3.72
|
302,000,000
|
302,010,990
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 7/28/2026 (d)(e)
|
3.72
|
42,000,000
|
42,002,314
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 7/30/2026 (d)(e)
|
3.72
|
30,000,000
|
30,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 12/10/2027 (d)(e)
|
3.72
|
404,000,000
|
404,000,001
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 2/12/2027 (d)(e)
|
3.72
|
122,000,000
|
122,051,901
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 2/2/2028 (d)(e)
|
3.72
|
207,000,000
|
207,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 2/25/2027 (d)(e)
|
3.72
|
50,000,000
|
50,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 2/25/2028 (d)(e)
|
3.72
|
161,000,000
|
161,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 5/24/2027 (d)(e)
|
3.72
|
111,000,000
|
111,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 5/5/2026 (d)(e)
|
3.73
|
123,000,000
|
122,999,935
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 6/17/2027 (d)(e)
|
3.73
|
75,000,000
|
74,982,774
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.725% 6/3/2026 (d)(e)
|
3.72
|
68,000,000
|
68,001,971
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.095%, 3.755% 5/1/2028 (d)(e)
|
3.73
|
368,000,000
|
368,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 1/12/2027 (d)(e)
|
3.73
|
187,000,000
|
187,005,838
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 1/28/2028 (d)(e)
|
3.73
|
167,000,000
|
167,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 1/8/2027 (d)(e)
|
3.73
|
151,000,000
|
151,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 2/9/2027 (d)(e)
|
3.73
|
35,000,000
|
35,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 4/6/2027 (d)(e)
|
3.73
|
31,000,000
|
31,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 5/27/2027 (d)(e)
|
3.73
|
155,000,000
|
154,986,684
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 6/18/2026 (d)(e)
|
3.73
|
215,000,000
|
215,007,412
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 6/23/2027 (d)(e)
|
3.73
|
78,000,000
|
78,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 6/24/2026 (d)(e)
|
3.73
|
201,000,000
|
201,007,848
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 6/29/2027 (d)(e)
|
3.73
|
67,000,000
|
67,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 7/1/2026 (d)(e)
|
3.73
|
66,000,000
|
66,003,980
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 7/9/2027 (d)(e)
|
3.73
|
41,000,000
|
40,990,409
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 8/13/2027 (d)(e)
|
3.73
|
43,000,000
|
43,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 3.735% 12/2/2027 (d)(e)
|
3.74
|
188,000,000
|
188,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 3.735% 4/16/2027 (d)(e)
|
3.74
|
78,000,000
|
78,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 3.735% 4/21/2027 (d)(e)
|
3.74
|
31,258,000
|
31,257,396
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 3.735% 5/14/2027 (d)(e)
|
3.73 to 3.74
|
132,000,000
|
132,012,686
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.105%, 3.735% 7/2/2026 (d)(e)
|
3.73
|
50,000,000
|
50,004,382
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 3.74% 11/19/2027 (d)(e)
|
3.74
|
92,000,000
|
92,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 3.74% 5/13/2027 (d)(e)
|
3.74
|
129,000,000
|
128,998,194
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 3.74% 6/24/2027 (d)(e)
|
3.74
|
152,000,000
|
152,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 3.74% 7/21/2027 (d)(e)
|
3.74
|
168,000,000
|
167,976,808
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.11%, 3.74% 8/5/2027 (d)(e)
|
3.74
|
35,000,000
|
35,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 11/12/2027 (d)(e)
|
3.75
|
129,000,000
|
129,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 11/26/2027 (d)(e)
|
3.75
|
146,000,000
|
146,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 11/26/2027 (d)(e)
|
3.75
|
120,000,000
|
120,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 2/10/2027 (d)(e)
|
3.74
|
345,775,000
|
345,906,609
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 5/20/2027 (d)(e)
|
3.75
|
34,000,000
|
34,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 5/27/2027 (d)(e)
|
3.75
|
91,000,000
|
91,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 5/6/2027 (d)(e)
|
3.74 to 3.75
|
247,000,000
|
247,005,309
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.115%, 3.745% 6/7/2027 (d)(e)
|
3.75
|
170,000,000
|
170,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 3.75% 2/18/2027 (d)(e)
|
3.75
|
198,000,000
|
198,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 3.75% 5/28/2027 (d)(e)
|
3.75
|
35,000,000
|
35,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 3.75% 5/8/2026 (d)(e)
|
3.75
|
108,000,000
|
108,000,066
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 3.75% 6/9/2027 (d)(e)
|
3.75
|
15,000,000
|
15,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 3.75% 7/10/2026 (d)(e)
|
3.75
|
104,000,000
|
104,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 3.75% 7/23/2026 (d)(e)
|
3.75
|
117,000,000
|
117,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 10/6/2026 (d)(e)
|
3.76
|
48,000,000
|
48,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 11/3/2027 (d)(e)
|
3.76
|
219,000,000
|
219,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 3/23/2027 (d)(e)
|
3.76
|
77,000,000
|
77,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 4/29/2027 (d)(e)
|
3.75 to 3.76
|
480,000,000
|
480,057,339
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 7/21/2026 (d)(e)
|
3.76
|
41,000,000
|
41,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 8/18/2027 (d)(e)
|
3.76
|
193,000,000
|
193,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 8/27/2026 (d)(e)
|
3.76
|
111,000,000
|
111,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 9/8/2026 (d)(e)
|
3.76
|
37,000,000
|
37,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 1/27/2027 (d)(e)
|
3.76
|
169,000,000
|
169,017,851
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 10/15/2027 (d)(e)
|
3.76
|
158,000,000
|
158,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 10/22/2027 (d)(e)
|
3.76
|
141,000,000
|
141,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 11/10/2027 (d)(e)
|
3.76
|
153,000,000
|
153,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 2/3/2027 (d)(e)
|
3.76
|
91,000,000
|
91,008,606
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 4/23/2027 (d)(e)
|
3.76
|
170,000,000
|
170,037,228
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 5/5/2027 (d)(e)
|
3.76
|
271,000,000
|
271,001,547
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 6/24/2026 (d)(e)
|
3.76
|
150,000,000
|
150,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 6/26/2026 (d)(e)
|
3.76
|
76,000,000
|
76,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 7/2/2026 (d)(e)
|
3.76
|
221,000,000
|
221,001,398
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 7/29/2027 (d)(e)
|
3.76
|
243,000,000
|
243,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 8/12/2026 (d)(e)
|
3.76
|
144,000,000
|
144,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 8/28/2026 (d)(e)
|
3.76
|
73,000,000
|
73,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.13%, 3.76% 9/10/2027 (d)(e)
|
3.76
|
219,500,000
|
219,686,596
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 1/14/2027 (d)(e)
|
3.76
|
20,000,000
|
20,006,032
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 1/8/2027 (d)(e)
|
3.77
|
110,000,000
|
109,999,666
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 10/1/2027 (d)(e)
|
3.76
|
117,000,000
|
117,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 10/15/2026 (d)(e)
|
3.76
|
144,000,000
|
144,044,266
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 11/18/2026 (d)(e)
|
3.76 to 3.77
|
366,000,000
|
366,104,718
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 11/23/2026 (d)(e)
|
3.76
|
176,000,000
|
176,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 12/18/2026 (d)(e)
|
3.76
|
142,000,000
|
142,022,297
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 2/10/2027 (d)(e)
|
3.76
|
380,000,000
|
380,000,001
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 8/19/2026 (d)(e)
|
3.76
|
258,000,000
|
258,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 8/4/2027 (d)(e)
|
3.76
|
288,000,000
|
288,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 9/15/2027 (d)(e)
|
3.76
|
86,000,000
|
86,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 10/23/2026 (d)(e)
|
3.77
|
221,000,000
|
221,018,108
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 10/29/2027 (d)(e)
|
3.77
|
61,000,000
|
61,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 11/25/2026 (d)(e)
|
3.77
|
125,000,000
|
125,012,701
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 11/4/2026 (d)(e)
|
3.77
|
73,000,000
|
73,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 12/2/2026 (d)(e)
|
3.77
|
97,000,000
|
97,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 12/30/2026 (d)(e)
|
3.77
|
113,200,000
|
113,201,770
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 8/12/2027 (d)(e)
|
3.77
|
256,000,000
|
256,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 8/26/2026 (d)(e)
|
3.77
|
144,000,000
|
144,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 9/3/2026 (d)(e)
|
3.77
|
157,000,000
|
157,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 9/4/2026 (d)(e)
|
3.77
|
67,000,000
|
67,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 9/9/2026 (d)(e)
|
3.77
|
40,000,000
|
40,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 3.775% 1/21/2027 (d)(e)
|
3.77
|
129,000,000
|
129,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 3.775% 1/8/2027 (d)(e)
|
3.77
|
252,000,000
|
252,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 3.775% 12/16/2026 (d)(e)
|
3.77
|
113,000,000
|
113,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 3.78% 10/1/2027 (d)(e)
|
3.78
|
156,000,000
|
156,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 3.78% 10/14/2027 (d)(e)
|
3.78
|
169,000,000
|
169,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 3.78% 10/22/2027 (d)(e)
|
3.78
|
102,000,000
|
102,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 3.78% 11/27/2026 (d)(e)
|
3.78
|
216,000,000
|
216,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 3.78% 12/23/2026 (d)(e)
|
3.78
|
132,000,000
|
132,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 3.78% 12/4/2026 (d)(e)
|
3.78
|
76,000,000
|
76,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.15%, 3.78% 9/10/2027 (d)(e)
|
3.78
|
160,000,000
|
160,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.155%, 3.785% 9/24/2027 (d)(e)
|
3.79
|
347,000,000
|
347,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.185%, 3.815% 5/10/2027 (d)(e)
|
3.81
|
22,000,000
|
22,018,221
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.19%, 3.82% 3/27/2028 (d)(e)
|
3.81
|
107,000,000
|
107,207,451
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.2%, 3.83% 3/29/2027 (d)(e)
|
3.82
|
50,000,000
|
50,054,785
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.23%, 3.86% 6/28/2027 (d)(e)
|
3.85
|
110,000,000
|
110,133,715
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.24%, 3.87% 7/19/2027 (d)(e)
|
3.86
|
63,000,000
|
63,083,426
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.25%, 3.88% 12/13/2027 (d)(e)
|
3.87
|
136,000,000
|
136,386,733
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.25%, 3.88% 12/3/2027 (d)(e)
|
3.87
|
113,000,000
|
113,315,180
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.255%, 3.885% 9/13/2027 (d)(e)
|
3.88
|
107,000,000
|
107,169,111
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.27%, 3.9% 11/24/2026 (d)(e)
|
3.89
|
101,000,000
|
101,116,015
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.28%, 3.91% 11/20/2026 (d)(e)
|
3.90
|
18,000,000
|
18,020,747
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.42%, 4.05% 10/25/2027 (d)(e)
|
4.03
|
43,000,000
|
43,224,822
|
|
Federal Home Loan Bank 3.55% 6/24/2026
|
3.62
|
224,000,000
|
223,975,575
|
|
Federal Home Loan Bank 3.61% 6/22/2026
|
3.64
|
223,000,000
|
222,990,473
|
|
Federal Home Loan Bank 3.61% 6/24/2026
|
3.62
|
781,000,000
|
780,985,588
|
|
Federal Home Loan Bank 3.615% 2/8/2027
|
3.62
|
1,120,000,000
|
1,120,000,000
|
|
Federal Home Loan Bank 3.62% 2/8/2027
|
3.62
|
2,015,000,000
|
2,015,000,000
|
|
Federal Home Loan Bank 3.62% 2/8/2027
|
3.62
|
1,269,000,000
|
1,269,000,000
|
|
Federal Home Loan Bank 3.62% 2/8/2027
|
3.62
|
448,000,000
|
448,000,000
|
|
Federal Home Loan Bank 3.63% 2/8/2027
|
3.63
|
639,000,000
|
639,000,000
|
|
Federal Home Loan Bank 3.63% 2/8/2027
|
3.63
|
639,000,000
|
639,000,000
|
|
Federal Home Loan Bank 4.75% 6/12/2026
|
3.64
|
44,000,000
|
44,055,196
|
|
Federal Home Loan Bank Discount Notes 0% 1/21/2027
|
3.57 to 3.61
|
1,438,000,000
|
1,401,163,343
|
|
Federal Home Loan Bank Discount Notes 0% 1/28/2027
|
3.71
|
342,000,000
|
332,697,600
|
|
Federal Home Loan Bank Discount Notes 0% 1/29/2027
|
3.71
|
570,000,000
|
554,439,000
|
|
Federal Home Loan Bank Discount Notes 0% 10/14/2026
|
3.67 to 3.69
|
490,000,000
|
481,813,756
|
|
Federal Home Loan Bank Discount Notes 0% 10/16/2026
|
3.67 to 3.69
|
760,000,000
|
747,189,906
|
|
Federal Home Loan Bank Discount Notes 0% 10/21/2026
|
3.68
|
1,103,000,000
|
1,083,863,989
|
|
Federal Home Loan Bank Discount Notes 0% 10/23/2026
|
3.67 to 3.68
|
974,000,000
|
956,908,104
|
|
Federal Home Loan Bank Discount Notes 0% 10/28/2026
|
3.68
|
137,000,000
|
134,524,410
|
|
Federal Home Loan Bank Discount Notes 0% 10/7/2026
|
3.70
|
311,000,000
|
306,007,024
|
|
Federal Home Loan Bank Discount Notes 0% 10/9/2026
|
3.68
|
108,000,000
|
106,256,370
|
|
Federal Home Loan Bank Discount Notes 0% 12/7/2026
|
3.70
|
454,000,000
|
443,984,255
|
|
Federal Home Loan Bank Discount Notes 0% 5/1/2026
|
3.58 to 3.79
|
1,343,600,000
|
1,343,600,000
|
|
Federal Home Loan Bank Discount Notes 0% 5/13/2026
|
3.60 to 3.66
|
1,331,000,000
|
1,329,406,841
|
|
Federal Home Loan Bank Discount Notes 0% 5/15/2026
|
3.63 to 3.67
|
192,000,000
|
191,729,207
|
|
Federal Home Loan Bank Discount Notes 0% 5/20/2026
|
3.63 to 3.67
|
610,000,000
|
608,837,253
|
|
Federal Home Loan Bank Discount Notes 0% 5/22/2026
|
3.65 to 3.67
|
2,047,000,000
|
2,042,663,334
|
|
Federal Home Loan Bank Discount Notes 0% 5/27/2026
|
3.64 to 3.69
|
1,311,000,000
|
1,307,582,347
|
|
Federal Home Loan Bank Discount Notes 0% 5/29/2026
|
3.65 to 3.69
|
1,219,000,000
|
1,215,574,091
|
|
Federal Home Loan Bank Discount Notes 0% 5/5/2026
|
3.62
|
415,000,000
|
414,834,922
|
|
Federal Home Loan Bank Discount Notes 0% 5/6/2026
|
3.57 to 3.67
|
1,663,000,000
|
1,662,173,769
|
|
Federal Home Loan Bank Discount Notes 0% 5/8/2026
|
3.57 to 3.67
|
1,128,000,000
|
1,127,222,417
|
|
Federal Home Loan Bank Discount Notes 0% 6/10/2026
|
3.58 to 3.70
|
875,890,000
|
872,370,319
|
|
Federal Home Loan Bank Discount Notes 0% 6/12/2026
|
3.58 to 3.66
|
699,000,000
|
696,042,908
|
|
Federal Home Loan Bank Discount Notes 0% 6/17/2026
|
3.58 to 3.66
|
467,000,000
|
464,819,857
|
|
Federal Home Loan Bank Discount Notes 0% 6/22/2026
|
3.58 to 3.66
|
852,000,000
|
847,632,926
|
|
Federal Home Loan Bank Discount Notes 0% 6/24/2026
|
3.66 to 3.68
|
1,220,000,000
|
1,213,335,132
|
|
Federal Home Loan Bank Discount Notes 0% 6/26/2026
|
3.59 to 3.68
|
1,157,000,000
|
1,150,465,274
|
|
Federal Home Loan Bank Discount Notes 0% 6/3/2026
|
3.65 to 3.69
|
1,293,000,000
|
1,288,711,300
|
|
Federal Home Loan Bank Discount Notes 0% 6/5/2026
|
3.62
|
176,000,000
|
175,384,000
|
|
Federal Home Loan Bank Discount Notes 0% 7/1/2026
|
3.69
|
142,000,000
|
141,120,326
|
|
Federal Home Loan Bank Discount Notes 0% 7/10/2026
|
3.56 to 3.65
|
508,000,000
|
504,462,404
|
|
Federal Home Loan Bank Discount Notes 0% 7/13/2026
|
3.60
|
424,000,000
|
420,956,387
|
|
Federal Home Loan Bank Discount Notes 0% 7/15/2026
|
3.58 to 3.67
|
1,381,000,000
|
1,370,761,308
|
|
Federal Home Loan Bank Discount Notes 0% 7/17/2026
|
3.60 to 3.67
|
914,000,000
|
906,913,668
|
|
Federal Home Loan Bank Discount Notes 0% 7/22/2026
|
3.60 to 3.70
|
1,531,000,000
|
1,518,512,447
|
|
Federal Home Loan Bank Discount Notes 0% 7/24/2026
|
3.62 to 3.69
|
836,000,000
|
828,964,463
|
|
Federal Home Loan Bank Discount Notes 0% 7/29/2026
|
3.62 to 3.69
|
513,000,000
|
508,419,009
|
|
Federal Home Loan Bank Discount Notes 0% 7/31/2026
|
3.62 to 3.69
|
912,000,000
|
903,627,102
|
|
Federal Home Loan Bank Discount Notes 0% 7/6/2026
|
3.69
|
68,000,000
|
67,543,720
|
|
Federal Home Loan Bank Discount Notes 0% 7/8/2026
|
3.56 to 3.69
|
760,000,000
|
754,897,091
