0000278001-22-000010.txt : 20220506 0000278001-22-000010.hdr.sgml : 20220506 20220506080852 ACCESSION NUMBER: 0000278001-22-000010 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220430 FILED AS OF DATE: 20220506 DATE AS OF CHANGE: 20220506 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 22898890 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP2 1 primary_doc.xml N-MFP2 0000278001 XXXXXXXX 2022-04-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 23 49 190252392566.56 189975823516.93 190629700074.38 183699073182.61 183467769806.26 213780146131.39 215258117373.48 215014792810.94 210089608924.76 209965755390.84 0.8200 0.8200 0.8200 0.8200 0.8200 0.9200 0.9300 0.9300 0.9300 0.9400 158.26 218880525735.58 218946904694.87 5317182693.71 2311898484.82 221952189062.02 221911964771.14 1.0000 0.0033 0.9999 0.9999 0.9999 0.9999 0.9999 C000019553 1.00 221952189062.02 221911964771.14 0.9999 0.9999 0.9999 0.9999 0.9999 22251742651.69 20407716225.39 21687281989.35 21943936035.99 20609198130.57 22180915714.58 19679395963.58 24811019141.29 19437537146.98 21196537180.42 86584690078.73 94932543299.59 0.0001 Y Fidelity Investments, Transfer Agent Fees, -3766177.16; ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% JAI185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-31 2046-02-15 0.125 - 6.625 315589100.00 308736888.16 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 302000000.00 302000000.00 0.0014 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.30% G5GSEF7VJP5I7OUK5573 JAI199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2024-03-15 2049-08-15 0.25 - 4.75 1404587400.00 1376328033.73 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1347000000.00 1347000000.00 0.0061 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.30% R0MUWSFPU8MPRO8K5P83 JAD247000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-19 2051-05-15 0 - 6.75 1018451200.00 965634024.00 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0030 946000000.00 946000000.00 0.0043 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.30% R0MUWSFPU8MPRO8K5P83 IID649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-19 2051-05-15 0 - 6.75 1094113500.00 1020723831.95 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 999000000.00 999000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.31% R0MUWSFPU8MPRO8K5P83 IIE936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-31 2051-05-15 0.125 - 6.625 1004710337.00 899166519.50 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 876000000.00 876000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.33% R0MUWSFPU8MPRO8K5P83 IIF618000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-10 2051-11-15 0 - 6.75 1073135600.00 986116784.94 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0033 961000000.00 961000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.36% R0MUWSFPU8MPRO8K5P83 IIH092000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-24 2050-11-15 0 - 6.375 1156729236.00 1028380989.19 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 1006000000.00 1006000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.40% R0MUWSFPU8MPRO8K5P83 IIH731000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-31 2050-11-15 0 - 6.375 656672888.00 616484989.86 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 602000000.00 602000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.06% R0MUWSFPU8MPRO8K5P83 JAI274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-17 2051-02-15 0 - 6.375 1356713095.00 1271087532.52 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 1246000000.00 1246000000.00 0.0056 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGB511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-12-31 2051-05-15 0.125 - 3.875 191400400.00 168600300.38 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-06-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 165000000.00 165000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.31% 2IGI19DL77OX0HC3ZE78 IIE399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-14 2051-05-15 0 - 4.625 273093500.00 255273068.64 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 250000000.00 250000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.36% 2IGI19DL77OX0HC3ZE78 IGC017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-31 2051-05-15 0.125 - 4.625 186877200.00 168600473.05 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-07-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 165000000.00 165000000.00 0.0007 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-02 2023-02-15 0 - 7.125 508877100.00 507001190.36 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CITIGROUP INC 1.0000 6 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 497000000.00 497000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.30% 549300IMBXQ8SGH3HJ31 JAG970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-11-15 2052-02-15 0.25 - 2.875 643811200.00 547805921.14 U.S. Treasuries (including strips) Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0030 536000000.00 536000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.30% 549300IMBXQ8SGH3HJ31 JAH614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-11-15 2052-02-15 0.375 - 3.875 576649000.00 546801205.58 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 536000000.00 536000000.00 0.0024 N N Y N DNB Bank ASA DNB Bank ASA, 0.30% 549300GKFG0RYRRQ1414 JAI192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-03-31 2031-02-15 0.625 - 2.875 258508700.00 222365570.97 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 218000000.00 218000000.00 0.0010 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.30% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-02-15 2028-09-30 0.25 - 2.875 115473339300.00 111064776611.22 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 111062000000.00 111062000000.00 0.5004 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.30% JAI229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2030-05-15 2030-05-15 0.625 - 0.625 101850000.00 85764575.59 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 84000000.00 84000000.00 0.0004 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.30% 549300H47WTHXPU08X20 JAI649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2038-05-15 2038-05-15 4.5 - 4.5 280189100.00 342720036.14 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 336000000.00 336000000.00 0.0015 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.30% JAI172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2024-01-31 -0.015 - 2.25 691370000.00 685951726.20 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 673000000.00 673000000.00 0.0030 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-14 2042-08-15 0 - 2.75 1042002400.00 1010854259.75 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 991000000.00 991000000.00 0.0045 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-14 2028-11-15 0 - 3.125 171090000.00 171400179.17 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 168000000.00 168000000.00 0.0008 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIA317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2041-05-15 0.125 - 2.25 174167000.00 168337626.10 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0033 165000000.00 165000000.00 0.0007 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIB107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2041-05-15 0.125 - 2.25 172922100.00 168335378.35 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0033 165000000.00 165000000.00 0.0007 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.03% 