|
|
Federal Home Loan Bank Discount Notes 0% 8/12/2026
|
3.68
|
23,000,000
|
22,760,796
|
|
Federal Home Loan Bank Discount Notes 0% 8/14/2026
|
3.60 to 3.67
|
380,000,000
|
376,041,310
|
|
Federal Home Loan Bank Discount Notes 0% 8/19/2026
|
3.58 to 3.67
|
337,000,000
|
333,346,182
|
|
Federal Home Loan Bank Discount Notes 0% 8/20/2026
|
3.59
|
111,000,000
|
109,788,435
|
|
Federal Home Loan Bank Discount Notes 0% 8/21/2026
|
3.60 to 3.67
|
243,000,000
|
240,301,360
|
|
Federal Home Loan Bank Discount Notes 0% 8/26/2026
|
3.61 to 3.67
|
841,000,000
|
831,239,814
|
|
Federal Home Loan Bank Discount Notes 0% 8/28/2026
|
3.61
|
165,000,000
|
163,066,498
|
|
Federal Home Loan Bank Discount Notes 0% 8/5/2026
|
3.61 to 3.69
|
451,000,000
|
446,704,677
|
|
Federal Home Loan Bank Discount Notes 0% 8/7/2026
|
3.66
|
203,000,000
|
200,999,548
|
|
Federal Home Loan Bank Discount Notes 0% 9/1/2026
|
3.71
|
451,000,000
|
445,375,654
|
|
Federal Home Loan Bank Discount Notes 0% 9/14/2026
|
3.57
|
447,000,000
|
441,098,111
|
|
Federal Home Loan Bank Discount Notes 0% 9/2/2026
|
3.61
|
72,000,000
|
71,119,600
|
|
Federal Home Loan Bank Discount Notes 0% 9/21/2026
|
3.56
|
447,000,000
|
440,803,213
|
|
Federal Home Loan Bank Discount Notes 0% 9/23/2026
|
3.71
|
975,075,000
|
960,779,154
|
|
Federal Home Loan Bank Discount Notes 0% 9/25/2026
|
3.71 to 3.72
|
613,000,000
|
603,868,299
|
|
Federal Home Loan Bank Discount Notes 0% 9/4/2026
|
3.61
|
29,000,000
|
28,639,674
|
|
Federal Home Loan Bank Discount Notes 0% 9/9/2026
|
3.62
|
44,000,000
|
43,430,805
|
|
Federal Home Loan Bank U.S. SOFR Index + 0%, 3.63% 5/18/2026 (d)(e)
|
3.63
|
426,000,000
|
425,994,660
|
|
Federal Home Loan Bank U.S. SOFR Index + 0%, 3.63% 7/6/2026 (d)(e)
|
3.63
|
1,958,000,000
|
1,958,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 5/11/2026 (d)(e)
|
3.63
|
346,000,000
|
346,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 5/12/2026 (d)(e)
|
3.63
|
336,000,000
|
336,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 5/14/2026 (d)(e)
|
3.63
|
337,000,000
|
337,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 5/15/2026 (d)(e)
|
3.63
|
442,000,000
|
442,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 5/18/2026 (d)(e)
|
3.63
|
172,000,000
|
172,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 5/19/2026 (d)(e)
|
3.63
|
331,000,000
|
331,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 5/22/2026 (d)(e)
|
3.63
|
331,000,000
|
331,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 7/10/2026 (d)(e)
|
3.63
|
211,000,000
|
211,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 7/13/2026 (d)(e)
|
3.63
|
794,000,000
|
794,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 7/13/2026 (d)(e)
|
3.63
|
604,000,000
|
604,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 8/20/2026 (d)(e)
|
3.63
|
225,000,000
|
225,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 8/3/2026 (d)(e)
|
3.63
|
456,000,000
|
456,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 8/3/2026 (d)(e)
|
3.63
|
449,000,000
|
449,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 8/3/2026 (d)(e)
|
3.63
|
226,000,000
|
226,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.005%, 3.635% 8/5/2026 (d)(e)
|
3.63
|
1,547,000,000
|
1,547,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 5/7/2026 (d)(e)
|
3.64
|
226,000,000
|
226,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/10/2026 (d)(e)
|
3.64
|
220,000,000
|
220,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/15/2026 (d)(e)
|
3.64
|
829,000,000
|
829,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/15/2026 (d)(e)
|
3.64
|
442,000,000
|
442,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/15/2026 (d)(e)
|
3.64
|
110,000,000
|
110,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/15/2026 (d)(e)
|
3.64
|
110,000,000
|
110,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/5/2026 (d)(e)
|
3.64
|
169,000,000
|
169,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/8/2026 (d)(e)
|
3.64
|
221,000,000
|
221,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 6/9/2026 (d)(e)
|
3.64
|
540,000,000
|
540,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 7/17/2026 (d)(e)
|
3.64
|
60,000,000
|
60,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 7/20/2026 (d)(e)
|
3.64
|
59,000,000
|
59,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 7/23/2026 (d)(e)
|
3.64
|
211,000,000
|
211,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/10/2026 (d)(e)
|
3.64
|
22,000,000
|
22,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/11/2026 (d)(e)
|
3.64
|
223,000,000
|
223,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/14/2026 (d)(e)
|
3.64
|
448,000,000
|
448,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/17/2026 (d)(e)
|
3.64
|
583,000,000
|
583,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/17/2026 (d)(e)
|
3.64
|
67,000,000
|
67,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/18/2026 (d)(e)
|
3.64
|
225,000,000
|
225,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/25/2026 (d)(e)
|
3.64
|
226,000,000
|
226,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/28/2026 (d)(e)
|
3.64
|
385,000,000
|
385,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 8/6/2026 (d)(e)
|
3.64
|
241,000,000
|
241,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 9/2/2026 (d)(e)
|
3.64
|
99,000,000
|
99,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 9/25/2026 (d)(e)
|
3.64
|
225,000,000
|
225,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 9/3/2026 (d)(e)
|
3.64
|
499,000,000
|
499,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 9/4/2026 (d)(e)
|
3.64
|
503,000,000
|
503,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 9/4/2026 (d)(e)
|
3.64
|
499,000,000
|
499,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 9/4/2026 (d)(e)
|
3.64
|
446,000,000
|
446,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.01%, 3.64% 9/9/2026 (d)(e)
|
3.64
|
448,000,000
|
448,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 10/22/2026 (d)(e)
|
3.65
|
496,000,000
|
496,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 10/23/2026 (d)(e)
|
3.65
|
451,000,000
|
451,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 10/23/2026 (d)(e)
|
3.65
|
451,000,000
|
451,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 10/5/2026 (d)(e)
|
3.65
|
998,000,000
|
998,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 10/5/2026 (d)(e)
|
3.65
|
446,000,000
|
446,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 10/5/2026 (d)(e)
|
3.65
|
338,000,000
|
338,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 10/6/2026 (d)(e)
|
3.65
|
449,000,000
|
449,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 5/11/2026 (d)(e)
|
3.65
|
44,000,000
|
44,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 7/15/2026 (d)(e)
|
3.65
|
249,000,000
|
249,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 8/17/2026 (d)(e)
|
3.65
|
403,000,000
|
403,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 8/18/2026 (d)(e)
|
3.65
|
45,000,000
|
45,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 8/24/2026 (d)(e)
|
3.65
|
448,000,000
|
448,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 9/11/2026 (d)(e)
|
3.65
|
180,000,000
|
180,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 9/18/2026 (d)(e)
|
3.65
|
269,000,000
|
269,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 9/21/2026 (d)(e)
|
3.65
|
110,000,000
|
110,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 9/28/2026 (d)(e)
|
3.65
|
360,000,000
|
360,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.015%, 3.645% 9/30/2026 (d)(e)
|
3.65
|
453,000,000
|
453,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 10/29/2026 (d)(e)
|
3.65
|
204,000,000
|
204,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 10/7/2026 (d)(e)
|
3.65
|
452,000,000
|
452,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 10/9/2026 (d)(e)
|
3.65
|
67,000,000
|
67,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 11/2/2026 (d)(e)
|
3.65
|
436,000,000
|
436,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 11/4/2026 (d)(e)
|
3.65
|
447,000,000
|
447,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 11/5/2026 (d)(e)
|
3.65
|
451,000,000
|
451,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 5/26/2026 (d)(e)
|
3.65
|
222,000,000
|
222,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 5/28/2026 (d)(e)
|
3.65
|
395,000,000
|
395,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 7/10/2026 (d)(e)
|
3.65
|
110,000,000
|
110,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 7/30/2026 (d)(e)
|
3.65
|
223,000,000
|
223,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 9/14/2026 (d)(e)
|
3.65
|
111,000,000
|
111,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 9/15/2026 (d)(e)
|
3.65
|
448,000,000
|
448,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 9/22/2026 (d)(e)
|
3.65
|
316,000,000
|
316,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.02%, 3.65% 9/29/2026 (d)(e)
|
3.65
|
224,000,000
|
224,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 10/19/2026 (d)(e)
|
3.66
|
536,000,000
|
536,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 10/20/2026 (d)(e)
|
3.66
|
301,000,000
|
301,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 11/12/2026 (d)(e)
|
3.66
|
450,000,000
|
450,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 11/16/2026 (d)(e)
|
3.66
|
447,000,000
|
447,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 11/3/2026 (d)(e)
|
3.66
|
191,000,000
|
191,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 12/2/2026 (d)(e)
|
3.66
|
446,000,000
|
446,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 12/3/2026 (d)(e)
|
3.66
|
448,000,000
|
448,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 12/4/2026 (d)(e)
|
3.66
|
451,000,000
|
451,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 12/7/2026 (d)(e)
|
3.66
|
447,000,000
|
447,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 12/8/2026 (d)(e)
|
3.66
|
405,000,000
|
405,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 6/2/2026 (d)(e)
|
3.66
|
889,000,000
|
889,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 6/22/2026 (d)(e)
|
3.66
|
442,000,000
|
442,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 6/24/2026 (d)(e)
|
3.66
|
271,000,000
|
271,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 9/24/2026 (d)(e)
|
3.66
|
113,000,000
|
113,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 9/24/2026 (d)(e)
|
3.66
|
43,000,000
|
43,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.025%, 3.655% 9/4/2026 (d)(e)
|
3.66
|
42,000,000
|
42,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.66% 12/7/2026 (d)(e)
|
3.66
|
869,000,000
|
869,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.66% 6/29/2026 (d)(e)
|
3.66
|
667,000,000
|
667,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.66% 6/29/2026 (d)(e)
|
3.66
|
221,000,000
|
221,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.66% 7/21/2026 (d)(e)
|
3.66
|
884,000,000
|
884,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.66% 7/23/2026 (d)(e)
|
3.66
|
443,000,000
|
443,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.69% 12/1/2026 (d)(e)
|
3.66
|
206,000,000
|
206,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.69% 12/8/2026 (d)(e)
|
3.66
|
298,000,000
|
298,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 1/5/2027 (d)(e)
|
3.67
|
412,000,000
|
412,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 11/30/2026 (d)(e)
|
3.67
|
114,000,000
|
114,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/15/2026 (d)(e)
|
3.67
|
207,000,000
|
207,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/17/2026 (d)(e)
|
3.67
|
414,000,000
|
414,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/21/2026 (d)(e)
|
3.67
|
458,000,000
|
458,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/21/2026 (d)(e)
|
3.67
|
230,000,000
|
230,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/24/2026 (d)(e)
|
3.67
|
458,000,000
|
458,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/24/2026 (d)(e)
|
3.67
|
112,000,000
|
112,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/28/2026 (d)(e)
|
3.67
|
229,000,000
|
229,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/29/2026 (d)(e)
|
3.67
|
228,000,000
|
228,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/9/2026 (d)(e)
|
3.67
|
313,000,000
|
313,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 2/9/2027 (d)(e)
|
3.67
|
112,000,000
|
112,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.695% 1/5/2027 (d)(e)
|
3.67
|
229,000,000
|
229,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.695% 1/7/2027 (d)(e)
|
3.67
|
274,000,000
|
274,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.04%, 3.67% 10/14/2026 (d)(e)
|
3.67
|
44,000,000
|
44,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.04%, 3.67% 3/5/2027 (d)(e)
|
3.67
|
112,000,000
|
112,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.045%, 3.675% 10/2/2026 (d)(e)
|
3.67
|
46,000,000
|
46,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.045%, 3.675% 10/6/2026 (d)(e)
|
3.67
|
53,000,000
|
53,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.045%, 3.675% 4/6/2027 (d)(e)
|
3.67
|
78,000,000
|
78,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.045%, 3.675% 5/27/2027 (d)(e)
|
3.67
|
109,000,000
|
109,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.05%, 3.68% 5/14/2026 (d)(e)
|
3.68
|
76,000,000
|
76,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.05%, 3.68% 5/20/2027 (d)(e)
|
3.68
|
44,000,000
|
44,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.05%, 3.68% 7/12/2027 (d)(e)
|
3.68
|
337,000,000
|
337,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.05%, 3.68% 7/8/2027 (d)(e)
|
3.68
|
111,000,000
|
111,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.055%, 3.685% 7/9/2027 (d)(e)
|
3.68
|
222,500,000
|
222,500,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.06%, 3.69% 2/12/2027 (d)(e)
|
3.69
|
219,000,000
|
219,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.06%, 3.69% 2/5/2027 (d)(e)
|
3.69
|
22,000,000
|
22,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.06%, 3.69% 7/30/2027 (d)(e)
|
3.69
|
113,000,000
|
113,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.06%, 3.69% 8/20/2027 (d)(e)
|
3.69
|
223,000,000
|
223,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.06%, 3.69% 9/10/2027 (d)(e)
|
3.69
|
113,000,000
|
113,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.065%, 3.695% 8/10/2026 (d)(e)
|
3.70
|
307,000,000
|
307,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.065%, 3.695% 8/12/2026 (d)(e)
|
3.70
|
584,000,000
|
584,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.065%, 3.695% 9/11/2026 (d)(e)
|
3.69
|
29,000,000
|
29,004,192
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.07%, 3.7% 10/22/2027 (d)(e)
|
3.70
|
114,000,000
|
114,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.07%, 3.7% 12/23/2026 (d)(e)
|
3.70
|
92,000,000
|
92,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.07%, 3.7% 12/24/2026 (d)(e)
|
3.70
|
162,000,000
|
162,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.07%, 3.7% 12/30/2026 (d)(e)
|
3.70
|
184,000,000
|
184,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.075%, 3.705% 1/27/2028 (d)(e)
|
3.71
|
160,000,000
|
160,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.075%, 3.705% 11/18/2026 (d)(e)
|
3.71
|
328,000,000
|
328,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.075%, 3.705% 11/27/2026 (d)(e)
|
3.71
|
57,000,000
|
57,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.075%, 3.705% 4/8/2027 (d)(e)
|
3.70
|
205,000,000
|
205,066,235
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 1/4/2028 (d)(e)
|
3.71
|
224,000,000
|
224,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 11/13/2026 (d)(e)
|
3.71
|
90,000,000
|
90,004,167
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 12/11/2026 (d)(e)
|
3.71
|
331,000,000
|
331,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 12/23/2027 (d)(e)
|
3.71
|
447,000,000
|
447,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 12/29/2027 (d)(e)
|
3.71
|
88,000,000
|
88,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 12/30/2027 (d)(e)
|
3.71
|
180,000,000
|
180,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 12/8/2026 (d)(e)
|
3.71
|
145,000,000
|
145,008,336
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 1/26/2028 (d)(e)
|
3.71
|
113,000,000
|
113,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 2/23/2028 (d)(e)
|
3.71
|
271,000,000
|
271,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 3/10/2028 (d)(e)
|
3.71 to 3.72
|
418,000,000
|
417,999,417
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 3/2/2028 (d)(e)
|
3.71
|
225,000,000
|
225,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 3/20/2028 (d)(e)
|
3.71
|
113,000,000
|
113,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 3/23/2028 (d)(e)
|
3.71
|
90,000,000
|
90,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 4/13/2028 (d)(e)
|
3.71
|
160,000,000
|
160,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 4/17/2028 (d)(e)
|
3.71
|
114,000,000
|
114,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 4/21/2028 (d)(e)
|
3.71
|
115,000,000
|
115,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 6/24/2026 (d)(e)
|
3.71
|
25,000,000
|
25,001,372
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 12/6/2027 (d)(e)
|
3.72
|
297,000,000
|
297,087,146
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 12/7/2027 (d)(e)
|
3.72
|
456,000,000
|
456,134,185
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 12/8/2027 (d)(e)
|
3.72
|
450,000,000
|
450,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 12/9/2027 (d)(e)
|
3.72
|
562,000,000
|
562,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 2/12/2027 (d)(e)
|
3.72
|
113,000,000
|
113,043,760
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 3/1/2027 (d)(e)
|
3.72
|
94,000,000
|
94,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 5/13/2026 (d)(e)
|
3.72
|
109,000,000
|
109,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.095%, 3.725% 2/12/2027 (d)(e)
|
3.72
|
219,000,000
|
219,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.095%, 3.725% 2/25/2027 (d)(e)
|
3.72 to 3.73
|
285,000,000
|
285,094,035
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.095%, 3.725% 4/14/2027 (d)(e)
|
3.73
|
86,000,000
|
85,990,401
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.095%, 3.725% 6/11/2027 (d)(e)
|
3.73
|
92,000,000
|
91,994,161
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.1%, 3.73% 6/10/2027 (d)(e)
|
3.73
|
225,000,000
|
225,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.1%, 3.73% 6/22/2026 (d)(e)
|
3.73
|
106,000,000
|
106,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.1%, 3.73% 6/24/2026 (d)(e)
|
3.73
|
134,000,000
|
134,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.1%, 3.73% 6/25/2026 (d)(e)
|
3.73
|
128,000,000
|
128,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.1%, 3.73% 6/26/2026 (d)(e)
|
3.73
|
213,000,000
|
213,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.1%, 3.73% 6/7/2027 (d)(e)
|
3.73
|
70,000,000
|
70,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.105%, 3.735% 2/18/2027 (d)(e)
|
3.73
|
30,000,000
|
30,000,638
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.11%, 3.74% 2/12/2027 (d)(e)
|
3.74
|
23,000,000
|
23,012,440
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.11%, 3.74% 7/15/2027 (d)(e)
|
3.74
|
22,000,000
|
21,996,981
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.11%, 3.74% 7/19/2027 (d)(e)
|
3.74
|
109,000,000
|
108,984,917
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.11%, 3.74% 7/21/2027 (d)(e)
|
3.74
|
43,960,000
|
43,953,932
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.115%, 3.745% 7/30/2027 (d)(e)
|
3.75
|
689,000,000
|
689,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.12%, 3.75% 6/21/2027 (d)(e)
|
3.75
|
242,000,000
|
242,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.12%, 3.75% 6/22/2027 (d)(e)
|
3.75
|
217,000,000
|
217,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.125%, 3.755% 2/5/2027 (d)(e)
|
3.75
|
82,000,000
|
82,051,291
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 10/20/2027 (d)(e)
|
3.76
|
25,000,000
|
25,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 2/5/2027 (d)(e)
|
3.76
|
127,000,000
|
127,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 4/16/2027 (d)(e)
|
3.76
|
107,000,000
|
107,022,914
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 4/23/2027 (d)(e)
|
3.76
|
85,650,000
|
85,666,723
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 6/24/2027 (d)(e)
|
3.76
|
276,000,000
|
276,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 6/30/2027 (d)(e)
|
3.76
|
185,000,000
|
185,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 9/10/2027 (d)(e)
|
3.76
|
221,000,000
|
221,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 9/7/2027 (d)(e)
|
3.76
|
108,000,000
|
108,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 9/8/2027 (d)(e)
|
3.76
|
66,000,000
|
66,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.135%, 3.765% 1/6/2027 (d)(e)
|
3.76
|
41,000,000
|
41,018,913
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.14%, 3.77% 10/29/2026 (d)(e)
|
3.77
|
65,125,000
|
65,130,937
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.14%, 3.77% 7/22/2026 (d)(e)
|
3.77
|
6,666,667
|
6,666,666
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.14%, 3.77% 8/21/2026 (d)(e)
|
3.77
|
418,000,000
|
418,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.14%, 3.77% 9/10/2026 (d)(e)
|
3.77
|
104,000,000
|
104,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.14%, 3.77% 9/4/2026 (d)(e)
|
3.77
|
311,000,000
|
311,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.145%, 3.775% 8/26/2027 (d)(e)
|
3.77
|
896,000,000
|
896,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.145%, 3.775% 9/25/2026 (d)(e)
|
3.77
|
827,000,000
|
827,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.15%, 3.78% 11/19/2027 (d)(e)
|
3.78
|
995,000,000
|
995,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.17%, 3.8% 11/12/2027 (d)(e)
|
3.80
|
996,000,000
|
996,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.17%, 3.8% 11/5/2027 (d)(e)
|
3.80
|
245,250,000
|
245,250,000
|
|
Freddie Mac Discount Notes 0% 9/21/2026
|
3.72
|
450,000,000
|
443,475,625
|
|
Freddie Mac U.S. SOFR Index + 0.08%, 3.71% 11/5/2026 (d)(e)
|
3.71
|
1,119,000,000
|
1,119,000,000
|
|
Freddie Mac U.S. SOFR Index + 0.11%, 3.74% 5/7/2026 (d)(e)
|
3.74
|
390,000,000
|
390,000,000
|
|
Freddie Mac U.S. SOFR Index + 0.14%, 3.77% 10/16/2026 (d)(e)
|
3.77
|
1,004,000,000
|
1,004,000,000
|
|
Freddie Mac U.S. SOFR Index + 0.14%, 3.77% 10/29/2026 (d)(e)
|
3.77
|
707,000,000
|
707,000,000
|
|
Freddie Mac U.S. SOFR Index + 0.14%, 3.77% 9/23/2026 (d)(e)
|
3.77
|
1,253,000,000
|
1,253,000,000
|
|
Freddie Mac U.S. SOFR Index + 0.14%, 3.77% 9/4/2026 (d)(e)
|
3.77
|
436,000,000
|
436,000,000
|
|
|
TOTAL U.S. GOVERNMENT AGENCY - DEBT
(Cost $143,057,661,655)
|
143,057,661,655
|
|||
U.S. Treasury Obligations - 28.6%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bills 0% 1/21/2027
|
3.51 to 3.52
|
3,385,000,000
|
3,300,493,154
|
|
US Treasury Bills 0% 10/1/2026
|
3.67 to 3.71
|
5,038,000,000
|
4,960,725,337
|
|
US Treasury Bills 0% 10/15/2026
|
3.68
|
2,266,000,000
|
2,228,052,682
|
|
US Treasury Bills 0% 10/29/2026
|
3.69
|
1,105,000,000
|
1,085,225,109
|
|
US Treasury Bills 0% 10/8/2026
|
3.68 to 3.71
|
3,713,100,000
|
3,653,379,420
|
|
US Treasury Bills 0% 12/24/2026
|
3.50 to 3.53
|
1,023,000,000
|
1,000,174,923
|
|
US Treasury Bills 0% 2/18/2027
|
3.57
|
360,000,000
|
349,891,500
|
|
US Treasury Bills 0% 3/18/2027
|
3.68
|
200,000,000
|
193,669,167
|
|
US Treasury Bills 0% 4/15/2027
|
3.71
|
407,000,000
|
392,874,613
|
|
US Treasury Bills 0% 5/12/2026
|
3.55 to 3.65
|
3,579,000,000
|
3,575,156,096
|
|
US Treasury Bills 0% 5/14/2026
|
3.56 to 4.09
|
5,681,274,000
|
5,673,672,736
|
|
US Treasury Bills 0% 5/19/2026
|
3.60 to 3.66
|
2,225,000,000
|
2,221,009,501
|
|
US Treasury Bills 0% 5/21/2026
|
3.62 to 3.78
|
3,046,000,000
|
3,039,783,101
|
|
US Treasury Bills 0% 5/26/2026
|
3.62 to 3.65
|
5,500,311,400
|
5,486,550,303
|
|
US Treasury Bills 0% 5/28/2026
|
3.65 to 3.74
|
2,627,000,000
|
2,619,783,372
|
|
US Treasury Bills 0% 5/5/2026
|
3.56 to 3.58
|
1,371,000,000
|
1,370,462,536
|
|
US Treasury Bills 0% 5/7/2026
|
3.63 to 3.77
|
4,428,000,000
|
4,425,298,642
|
|
US Treasury Bills 0% 6/18/2026
|
3.64
|
2,230,000,000
|
2,219,266,266
|
|
US Treasury Bills 0% 7/14/2026
|
3.64
|
2,290,900,000
|
2,273,947,340
|
|
US Treasury Bills 0% 7/16/2026
|
3.55
|
1,713,456,800
|
1,700,832,431
|
|
US Treasury Bills 0% 7/2/2026
|
3.54 to 3.56
|
4,589,000,000
|
4,561,429,896
|
|
US Treasury Bills 0% 7/21/2026
|
3.65
|
2,200,000,000
|
2,182,130,497
|
|
US Treasury Bills 0% 7/28/2026
|
3.66 to 3.68
|
5,001,000,000
|
4,956,567,904
|
|
US Treasury Bills 0% 7/7/2026
|
3.64
|
797,000,000
|
791,660,100
|
|
US Treasury Bills 0% 7/9/2026
|
3.54 to 4.11
|
6,639,156,000
|
6,591,716,081
|
|
US Treasury Bills 0% 8/18/2026
|
3.66 to 3.67
|
2,977,500,000
|
2,944,825,243
|
|
US Treasury Bills 0% 8/20/2026
|
3.56
|
2,085,000,000
|
2,062,499,378
|
|
US Treasury Bills 0% 8/27/2026
|
3.59
|
1,274,000,000
|
1,259,259,112
|
|
US Treasury Bills 0% 8/6/2026
|
3.91 to 4.12
|
1,171,000,000
|
1,158,978,076
|
|
US Treasury Bills 0% 9/1/2026
|
3.69
|
505,000,000
|
498,916,486
|
|
US Treasury Bills 0% 9/17/2026
|
3.64 to 3.69
|
1,461,000,000
|
1,440,811,141
|
|
US Treasury Bills 0% 9/24/2026
|
3.70
|
5,496,100,000
|
5,415,188,243
|
|
US Treasury Bills 0% 9/3/2026
|
3.60
|
4,103,900,000
|
4,053,527,477
|
|
US Treasury Notes 0.625% 3/31/2027
|
3.61
|
200,000,000
|
194,682,855
|
|
US Treasury Notes 0.625% 7/31/2026
|
3.72 to 4.11
|
1,485,000,000
|
1,473,099,775
|
|
US Treasury Notes 0.75% 5/31/2026
|
3.81 to 3.87
|
353,000,000
|
352,125,877
|
|
US Treasury Notes 0.75% 8/31/2026
|
3.92 to 4.16
|
946,000,000
|
935,968,324
|
|
US Treasury Notes 0.875% 6/30/2026
|
3.73
|
109,000,000
|
108,491,870
|
|
US Treasury Notes 0.875% 9/30/2026
|
3.85
|
197,000,000
|
194,630,710
|
|
US Treasury Notes 1.125% 10/31/2026
|
3.64
|
269,000,000
|
265,703,748
|
|
US Treasury Notes 1.125% 2/28/2027
|
3.61 to 3.74
|
201,000,000
|
196,849,848
|
|
US Treasury Notes 1.25% 11/30/2026
|
3.75
|
20,000,000
|
19,714,960
|
|
US Treasury Notes 1.25% 12/31/2026
|
3.64 to 3.75
|
500,000,000
|
491,942,686
|
|
US Treasury Notes 1.375% 8/31/2026
|
3.93
|
98,000,000
|
97,186,819
|
|
US Treasury Notes 1.5% 1/31/2027
|
3.56 to 3.77
|
699,000,000
|
688,294,060
|
|
US Treasury Notes 1.625% 11/30/2026
|
3.75
|
80,000,000
|
79,030,701
|
|
US Treasury Notes 1.625% 5/15/2026
|
3.72 to 4.07
|
1,118,000,000
|
1,117,001,750
|
|
US Treasury Notes 1.625% 9/30/2026
|
3.68 to 3.78
|
548,000,000
|
543,321,675
|
|
US Treasury Notes 1.875% 2/28/2027
|
3.57 to 3.78
|
2,481,000,000
|
2,444,288,727
|
|
US Treasury Notes 1.875% 7/31/2026
|
4.01
|
40,000,000
|
39,793,770
|
|
US Treasury Notes 2.125% 5/31/2026
|
3.85 to 4.02
|
80,000,000
|
79,883,502
|
|
US Treasury Notes 2.25% 2/15/2027
|
3.59
|
299,000,000
|
295,914,148
|
|
US Treasury Notes 2.5% 3/31/2027
|
3.58 to 3.61
|
2,080,000,000
|
2,059,733,350
|
|
US Treasury Notes 2.75% 4/30/2027
|
3.79
|
203,000,000
|
200,959,255
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.099%, 3.7422% 1/31/2028 (d)(e)
|
3.74
|
5,081,700,000
|
5,081,175,954
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.103%, 3.7462% 4/30/2028 (d)(e)
|
3.75
|
745,000,000
|
745,000,000
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.19%, 3.8332% 10/31/2027 (d)(e)
|
3.83
|
4,661,000,000
|
4,661,940,083
|
|
US Treasury Notes 3.625% 5/15/2026
|
3.73 to 3.74
|
171,000,000
|
170,993,026
|
|
US Treasury Notes 3.75% 4/30/2027
|
3.79
|
200,000,000
|
199,928,508
|
|
US Treasury Notes 3.75% 8/31/2026
|
3.60 to 3.96
|
1,886,000,000
|
1,886,700,055
|
|
US Treasury Notes 3.875% 3/31/2027
|
3.58 to 3.75
|
1,880,000,000
|
1,884,183,488
|
|
US Treasury Notes 4.125% 1/31/2027
|
3.57 to 3.78
|
1,559,000,000
|
1,564,650,855
|
|
US Treasury Notes 4.125% 10/31/2026
|
3.64 to 3.83
|
563,000,000
|
563,947,886
|
|
US Treasury Notes 4.125% 2/15/2027
|
3.71
|
51,000,000
|
51,164,325
|
|
US Treasury Notes 4.125% 2/28/2027
|
3.58 to 3.84
|
3,154,000,000
|
3,164,372,813
|
|
US Treasury Notes 4.125% 6/15/2026
|
4.13 to 4.16
|
945,000,000
|
944,987,406
|
|
US Treasury Notes 4.25% 11/30/2026
|
3.58 to 3.75
|
517,000,000
|
518,899,040
|
|
US Treasury Notes 4.25% 12/31/2026
|
3.56 to 3.76
|
1,209,000,000
|
1,214,135,500
|
|
US Treasury Notes 4.375% 12/15/2026
|
3.57
|
100,000,000
|
100,492,522
|
|
US Treasury Notes 4.375% 7/31/2026
|
3.73 to 4.08
|
1,749,000,000
|
1,751,431,789
|
|
US Treasury Notes 4.375% 8/15/2026
|
3.77 to 3.79
|
593,000,000
|
594,005,415
|
|
US Treasury Notes 4.5% 7/15/2026
|
3.63 to 3.74
|
220,000,000
|
220,363,259
|
|
US Treasury Notes 4.625% 6/30/2026
|
3.74 to 4.20
|
1,085,000,000
|
1,086,467,233
|
|
US Treasury Notes 4.875% 5/31/2026
|
3.83 to 4.06
|
1,710,000,000
|
1,711,348,387
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $129,682,563,817)
|
129,682,563,817
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 101.2%
(Cost $457,994,334,847)
|
457,994,334,847
|
NET OTHER ASSETS (LIABILITIES) - (1.2)%
|
(5,282,393,245)
|
NET ASSETS - 100.0%
|
452,711,941,602
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.
|
(c)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(d)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(e)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(f)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and / or subject to caps or floors. Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. The maturity amount is based on the rate at period end.
|
* Repurchase Agreements
|
|||||||||
Counterparty
|
Lending Rate (%)
|
Settlement Date
|
Maturity Date
|
Repurchase Agreement
Value ($)
|
Repurchase Agreement Proceeds ($)
|
Collateralized By
|
Collateral Coupon (%)
|
Collateral Maturity Date
|
Collateral Value Received ($)
|
ABN AMRO Bank NV
|
3.65
|
4/2026
|
5/2026
|
625,000,000
|
625,063,368
|
Agency Mortgage-Backed Securities
|
2.00 - 7.00
|
3/2033 - 4/2056
|
599,720,112
|
U.S. Treasuries (including strips)
|
0.63 - 4.88
|
1/2028 - 11/2033
|
37,844,584
|
||||||
637,564,696
|
|||||||||
BMO Capital Markets Corp
|
3.65
|
4/2026
|
5/2026
|
89,000,000
|
89,009,024
|
U.S. Treasuries (including strips)
|
2.50 - 5.50
|
8/2028 - 11/2054
|
91,466,416
|
BMO Chicago Branch
|
3.68
|
4/2026
|
5/2026
|
90,000,000
|
90,294,400
|
Agency Mortgage-Backed Securities
|
5.19 - 6.50
|
4/2061 - 4/2066
|
91,865,689
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
353,000,000
|
354,990,038
|
Agency Mortgage-Backed Securities
|
2.00 - 6.00
|
2/2041 - 1/2059
|
361,388,622
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
459,000,000
|
461,305,328
|
Agency Mortgage-Backed Securities
|
1.50 - 6.50
|
1/2032 - 5/2056
|
469,955,573
|
BMO Chicago Branch
|
3.70
|
3/2026
|
5/2026
|
441,000,000
|
443,220,925
|
Agency Mortgage-Backed Securities
|
2.00 - 6.50
|
2/2032 - 3/2063
|
451,623,029
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
353,000,000
|
354,519,665
|
Agency Mortgage-Backed Securities
|
2.00 - 7.00
|
4/2041 - 5/2056
|
361,425,528
|
Bank of Montreal
|
3.68
|
4/2026
|
5/2026
|
179,000,000
|
179,530,636
|
Agency Mortgage-Backed Securities
|
4.12 - 4.92
|
3/2029 - 10/2029
|
179,655,892
|
Agency Collateralized Mortgage Obligation
|
4.00 - 5.39
|
2/2048 - 5/2055
|
3,027,463
|
||||||
Agency Debentures and Agency Strips
|
3.25
|
8/2052
|
699
|
||||||
182,684,054
|
|||||||||
Bank of Montreal
|
3.68
|
4/2026
|
5/2026
|
251,000,000
|
251,821,049
|
Agency Mortgage-Backed Securities
|
2.50 - 7.15
|
7/2029 - 12/2067
|
160,223,449
|
U.S. Treasuries (including strips)
|
2.88 - 5.00
|
5/2033 - 11/2046
|
96,412,393
|
||||||
256,635,842
|
|||||||||
Bank of Montreal
|
3.67
|
4/2026
|
5/2026
|
65,000,000
|
65,212,044
|
U.S. Treasuries (including strips)
|
1.38 - 4.63
|
11/2027 - 8/2051
|
66,813,189
|
Barclays Bank PLC
|
3.65
|
4/2026
|
5/2026
|
324,000,000
|
324,985,500
|
U.S. Treasuries (including strips)
|
0.00 - 4.13
|
7/2026 - 5/2040
|
331,083,139
|
Barclays Bank PLC
|
3.66
|
4/2026
|
5/2026
|
806,000,000
|
806,081,943
|
Agency Mortgage-Backed Securities
|
1.50 - 13.37
|
9/2027 - 7/2060
|
402,807,492
|
Agency Collateralized Mortgage Obligation
|
1.00 - 10.14
|
3/2037 - 1/2067
|
423,097,353
|
||||||
825,904,845
|
|||||||||
BofA Securities, Inc.
|
3.65(f)
|
3/2026
|
7/2026
|
175,000,000
|
177,164,653
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
7/2029 - 3/2076
|
179,462,016
|
BofA Securities, Inc.
|
3.65(f)
|
3/2026
|
7/2026
|
175,000,000
|
177,164,653
|
Agency Mortgage-Backed Securities
|
2.00 - 7.50
|
5/2027 - 4/2056
|
166,130,759
|
Agency Debentures and Agency Strips
|
1.90
|
9/2033
|
13,385,997
|
||||||
179,516,756
|
|||||||||
BofA Securities, Inc.
|
3.64(f)
|
2/2026
|
6/2026
|
236,000,000
|
238,863,466
|
U.S. Treasuries (including strips)
|
3.63 - 3.88
|
12/2030 - 8/2034
|
242,849,779
|
BofA Securities, Inc.
|
3.64(f)
|
1/2026
|
6/2026
|
78,000,000
|
79,017,380
|
U.S. Treasuries (including strips)
|
4.13
|
5/2032
|
80,352,894
|
BofA Securities, Inc.