213800MBWEIJDM5CU638 JAH007000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2031-02-15 1 - 2.75 172383800.00 171300756.36 U.S. Treasuries (including strips) Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0103 168000000.00 168000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.05% 213800MBWEIJDM5CU638 JAH006000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2028-07-31 0.25 - 1 179728300.00 171299079.95 U.S. Treasuries (including strips) Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0105 168000000.00 168000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.09% 213800MBWEIJDM5CU638 JAH645000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-07-31 2039-11-15 1 - 4.375 142061800.00 171308999.55 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0109 168000000.00 168000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.34% H7FNTJ4851HG0EXQ1Z70 IIA315000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 75442800.00 84677900.08 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0034 83000000.00 83000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.35% H7FNTJ4851HG0EXQ1Z70 III896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-08-15 2.75 - 6.75 84140000.00 84665979.54 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0035 83000000.00 83000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.36% H7FNTJ4851HG0EXQ1Z70 IIB952000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-15 2027-08-15 0.125 - 6.75 172294900.00 168336583.05 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0036 165000000.00 165000000.00 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.47% H7FNTJ4851HG0EXQ1Z70 IID666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2026-02-15 0.25 - 6 105991600.00 102036876.54 U.S. Treasuries (including strips) Y N/A N/A 2022-06-08 2022-06-08 2022-06-08 N N N 0.0047 100000000.00 100000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.04% H7FNTJ4851HG0EXQ1Z70 JAH010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2026-02-15 2.5 - 6 171166200.00 171228860.44 U.S. Treasuries (including strips) Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0104 168000000.00 168000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.30% RB0PEZSDGCO3JS6CEU02 JAI204000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2031-05-15 1.625 - 1.625 660317000.00 600517383.73 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 589000000.00 589000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 JAI177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2031-05-15 0.375 - 2.75 1800926900.00 1717308134.95 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1684000000.00 1684000000.00 0.0076 N Y Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAE774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.25 4127600.00 4007434.62 U.S. Treasuries (including strips) UNITED STATES OF A 2031-05-15 2031-05-15 0 - 0 340806200.00 307117507.13 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0036 305000000.00 305000000.00 0.0014 N N Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAD296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.25 180843900.00 171465348.98 U.S. Treasuries (including strips) UNITED STATES OF A 2031-05-15 2031-05-15 0 - 0 1034200.00 931969.33 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0036 169000000.00 169000000.00 0.0008 N N Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAB446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2031-05-15 2031-05-15 0 - 0 1953300.00 1760216.29 U.S. Treasuries (including strips) UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.375 359592800.00 341014725.90 U.S. Treasuries (including strips) Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0036 336000000.00 336000000.00 0.0015 N N Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAA344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.375 268278500.00 254374541.48 U.S. Treasuries (including strips) UNITED STATES OF A 2030-08-15 2031-05-15 0 - 0.625 3119100.00 2711835.43 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0036 252000000.00 252000000.00 0.0011 N N Y N Norinchukin Bank Norinchukin Bank, 0.53% 5493007VSMFZCPV1NB83 JAG536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.25 262537500.00 248891059.52 U.S. Treasuries (including strips) Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0053 244000000.00 244000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.56% 5493007VSMFZCPV1NB83 JAH651000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2026-08-15 2027-02-15 1.5 - 2.25 126974800.00 120361952.35 U.S. Treasuries (including strips) Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0056 118000000.00 118000000.00 0.0005 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-15 2051-08-15 0 - 6.375 345113613.00 340082444.58 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 332000000.00 332000000.00 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 JAF683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2051-05-15 0.125 - 2.75 51849200.00 51149040.58 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 50000000.00 50000000.00 0.0002 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 JAG954000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2042-08-15 0.125 - 2.75 449650400.00 439639962.97 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 431000000.00 431000000.00 0.0019 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 III822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2051-05-15 0.125 - 2.75 83402800.00 83674751.32 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 82000000.00 82000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 III821000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2051-05-15 0.125 - 3.125 86336000.00 83693825.51 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 82000000.00 82000000.00 0.0004 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 0.30% 6PJDTY319315T5LR2241 JAI201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2031-05-15 0.25 - 2.875 743425000.00 713828467.57 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 700000000.00 700000000.00 0.0032 N Y Y N Societe Generale Societe Generale, 0.30% O2RNE8IBXP4R0TD8PU41 JAH615000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-17 2050-08-15 0 - 6.375 186883440.00 168310812.18 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 165000000.00 165000000.00 0.0007 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0009 782826259.52 782826259.52 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796U98 US912796U989 U.S. Treasury Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0016 183585657.17 183585657.17 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0019 1565337360.21 1565337360.21 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0029 1391798150.96 1391798150.96 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796V30 US912796V300 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0030 505864467.90 505864467.90 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0030 779778183.60 779778183.60 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% 912796V89 US912796V896 U.S. Treasury Debt Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0039 1723483025.91 1723483025.91 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.41% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0041 956061435.19 956061435.19 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% 912796V97 US912796V979 U.S. Treasury Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0042 51972205.48 51972205.48 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796W21 US912796W217 U.S. Treasury Debt Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0054 159875185.60 159875185.60 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.56% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0056 592659679.04 592659679.04 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.69% 912796W88 US912796W886 U.S. Treasury Debt Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0069 587245619.52 587245619.52 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.71% 912796R68 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0071 213711388.90 213711388.90 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.76% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0076 2606843784.09 2606843784.09 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.77% 912796X20 US912796X207 U.S. Treasury Debt Y N/A N/A 2022-07-19 2022-07-19 2022-07-19 N N N 0.0077 153734735.00 153734735.