|
3.64(f)
|
1/2026
|
6/2026
|
431,000,000
|
436,447,361
|
U.S. Treasuries (including strips)
|
3.88 - 4.13
|
3/2032 - 4/2033
|
443,822,860
|
Canadian Imperial Bank of Commerce
|
3.74
|
4/2026
|
6/2026
|
22,000,000
|
22,111,992
|
Agency Mortgage-Backed Securities
|
2.26 - 6.50
|
1/2030 - 12/2055
|
1,992,106
|
Agency Collateralized Mortgage Obligation
|
2.00 - 6.50
|
4/2038 - 9/2073
|
20,948,621
|
||||||
22,940,727
|
|||||||||
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
31,000,000
|
31,101,129
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
8/2026 - 8/2055
|
31,668,486
|
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
445,000,000
|
446,360,958
|
Agency Mortgage-Backed Securities
|
1.39 - 7.00
|
4/2028 - 5/2058
|
328,426,091
|
U.S. Treasuries (including strips)
|
0.00 - 5.00
|
6/2026 - 8/2055
|
126,323,250
|
||||||
454,749,341
|
|||||||||
Canadian Imperial Bank of Commerce
|
3.66
|
4/2026
|
5/2026
|
388,000,000
|
389,183,400
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
5/2026 - 2/2056
|
397,969,649
|
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
846,000,000
|
847,811,145
|
U.S. Treasuries (including strips)
|
0.00 - 5.00
|
5/2026 - 2/2056
|
866,381,743
|
Canadian Imperial Bank of Commerce
|
3.66
|
4/2026
|
5/2026
|
226,000,000
|
226,689,300
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
6/2026 - 2/2056
|
231,183,964
|
Citigroup Global Capital Markets Inc
|
3.70(f)
|
4/2026
|
7/2026
|
933,000,000
|
938,945,284
|
Agency Mortgage-Backed Securities
|
1.98 - 6.79
|
1/2030 - 5/2056
|
951,660,941
|
U.S. Treasuries (including strips)
|
3.75
|
10/2032
|
96,689
|
||||||
951,757,630
|
|||||||||
Citigroup Global Capital Markets Inc
|
3.69(f)
|
4/2026
|
6/2026
|
934,000,000
|
939,935,570
|
Agency Mortgage-Backed Securities
|
1.41 - 5.38
|
8/2030 - 4/2032
|
952,680,813
|
U.S. Treasuries (including strips)
|
3.75
|
10/2032
|
1,669,861
|
||||||
954,350,674
|
|||||||||
Citigroup Global Capital Markets Inc
|
3.69(f)
|
4/2026
|
6/2026
|
1,628,000,000
|
1,638,345,940
|
Agency Mortgage-Backed Securities
|
3.31 - 6.61
|
3/2032 - 8/2035
|
1,660,560,951
|
U.S. Treasuries (including strips)
|
3.75
|
10/2032
|
3,920,831
|
||||||
1,664,481,782
|
|||||||||
Citigroup Global Capital Markets Inc
|
3.68(f)
|
4/2026
|
6/2026
|
929,000,000
|
934,887,795
|
U.S. Treasuries (including strips)
|
0.00 - 4.13
|
2/2027 - 4/2033
|
949,811,899
|
Credit AG
|
3.67
|
4/2026
|
5/2026
|
214,000,000
|
214,654,483
|
U.S. Treasuries (including strips)
|
1.13 - 4.63
|
11/2026 - 11/2052
|
218,647,006
|
FICC JP Morgan SEC GC Repo (Gov)
|
3.65
|
4/2026
|
5/2026
|
5,449,000,000
|
5,449,552,468
|
U.S. Treasuries (including strips)
|
0.75 - 4.13
|
6/2027 - 11/2041
|
5,558,543,597
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.66
|
4/2026
|
5/2026
|
283,000,000
|
283,201,402
|
U.S. Treasuries (including strips)
|
1.25 - 3.75
|
6/2028 - 10/2032
|
288,689,414
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.66
|
4/2026
|
5/2026
|
966,000,000
|
966,687,470
|
U.S. Treasuries (including strips)
|
0.50 - 4.38
|
10/2026 - 5/2034
|
985,420,264
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.68
|
4/2026
|
5/2026
|
177,000,000
|
177,126,653
|
U.S. Treasuries (including strips)
|
3.88 - 4.13
|
3/2028 - 4/2033
|
180,558,550
|
FICC Wells Fargo Bank Gc Repo(Gov)
|
3.64
|
4/2026
|
5/2026
|
2,168,863,000
|
2,169,082,296
|
U.S. Treasuries (including strips)
|
1.13 - 5.00
|
3/2030 - 11/2055
|
2,212,464,020
|
Fixed Income Clearing Corp - BNP
|
3.64
|
4/2026
|
5/2026
|
3,860,000,000
|
3,860,390,289
|
U.S. Treasuries (including strips)
|
0.63 - 5.00
|
5/2028 - 2/2056
|
3,937,598,171
|
Fixed Income Clearing Corp - BNP
|
3.64
|
4/2026
|
5/2026
|
4,012,078,000
|
4,012,483,666
|
U.S. Treasuries (including strips)
|
0.63 - 5.00
|
7/2026 - 2/2055
|
4,092,733,341
|
Fixed Income Clearing Corp - BNYM
|
3.64
|
4/2026
|
5/2026
|
6,144,000,000
|
6,144,621,227
|
U.S. Treasuries (including strips)
|
0.13 - 3.75
|
4/2027 - 1/2033
|
6,266,880,089
|
Fixed Income Clearing Corp - BONY
|
3.65
|
4/2026
|
5/2026
|
5,808,000,000
|
5,808,588,867
|
Agency Mortgage-Backed Securities
|
1.50 - 7.50
|
3/2031 - 1/2058
|
5,907,441,291
|
U.S. Treasuries (including strips)
|
1.25 - 4.13
|
3/2028 - 2/2036
|
16,718,710
|
||||||
5,924,160,001
|
|||||||||
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
654,000,000
|
654,465,430
|
U.S. Treasuries (including strips)
|
2.25 - 4.50
|
8/2039 - 5/2052
|
667,148,102
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
1,062,000,000
|
1,062,755,790
|
U.S. Treasuries (including strips)
|
0.00 - 6.75
|
6/2026 - 8/2053
|
1,083,350,147
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
1,471,000,000
|
1,472,046,862
|
U.S. Treasuries (including strips)
|
3.00 - 4.63
|
8/2028 - 2/2049
|
1,500,572,546
|
Fixed Income Clearing Corp - Barclays
|
3.68
|
4/2026
|
5/2026
|
981,000,000
|
981,701,960
|
U.S. Treasuries (including strips)
|
2.25 - 4.38
|
11/2039 - 2/2043
|
1,000,722,342
|
Fixed Income Clearing Corp - Barclays
|
3.68
|
4/2026
|
5/2026
|
655,000,000
|
655,468,689
|
U.S. Treasuries (including strips)
|
2.25 - 4.88
|
5/2026 - 2/2056
|
668,168,324
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
1,226,000,000
|
1,226,124,643
|
U.S. Treasuries (including strips)
|
2.38 - 4.75
|
7/2026 - 5/2048
|
1,250,647,149
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
3,267,000,000
|
3,267,332,145
|
U.S. Treasuries (including strips)
|
0.00 - 6.13
|
5/2026 - 11/2035
|
3,332,678,843
|
Fixed Income Clearing Corp - CIBC
|
3.65
|
4/2026
|
5/2026
|
3,488,000,000
|
3,488,353,644
|
U.S. Treasuries (including strips)
|
1.13 - 4.13
|
4/2028 - 8/2053
|
3,560,531,256
|
Fixed Income Clearing Corp - Credit Agricole
|
3.67
|
4/2026
|
5/2026
|
3,694,000,000
|
3,694,376,583
|
U.S. Treasuries (including strips)
|
2.38 - 4.63
|
6/2027 - 5/2048
|
3,817,474,721
|
Fixed Income Clearing Corp - Credit Agricole
|
3.67
|
4/2026
|
5/2026
|
3,255,000,000
|
3,255,331,829
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
5/2026 - 2/2056
|
3,320,438,466
|
Fixed Income Clearing Corp - Credit Agricole
|
3.65
|
4/2026
|
5/2026
|
651,000,000
|
651,066,004
|
U.S. Treasuries (including strips)
|
1.25 - 4.50
|
7/2026 - 8/2033
|
664,087,406
|
Fixed Income Clearing Corp - Goldman
|
3.65
|
4/2026
|
5/2026
|
3,036,000,000
|
3,036,307,817
|
U.S. Treasuries (including strips)
|
0.50 - 4.00
|
7/2027 - 8/2030
|
3,097,033,976
|
Fixed Income Clearing Corp - Goldman
|
3.64
|
4/2026
|
5/2026
|
9,083,000,000
|
9,083,918,392
|
U.S. Treasuries (including strips)
|
0.00 - 5.25
|
5/2026 - 12/2030
|
9,265,596,760
|
Fixed Income Clearing Corp - ING
|
3.73
|
4/2026
|
6/2026
|
936,000,000
|
940,752,020
|
Agency Mortgage-Backed Securities
|
2.00 - 7.00
|
6/2035 - 5/2056
|
954,818,027
|
U.S. Treasuries (including strips)
|
3.38
|
9/2028
|
893
|
||||||
954,818,920
|
|||||||||
Fixed Income Clearing Corp - ING
|
3.65
|
4/2026
|
5/2026
|
490,000,000
|
490,049,681
|
U.S. Treasuries (including strips)
|
3.50
|
1/2028
|
499,441,489
|
Fixed Income Clearing Corp - ING
|
3.65
|
4/2026
|
5/2026
|
1,072,000,000
|
1,072,108,689
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
7/2034 - 5/2058
|
1,093,549,870
|
U.S. Treasuries (including strips)
|
2.75
|
7/2027
|
993
|
||||||
1,093,550,863
|
|||||||||
Fixed Income Clearing Corp - ING
|
3.64
|
4/2026
|
5/2026
|
4,248,000,000
|
4,248,429,520
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
5/2026 - 2/2055
|
4,333,398,110
|
Fixed Income Clearing Corp - Mizuho
|
3.65
|
4/2026
|
5/2026
|
1,785,000,000
|
1,785,180,979
|
Agency Mortgage-Backed Securities
|
1.50 - 8.00
|
1/2027 - 5/2056
|
1,584,343,948
|
U.S. Treasuries (including strips)
|
1.13 - 4.13
|
11/2027 - 2/2048
|
236,540,651
|
||||||
1,820,884,599
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
6,812,000,000
|
6,812,690,661
|
Agency Mortgage-Backed Securities
|
1.50 - 8.50
|
6/2027 - 4/2056
|
6,923,516,607
|
U.S. Treasuries (including strips)
|
2.00 - 3.50
|
2/2027 - 8/2052
|
25,427,868
|
||||||
6,948,944,475
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
2,151,000,000
|
2,151,218,088
|
Agency Mortgage-Backed Securities
|
2.00 - 7.50
|
3/2034 - 4/2056
|
2,174,535,805
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
10/2026 - 11/2048
|
19,706,644
|
||||||
2,194,242,449
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
6,453,000,000
|
6,453,654,263
|
Agency Mortgage-Backed Securities
|
1.50 - 8.00
|
3/2027 - 5/2056
|
6,583,461,112
|
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
6,095,000,000
|
6,095,617,965
|
Agency Mortgage-Backed Securities
|
1.50 - 8.00
|
9/2026 - 10/2056
|
6,217,530,325
|
Fixed Income Clearing Corp - Natixis
|
3.65
|
4/2026
|
5/2026
|
2,279,000,000
|
2,279,231,065
|
U.S. Treasuries (including strips)
|
2.38 - 4.38
|
5/2027 - 12/2029
|
2,325,201,797
|
Fixed Income Clearing Corp - Natwest
|
3.65
|
4/2026
|
5/2026
|
31,000,000
|
31,003,143
|
U.S. Treasuries (including strips)
|
2.88
|
5/2028
|
31,623,235
|
Fixed Income Clearing Corp - Nomura
|
3.65
|
4/2026
|
5/2026
|
2,364,000,000
|
2,364,239,683
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
5/2026 - 11/2035
|
2,411,524,511
|
Fixed Income Clearing Corp - Northern Trust
|
3.64
|
4/2026
|
5/2026
|
4,572,000,000
|
4,572,462,280
|
U.S. Treasuries (including strips)
|
0.38 - 3.88
|
7/2027 - 10/2027
|
4,665,110,933
|
Fixed Income Clearing Corp - State Street Bank
|
3.65
|
4/2026
|
5/2026
|
1,972,000,000
|
1,972,199,939
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
4/2028 - 5/2056
|
2,012,000,841
|
U.S. Treasuries (including strips)
|
1.38 - 4.63
|
2/2029 - 11/2052
|
2,396,844
|
||||||
2,014,397,685
|
|||||||||
Fixed Income Clearing Corp - State Street Bank
|
3.64
|
4/2026
|
5/2026
|
4,902,000,000
|
4,902,495,647
|
U.S. Treasuries (including strips)
|
1.00 - 4.13
|
6/2028 - 8/2028
|
4,999,721,827
|
Goldman Sachs & Co LLC
|
3.65
|
4/2026
|
5/2026
|
714,000,000
|
714,072,392
|
Agency Mortgage-Backed Securities
|
2.00 - 7.00
|
1/2028 - 12/2067
|
724,481,256
|
Agency Debentures and Agency Strips
|
4.98
|
5/2042
|
3,872,584
|
||||||
728,353,840
|
|||||||||
JP Morgan Securities, LLC
|
3.75(f)
|
4/2026
|
8/2026
|
234,000,000
|
236,778,750
|
Agency Collateralized Mortgage Obligation
|
2.00 - 6.00
|
5/2037 - 2/2056
|
158,438,130
|
Agency Debentures and Agency Strips
|
2.00 - 6.50
|
6/2030 - 10/2055
|
83,036,327
|
||||||
241,474,457
|
|||||||||
JP Morgan Securities, LLC
|
3.75(f)
|
4/2026
|
8/2026
|
232,000,000
|
234,900,000
|
Agency Collateralized Mortgage Obligation
|
2.50 - 6.50
|
6/2042 - 1/2056
|
180,262,388
|
Agency Debentures and Agency Strips
|
3.00 - 5.50
|
5/2044 - 2/2057
|
59,296,140
|
||||||
239,558,528
|
|||||||||
JP Morgan Securities, LLC
|
3.65(f)
|
4/2026
|
5/2026
|
3,202,000,000
|
3,212,064,064
|
U.S. Treasuries (including strips)
|
3.63 - 4.63
|
8/2028 - 9/2028
|
3,270,701,409
|
JP Morgan Securities, LLC
|
3.64(f)
|
4/2026
|
5/2026
|
4,789,000,000
|
4,803,526,633
|
U.S. Treasuries (including strips)
|
3.63 - 3.88
|
3/2028 - 4/2029
|
4,893,230,740
|
JP Morgan Securities, LLC
|
3.65(f)
|
4/2026
|
5/2026
|
3,166,000,000
|
3,175,950,914
|
U.S. Treasuries (including strips)
|
3.50 - 4.38
|
5/2028 - 5/2034
|
3,236,213,770
|
Lloyds Bank Corp Mrkts
|
3.66
|
4/2026
|
5/2026
|
360,000,000
|
360,256,200
|
U.S. Treasuries (including strips)
|
0.63 - 4.75
|
2/2027 - 2/2056
|
367,596,664
|
Lloyds Bank PLC
|
3.72
|
4/2026
|
7/2026
|
104,000,000
|
104,977,947
|
U.S. Treasuries (including strips)
|
0.50 - 6.75
|
8/2026 - 8/2047
|
106,189,932
|
Lloyds Bank PLC
|
3.72
|
4/2026
|
7/2026
|
207,000,000
|
208,946,490
|
U.S. Treasuries (including strips)
|
0.50 - 6.75
|
8/2026 - 8/2047
|
211,608,036
|
Lloyds Bank PLC
|
3.72
|
4/2026
|
7/2026
|
207,000,000
|
208,794,345
|
U.S. Treasuries (including strips)
|
0.50 - 6.75
|
8/2026 - 8/2047
|
211,728,938
|
Lloyds Bank PLC
|
3.73
|
3/2026
|
6/2026
|
204,000,000
|
206,071,394
|
U.S. Treasuries (including strips)
|
0.50 - 6.75
|
8/2026 - 8/2047
|
209,279,520
|
Lloyds Bank PLC
|
3.73
|
3/2026
|
6/2026
|
102,000,000
|
103,046,265
|
U.S. Treasuries (including strips)
|
0.88 - 4.63
|
6/2027 - 8/2047
|
104,602,862
|
Lloyds Bank PLC
|
3.73
|
3/2026
|
6/2026
|
205,000,000
|
207,102,788
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
4/2027 - 8/2034
|
210,439,553
|
Lloyds Bank PLC
|
3.72
|
2/2026
|
5/2026
|
203,000,000
|
204,950,830
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
6/2027 - 8/2047
|
208,700,345
|
Lloyds Bank PLC
|
3.72
|
2/2026
|
5/2026
|
204,000,000
|
205,960,440
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
4/2027 - 8/2047
|
209,889,871
|
Lloyds Bank PLC
|
3.72
|
2/2026
|
5/2026
|
204,000,000
|
205,876,120
|
U.S. Treasuries (including strips)
|
0.63 - 4.63
|
6/2027 - 8/2047
|
209,674,538
|
Lloyds Bank PLC
|
3.73
|
2/2026
|
5/2026
|
204,000,000
|
205,881,164
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
4/2027 - 8/2047
|
209,832,101
|
Lloyds Bank PLC
|
3.71
|
2/2026
|
5/2026
|
206,000,000
|
208,207,862
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
4/2027 - 8/2047
|
212,245,860
|
Lloyds Bank PLC
|
3.70
|
2/2026
|
5/2026
|
204,000,000
|
206,033,767
|
U.S. Treasuries (including strips)
|
0.63 - 4.63
|
6/2027 - 8/2047
|
210,145,007
|
Lloyds Bank PLC
|
3.72
|
2/2026
|
5/2026
|
203,000,000
|
204,929,854
|
U.S. Treasuries (including strips)
|
0.50 - 4.38
|
4/2027 - 8/2047
|
209,271,699
|
MUFG Securities (Canada), Ltd.
|
3.71
|
4/2026
|
7/2026
|
233,000,000
|
234,944,967
|
Agency Mortgage-Backed Securities
|
1.50 - 6.50
|
8/2035 - 2/2057
|
229,452,434
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
7/2026 - 11/2053
|
8,234,029
|
||||||
237,686,463
|
|||||||||
MUFG Securities (Canada), Ltd.
|
3.70
|
4/2026
|
7/2026
|
207,000,000
|
208,723,275
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
7/2026 - 2/2054
|
211,191,492
|
MUFG Securities EMEA PLC
|
3.66
|
4/2026
|
5/2026
|
404,000,000
|
405,930,447
|
U.S. Treasuries (including strips)
|
0.50 - 4.38
|
7/2027 - 12/2029
|
412,826,935
|
MUFG Securities EMEA PLC
|
3.67
|
4/2026
|
5/2026
|
485,000,000
|
486,928,279
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
7/2027 - 2/2035
|
495,934,057
|
MUFG Securities EMEA PLC
|
3.65
|
4/2026
|
5/2026
|
572,000,000
|
572,057,994
|
U.S. Treasuries (including strips)
|
0.00 - 3.50
|
7/2026 - 3/2029
|
583,440,832
|
Mizuho Bank, Ltd.
|
3.66
|
4/2026
|
5/2026
|
326,000,000
|
326,033,143
|
U.S. Treasuries (including strips)
|
1.63
|
5/2031
|
333,367,942
|
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
4,299,000,000
|
4,299,435,871
|
Agency Mortgage-Backed Securities
|
2.00 - 8.00
|
7/2026 - 3/2066
|
2,528,362,645
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
6/2026 - 2/2050
|
1,656,008,962
|
||||||
Agency Debentures and Agency Strips
|
3.82 - 4.52
|
2/2029 - 3/2033
|
201,156,629
|
||||||
4,385,528,236
|
|||||||||
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
1,791,000,000
|
1,791,181,588
|
Agency Mortgage-Backed Securities
|
2.00 - 7.00
|
7/2026 - 9/2061
|
1,160,158,136
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
5/2030 - 5/2053
|
619,586,880
|
||||||
Agency Debentures and Agency Strips
|
2.65 - 4.50
|
9/2026 - 3/2033
|
47,260,204
|
||||||
1,827,005,220
|
|||||||||
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
1,791,000,000
|
1,791,181,588
|
Agency Mortgage-Backed Securities
|
1.50 - 8.00
|
5/2026 - 3/2065
|
1,750,231,641
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
11/2026 - 11/2045
|
74,451,029
|
||||||
Agency Debentures and Agency Strips
|
2.83 - 3.73
|
8/2027 - 12/2029
|
2,322,549
|
||||||
1,827,005,219
|
|||||||||
NatWest Market Securities Inc
|
3.66
|
4/2026
|
5/2026
|
321,000,000
|
321,228,445
|
U.S. Treasuries (including strips)
|
0.63 - 4.63
|
6/2026 - 10/2032
|
327,519,938
|
Norinchukin Bank
|
3.66
|
4/2026
|
5/2026
|
208,000,000
|
208,148,027
|
U.S. Treasuries (including strips)
|
3.38 - 4.38
|
5/2033 - 8/2043
|
212,160,003
|
RBC Dominion Securities
|
3.68
|
4/2026
|
7/2026
|
1,788,000,000
|
1,805,180,693
|
Agency Mortgage-Backed Securities
|
2.00 - 8.00
|
1/2028 - 10/2067
|
1,127,749,076
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
8/2026 - 2/2056
|
699,597,596
|
||||||
1,827,346,672
|
|||||||||
RBC Dominion Securities
|
3.68
|
4/2026
|
6/2026
|
1,139,000,000
|
1,145,753,004
|
Agency Mortgage-Backed Securities
|
1.50 - 6.50
|
7/2043 - 4/2056
|
127,073,398
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
4/2027 - 8/2055
|
1,041,900,129
|
||||||
1,168,973,527
|
|||||||||
RBC Dominion Securities
|
3.67
|
4/2026
|
6/2026
|
101,000,000
|
101,597,191
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
9/2026 - 11/2054
|
103,211,647
|
RBC Dominion Securities
|
3.67
|
4/2026
|
6/2026
|
977,000,000
|
981,880,386
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
7/2026 - 8/2054
|
997,492,054
|
RBC Financial Group
|
3.69
|
4/2026
|
10/2026
|
803,000,000
|
815,675,355
|
Agency Mortgage-Backed Securities
|
2.00 - 8.00
|
6/2032 - 5/2056
|
215,857,836
|
U.S. Treasuries (including strips)
|
0.00 - 3.85
|
5/2026 - 11/2055
|
608,754,343
|
||||||
824,612,179
|
|||||||||
RBC Financial Group
|
3.65
|
1/2026
|
6/2026
|
452,000,000
|
458,690,856
|
Agency Mortgage-Backed Securities
|
1.56 - 6.50
|
1/2030 - 3/2056
|
369,837,329
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
6/2026 - 2/2056
|
96,015,564
|
||||||
465,852,893
|
|||||||||
RBC Financial Group
|
3.65
|
1/2026
|
6/2026
|
210,000,000
|
213,129,875
|
Agency Mortgage-Backed Securities
|
1.65 - 6.50
|
9/2028 - 10/2055
|
214,965,749
|
U.S. Treasuries (including strips)
|
0.00 - 4.13
|
6/2026 - 2/2054
|
1,394,840
|
||||||
216,360,589
|
|||||||||
Royal Bank of Canada
|
3.66
|
4/2026
|
5/2026
|
537,000,000
|
537,382,165
|
U.S. Treasuries (including strips)
|
0.75 - 4.63
|
8/2026 - 2/2055
|
548,220,195
|
SMBC Nikko Securities America Inc
|
3.65
|
4/2026
|
5/2026
|
430,000,000
|
430,043,597
|
Agency Mortgage-Backed Securities
|
1.50 - 6.00
|
11/2028 - 4/2056
|
438,572,446
|
U.S. Treasuries (including strips)
|
3.50
|
2/2029
|
72,024
|
||||||
438,644,470
|
|||||||||
SMBC Nikko Securities America Inc
|
3.65
|
4/2026
|
5/2026
|
1,206,000,000
|
1,206,122,275
|
U.S. Treasuries (including strips)
|
0.00 - 5.25
|
5/2026 - 11/2055
|
1,230,743,963
|
Societe Generale
|
3.66
|
4/2026
|
5/2026
|
654,000,000
|
654,465,430
|
U.S. Treasuries (including strips)
|
3.25 - 4.38
|
6/2027 - 8/2054
|
668,754,726
|
Sumitomo Mitsui Banking Corp
|
3.72
|
4/2026
|
7/2026
|
63,687,500
|
64,286,375
|
U.S. Treasuries (including strips)
|
4.38
|
8/2028 - 12/2029
|
65,066,074
|
Sumitomo Mitsui Banking Corp
|
3.70
|
4/2026
|
5/2026
|
73,000,000
|
73,112,542
|
U.S. Treasuries (including strips)
|
1.63 - 4.50
|
8/2028 - 2/2036
|
74,593,360
|
TD Securities (U.S.A.)
|
3.65
|
4/2026
|
5/2026
|
267,000,000
|
267,027,071
|
Agency Mortgage-Backed Securities
|
2.00 - 6.00
|
10/2050 - 3/2056
|
272,367,613
|
Wells Fargo Bank NA
|
3.67
|
4/2026
|
5/2026
|
894,000,000
|
894,637,968
|
Agency Collateralized Mortgage Obligation
|
1.25 - 6.50
|
1/2028 - 3/2059
|
541,173,683
|
Agency Debentures and Agency Strips
|
1.00 - 6.00
|
11/2026 - 8/2057
|
379,740,190
|
||||||
920,913,873
|
|||||||||
Wells Fargo Securities, LLC
|
3.72
|
4/2026
|
7/2026
|
233,000,000
|
235,166,900
|
Agency Mortgage-Backed Securities
|
3.50 - 5.50
|
1/2052 - 4/2056
|
238,249,398
|
Wells Fargo Securities, LLC
|
3.73
|
3/2026
|
6/2026
|
1,388,000,000
|
1,401,086,912
|
Agency Debentures and Agency Strips
|
0.00 - 7.25
|
6/2026 - 9/2065
|
1,422,067,789
|
Wells Fargo Securities, LLC
|
3.71
|
3/2026
|
6/2026
|
462,000,000
|
466,332,662
|
Agency Mortgage-Backed Securities
|
1.50 - 7.50
|
1/2040 - 4/2056
|
473,619,631
|
Wells Fargo Securities, LLC
|
3.71
|
3/2026
|
6/2026
|
2,304,000,000
|
2,325,369,600
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
6/2048 - 3/2056
|
2,362,396,752
|
Agency Collateralized Mortgage Obligation
|
3.67 - 4.85
|
3/2036 - 5/2045
|
35,219
|
||||||
2,362,431,971
|
|||||||||
Wells Fargo Securities, LLC
|
3.72
|
3/2026
|
6/2026
|
601,000,000
|
606,651,403
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
8/2040 - 4/2056
|
616,757,379
|
Wells Fargo Securities, LLC
|
3.72
|
2/2026
|
5/2026
|
921,000,000
|
930,041,150
|
Agency Mortgage-Backed Securities
|
2.00 - 6.00
|
1/2042 - 3/2056
|
893,394,892
|
U.S. Treasuries (including strips)
|
0.00
|
7/2026
|
52,820,253
|
||||||
946,215,145
|
|||||||||
Wells Fargo Securities, LLC
|
3.71
|
2/2026
|
5/2026
|
460,500,000
|
464,723,680
|
Agency Mortgage-Backed Securities
|
1.50 - 7.50
|
12/2035 - 4/2056
|
473,146,843
|
Wells Fargo Securities, LLC
|
3.71
|
2/2026
|
5/2026
|
461,000,000
|
465,228,266
|
Agency Mortgage-Backed Securities
|
1.50 - 7.50
|
11/2039 - 4/2056
|
473,709,033
|
Wells Fargo Securities, LLC
|
3.70
|
2/2026
|
5/2026
|
460,000,000
|
464,444,111
|
Agency Mortgage-Backed Securities
|
1.50 - 8.50
|
12/2026 - 3/2066
|
473,106,090
|
Wells Fargo Securities, LLC
|
3.70
|
2/2026
|
5/2026
|
918,000,000
|
926,302,800
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
8/2043 - 4/2056
|
906,729,983
|
U.S. Treasuries (including strips)
|
0.00
|
7/2026
|
37,040,355
|
||||||
943,770,338
|
|||||||||
Wells Fargo Securities, LLC
|
3.67
|
4/2026
|
5/2026
|
179,000,000
|
179,127,736
|
Agency Mortgage-Backed Securities
|
3.50 - 5.50
|
10/2046 - 3/2056
|
182,617,226
|
Total Repurchase Agreements
|
163,052,128,500
|
163,334,618,024
|
166,550,956,328
|
||||||
|
Other Information
|
||
# Additional information on each counterparty to the repurchase agreement is as follows:
|
||
Repurchase Agreement / Counterparty
|
Value ($)
|
|
$15,128,730,000 due 05/01/2026 at 3.65%
|
||
Bank of America NA
|
1,289,392,000
|
|
Bny Mellon Capital Market LLC
|
1,392,772,000
|
|
BofA Securities Inc
|
358,225,000
|
|
HSBC Securities Inc (USA)
|
644,804,000
|
|
JPMorgan Securities LLC
|
3,939,899,000
|
|
MUFG Securities (Canada) Ltd.
|
806,005,000
|
|
Rbc Dominion Securities Inc
|
859,342,000
|
|
Societe Generale SA
|
179,112,000
|
|
Sumitomo Mitsui Banking Corp
|
3,187,664,000
|
|
Sumitomo Mitsui Banking Corp/New York
|
2,328,249,000
|
|
Wells Fargo Securities LLC
|
143,266,000
|
|
15,128,730,000
|
||
$50,499,000 due 05/01/2026 at 3.64%
|
||
Citigroup Global Capital Markets Inc
|
49,832,000
|
|
Rbc Dominion Securities Inc
|
667,000
|
|
50,499,000
|
||
Statement of Assets and Liabilities
|
||||
As of April 30, 2026
|
||||
Assets
|
||||
Investment in securities, at value (including repurchase agreements of $185,254,109,375) - See accompanying schedule:
Unaffiliated issuers (cost $457,994,334,847)
|
$
|
457,994,334,847
|
||
Cash
|
2,824,880,506
|
|||
Receivable for investments sold
|
1,503,041,975
|
|||
Receivable for fund shares sold
|
2,516,723,462
|
|||
Interest receivable
|
887,868,076
|
|||
Prepaid expenses
|
98,269
|
|||
Receivable from investment adviser for expense reductions
|
893,241
|
|||
Other receivables
|
3,205,535
|
|||
Total assets
|
465,731,045,911
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
10,497,829,623
|
||
Payable for fund shares redeemed
|
2,186,438,083
|
|||
Distributions payable
|
168,266,043
|
|||
Accrued management fee
|
94,112,595
|
|||
Distribution and service plan fees payable
|
3,554,518
|
|||
Other affiliated payables
|
57,548,670
|
|||
Other payables and accrued expenses
|
11,354,777
|
|||
Total liabilities
|
13,019,104,309
|
|||
Net Assets
|
$
|
452,711,941,602
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
452,711,834,011
|
||
Total accumulated earnings (loss)
|
107,591
|
|||
Net Assets
|
$
|
452,711,941,602
|
||
Net Asset Value and Maximum Offering Price
|
||||
Capital Reserves Class :
|
||||
Net Asset Value, offering price and redemption price per share ($3,695,920,291 ÷ 3,694,829,640 shares)
|
$
|
1.00
|
||
Daily Money Class :
|
||||
Net Asset Value, offering price and redemption price per share ($9,340,864,000 ÷ 9,338,566,368 shares)
|
$
|
1.00
|
||
Advisor M Class :
|
||||
Net Asset Value, offering price and redemption price per share ($222,738,668 ÷ 222,753,805 shares)
|
$
|
1.00
|
||
Fidelity Government Money Market Fund :
|
||||
Net Asset Value, offering price and redemption price per share ($420,114,025,204 ÷ 420,109,462,891 shares)
|
$
|
1.00
|
||
Class S :
|
||||
Net Asset Value, offering price and redemption price per share ($148,291,211 ÷ 148,294,858 shares)
|
$
|
1.00
|
||
Premium Class :
|
||||
Net Asset Value, offering price and redemption price per share ($14,305,879,538 ÷ 14,302,549,266 shares)
|
$
|
1.00
|
||
Class K6 :
|
||||
Net Asset Value, offering price and redemption price per share ($4,884,222,690 ÷ 4,884,208,962 shares)
|
$
|
1.00
|
||
Statement of Operations
|
||||
|
Year ended April 30, 2026
|
||||
Investment Income
|
||||
Interest
|
$
|
17,282,587,770
|
||
Expenses
|
||||
Management fee
|
$
|
1,063,880,910
|
||
Transfer agent fees
|
675,844,650
|
|||
Distribution and service plan fees
|
42,471,110
|
|||
Accounting fees and expenses
|
9,044,495
|
|||
Custodian fees and expenses
|
2,053,614
|
|||
Independent trustees' fees and expenses
|
975,639
|
|||
Registration fees
|
23,313,549
|
|||
Audit fees
|
79,005
|
|||
Legal
|
920,642
|
|||
Miscellaneous
|
789,069
|
|||
Total expenses before reductions
|
1,819,372,683
|
|||
Expense reductions
|
(7,595,379)
|
|||
Total expenses after reductions
|
1,811,777,304
|
|||
Net Investment income (loss)
|
15,470,810,466
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
669,391
|
|||
Total net realized gain (loss)
|
669,391
|
|||
Net increase in net assets resulting from operations
|
$
|
15,471,479,857
|
||
Statement of Changes in Net Assets
|
||||
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
15,470,810,466
|
$
|
16,026,971,230
|
Net realized gain (loss)
|
669,391
|
700,323
|
||
Net increase in net assets resulting from operations
|
15,471,479,857
|
16,027,671,553
|
||
Distributions to shareholders
|
(15,470,769,163)
|
(16,025,941,241)
|
||
Share transactions - net increase (decrease)
|
55,182,835,663
|
73,298,904,610
|
||
Total increase (decrease) in net assets
|
55,183,546,357
|
73,300,634,922
|
||
Net Assets
|
||||
Beginning of period
|
397,528,395,245
|
324,227,760,323
|
||
End of period
|
$
|
452,711,941,602
|
$
|
397,528,395,245
|
Fidelity® Government Money Market Fund Capital Reserves Class |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.031
|
.039
|
.044
|
.022
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.031
|
.039
|
.044
|
.022
|
- B
|
|||||
Distributions from net investment income
|
(.031)
|
(.039)
|
(.044)
|
(.022)
|
- B
|
|||||
Total distributions
|
(.031)
|
(.039)
|
(.044)
|
(.022)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.17 % |
4.02%
|
4.49%
|
2.20%
|
.01%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.96%
|
.96%
|
.96%
|
.96%
|
.96%
|
|||||
Expenses net of fee waivers, if any
|
.95 % |
.95%
|
.95%
|
.92%
|
.10%
|
|||||
Expenses net of all reductions, if any
|
.95%
|
.95%
|
.95%
|
.92%
|
.10%
|
|||||
Net investment income (loss)
|
3.11%
|
3.92%
|
4.41%
|
2.18%
|
.01%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
3,695,920
|
$
|
3,884,046
|
$
|
4,287,977
|
$
|
5,294,932
|
$
|
7,465,539
|
Fidelity® Government Money Market Fund Daily Money Class |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.034
|
.042
|
.047
|
.024
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.034
|
.042
|
.047
|
.024
|
- B
|
|||||
Distributions from net investment income
|
(.034)
|
(.042)
|
(.047)
|
(.024)
|
- B
|
|||||
Total distributions
|
(.034)
|
(.042)
|
(.047)
|
(.024)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.43 % |
4.28%
|
4.75%
|
2.43%
|
.01%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.71%
|
.71%
|
.71%
|
.71%
|
.71%
|
|||||
Expenses net of fee waivers, if any
|
.70 % |
.70%
|
.70%
|
.70%
|
.10%
|
|||||
Expenses net of all reductions, if any
|
.70%
|
.70%
|
.70%
|
.70%
|
.10%
|
|||||
Net investment income (loss)
|
3.36%
|
4.17%
|
4.66%
|
2.40%
|
.01%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
9,340,864
|
$
|
8,828,741
|
$
|
8,045,975
|
$
|
7,151,812
|
$
|
7,389,338
|
Fidelity® Government Money Market Fund Advisor M Class |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.034
|
.042
|
.047
|
.024
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.034
|
.042
|
.047
|
.024
|
- B
|
|||||
Distributions from net investment income
|
(.034)
|
(.042)
|
(.047)
|
(.024)
|
- B
|
|||||
Total distributions
|
(.034)
|
(.042)
|
(.047)
|
(.024)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.43 % |
4.28%
|
4.75%
|
2.43%
|
.01%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.71%
|
.71%
|
.71%
|
.71%
|
.71%
|
|||||
Expenses net of fee waivers, if any
|
.70 % |
.70%
|
.70%
|
.70%
|
.10%
|
|||||
Expenses net of all reductions, if any
|
.70%
|
.70%
|
.70%
|
.70%
|
.10%
|
|||||
Net investment income (loss)
|
3.36%
|
4.17%
|
4.66%
|
2.40%
|
.01%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
222,739
|
$
|
230,274
|
$
|
182,081
|
$
|
172,227
|
$
|
148,512
|
Fidelity® Government Money Market Fund |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.037
|
.045
|
.049
|
.027
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.037