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.80% 912796S42 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0080 2094656639.22 2094656639.22 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.80% 912796S59 US912796S595 U.S. Treasury Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0080 549602041.88 549602041.88 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% 912796S67 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0090 2071025862.48 2071025862.48 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.96% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0096 432108056.70 432108056.70 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.03% 912796T58 US912796T585 U.S. Treasury Debt Y N/A N/A 2022-08-25 2022-08-25 2022-08-25 N N N 0.0103 87337276.69 87337276.69 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.05% 912796XN4 US912796XN42 U.S. Treasury Debt Y N/A N/A 2022-08-23 2022-08-23 2022-08-23 N N N 0.0105 130561735.57 130561735.57 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.06% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0106 137475212.22 137475212.22 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.09% 912796U49 US912796U492 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0109 985945217.40 985945217.40 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.11% 912796U56 US912796U567 U.S. Treasury Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0111 1191745995.93 1191745995.93 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.18% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0118 485405172.14 485405172.14 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.42% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0142 145946722.95 145946722.95 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% 912796S34 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0165 1757414254.44 1757414254.44 0.0079 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.09% 912810EM6 254900HROIFWPRGM1V77 US912810EM63 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0128 50884765.50 50884765.50 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0059 536542769.68 536542769.68 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0044 1036710739.22 1036710739.22 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.13% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0060 1210344383.82 1210344383.82 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.24% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0064 624163296.37 624163296.37 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0073 1182795691.40 1182795691.40 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.67% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0090 866270779.08 866270779.08 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0102 493076250.00 493076250.00 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0102 2161390000.00 2161390000.00 0.0097 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0114 1083141174.58 1083141174.58 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0088 116212969.04 116212969.04 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.09% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0115 273383906.25 273383906.25 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0120 940284418.13 940284418.13 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0118 679562579.82 679562579.82 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.23% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0072 153269290.71 153269290.71 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.10% 91282CAG6 254900HROIFWPRGM1V77 US91282CAG69 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0111 263123438.16 263123438.16 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0131 1075755854.00 1075755854.00 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0129 597070314.00 597070314.00 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0133 253444725.93 253444725.93 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 1.09% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0133 962174995.20 962174995.20 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0142 143323983.66 143323983.66 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0160 31071445.39 31071445.39 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.65% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0174 173120116.75 173120116.75 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.67% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0176 697658435.76 697658435.76 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.68% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0185 95749609.86 95749609.86 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.77% 912828P38 254900HROIFWPRGM1V77 US912828P386 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0183 135915000.00 135915000.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.92% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-07-31 2023-07-31 N N N 0.0079 5499691868.63 5499691868.63 0.0248 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.93% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-10-31 2023-10-31 N N N 0.0080 3427697326.20 3427697326.20 0.0154 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.93% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-04-30 2023-04-30 N N N 0.0080 633768386.04 633768386.04 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.94% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-01-31 2023-01-31 N N N 0.0079 477351701.12 477351701.12 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.95% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-05-02 2022-07-31 2022-07-31 N N N 0.0075 1043525651.14 1043525651.14 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.95% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-05-02 2022-10-31 2022-10-31 N N N 0.0075 103099686.49 103099686.49 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.07% 912828YK0 254900HROIFWPRGM1V77 US912828YK04 U.S. Treasury Debt Y N/A N/A 2022-10-15 2022-10-15 2022-10-15 N N N 0.0139 37997031.44 37997031.44 0.0002 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% JAI184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2034-03-01 2052-04-01 2 - 4.5 195942828.00 82000887.41 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-09-01 2051-12-01 2 - 5.5 684534531.00 310133637.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-09-20 2051-09-20 2.5 - 2.5 128013838.00 114818149.