|
.045
|
.049
|
.027
|
- B
|
|||||
Distributions from net investment income
|
(.037)
|
(.045)
|
(.049)
|
(.027)
|
- B
|
|||||
Total distributions
|
(.037)
|
(.045)
|
(.049)
|
(.027)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.72 % |
4.57%
|
5.05%
|
2.72%
|
.01%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.42%
|
.42%
|
.42%
|
.42%
|
.42%
|
|||||
Expenses net of fee waivers, if any
|
.42 % |
.42%
|
.42%
|
.42%
|
.10%
|
|||||
Expenses net of all reductions, if any
|
.42%
|
.42%
|
.42%
|
.42%
|
.10%
|
|||||
Net investment income (loss)
|
3.64%
|
4.45%
|
4.94%
|
2.68%
|
.01%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
420,114,025
|
$
|
366,312,998
|
$
|
297,752,603
|
$
|
236,784,703
|
$
|
230,027,515
|
Fidelity® Government Money Market Fund Class S |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022 A
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) B
|
.037
|
.045
|
.049
|
.027
|
- C
|
|||||
Net realized and unrealized gain (loss) C
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.037
|
.045
|
.049
|
.027
|
- C
|
|||||
Distributions from net investment income
|
(.037)
|
(.045)
|
(.049)
|
(.027)
|
- C
|
|||||
Total distributions
|
(.037)
|
(.045)
|
(.049)
|
(.027)
|
- C
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return D,E
|
3.72 % |
4.57%
|
5.05%
|
2.72%
|
-% F
|
|||||
Ratios to Average Net Assets B,G,H
|
||||||||||
Expenses before reductions
|
.46%
|
.46%
|
.46%
|
.46%
|
.46% I
|
|||||
Expenses net of fee waivers, if any
|
.42 % |
.42%
|
.42%
|
.42%
|
.14% I
|
|||||
Expenses net of all reductions, if any
|
.42%
|
.42%
|
.42%
|
.42%
|
.14% I
|
|||||
Net investment income (loss)
|
3.64%
|
4.45%
|
4.94%
|
2.68%
|
.01% I
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
148,291
|
$
|
97,972
|
$
|
108,217
|
$
|
116,643
|
$
|
100
|
Fidelity® Government Money Market Fund Premium Class |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.038
|
.046
|
.050
|
.028
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.038
|
.046
|
.050
|
.028
|
- B
|
|||||
Distributions from net investment income
|
(.038)
|
(.046)
|
(.050)
|
(.028)
|
- B
|
|||||
Total distributions
|
(.038)
|
(.046)
|
(.050)
|
(.028)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.82 % |
4.67%
|
5.15%
|
2.82%
|
.01%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.36%
|
.36%
|
.36%
|
.36%
|
.36%
|
|||||
Expenses net of fee waivers, if any
|
.32 % |
.32%
|
.32%
|
.32%
|
.09%
|
|||||
Expenses net of all reductions, if any
|
.32%
|
.32%
|
.32%
|
.32%
|
.09%
|
|||||
Net investment income (loss)
|
3.74%
|
4.55%
|
5.04%
|
2.78%
|
.01%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
14,305,880
|
$
|
13,457,452
|
$
|
10,394,158
|
$
|
7,609,041
|
$
|
4,352,205
|
Fidelity® Government Money Market Fund Class K6 |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.038
|
.046
|
.051
|
.029
|
- B
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.038
|
.046
|
.051
|
.029
|
- B
|
|||||
Distributions from net investment income
|
(.038)
|
(.046)
|
(.051)
|
(.029)
|
- B
|
|||||
Total distributions
|
(.038)
|
(.046)
|
(.051)
|
(.029)
|
- B
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
3.89 % |
4.75%
|
5.22%
|
2.89%
|
.02%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
.27%
|
.27%
|
.27%
|
.27%
|
.27%
|
|||||
Expenses net of fee waivers, if any
|
.25 % |
.25%
|
.25%
|
.25%
|
.09%
|
|||||
Expenses net of all reductions, if any
|
.25%
|
.25%
|
.25%
|
.25%
|
.09%
|
|||||
Net investment income (loss)
|
3.81%
|
4.62%
|
5.11%
|
2.85%
|
.02%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
4,884,223
|
$
|
4,716,911
|
$
|
3,456,750
|
$
|
2,779,806
|
$
|
2,174,050
|
Gross unrealized appreciation
|
$-
|
Gross unrealized depreciation
|
-
|
Net unrealized appreciation (depreciation)
|
$-
|
Tax Cost
|
$457,994,334,847
|
Undistributed ordinary income
|
$211,990
|
April 30, 2026
|
April 30, 2025
|
|
Ordinary Income
|
$15,470,769,163
|
$ 16,025,941,241
|
Distribution Fee
|
Service Fee
|
Total Fees ($)
|
Retained by FDC ($)
|
|
Capital Reserves Class
|
.25%
|
.25%
|
18,947,458
|
2,432,772
|
Daily Money Class
|
- %
|
.25%
|
22,973,618
|
1,528,689
|
Advisor M Class
|
- %
|
.25%
|
550,034
|
8,106
|
42,471,110
|
3,969,567
|
Retained by FDC ($)
|
|
Daily Money Class
|
10,008
|
Advisor M Class
|
2
|
Amount ($)
|
% of Class-Level Average Net Assets
|
|
Capital Reserves Class
|
7,578,983
|
.20
|
Daily Money Class
|
18,378,894
|
.20
|
Advisor M Class
|
440,027
|
.20
|
Fidelity Government Money Market Fund
|
634,414,444
|
.16
|
Class S
|
274,274
|
.20
|
Premium Class
|
14,275,339
|
.10
|
Class K6
|
482,689
|
.01
|
675,844,650
|
% of Average Net Assets
|
|
Fidelity Government Money Market Fund
|
-A
|
Fidelity Government Money Market Fund
|
$3,205,535
|
Expense Limitations
|
Reimbursement ($)
|
Expiration Date
|
|
Capital Reserves Class
|
.95%
|
334,381
|
August 31, 2027
|
Daily Money Class
|
.70%
|
813,083
|
August 31, 2027
|
Advisor M Class
|
.70%
|
17,800
|
August 31, 2027
|
Class S
|
.42%
|
52,773
|
August 31, 2027
|
Premium Class
|
.32%
|
5,488,337
|
August 31, 2027
|
Class K6
|
.25%
|
889,005
|
August 31, 2027
|
7,595,379
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|
Fidelity Government Money Market Fund
|
||
Distributions to shareholders
|
||
Capital Reserves Class
|
$118,294,947
|
$158,016,170
|
Daily Money Class
|
308,841,494
|
356,917,449
|
Advisor M Class
|
7,437,715
|
8,031,565
|
Fidelity Government Money Market Fund
|
14,311,825,239
|
14,782,319,185
|
Class S
|
4,960,452
|
5,749,688
|
Premium Class
|
535,176,629
|
532,064,124
|
Class K6
|
184,232,687
|
182,843,060
|
Total
|
$15,470,769,163
|
$16,025,941,241
|
Shares
|
Shares
|
Dollars
|
Dollars
|
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|
Fidelity Government Money Market Fund
|
||||
Capital Reserves Class
|
||||
Shares sold
|
16,451,363,966
|
18,454,832,381
|
$16,451,363,966
|
$18,454,832,381
|
Reinvestment of distributions
|
72,741,490
|
99,479,480
|
72,741,490
|
99,479,480
|
Shares redeemed
|
(16,712,176,187)
|
(18,958,157,684)
|
(16,712,176,186)
|
(18,958,157,684)
|
Net increase (decrease)
|
(188,070,731)
|
(403,845,823)
|
$(188,070,730)
|
$(403,845,823)
|
Daily Money Class
|
||||
Shares sold
|
38,920,663,368
|
36,003,268,978
|
$38,920,663,368
|
$36,003,268,978
|
Reinvestment of distributions
|
214,106,352
|
248,435,633
|
214,106,352
|
248,435,633
|
Shares redeemed
|
(38,622,729,761)
|
(35,469,160,646)
|
(38,622,729,762)
|
(35,469,160,646)
|
Net increase (decrease)
|
512,039,959
|
782,543,965
|
$512,039,958
|
$782,543,965
|
Advisor M Class
|
||||
Shares sold
|
192,962,025
|
201,132,042
|
$192,962,025
|
$201,132,042
|
Reinvestment of distributions
|
7,258,467
|
7,821,036
|
7,258,467
|
7,821,036
|
Shares redeemed
|
(207,754,920)
|
(160,756,898)
|
(207,754,920)
|
(160,756,898)
|
Net increase (decrease)
|
(7,534,428)
|
48,196,180
|
$(7,534,428)
|
$48,196,180
|
Fidelity Government Money Market Fund
|
||||
Shares sold
|
1,565,575,247,767
|
1,370,270,391,893
|
$1,565,574,613,914
|
$1,370,270,391,886
|
Reinvestment of distributions
|
12,300,642,012
|
12,435,342,663
|
12,300,642,013
|
12,435,342,663
|
Shares redeemed
|
(1,524,075,162,534)
|
(1,314,146,305,500)
|
(1,524,074,528,686)
|
(1,314,146,305,494)
|
Net increase (decrease)
|
53,800,727,245
|
68,559,429,056
|
$53,800,727,241
|
$68,559,429,055
|
Class S
|
||||
Shares sold
|
1,489,150,275
|
1,279,893,801
|
$1,489,150,275
|
$1,279,893,801
|
Reinvestment of distributions
|
3,885,016
|
4,745,973
|
3,885,016
|
4,745,973
|
Shares redeemed
|
(1,442,715,134)
|
(1,294,884,332)
|
(1,442,715,134)
|
(1,294,884,332)
|
Net increase (decrease)
|
50,320,157
|
(10,244,558)
|
$50,320,157
|
$(10,244,558)
|
Premium Class
|
||||
Shares sold
|
18,241,100,109
|
15,694,035,976
|
$18,241,100,108
|
$15,694,035,975
|
Reinvestment of distributions
|
462,893,055
|
467,292,883
|
462,893,055
|
467,292,883
|
Shares redeemed
|
(17,855,735,062)
|
(13,098,754,645)
|
(17,855,735,061)
|
(13,098,754,645)
|
Net increase (decrease)
|
848,258,102
|
3,062,574,214
|
$848,258,102
|
$3,062,574,213
|
Class K6
|
||||
Shares sold
|
4,361,118,283
|
3,818,432,334
|
$3,948,537,464
|
$3,818,432,334
|
Reinvestment of distributions
|
184,232,687
|
182,815,441
|
184,232,687
|
182,815,441
|
Shares redeemed
|
(4,378,255,607)
|
(2,740,996,197)
|
(3,965,674,788)
|
(2,740,996,197)
|
Net increase (decrease)
|
167,095,363
|
1,260,251,578
|
$167,095,363
|
$1,260,251,578
|
 |
Contents
Repurchase Agreements - 38.3%
|
|||
Maturity
Amount ($)
|
Value ($)
|
||
Fixed Income Clearing Corp - Credit Agricole 3.66%, dated 5/1/2026 due 5/4/2026 (b)
|
2,000,610
|
2,000,000
|
|
Fixed Income Clearing Corp - Credit Agricole 3.66%, dated 5/1/2026 due 5/4/2026 (b)
|
2,000,610
|
2,000,000
|
|
Investments in repurchase agreements in a joint trading account at 3.65%, dated 4/30/2026 due 5/1/2026 (Collateralized by U.S. Government Obligations)#
|
4,657,472
|
4,657,000
|
|
Repurchase Agreements*
|
76,208,014
|
76,000,000
|
|
|
TOTAL REPURCHASE AGREEMENTS
(Cost $84,657,000)
|
84,657,000
|
||
U.S. Government Agency - Debt - 33.8%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
Federal Farm Credit Banks Funding Corp Federal Reserve Index -3.04%, 3.71% 6/12/2026 (d)(e)
|
3.71
|
500,000
|
499,986
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.04%, 3.7% 2/1/2027 (d)(e)
|
3.67
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.045%, 3.675% 4/15/2027 (d)(e)
|
3.68
|
1,000,000
|
999,852
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.055%, 3.685% 5/24/2027 (d)(e)
|
3.69
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 11/18/2026 (d)(e)
|
3.69
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/22/2026 (d)(e)
|
3.69
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/23/2027 (d)(e)
|
3.69
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.06%, 3.69% 9/4/2026 (d)(e)
|
3.69
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 11/13/2026 (d)(e)
|
3.70
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 3/5/2027 (d)(e)
|
3.70
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 6/22/2027 (d)(e)
|
3.70
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.065%, 3.695% 7/12/2027 (d)(e)
|
3.70
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 10/21/2026 (d)(e)
|
3.70
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 5/28/2026 (d)(e)
|
3.70
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.07%, 3.7% 8/12/2026 (d)(e)
|
3.70
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.075%, 3.705% 4/1/2027 (d)(e)
|
3.71
|
1,000,000
|
999,954
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 1/5/2028 (d)(e)
|
3.71
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.08%, 3.71% 12/22/2026 (d)(e)
|
3.71
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.085%, 3.715% 4/8/2027 (d)(e)
|
3.71
|
500,000
|
500,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 1/19/2027 (d)(e)
|
3.72
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 12/24/2026 (d)(e)
|
3.72
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 3/20/2028 (d)(e)
|
3.72
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 3/9/2028 (d)(e)
|
3.72
|
500,000
|
500,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.09%, 3.72% 5/14/2026 (d)(e)
|
3.72
|
1,000,000
|
1,000,010
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 1/8/2027 (d)(e)
|
3.73
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 3/25/2027 (d)(e)
|
3.73
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 6/18/2026 (d)(e)
|
3.73
|
250,000
|
250,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.1%, 3.73% 8/13/2027 (d)(e)
|
3.73
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.125%, 3.755% 10/6/2026 (d)(e)
|
3.76
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.135%, 3.765% 2/10/2027 (d)(e)
|
3.76
|
500,000
|
500,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.14%, 3.77% 10/23/2026 (d)(e)
|
3.77
|
500,000
|
500,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.145%, 3.775% 1/8/2027 (d)(e)
|
3.78
|
1,000,000
|
1,000,000
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.16%, 3.79% 1/3/2028 (d)(e)
|
3.79
|
1,000,000
|
1,001,124
|
|
Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.185%, 3.815% 5/10/2027 (d)(e)
|
3.81
|
1,000,000
|
1,000,828
|
|
Federal Home Loan Bank Discount Notes 0% 1/29/2027
|
3.71
|
1,000,000
|
972,700
|
|
Federal Home Loan Bank Discount Notes 0% 10/14/2026
|
3.69
|
1,000,000
|
983,285
|
|
Federal Home Loan Bank Discount Notes 0% 10/21/2026
|
3.68
|
1,000,000
|
982,652
|
|
Federal Home Loan Bank Discount Notes 0% 10/9/2026
|
3.68
|
1,000,000
|
983,855
|
|
Federal Home Loan Bank Discount Notes 0% 12/7/2026
|
3.70
|
1,000,000
|
977,939
|
|
Federal Home Loan Bank Discount Notes 0% 5/1/2026
|
3.65
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank Discount Notes 0% 5/15/2026
|
3.66
|
1,000,000
|
998,590
|
|
Federal Home Loan Bank Discount Notes 0% 5/20/2026
|
3.63
|
1,000,000
|
998,108
|
|
Federal Home Loan Bank Discount Notes 0% 5/22/2026
|
3.66 to 3.67
|
2,000,000
|
1,995,756
|
|
Federal Home Loan Bank Discount Notes 0% 5/27/2026
|
3.64 to 3.66
|
2,000,000
|
1,994,782
|
|
Federal Home Loan Bank Discount Notes 0% 5/6/2026
|
3.66 to 3.67
|
2,000,000
|
1,998,991
|
|
Federal Home Loan Bank Discount Notes 0% 5/8/2026
|
3.67
|
1,000,000
|
999,290
|
|
Federal Home Loan Bank Discount Notes 0% 6/10/2026
|
3.66 to 3.70
|
2,000,000
|
1,991,933
|
|
Federal Home Loan Bank Discount Notes 0% 6/22/2026
|
3.66
|
2,000,000
|
1,989,521
|
|
Federal Home Loan Bank Discount Notes 0% 6/26/2026
|
3.67 to 3.68
|
2,000,000
|
1,988,652
|
|
Federal Home Loan Bank Discount Notes 0% 6/5/2026
|
3.62
|
1,000,000
|
996,500
|
|
Federal Home Loan Bank Discount Notes 0% 7/10/2026
|
3.65
|
1,000,000
|
992,961
|
|
Federal Home Loan Bank Discount Notes 0% 7/29/2026
|
3.69
|
1,000,000
|
990,986
|
|
Federal Home Loan Bank Discount Notes 0% 7/31/2026
|
3.67
|
1,000,000
|
990,799
|
|
Federal Home Loan Bank Discount Notes 0% 8/5/2026
|
3.69
|
1,000,000
|
990,277
|
|
Federal Home Loan Bank Discount Notes 0% 9/23/2026
|
3.71
|
1,000,000
|
985,339
|
|
Federal Home Loan Bank Discount Notes 0% 9/25/2026
|
3.72
|
1,000,000
|
985,096
|
|
Federal Home Loan Bank Discount Notes 0% 9/9/2026
|
3.62
|
1,000,000
|
987,064
|
|
Federal Home Loan Bank U.S. SOFR Index + 0%, 3.63% 5/18/2026 (d)(e)
|
3.63
|
2,000,000
|
1,999,975
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.03%, 3.66% 12/7/2026 (d)(e)
|
3.66
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 11/30/2026 (d)(e)
|
3.67
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.035%, 3.665% 12/29/2026 (d)(e)
|
3.67
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.055%, 3.685% 7/9/2027 (d)(e)
|
3.69
|
500,000
|
500,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.075%, 3.705% 4/5/2027 (d)(e)