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 497000000.00 497000000.00 0.0022 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.3%, dated 4/29/2022 due 05/02/2022 B4TYDEB6GKMZO031MB27 JAI679000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2039-12-20 2050-06-20 3 - 5.25 8320677638.00 1222443836.27 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1190398000.00 1190398000.00 0.0054 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.32% 3Y4U8VZURTYWI1W2K376 III859000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2046-01-01 2052-04-01 2.5 - 4 129166378.00 129606401.89 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-11-01 2052-04-01 2 - 3.936 928832.00 905456.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-04-20 2057-05-15 2.3 - 3 111100.00 101643.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 128000000.00 128000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.30% R0MUWSFPU8MPRO8K5P83 JAG975000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2026-12-18 2026-12-18 0.875 - 0.875 1599000.00 1445129.87 Agency Debentures and Agency Strips United States Treasury 2028-04-30 2049-11-15 0 - 2.375 1043838808.00 617185476.75 U.S. Treasuries (including strips) Government National Mortgage Association 2051-07-20 2051-07-20 3 - 3 7490.00 7172.30 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 601000000.00 601000000.00 0.0027 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.3%, dated 4/29/2022 due 05/02/2022 VJW2DOOHGDT6PR0ZRO63 JAI679000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2022-10-01 2052-05-01 0.125 - 8 76351137.00 50019119.27 Agency Mortgage-Backed Securities Federal National Mortgage Association 2022-05-25 2052-05-01 0.375 - 9 138682711.00 99747075.51 Agency Mortgage-Backed Securities Tennessee Valley Authority 2022-08-15 2048-01-15 1.875 - 4.875 7615.00 8894.61 Agency Debentures and Agency Strips Government National Mortgage Association 2022-08-20 2052-03-20 1.5 - 9 241077445.00 202356028.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-05-18 2035-05-14 0.125 - 3.5 8047621.00 7751597.19 Agency Debentures and Agency Strips Federal Home Loan Banks 2022-05-27 2028-11-16 0 - 3.375 67287296.00 65808113.02 Agency Debentures and Agency Strips United States Treasury 2022-05-05 2052-02-15 0 - 7.625 333671594.00 331312536.68 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 741513000.00 741513000.00 0.0033 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.3%, dated 4/29/2022 due 05/02/2022 8NAV47T0Y26Q87Y0QP81 JAI679000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2040-08-15 2046-05-15 1.125 - 2.5 25797986.00 20313292.84 U.S. Treasuries (including strips) Government National Mortgage Association 2061-06-20 2072-03-20 1.565 - 5.39 158656423.00 152929662.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-04-01 2061-01-01 1.5 - 5 1353854073.00 501416723.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0030 661332000.00 661332000.00 0.0030 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGI031000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2032-01-01 2060-07-01 2 - 5 187241392.00 75183178.09 Agency Mortgage-Backed Securities United States Treasury 2022-12-31 2030-08-15 0.125 - 2.25 150800.00 148887.81 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2033-04-01 2052-03-01 2 - 4.5 18383763.00 6212622.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-20 2046-07-20 3.5 - 3.5 12712687.00 2149073.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-05-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 82000000.00 82000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.29% 2IGI19DL77OX0HC3ZE78 IGI032000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2037-07-15 2037-07-15 6 - 6 1000.00 96.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-04-01 2052-04-01 2 - 7.5 15807042.00 8168696.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-03-23 2052-03-01 0 - 5 147579320.00 55733077.55 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2033-06-20 2041-09-27 2.35 - 3.99 3000.00 2817.08 Agency Debentures and Agency Strips United States Treasury 2025-11-15 2030-08-15 0.625 - 2.25 1468300.00 1422114.56 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-23 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0029 64000000.00 64000000.00 0.0003 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.31% 2IGI19DL77OX0HC3ZE78 JAE987000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2033-12-01 2051-09-01 2 - 4 104075224.00 65456480.03 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2041-09-27 2041-09-27 2.35 - 2.35 1966000.00 1574219.23 Agency Debentures and Agency Strips Federal Home Loan Banks 2032-11-29 2032-11-29 3.2 - 3.2 1415000.00 1328720.85 Agency Debentures and Agency Strips Federal National Mortgage Association 2029-01-01 2051-10-01 2 - 6 112707765.00 63322783.31 Agency Mortgage-Backed Securities United States Treasury 2025-11-15 2051-05-15 0.625 - 3.625 2042500.00 1950130.76 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 131000000.00 131000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.31% 2IGI19DL77OX0HC3ZE78 JAB703000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2038-05-01 2050-12-01 2.5 - 6 35294492.00 15484017.61 Agency Mortgage-Backed Securities United States Treasury 2022-12-31 2028-02-15 0.125 - 2.75 872400.00 861447.81 U.S. Treasuries (including strips) Government National Mortgage Association 2049-10-20 2049-10-20 4.5 - 4.5 5130004.00 5111498.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-09-01 2052-02-01 2 - 6 223830066.00 140747768.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 159000000.00 159000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.35% 2IGI19DL77OX0HC3ZE78 IGE657000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2036-04-01 2036-04-01 2 - 2 23847837.00 19508158.82 Agency Mortgage-Backed Securities United States Treasury 2025-11-15 2030-08-15 0.375 - 2.625 143000.00 132560.33 U.S. Treasuries (including strips) Federal Farm Credit Bank 2037-03-25 2037-03-25 3.49 - 3.49 335000.00 316221.28 Agency Debentures and Agency Strips Federal National Mortgage Association 2028-10-01 2052-03-01 2 - 4.5 61408531.00 36195975.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-07-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 55000000.00 55000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.38% 2IGI19DL77OX0HC3ZE78 IGE658000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2031-02-01 2052-03-01 2.5 - 6.5 36435850.00 17645082.96 Agency Mortgage-Backed Securities United States Treasury 2022-07-14 2028-11-15 0 - 3.125 24700.00 25130.74 U.S. Treasuries (including strips) Federal Farm Credit Bank 2041-09-27 2041-09-27 2.35 - 2.35 2000.00 1601.44 Agency Debentures and Agency Strips Government National Mortgage Association 2032-05-15 2048-11-20 3.5 - 6.5 10936740.00 466310.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-04-01 2052-03-01 3 - 7.5 93235072.00 240672.50 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-07-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 18000000.00 18000000.00 0.0001 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.40% 2IGI19DL77OX0HC3ZE78 III424000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2023-06-25 2052-03-01 2.5 - 7.69 326939253.00 47693911.25 Agency Collateralized Mortgage Obligation United States Treasury 2022-07-14 2051-05-15 0 - 2.375 443200.00 385625.00 U.S. Treasuries (including strips) Government National Mortgage Association 2048-07-20 2066-09-20 1.042 - 5.456 134419454.00 24185984.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2031-09-15 2052-04-01 2.5 - 6.5 25438226.00 2894813.45 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0040 73000000.00 73000000.00 0.0003 N N Y N Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2022-07-15 2030-04-15 0 - 8.875 30237000.00 23490790.98 Agency Debentures and Agency Strips Government National Mortgage Association 2051-07-20 2051-07-20 2.5 - 2.5 2592.00 2347.28 Agency Mortgage-Backed Securities Federal Home Loan Banks 2023-02-17 2038-11-09 0.125 - 4.22 14015000.00 12812758.27 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-07-15 2049-10-15 0.12 - 4.8 4946000.00 4513358.24 Agency Debentures and Agency Strips Federal National Mortgage Association 2023-01-19 2029-07-15 0 - 2.375 587000.00 532019.46 Agency Debentures and Agency Strips United States Treasury 2022-05-15 2051-08-15 0 - 7.25 24773885.00 30974355.45 U.S. Treasuries (including strips) Tennessee Valley Authority 2023-09-15 2065-09-15 0 - 5.98 6888000.00 7480098.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2023-08-24 2038-11-15 0 - 0.25 19534000.00 14249635.67 Agency Debentures and Agency Strips Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0031 92000000.00 92000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2022-10-26 2040-09-01 0 - 9 36129806.00 38406552.03 Agency Debentures and Agency Strips Federal Home Loan Banks 2022-09-09 2039-06-10 0.125 - 5.625 133105000.00 151813324.23 Agency Debentures and Agency Strips Government National Mortgage Association 2023-11-20 2052-03-20 1.625 - 9.5 137803298.00 24731155.03 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-06-17 2049-10-15 0.125 - 4.8 28448000.00 24917522.22 Agency Debentures and Agency Strips Federal National Mortgage Association 2022-10-05 2038-08-06 0 - 7.25 99842000.00 112738839.84 Agency Debentures and Agency Strips United States Treasury 2022-05-19 2050-02-15 0 - 5.25 125859800.00 150703103.14 U.S. Treasuries (including strips) Resolution Funding Corp 2022-07-15 2030-04-15 0 - 8.875 61498000.00 48462460.08 Agency Debentures and Agency Strips Tennessee Valley Authority 2022-09-15 2065-09-15 0 - 7.125 16364000.00 14669014.05 Agency Debentures and Agency Strips Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0031 555000000.00 555000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2026-10-15 2026-10-15 0.125 - 0.125 22275500.00 23901645.17 U.S. Treasuries (including strips) Government National Mortgage Association 2050-01-20 2050-09-20 2 - 5.5 562657506.00 353749990.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 370000000.00 370000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 MBNUM2BPBDO7JBLYG310 JAI679000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2026-10-15 2026-10-15 0.125 - 0.125 5173170.00 5550819.63 U.S. Treasuries (including strips) Government National Mortgage Association 2050-09-20 2072-03-20 1.5 - 6 627100547.00 500435123.41 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0030 495999000.00 495999000.00 0.0022 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 4/29/2022 due 05/02/2022 1VUV7VQFKUOQSJ21A208 JAI679000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-07-31 2030-08-15 0.125 - 2.875 307189129.00 285025476.49 U.S. Treasuries (including strips) Government National Mortgage Association 2051-01-20 2051-01-20 2 - 2 163065311.00 124953388.22 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 401930000.00 401930000.00 0.0018 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.3%, dated 4/29/2022 due 05/02/2022 ANGGYXNX0JLX3X63JN86 JAI679000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-03 2041-08-15 0 - 7.625 64028144.00 60931250.77 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 59735000.00 59735000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.30% 7LTWFZYICNSX8D621K86 JAI186000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2040-08-15 2050-08-15 1.375 - 4.25 94455100.00 94173242.26 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 92000000.00 92000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.30% 7LTWFZYICNSX8D621K86 JAH647000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2024-06-15 2045-04-15 3.25 - 3.35 187417869.00 190556352.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 185000000.00 185000000.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2031-02-15 2051-11-15 0 - 0 753935000.00 379049477.52 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 368000000.00 368000000.00 0.0017 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2051-03-20 2051-07-20 2.5 - 3.5 1366933807.00 1132257554.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0030 1110000000.00 1110000000.00 0.0050 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 CYYGQCGNHMHPSMRL3R97 JAI679000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2033-06-01 2052-04-01 2 - 4.5 161917262.00 129364526.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-06-01 2042-04-01 2 - 4.5 25161589.00 22415267.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 148800000.00 148800000.00 0.0007 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 4/29/2022 due 05/02/2022 KBVRJ5K57JZ3E2AVWX40 JAI679000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-07-21 2051-11-15 0 - 4.375 64907800.00 62237523.76 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 60764000.00 60764000.00 0.0003 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 4/29/2022 due 05/02/2022 ZOMOLU8CGIZRYZ7PFU34 JAI679000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2028-12-01 2052-04-01 2 - 5 702013988.00 262352207.59 Agency Mortgage-Backed Securities United States Treasury 2022-06-16 2052-02-15 0 - 4.75 452193407.00 444296389.71 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2022-06-08 2052-04-01 0.125 - 5 302352666.00 116836015.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-12-20 2052-01-20 2.5 - 5.5 194777453.00 100946341.10 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 905729000.00 905729000.00 0.0041 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 4/29/2022 due 05/02/2022 ZOMOLU8CGIZRYZ7PFU34 JAI789000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2022-06-08 2052-04-01 0.125 - 5 8345559.00 3224916.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-12-01 2052-04-01 2 - 5 19377042.00 7241465.37 Agency Mortgage-Backed Securities United States Treasury 2022-06-16 2052-02-15 0 - 4.75 12481479.00 12263502.38 U.S. Treasuries (including strips) Government National Mortgage Association 2040-12-20 2052-01-20 2.5 - 5.5 5376261.00 2786328.50 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 25000000.00 25000000.00 0.0001 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.31% K5HU16E3LMSVCCJJJ255 JAA969000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2032-07-01 2052-05-01 2 - 5 100630157.00 40927030.46 Agency Mortgage-Backed Securities Federal National Mortgage Association 2025-03-01 2052-04-01 2 - 7.5 661107096.00 241661550.75 Agency Mortgage-Backed Securities Y N/A N/A 2022-06-13 2022-06-13 2022-06-13 N N N 0.0031 277000000.00 277000000.00 0.0012 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 7TK5RJIZDFROZCA6XF66 JAI679000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2051-01-20 2051-01-20 2 - 2 3099293.00 2374920.29 Agency Mortgage-Backed Securities United States Treasury 2022-06-14 2050-11-15 0 - 3.5 86880207.00 82057088.08 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 82667000.00 82667000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 4/29/2022 due 05/02/2022 OXTKY6Q8X53C9ILVV871 JAI679000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-03 2040-08-15 0 - 7.125 686886090.00 675996210.03 U.S. Treasuries (including strips) Federal National Mortgage Association 2040-08-01 2060-01-01 2.5 - 5 739064552.00 337297905.