|
3.71
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.08%, 3.71% 12/8/2026 (d)(e)
|
3.71
|
500,000
|
500,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.085%, 3.715% 3/10/2028 (d)(e)
|
3.71
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.09%, 3.72% 5/13/2026 (d)(e)
|
3.72
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.095%, 3.725% 2/25/2027 (d)(e)
|
3.72
|
1,000,000
|
1,000,426
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 2/5/2027 (d)(e)
|
3.76
|
500,000
|
500,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.13%, 3.76% 6/24/2027 (d)(e)
|
3.76
|
500,000
|
500,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.15%, 3.78% 11/19/2027 (d)(e)
|
3.78
|
1,000,000
|
1,000,000
|
|
Federal Home Loan Bank U.S. SOFR Index + 0.17%, 3.8% 11/5/2027 (d)(e)
|
3.80
|
750,000
|
750,000
|
|
Freddie Mac Discount Notes 0% 9/21/2026
|
3.72
|
1,000,000
|
985,501
|
|
Freddie Mac U.S. SOFR Index + 0.11%, 3.74% 5/7/2026 (d)(e)
|
3.74
|
1,000,000
|
1,000,000
|
|
Freddie Mac U.S. SOFR Index + 0.14%, 3.77% 10/16/2026 (d)(e)
|
3.77
|
500,000
|
500,000
|
|
|
TOTAL U.S. GOVERNMENT AGENCY - DEBT
(Cost $74,762,732)
|
74,762,732
|
|||
U.S. Treasury Obligations - 27.4%
|
||||
Yield (%) (c)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bills 0% 10/1/2026
|
3.67
|
2,000,000
|
1,969,358
|
|
US Treasury Bills 0% 10/15/2026
|
3.68
|
1,000,000
|
983,253
|
|
US Treasury Bills 0% 10/8/2026
|
3.68
|
2,000,000
|
1,967,867
|
|
US Treasury Bills 0% 5/14/2026
|
3.66 to 4.09
|
2,500,000
|
2,496,642
|
|
US Treasury Bills 0% 5/19/2026
|
3.66
|
1,000,000
|
998,183
|
|
US Treasury Bills 0% 5/21/2026
|
3.78
|
1,000,000
|
997,939
|
|
US Treasury Bills 0% 5/26/2026
|
3.65
|
900,000
|
897,730
|
|
US Treasury Bills 0% 5/28/2026
|
3.65
|
1,000,000
|
997,278
|
|
US Treasury Bills 0% 5/7/2026
|
3.64 to 3.77
|
3,000,000
|
2,998,166
|
|
US Treasury Bills 0% 6/18/2026
|
3.64
|
1,000,000
|
995,187
|
|
US Treasury Bills 0% 7/14/2026
|
3.64
|
1,700,000
|
1,687,420
|
|
US Treasury Bills 0% 7/21/2026
|
3.65
|
1,000,000
|
991,877
|
|
US Treasury Bills 0% 7/28/2026
|
3.68
|
2,000,000
|
1,982,229
|
|
US Treasury Bills 0% 7/7/2026
|
3.64
|
1,000,000
|
993,300
|
|
US Treasury Bills 0% 7/9/2026
|
3.67 to 4.09
|
3,000,000
|
2,978,015
|
|
US Treasury Bills 0% 8/18/2026
|
3.66 to 3.67
|
2,000,000
|
1,978,064
|
|
US Treasury Bills 0% 8/6/2026
|
3.91
|
1,000,000
|
989,868
|
|
US Treasury Bills 0% 9/17/2026
|
3.64 to 3.69
|
2,000,000
|
1,972,239
|
|
US Treasury Bills 0% 9/24/2026
|
3.69 to 3.70
|
9,000,000
|
8,867,712
|
|
US Treasury Notes 0.625% 7/31/2026
|
3.72 to 4.06
|
2,000,000
|
1,984,027
|
|
US Treasury Notes 1.25% 12/31/2026
|
3.75
|
1,000,000
|
983,736
|
|
US Treasury Notes 1.625% 11/30/2026
|
3.75
|
1,000,000
|
987,884
|
|
US Treasury Notes 1.625% 5/15/2026
|
3.72
|
1,000,000
|
999,197
|
|
US Treasury Notes 1.625% 9/30/2026
|
3.77
|
1,000,000
|
991,255
|
|
US Treasury Notes 1.875% 2/28/2027
|
3.78
|
1,000,000
|
984,570
|
|
US Treasury Notes 2.125% 5/31/2026
|
3.85
|
1,000,000
|
998,598
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.099%, 3.7422% 1/31/2028 (d)(e)
|
3.74
|
1,000,000
|
999,984
|
|
US Treasury Notes 3 month U.S. Treasury Bill INDX + 0.19%, 3.8332% 10/31/2027 (d)(e)
|
3.83
|
1,000,000
|
1,001,271
|
|
US Treasury Notes 3.625% 5/15/2026
|
3.73
|
1,000,000
|
999,959
|
|
US Treasury Notes 3.75% 4/30/2027
|
3.79
|
1,000,000
|
999,643
|
|
US Treasury Notes 4.125% 1/31/2027
|
3.73 to 3.76
|
2,000,000
|
2,005,525
|
|
US Treasury Notes 4.125% 2/28/2027
|
3.84
|
1,000,000
|
1,002,275
|
|
US Treasury Notes 4.25% 12/31/2026
|
3.76
|
1,000,000
|
1,003,201
|
|
US Treasury Notes 4.375% 7/31/2026
|
3.73
|
1,000,000
|
1,001,594
|
|
US Treasury Notes 4.375% 8/15/2026
|
3.77 to 3.79
|
3,000,000
|
3,005,124
|
|
US Treasury Notes 4.625% 6/30/2026
|
3.75
|
1,000,000
|
1,001,436
|
|
US Treasury Notes 4.875% 5/31/2026
|
3.86 to 3.87
|
2,000,000
|
2,001,645
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $60,693,251)
|
60,693,251
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 99.5%
(Cost $220,112,983)
|
220,112,983
|
NET OTHER ASSETS (LIABILITIES) - 0.5%
|
1,164,804
|
NET ASSETS - 100.0%
|
221,277,787
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.
|
(c)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(d)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(e)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(f)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and / or subject to caps or floors. Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end. The maturity amount is based on the rate at period end.
|
* Repurchase Agreements
|
|||||||||
Counterparty
|
Lending Rate (%)
|
Settlement Date
|
Maturity Date
|
Repurchase Agreement
Value ($)
|
Repurchase Agreement Proceeds ($)
|
Collateralized By
|
Collateral Coupon (%)
|
Collateral Maturity Date
|
Collateral Value Received ($)
|
ABN AMRO Bank NV
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
0.63 - 4.00
|
1/2028 - 8/2030
|
1,020,130
|
BMO Capital Markets Corp
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
5.00
|
5/2045
|
1,020,185
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
1,000,000
|
1,005,023
|
Agency Mortgage-Backed Securities
|
6.00
|
4/2056
|
1,023,869
|
BMO Chicago Branch
|
3.70
|
3/2026
|
5/2026
|
1,000,000
|
1,005,036
|
Agency Mortgage-Backed Securities
|
6.00
|
10/2055
|
1,024,089
|
BMO Chicago Branch
|
3.69
|
3/2026
|
5/2026
|
1,000,000
|
1,004,305
|
Agency Mortgage-Backed Securities
|
6.00
|
4/2056
|
1,023,869
|
Barclays Bank PLC
|
3.66
|
4/2026
|
5/2026
|
1,000,000
|
1,000,102
|
Agency Mortgage-Backed Securities
|
2.50 - 6.00
|
2/2028 - 2/2056
|
553,551
|
Agency Collateralized Mortgage Obligation
|
1.40 - 6.50
|
8/2032 - 5/2065
|
471,117
|
||||||
1,024,668
|
|||||||||
BofA Securities, Inc.
|
3.65(f)
|
3/2026
|
7/2026
|
1,000,000
|
1,012,370
|
Agency Mortgage-Backed Securities
|
2.00 - 7.00
|
5/2031 - 11/2055
|
1,025,497
|
BofA Securities, Inc.
|
3.65(f)
|
3/2026
|
7/2026
|
1,000,000
|
1,012,370
|
Agency Mortgage-Backed Securities
|
2.00 - 7.50
|
10/2028 - 11/2055
|
1,025,810
|
BofA Securities, Inc.
|
3.64(f)
|
1/2026
|
6/2026
|
1,000,000
|
1,012,639
|
U.S. Treasuries (including strips)
|
1.13 - 4.75
|
2/2028 - 2/2037
|
1,029,779
|
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
1,000,000
|
1,003,262
|
U.S. Treasuries (including strips)
|
0.00 - 4.88
|
5/2026 - 8/2055
|
1,027,216
|
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
1,000,000
|
1,003,058
|
Agency Mortgage-Backed Securities
|
1.27 - 7.00
|
3/2028 - 7/2055
|
1,018,768
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
6/2026 - 2/2040
|
3,116
|
||||||
1,021,884
|
|||||||||
Canadian Imperial Bank of Commerce
|
3.67
|
4/2026
|
5/2026
|
1,000,000
|
1,002,141
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
9/2026 - 2/2054
|
1,021,575
|
Canadian Imperial Bank of Commerce
|
3.66
|
4/2026
|
5/2026
|
1,000,000
|
1,003,050
|
U.S. Treasuries (including strips)
|
0.00 - 4.50
|
6/2026 - 11/2054
|
1,022,641
|
Citigroup Global Capital Markets Inc
|
3.70(f)
|
4/2026
|
7/2026
|
1,000,000
|
1,006,372
|
Agency Mortgage-Backed Securities
|
4.04 - 4.44
|
4/2056 - 5/2056
|
1,020,105
|
Citigroup Global Capital Markets Inc
|
3.69(f)
|
4/2026
|
6/2026
|
1,000,000
|
1,006,355
|
Agency Mortgage-Backed Securities
|
4.04 - 4.44
|
4/2056 - 5/2056
|
1,020,599
|
U.S. Treasuries (including strips)
|
3.75
|
10/2032
|
1,268
|
||||||
1,021,867
|
|||||||||
FICC JP Morgan SEC GC Repo (Gov)
|
3.65
|
4/2026
|
5/2026
|
3,000,000
|
3,000,304
|
U.S. Treasuries (including strips)
|
0.00 - 4.13
|
7/2026 - 11/2041
|
3,060,362
|
Fixed Income Clearing Corp - BONY
|
3.65
|
4/2026
|
5/2026
|
3,000,000
|
3,000,304
|
Agency Mortgage-Backed Securities
|
2.00 - 5.50
|
8/2031 - 12/2055
|
3,060,000
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
1,000,000
|
1,000,102
|
U.S. Treasuries (including strips)
|
0.00 - 3.00
|
8/2026 - 5/2042
|
1,020,114
|
Fixed Income Clearing Corp - Barclays
|
3.66
|
4/2026
|
5/2026
|
2,000,000
|
2,000,203
|
U.S. Treasuries (including strips)
|
1.13 - 4.00
|
10/2026 - 11/2035
|
2,040,232
|
Fixed Income Clearing Corp - CIBC
|
3.65
|
4/2026
|
5/2026
|
2,000,000
|
2,000,203
|
U.S. Treasuries (including strips)
|
3.63
|
12/2030
|
2,041,854
|
Fixed Income Clearing Corp - Credit Agricole
|
3.67
|
4/2026
|
5/2026
|
2,000,000
|
2,000,204
|
U.S. Treasuries (including strips)
|
3.75
|
8/2031
|
2,053,467
|
Fixed Income Clearing Corp - Credit Agricole
|
3.67
|
4/2026
|
5/2026
|
2,000,000
|
2,000,204
|
U.S. Treasuries (including strips)
|
1.38 - 4.00
|
5/2028 - 11/2052
|
2,040,213
|
Fixed Income Clearing Corp - Credit Agricole
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
2.75 - 3.50
|
2/2028 - 3/2029
|
1,020,116
|
Fixed Income Clearing Corp - Goldman
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
Agency Mortgage-Backed Securities
|
3.00 - 5.00
|
5/2043 - 6/2055
|
1,020,105
|
Fixed Income Clearing Corp - ING
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
3.50
|
1/2028
|
1,019,403
|
Fixed Income Clearing Corp - ING
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
Agency Mortgage-Backed Securities
|
2.00 - 5.50
|
2/2040 - 6/2054
|
1,019,126
|
U.S. Treasuries (including strips)
|
4.63
|
11/2045
|
978
|
||||||
1,020,104
|
|||||||||
Fixed Income Clearing Corp - Mizuho
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
Agency Mortgage-Backed Securities
|
3.96 - 6.29
|
4/2031 - 4/2056
|
367,076
|
U.S. Treasuries (including strips)
|
1.38
|
8/2050
|
653,029
|
||||||
1,020,105
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
3,000,000
|
3,000,304
|
Agency Mortgage-Backed Securities
|
2.50 - 8.00
|
4/2027 - 4/2056
|
1,003,238
|
U.S. Treasuries (including strips)
|
0.00 - 3.88
|
7/2026 - 8/2049
|
2,057,072
|
||||||
3,060,310
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
0.00 - 4.75
|
7/2026 - 2/2045
|
1,020,124
|
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
3,000,000
|
3,000,304
|
Agency Mortgage-Backed Securities
|
3.50 - 5.00
|
5/2052 - 12/2055
|
3,032,786
|
U.S. Treasuries (including strips)
|
0.63 - 4.25
|
10/2027 - 5/2043
|
27,525
|
||||||
3,060,311
|
|||||||||
Fixed Income Clearing Corp - Morgan Stanley
|
3.65
|
4/2026
|
5/2026
|
3,000,000
|
3,000,304
|
Agency Mortgage-Backed Securities
|
3.00 - 8.00
|
12/2030 - 3/2056
|
7,727
|
U.S. Treasuries (including strips)
|
1.25 - 3.88
|
8/2026 - 11/2051
|
3,052,634
|
||||||
3,060,361
|
|||||||||
Fixed Income Clearing Corp - Natixis
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
4.88
|
5/2026
|
1,020,008
|
Fixed Income Clearing Corp - Natwest
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
3.50
|
9/2027
|
1,020,124
|
Fixed Income Clearing Corp - Nomura
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
2.50 - 4.88
|
12/2026 - 11/2034
|
1,020,195
|
Fixed Income Clearing Corp - State Street Bank
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
Agency Mortgage-Backed Securities
|
3.00 - 6.50
|
6/2048 - 4/2056
|
1,020,104
|
U.S. Treasuries (including strips)
|
3.00
|
8/2048
|
102,032
|
||||||
1,122,136
|
|||||||||
Goldman Sachs & Co LLC
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
Agency Mortgage-Backed Securities
|
4.00
|
9/2052
|
1,020,104
|
JP Morgan Securities, LLC
|
3.75(f)
|
4/2026
|
8/2026
|
1,000,000
|
1,012,500
|
Agency Collateralized Mortgage Obligation
|
5.50
|
7/2055
|
1,032,580
|
JP Morgan Securities, LLC
|
3.65(f)
|
4/2026
|
5/2026
|
2,000,000
|
2,006,286
|
U.S. Treasuries (including strips)
|
2.75 - 3.50
|
2/2031 - 8/2032
|
2,042,914
|
JP Morgan Securities, LLC
|
3.64(f)
|
4/2026
|
5/2026
|
2,000,000
|
2,006,067
|
U.S. Treasuries (including strips)
|
4.00 - 4.63
|
5/2030 - 5/2031
|
2,043,538
|
JP Morgan Securities, LLC
|
3.65(f)
|
4/2026
|
5/2026
|
2,000,000
|
2,006,286
|
U.S. Treasuries (including strips)
|
1.13 - 4.63
|
9/2030 - 5/2040
|
2,044,376
|
Lloyds Bank Corp Mrkts
|
3.66
|
4/2026
|
5/2026
|
1,000,000
|
1,000,712
|
U.S. Treasuries (including strips)
|
0.63 - 4.75
|
10/2026 - 2/2056
|
1,021,152
|
Lloyds Bank PLC
|
3.72
|
4/2026
|
7/2026
|
1,000,000
|
1,009,403
|
U.S. Treasuries (including strips)
|
0.50 - 4.13
|
8/2027 - 8/2047
|
1,022,678
|
Lloyds Bank PLC
|
3.72
|
4/2026
|
7/2026
|
1,000,000
|
1,008,668
|
U.S. Treasuries (including strips)
|
0.63 - 1.88
|
12/2027 - 2/2032
|
1,022,037
|
Lloyds Bank PLC
|
3.72
|
2/2026
|
5/2026
|
1,000,000
|
1,009,506
|
U.S. Treasuries (including strips)
|
0.50 - 4.13
|
8/2027 - 8/2047
|
1,039,495
|
MUFG Securities EMEA PLC
|
3.66
|
4/2026
|
5/2026
|
1,000,000
|
1,004,778
|
U.S. Treasuries (including strips)
|
1.13 - 3.88
|
10/2026 - 7/2027
|
1,026,575
|
MUFG Securities EMEA PLC
|
3.67
|
4/2026
|
5/2026
|
1,000,000
|
1,003,976
|
U.S. Treasuries (including strips)
|
0.50 - 4.63
|
7/2027 - 2/2035
|
1,023,033
|
MUFG Securities EMEA PLC
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
3.50
|
3/2029
|
1,020,129
|
Mizuho Bank, Ltd.
|
3.66
|
4/2026
|
5/2026
|
1,000,000
|
1,000,102
|
U.S. Treasuries (including strips)
|
1.63
|
5/2031
|
1,022,642
|
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
2,000,000
|
2,000,203
|
Agency Mortgage-Backed Securities
|
2.50 - 8.50
|
12/2028 - 4/2056
|
1,618,949
|
U.S. Treasuries (including strips)
|
2.88 - 4.25
|
8/2035 - 11/2046
|
421,300
|
||||||
2,040,249
|
|||||||||
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
Agency Mortgage-Backed Securities
|
2.00 - 7.50
|
12/2026 - 5/2056
|
714,458
|
U.S. Treasuries (including strips)
|
2.88 - 4.38
|
8/2026 - 11/2046
|
305,708
|
||||||
1,020,166
|
|||||||||
Morgan Stanley & Co LLC
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
Agency Mortgage-Backed Securities
|
1.50 - 7.00
|
7/2026 - 9/2062
|
1,015,802
|
U.S. Treasuries (including strips)
|
2.88 - 4.25
|
8/2035 - 11/2046
|
4,337
|
||||||
1,020,139
|
|||||||||
NatWest Market Securities Inc
|
3.66
|
4/2026
|
5/2026
|
1,000,000
|
1,000,712
|
U.S. Treasuries (including strips)
|
3.50
|
9/2027
|
1,020,324
|
RBC Dominion Securities
|
3.68
|
4/2026
|
7/2026
|
1,000,000
|
1,009,609
|
Agency Mortgage-Backed Securities
|
1.50 - 6.50
|
4/2047 - 4/2056
|
9,634
|
U.S. Treasuries (including strips)
|
0.00 - 4.63
|
5/2027 - 2/2054
|
1,017,665
|
||||||
1,027,299
|
|||||||||
RBC Financial Group
|
3.69
|
4/2026
|
10/2026
|
1,000,000
|
1,015,785
|
Agency Mortgage-Backed Securities
|
5.00 - 6.00
|
9/2053 - 5/2056
|
4,542
|
U.S. Treasuries (including strips)
|
0.00 - 2.88
|
8/2026 - 2/2053
|
1,015,754
|
||||||
1,020,296
|
|||||||||
RBC Financial Group
|
3.65
|
1/2026
|
6/2026
|
1,000,000
|
1,014,904
|
Agency Mortgage-Backed Securities
|
2.32 - 6.13
|
1/2030 - 5/2056
|
9,425
|
U.S. Treasuries (including strips)
|
0.00 - 4.50
|
7/2026 - 2/2053
|
1,030,838
|
||||||
1,040,263
|
|||||||||
TD Securities (U.S.A.)