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 2052-04-01 2 - 3.5 111021585.00 95649235.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1087172000.00 1087172000.00 0.0049 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III824000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-11-20 2052-02-20 2 - 4 270691002.00 127713182.50 Agency Mortgage-Backed Securities Federal National Mortgage Association 2049-08-01 2052-01-01 2 - 3 44111946.00 34397149.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2036-03-01 2050-12-01 3 - 5.5 495353986.00 57173179.86 Agency Mortgage-Backed Securities United States Treasury 2022-07-14 2052-02-15 0 - 6.5 263151000.00 154588143.62 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 365000000.00 365000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III834000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2036-02-01 2051-12-01 2 - 5 30548296.00 10830974.29 Agency Mortgage-Backed Securities United States Treasury 2024-07-15 2051-02-15 0 - 5.25 549320100.00 260086935.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2036-03-01 2050-01-01 3 - 5.5 227497.00 3197.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-01-20 2052-02-20 2 - 4 14238691.00 11184001.58 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 274000000.00 274000000.00 0.0012 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 549300QJJX6CVVUXLE15 JAI679000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2038-11-20 2052-03-20 2 - 5 741246632.00 466707985.24 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-02-01 2051-12-01 2 - 5 171318832.00 43839650.03 Agency Mortgage-Backed Securities United States Treasury 2022-05-15 2052-02-15 0 - 7.25 688634712.00 638069986.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2036-03-01 2050-12-01 3 - 5.5 171036643.00 36302824.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1157331000.00 1157331000.00 0.0052 N Y Y N RBC Financial Group RBC Financial Group, 0.30% ES7IP3U3RHIGC71XBU11 IIA333000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-31 2046-11-15 0 - 3.75 205389400.00 198721191.21 U.S. Treasuries (including strips) Government National Mortgage Association 2052-04-20 2052-04-20 5 - 5 1447205.00 1518417.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-05-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0030 196000000.00 196000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.33% ES7IP3U3RHIGC71XBU11 III296000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2038-09-15 2052-04-20 1.19 - 6 611302526.00 362177987.05 Agency Mortgage-Backed Securities United States Treasury 2022-05-31 2051-08-15 0 - 3.5 983286500.00 941573998.99 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 N N/A N/A N N 0.0033 1277000000.00 1277000000.00 0.0058 N N Y N RBC Financial Group RBC Financial Group, 1.04% ES7IP3U3RHIGC71XBU11 JAH765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2051-06-20 2051-06-20 0.69 - 0.69 75007508.00 62232651.56 Agency Collateralized Mortgage Obligation United States Treasury 2022-06-14 2050-08-15 0 - 4.5 1837660500.00 1833489284.87 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0104 1851000000.00 1851000000.00 0.0083 N N Y N Societe Generale Societe Generale, 0.30% O2RNE8IBXP4R0TD8PU41 JAH616000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-06-16 2050-08-15 0 - 6.375 15323285.00 14809852.70 U.S. Treasuries (including strips) Federal National Mortgage Association 2039-02-01 2052-03-01 2 - 7 282855172.00 157076057.48 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 21387000.00 16761825.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2044-03-01 2046-08-01 3.5 - 3.83 332102.00 173894.22 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 185000000.00 185000000.00 0.0008 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.3%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI679000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2046-08-01 2049-09-01 3.5 - 3.5 283162493.00 56836940.98 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-12-01 2052-04-01 2.5 - 4 936136582.00 471590815.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-02-20 2051-06-20 2 - 4.5 216285454.00 28097164.60 Agency Mortgage-Backed Securities United States Treasury 2022-07-14 2051-02-15 0 - 3 1804734743.00 1704582524.78 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 2216602000.00 2216602000.00 0.0100 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.3%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI679000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2048-12-01 2050-06-01 2 - 4 4952234350.00 1296843330.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-20 2046-03-20 3 - 3.5 1872313665.00 302350033.33 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1554130000.00 1554130000.00 0.0070 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 5493006GGLR4BTEL8O61 IGG247000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2049-08-01 2049-08-01 3.5 - 3.5 652055000.00 102405966.07 Agency Mortgage-Backed Securities United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 19350000.00 19136123.60 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 3 N N/A N/A N N 0.0022 119000000.00 119000000.00 0.0005 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.52% 5493006GGLR4BTEL8O61 IHE575000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2051-04-20 2051-04-20 2.5 - 2.5 207059000.00 163623510.42 Agency Mortgage-Backed Securities United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 16350000.00 16166453.75 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0052 176000000.00 176000000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.55% 5493006GGLR4BTEL8O61 IIJ008000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 5300000.00 5242058.04 U.S. Treasuries (including strips) Government National Mortgage Association 2046-10-20 2046-10-20 3 - 3 333333000.00 71320415.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-06-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0055 75000000.00 75000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.75% 5493006GGLR4BTEL8O61 IJE261000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2047-12-01 2047-12-01 3.5 - 3.5 280000000.00 54969874.78 Agency Mortgage-Backed Securities United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 2250000.00 2225306.75 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0075 56000000.00 56000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.88% 5493006GGLR4BTEL8O61 JAA405000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 1050000.00 1037789.38 U.S. Treasuries (including strips) Federal National Mortgage Association 2047-10-01 2052-01-01 2.5 - 3.5 513462000.00 100683223.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-07-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0088 99602500.00 99602500.00 0.0004 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.31% SUVUFHICNZMP2WKHG940 JAH715000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2035-05-01 2061-03-01 2.5 - 4 1062036765.00 905790695.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 888000000.00 888000000.00 0.0040 N N Y N Fannie Mae Fannie Mae, 0.40% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-07-29 2022-07-29 N N N 0.0030 143936006.66 143936006.66 0.0006 N N N N Fannie Mae Fannie Mae, 0.46% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-13 2022-05-13 N N N 0.0031 50002838.50 50002838.50 0.0002 N N N N Fannie Mae Fannie Mae, 0.47% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-19 2022-05-19 N N N 0.0033 353226313.40 353226313.40 0.0016 N N N N Fannie Mae Fannie Mae, 0.47% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-04 2022-07-06 2022-07-06 N N N 0.0029 688229613.12 688229613.12 0.0031 N N N N Fannie Mae Fannie Mae, 0.48% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-06-17 2022-06-17 N N N 0.0032 500106760.00 500106760.00 0.0023 N N N N Fannie Mae Fannie Mae, 0.48% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-06-24 2022-06-24 N N N 0.0029 506145115.74 506145115.74 0.0023 N N N N Fannie Mae Fannie Mae, 0.55% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-04 2022-05-04 N N N 0.0044 512007777.28 512007777.28 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EKZY5 US3133EKZY54 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0089 6403693.25 6403693.25 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133ELN26 US3133ELN268 U.S. Government Agency Debt Y N/A N/A 2022-06-22 2022-06-22 2022-06-22 N N N 0.0069 9993605.80 9993605.80 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMRS3 US3133EMRS35 U.S. Government Agency Debt Y N/A N/A 2022-08-24 2022-08-24 2022-08-24 N N N 0.0121 10462105.29 10462105.29 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ENCW8 US3133ENCW84 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0065 93865258.52 93865258.52 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ENFU9 US3133ENFU91 U.S. Government Agency Debt Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0080 142717556.41 142717556.41 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ENQB9 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2023-03-03 2023-03-03 N N N 0.0031 85737302.14 85737302.14 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ENQT0 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2023-03-07 2023-03-07 N N N 0.0031 115985097.48 115985097.48 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.60% 3133ELCX0 US3133ELCX02 U.S. Government Agency Debt Y N/A N/A 2022-05-04 2022-12-09 2022-12-09 N N N 0.0028 5009658.80 5009658.80 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.31% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-11-07 2022-11-07 N N N 0.0078 37101114.34 37101114.34 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APQ24 2549001DPIFGXC1TOL40 US3130APQ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0006 140000000.00 140000000.00 0.0006 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AQ3J0 2549001DPIFGXC1TOL40 US3130AQ3J00 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0057 182931682.44 182931682.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313379Q69 2549001DPIFGXC1TOL40 US313379Q698 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-06-10 2022-06-10 2022-06-10 N N N 0.0066 4707799.37 4707799.37 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AQJL8 2549001DPIFGXC1TOL40 US3130AQJL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0054 79980346.40 79980346.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AQGC1 2549001DPIFGXC1TOL40 US3130AQGC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0058 356872783.05 356872783.05 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% to 0.12% 3130AQGL1 2549001DPIFGXC1TOL40 US3130AQGL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0058 159942984.00 159942984.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2023-09-01 2023-09-01 N N N 0.0031 366999735.76 366999735.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-12-08 2022-12-08 N N N 0.0029 1210370187.40 1210370187.40 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-11-23 2022-11-23 N N N 0.0030 476115563.28 476115563.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-12-15 2022-12-15 N N N 0.0031 500079095.00 500079095.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-17 2022-05-17 N N N 0.0032 108000948.24 108000948.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-11-18 2022-11-18 N N N 0.0030 176792384.65 176792384.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-12-02 2022-12-02 N N N 0.0030 352089034.88 352089034.88 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-08-12 2022-08-12 N N N 0.0029 305068686.00 305068686.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-26 2022-05-26 N N N 0.0032 421914876.19 421914876.19 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313385WS1 2549001DPIFGXC1TOL40 US313385WS12 U.S. Government Agency Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0037 36995078.63 36995078.63 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-09-16 2022-09-16 N N N 0.0029 143796123.63 143796123.63 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-09-15 2022-09-15 N N N 0.0029 176055969.76 176055969.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313385WW2 2549001DPIFGXC1TOL40 US313385WW24 U.S. Government Agency Debt Y N/A N/A 2022-05-16 2022-05-16 2022-05-16 N N N 0.0040 166968904.60 166968904.60 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313385WX0 2549001DPIFGXC1TOL40 US313385WX07 U.S. Government Agency Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0040 174965087.50 174965087.50 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WZ5 2549001DPIFGXC1TOL40 US313385WZ54 U.S. Government Agency Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0041 348921091.10 348921091.10 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385XA9 2549001DPIFGXC1TOL40 US313385XA94 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0041 355914773.60 355914773.60 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385XD3 2549001DPIFGXC1TOL40 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0042 53984918.34 53984918.34 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385XE1 2549001DPIFGXC1TOL40 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0042 325804644.92 325804644.92 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313385XF8 2549001DPIFGXC1TOL40 US313385XF81 U.S. Government Agency Debt Y N/A N/A 2022-05-25 2022-05-25 2022-05-25 N N N 0.0043 48985011.39 48985011.39 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313385XH4 2549001DPIFGXC1TOL40 US313385XH48 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0043 662779075.14 662779075.14 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313385XM3 2549001DPIFGXC1TOL40 US313385XM33 U.S. Government Agency Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0044 176931736.41 176931736.41 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313381BR5 2549001DPIFGXC1TOL40 US313381BR53 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-09 2022-12-09 2022-12-09 N N N 0.0163 25062293.01 25062293.01 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AQP23 2549001DPIFGXC1TOL40 US3130AQP233 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0183 81220127.52 81220127.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385XN1 2549001DPIFGXC1TOL40 US313385XN16 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0066 149910349.50 149910349.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385XP6 2549001DPIFGXC1TOL40 US313385XP63 U.S. Government Agency Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0066 510684411.51 510684411.51 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385XT8 2549001DPIFGXC1TOL40 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2022-06-06 2022-06-06 2022-06-06 N N N 0.0067 335765724.00 335765724.