|
3.65
|
4/2026
|
5/2026
|
1,000,000
|
1,000,101
|
U.S. Treasuries (including strips)
|
4.13
|
2/2032
|
1,020,125
|
Wells Fargo Securities, LLC
|
3.72
|
4/2026
|
7/2026
|
500,000
|
504,650
|
Agency Mortgage-Backed Securities
|
5.50
|
4/2056
|
511,265
|
Wells Fargo Securities, LLC
|
3.71
|
2/2026
|
5/2026
|
500,000
|
504,586
|
Agency Mortgage-Backed Securities
|
5.50
|
4/2056
|
513,732
|
Wells Fargo Securities, LLC
|
3.70
|
2/2026
|
5/2026
|
1,000,000
|
1,009,045
|
Agency Mortgage-Backed Securities
|
5.50
|
4/2056
|
1,028,073
|
Total Repurchase Agreements
|
76,000,000
|
76,208,014
|
77,796,012
|
||||||
|
Other Information
|
||
# Additional information on each counterparty to the repurchase agreement is as follows:
|
||
Repurchase Agreement / Counterparty
|
Value ($)
|
|
$4,657,000 due 05/01/2026 at 3.65%
|
||
Bank of America NA
|
601,000
|
|
JPMorgan Securities LLC
|
1,586,000
|
|
Rbc Dominion Securities Inc
|
334,000
|
|
Sumitomo Mitsui Banking Corp
|
1,486,000
|
|
Sumitomo Mitsui Banking Corp/New York
|
583,000
|
|
Wells Fargo Securities LLC
|
67,000
|
|
4,657,000
|
||
Statement of Assets and Liabilities
|
||||
As of April 30, 2026
|
||||
Assets
|
||||
Investment in securities, at value (including repurchase agreements of $84,657,000) - See accompanying schedule:
Unaffiliated issuers (cost $220,112,983)
|
$
|
220,112,983
|
||
Cash
|
1,000,108
|
|||
Receivable for fund shares sold
|
19,197,559
|
|||
Interest receivable
|
494,738
|
|||
Total assets
|
240,805,388
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
6,985,129
|
||
Payable for fund shares redeemed
|
12,299,550
|
|||
Distributions payable
|
242,922
|
|||
Total liabilities
|
19,527,601
|
|||
Net Assets
|
$
|
221,277,787
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
221,298,895
|
||
Total accumulated earnings (loss)
|
(21,108)
|
|||
Net Assets
|
$
|
221,277,787
|
||
Net Asset Value, offering price and redemption price per share ($221,277,787 ÷ 221,092,680 shares)
|
$
|
1.00
|
||
Statement of Operations
|
||||
|
Year ended April 30, 2026
|
||||
Investment Income
|
||||
Interest
|
$
|
7,270,000
|
||
Expenses
|
||||
Independent trustees' fees and expenses
|
$
|
404
|
||
Proxy fee
|
85
|
|||
Total expenses
|
489
|
|||
Net Investment income (loss)
|
7,269,511
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
202,836
|
|||
Total net realized gain (loss)
|
202,836
|
|||
Net increase in net assets resulting from operations
|
$
|
7,472,347
|
||
Statement of Changes in Net Assets
|
||||
Year ended
April 30, 2026
|
Year ended
April 30, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
7,269,511
|
$
|
6,991,823
|
Net realized gain (loss)
|
202,836
|
8,809
|
||
Net increase in net assets resulting from operations
|
7,472,347
|
7,000,632
|
||
Distributions to shareholders
|
(7,282,865)
|
(7,003,203)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
8,023,011,408
|
6,427,842,115
|
||
Reinvestment of distributions
|
4,764,566
|
4,669,314
|
||
Cost of shares redeemed
|
(7,958,634,207)
|
(6,417,747,960)
|
||
Net increase (decrease) in net assets and shares resulting from share transactions
|
69,141,767
|
14,763,469
|
||
Total increase (decrease) in net assets
|
69,331,249
|
14,760,898
|
||
Net Assets
|
||||
Beginning of period
|
151,946,538
|
137,185,640
|
||
End of period
|
$
|
221,277,787
|
$
|
151,946,538
|
Other Information
|
||||
Shares
|
||||
Sold
|
8,023,011,408
|
6,427,838,064
|
||
Issued in reinvestment of distributions
|
4,766,341
|
4,669,314
|
||
Redeemed
|
(7,958,634,207)
|
(6,417,747,960)
|
||
Net increase (decrease)
|
69,143,542
|
14,759,418
|
||
Fidelity Flex® Government Money Market Fund |
Years ended April 30,
|
2026
|
2025
|
2024
|
2023
|
2022
|
|||||
Selected Per-Share Data
|
||||||||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||||||||
Net investment income (loss) A
|
.041
|
.049
|
.054
|
.031
|
.001
|
|||||
Net realized and unrealized gain (loss) B
|
-
|
-
|
-
|
-
|
-
|
|||||
Total from investment operations
|
.041
|
.049
|
.054
|
.031
|
.001
|
|||||
Distributions from net investment income
|
(.041)
|
(.049)
|
(.054)
|
(.031)
|
(.001)
|
|||||
Total distributions
|
(.041)
|
(.049)
|
(.054)
|
(.031)
|
(.001)
|
|||||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
$
|
1.00
|
Total Return C
|
4.16 % |
5.01%
|
5.49%
|
3.17%
|
.10%
|
|||||
Ratios to Average Net Assets A,D,E
|
||||||||||
Expenses before reductions
|
-% F
|
-% F
|
.12%
|
-% F
|
-% F
|
|||||
Expenses net of fee waivers, if any F
|
- % |
-%
|
-%
|
-%
|
-%
|
|||||
Expenses net of all reductions, if any F
|
-%
|
-%
|
-%
|
-%
|
-%
|
|||||
Net investment income (loss)
|
4.04%
|
4.86%
|
5.36%
|
3.15%
|
.10%
|
|||||
Supplemental Data
|
||||||||||
Net assets, end of period (000 omitted)
|
$
|
221,278
|
$
|
151,947
|
$
|
137,186
|
$
|
100,188
|
$
|
116,405
|
Gross unrealized appreciation
|
$-
|
Gross unrealized depreciation
|
-
|
Net unrealized appreciation (depreciation)
|
$-
|
Tax Cost
|
$220,112,983
|
April 30, 2026
|
April 30, 2025
|
|
Ordinary Income
|
$7,282,865
|
$7,003,203
|
 |
Contents
U.S. Treasury Obligations - 104.7%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bills 0% 5/12/2026
|
3.57
|
5,000,000
|
4,994,561
|
|
US Treasury Bills 0% 5/19/2026
|
3.66
|
11,000,000
|
10,980,008
|
|
US Treasury Bills 0% 5/21/2026
|
3.63
|
5,601,700
|
5,590,497
|
|
US Treasury Bills 0% 5/26/2026
|
3.61 to 3.65
|
10,000,000
|
9,974,913
|
|
US Treasury Bills 0% 5/28/2026
|
3.62
|
10,000,000
|
9,973,075
|
|
US Treasury Bills 0% 5/5/2026
|
3.58 to 3.65
|
9,389,300
|
9,385,521
|
|
US Treasury Bills 0% 5/7/2026
|
3.59 to 3.63
|
8,612,300
|
8,607,150
|
|
US Treasury Bills 0% 6/11/2026
|
3.64
|
15,000,000
|
14,938,415
|
|
US Treasury Bills 0% 6/16/2026
|
3.62 to 3.64
|
6,225,300
|
6,196,550
|
|
US Treasury Bills 0% 6/23/2026
|
3.63
|
10,000,000
|
9,946,926
|
|
US Treasury Bills 0% 6/30/2026
|
3.64
|
8,000,000
|
7,954,951
|
|
US Treasury Bills 0% 6/4/2026
|
3.64
|
20,000,000
|
19,931,811
|
|
US Treasury Bills 0% 6/9/2026
|
3.59
|
15,000,000
|
14,941,906
|
|
US Treasury Bills 0% 7/16/2026
|
3.65
|
20,000,000
|
19,847,156
|
|
US Treasury Bills 0% 7/2/2026
|
3.65 to 3.66
|
14,584,100
|
14,493,052
|
|
US Treasury Bills 0% 7/23/2026
|
3.64
|
7,000,000
|
6,941,739
|
|
US Treasury Bills 0% 7/9/2026
|
3.67
|
5,000,000
|
4,965,165
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $179,663,396)
|
179,663,396
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 104.7%
(Cost $179,663,396)
|
179,663,396
|
NET OTHER ASSETS (LIABILITIES) - (4.7)%
|
(7,983,543)
|
NET ASSETS - 100.0%
|
171,679,853
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
Statement of Assets and Liabilities
|
||||
As of April 30, 2026
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
Unaffiliated issuers (cost $179,663,396)
|
$
|
179,663,396
|
||
Cash
|
35
|
|||
Receivable for fund shares sold
|
960
|
|||
Receivable from investment adviser for expense reductions
|
8,004
|
|||
Total assets
|
179,672,395
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
7,954,951
|
||
Distributions payable
|
141
|
|||
Accrued management fee
|
37,450
|
|||
Total liabilities
|
7,992,542
|
|||
Net Assets
|
$
|
171,679,853
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
171,676,829
|
||
Total accumulated earnings (loss)
|
3,024
|
|||
Net Assets
|
$
|
171,679,853
|
||
Net Asset Value and Maximum Offering Price
|
||||
Liquidity Class :
|
||||
Net Asset Value, offering price and redemption price per share ($18,850,147 ÷ 18,849,798 shares)
|
$
|
1.00
|
||
OnChain Class :
|
||||
Net Asset Value, offering price and redemption price per share ($152,829,706 ÷ 152,826,071 shares)
|
$
|
1.00
|
||
Statement of Operations
|
||||
|
Year ended April 30, 2026
|
||||
Investment Income
|
||||
Interest
|
$
|
10,041,934
|
||
Expenses
|
||||
Management fee
|
$
|
621,595
|
||
Independent trustees' fees and expenses
|
547
|
|||
Interest
|
4,964
|
|||
Total expenses before reductions
|
627,106
|
|||
Expense reductions
|
(146,126)
|
|||
Total expenses after reductions
|
480,980
|
|||
Net Investment income (loss)
|
9,560,954
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
2,109
|
|||
Total net realized gain (loss)
|
2,109
|
|||
Net increase in net assets resulting from operations
|
$
|
9,563,063
|
||
Statement of Changes in Net Assets
|
||||
Year ended
April 30, 2026
|
For the period December 23, 2024 (commencement of operations) through April 30, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
9,560,954
|
$
|
684,721
|
Net realized gain (loss)
|
2,109
|
-
|
||
Net increase in net assets resulting from operations
|
9,563,063
|
684,721
|
||
Distributions to shareholders
|
(9,560,041)
|
(684,720)
|
||
Share transactions - net increase (decrease)
|
70,816,148
|
100,860,682
|
||
Total increase (decrease) in net assets
|
70,819,170
|
100,860,683
|
||
Net Assets
|
||||
Beginning of period
|
100,860,683
|
-
|
||
End of period
|
$
|
171,679,853
|
$
|
100,860,683
|
Fidelity® Treasury Digital Fund Liquidity |
Years ended April 30,
|
2026
|
2025 A
|
||
Selected Per-Share Data
|
||||
Net asset value, beginning of period
|
$
|
1.00
|
$
|
1.00
|
Income from Investment Operations
|
||||
Net investment income (loss) B
|
.038
|
.015
|
||
Net realized and unrealized gain (loss)
|
- C
|
-
|
||
Total from investment operations
|
.038
|
.015
|
||
Distributions from net investment income
|
(.038)
|
(.015)
|
||
Total distributions
|
(.038)
|
(.015)
|
||
Net asset value, end of period
|
$
|
1.00
|
$
|
1.00
|
Total Return D,E
|
3.91 % |
1.47%
|
||
Ratios to Average Net Assets B,F,G
|
||||
Expenses before reductions
|
.25%
|
.26% H,I
|
||
Expenses net of fee waivers, if any
|
.18 % |
.18% I
|
||
Expenses net of all reductions, if any
|
.18%
|
.18% I
|
||
Net investment income (loss)
|
3.98%
|
4.13% I
|
||
Supplemental Data
|
||||
Net assets, end of period (000 omitted)
|
$
|
18,850
|
$
|
100,861
|
Fidelity® Treasury Digital Fund OnChain |
Years ended April 30,
|
2026 A
|
|
Selected Per-Share Data
|
||
Net asset value, beginning of period
|
$
|
1.00
|
Income from Investment Operations
|
||
Net investment income (loss) B
|
.028
|
|
Net realized and unrealized gain (loss)
|
- C
|
|
Total from investment operations
|
.028
|
|
Distributions from net investment income
|
(.028)
|
|
Total distributions
|
(.028)
|
|
Net asset value, end of period
|
$
|
1.00
|
Total Return D,E
|
2.79 % |
|
Ratios to Average Net Assets B,F,G
|
||
Expenses before reductions
|
.25% H
|
|
Expenses net of fee waivers, if any
|
.20 % H |
|
Expenses net of all reductions, if any
|
.20% H
|
|
Net investment income (loss)
|
3.70% H
|
|
Supplemental Data
|
||
Net assets, end of period (000 omitted)
|
$
|
152,830
|
Gross unrealized appreciation
|
$-
|
Gross unrealized depreciation
|
-
|
Net unrealized appreciation (depreciation)
|
$-
|
Tax Cost
|
$179,663,396
|
Undistributed ordinary income
|
$3,024
|
Net unrealized appreciation (depreciation) on securities and other investments
|
$-
|
April 30, 2026
|
April 30, 2025A
|
|
Ordinary Income
|
$9,560,041
|
$684,720
|
Annual % of Class-Level Average Net Assets
|
|
Liquidity Class
|
.25%
|
OnChain Class
|
.25%
|
Average Loan Balance ($)
|
Weighted Average Interest Rate
|
Interest Expense ($)
|
|
Fidelity Treasury Digital Fund
|
38,850,000
|
4.60%
|
4,964
|
Expense Limitations
|
Reimbursement ($)
|
|
Liquidity Class
|
.18%
|
74,859
|
OnChain Class
|
.20%
|
69,867
|
144,726
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025B
|
|
Fidelity Treasury Digital Fund
|
||
Distributions to shareholders
|
||
Liquidity Class
|
$4,502,834
|
$684,720
|
OnChain ClassA
|
5,057,207
|
-
|
Total
|
$9,560,041
|
$684,720
|
Shares
|
Shares
|
Dollars
|
Dollars
|
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025B
|
Year ended
April 30, 2026
|
Year ended
April 30, 2025B
|
|
Fidelity Treasury Digital Fund
|
||||
Liquidity Class
|
||||
Shares sold
|
361,039,655
|
100,175,962
|
$361,040,616
|
$100,175,962
|
Reinvestment of distributions
|
4,502,834
|
684,720
|
4,502,834
|
684,720
|
Shares redeemed
|
(447,553,373)
|
-
|
(447,553,373)
|
-
|
Net increase (decrease)
|
(82,010,884)
|
100,860,682
|
$(82,009,923)
|
$100,860,682
|
OnChain ClassA
|
||||
Shares sold
|
327,005,534
|
-
|
$327,005,534
|
$ -
|
Reinvestment of distributions
|
5,055,212
|
-
|
5,055,212
|
-
|
Shares redeemed
|
(179,234,675)
|
-
|
(179,234,675)
|
-
|
Net increase (decrease)
|
152,826,071
|
-
|
$152,826,071
|
$ -
|
Fund
|
Number of Unaffiliated Shareholders
|
Unaffiliated Shareholders %
|
Fidelity Treasury Digital Fund
|
1
|
95%
|
 |
Item 8.
Changes in and Disagreements with Accountants for Open-End Management Investment Companies
See Item 7.
Item 9.
Proxy Disclosures for Open-End Management Investment Companies
See Item 7.
Item 10.
Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies
See Item 7.
Item 11.
Statement Regarding Basis for Approval of Investment Advisory Contract
See Item 7.
Item 12.
Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies
Not applicable.
Item 13.
Portfolio Managers of Closed-End Management Investment Companies
Not applicable.
Item 14.
Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.
Item 15.
Submission of Matters to a Vote of Security Holders
There were no material changes to the procedures by which shareholders may recommend nominees to the trust’s Board of Trustees.
Item 16.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the trust’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the trust’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the trust’s internal control over financial reporting.
Item 17.
Disclosure of Securities Lending Activities for Closed-End Management Investment Companies
Not applicable.
Item 18.
Recovery of Erroneously Awarded Compensation
(a)
Not applicable.
(b)
Not applicable.
Item 19.
Exhibits
| (a) | (1) | Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
| (a) | (2) | |
| (a) | (3) | Not applicable. |
| (b) |
|
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Hereford Street Trust
| By: | /s/Laura M. Del Prato |
|
| Laura M. Del Prato |
|
| President and Treasurer (Principal Executive Officer) |
|
|
|
| Date: | June 22, 2026 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| By: | /s/Laura M. Del Prato |
|
| Laura M. Del Prato |
|
| President and Treasurer (Principal Executive Officer) |
|
|
|
| Date: | June 22, 2026 |
| By: | /s/Stephanie Caron |
|
| Stephanie Caron |
|
| Chief Financial Officer (Principal Financial Officer) |
|
|
|
| Date: | June 22, 2026 |