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385XU5 2549001DPIFGXC1TOL40 US313385XU58 U.S. Government Agency Debt Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0067 557599824.72 557599824.72 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385XW1 2549001DPIFGXC1TOL40 US313385XW15 U.S. Government Agency Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0067 252808481.53 252808481.53 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YA8 2549001DPIFGXC1TOL40 US313385YA85 U.S. Government Agency Debt Y N/A N/A 2022-06-13 2022-06-13 2022-06-13 N N N 0.0068 18984103.84 18984103.84 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YB6 2549001DPIFGXC1TOL40 US313385YB68 U.S. Government Agency Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0068 79931476.00 79931476.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YD2 2549001DPIFGXC1TOL40 US313385YD25 U.S. Government Agency Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0068 83924704.92 83924704.92 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N N N 0.0068 18982590.68 18982590.68 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt Y N/A N/A 2022-06-24 2022-06-24 2022-06-24 N N N 0.0069 264720255.40 264720255.40 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YR1 2549001DPIFGXC1TOL40 US313385YR11 U.S. Government Agency Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0069 121661724.11 121661724.11 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YS9 2549001DPIFGXC1TOL40 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2022-06-29 2022-06-29 2022-06-29 N N N 0.0069 37956103.16 37956103.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YT7 2549001DPIFGXC1TOL40 US313385YT76 U.S. Government Agency Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0069 178789028.81 178789028.81 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0086 39940090.00 39940090.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 313385ZX7 2549001DPIFGXC1TOL40 US313385ZX79 U.S. Government Agency Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0087 823215582.75 823215582.75 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0087 167632456.32 167632456.32 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ARG70 2549001DPIFGXC1TOL40 US3130ARG701 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-30 2023-03-30 2023-03-30 N N N 0.0141 368687691.40 368687691.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 313385E93 2549001DPIFGXC1TOL40 US313385E931 U.S. Government Agency Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0120 145372121.16 145372121.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0121 206061592.41 206061592.41 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 313385G75 2549001DPIFGXC1TOL40 US313385G753 U.S. Government Agency Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0121 127389932.80 127389932.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313385P59 2549001DPIFGXC1TOL40 US313385P598 U.S. Government Agency Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0145 377039777.20 377039777.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 U.S. Government Agency Debt Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0166 17786712.96 17786712.96 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384AV1 2549001DPIFGXC1TOL40 US313384AV14 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0166 361646521.50 361646521.50 0.0016 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-08-18 2022-08-18 N N N 0.0031 260949941.48 260949941.48 0.0012 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-05-03 2022-08-03 2022-08-03 N N N 0.0030 302052155.40 302052155.40 0.0014 N N N N Freddie Mac Freddie Mac, 0.47% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-06-02 2022-06-02 N N N 0.0029 50008214.00 50008214.00 0.0002 N N N N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FHLMC New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.46% 64970HDP6 US64970HDP64 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2043-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0046 30260000.00 30260000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.40% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0040 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.40% (Clinton Green North Hsg. Proj.) Series 2006 A, LOC Freddie Mac VRDN 64986M2U8 US64986M2U84 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0040 28000000.00 28000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.40% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0040 34955000.00 34955000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.42% (Saville Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD85 US64986MD853 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2035-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0042 53400000.00 53400000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.43% Series 2010 A, LOC Freddie Mac VRDN 64986UXS1 US64986UXS13 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2044-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0043 14015000.00 14015000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.39% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 13500000.00 13500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.38% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0038 7000000.00 7000000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.39% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 26800000.00 26800000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.39% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 17400000.00 17400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.39% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 11700000.00 11700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.40% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0040 10500000.00 10500000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.40% (East 39th Street Hsg. Proj.) Series 1999 A, LOC Fannie Mae VRDN 64986MJW6 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2031-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0040 33700000.00 33700000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.40% 64986M4E2 US64986M4E25 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2039-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0040 22200000.00 22200000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.40% (360 West 43rd Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSG1 US64986MSG14 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2033-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0040 20000000.00 20000000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.46% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0046 49300000.00 49300000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.46% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0046 15400000.00 15400000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.39% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0039 10600000.00 10600000.00 0.0000 N N Y N Florida Hsg. Fin. Corp. Rev. FNMA Florida Hsg. Fin. Corp. Rev., 0.48% 34073MVT6 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2032-09-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0048 7435000.00 7435000.00 0.0000 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.15% H7FNTJ4851HG0EXQ1Z70 JAI527000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0115 84000000.00 84000000.00 0.0004 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.13% 5493006GGLR4BTEL8O61 JAG568000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-06 2022-05-06 2022-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0113 103000000.00 103000000.00 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2022-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer