0000278001-22-000016.txt : 20220805 0000278001-22-000016.hdr.sgml : 20220805 20220805081839 ACCESSION NUMBER: 0000278001-22-000016 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220731 FILED AS OF DATE: 20220805 DATE AS OF CHANGE: 20220805 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: 221138693 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 2022-07-31 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 24 54 190656519386.45 186012979420.94 183847426668.23 181860110877.81 181075652929.96 214766601628.77 212028311229.04 207673136692.51 207196684851.74 203219139003.60 0.8300 0.8100 0.8200 0.8000 0.8100 0.9400 0.9200 0.9200 0.9100 0.9100 0.00 217930082739.75 218010379162.00 6278163733.67 1611202769.76 222677340125.91 222637214752.10 1.0000 0.0183 0.9998 0.9997 0.9996 0.9997 0.9998 C000019553 1.00 222677340125.91 222637214752.10 0.9998 0.9997 0.9996 0.9997 0.9998 17332513552.07 18842785904.59 12612944446.05 13450777257.79 13832559373.39 15385416916.23 15157848583.72 15075926065.27 15246652362.02 16498416806.62 61063830587.08 64249497374.93 0.0135 N ABN AMRO Bank NV ABN AMRO Bank NV, 2.30% JKQ940000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2043-08-15 0.75 - 3.625 239012900.00 239757402.01 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 235000000.00 235000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.30% G5GSEF7VJP5I7OUK5573 JKQ945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2026-09-30 0.75 - 2.75 724923400.00 687611777.58 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 674000000.00 674000000.00 0.0030 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.17% R0MUWSFPU8MPRO8K5P83 JBD114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-20 2029-04-30 0 - 2.875 173351600.00 172845076.48 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0116 169000000.00 169000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.18% R0MUWSFPU8MPRO8K5P83 JBC366000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-20 2049-02-15 0 - 5 892792800.00 906888402.11 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0117 885000000.00 885000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.19% R0MUWSFPU8MPRO8K5P83 JBE368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2049-05-15 1.5 - 4.75 329680700.00 347950265.59 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0118 340000000.00 340000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.33% R0MUWSFPU8MPRO8K5P83 JBB223000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-15 2051-11-15 0 - 5.25 1118833700.00 1038726682.62 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 1013000000.00 1013000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.35% R0MUWSFPU8MPRO8K5P83 JBD031000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2047-05-15 0.625 - 6.75 1028516881.00 991572876.50 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 969000000.00 969000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.35% R0MUWSFPU8MPRO8K5P83 JBD607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-27 2052-02-15 0 - 6.5 378568400.00 347877082.58 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 338000000.00 338000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.36% R0MUWSFPU8MPRO8K5P83 JBF013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-15 2051-11-15 0.125 - 6.75 1136877300.00 1046225999.34 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 1021000000.00 1021000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.41% R0MUWSFPU8MPRO8K5P83 JBG660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-02 2052-02-15 0 - 6.5 375874869.00 348246445.99 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0140 340000000.00 340000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 JJL611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2050-05-15 0.25 - 4.25 103344000.00 87336033.74 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 85000000.00 85000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.76% R0MUWSFPU8MPRO8K5P83 JKF366000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2051-11-15 0.125 - 6.5 1023347500.00 978662620.45 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 957000000.00 957000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 JKR046000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-20 2050-08-15 0 - 6.75 1336323300.00 1275290715.60 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 1250000000.00 1250000000.00 0.0056 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 JKL456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-06 2050-08-15 0 - 7.125 668837200.00 622992117.45 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-10-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 610000000.00 610000000.00 0.0027 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 2.30% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-02 2052-05-15 0 - 2.875 506538900.00 506050424.97 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-26 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0228 495999702.40 495999702.40 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 JKQ513000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2050-11-15 0.25 - 3.875 574297400.00 552317080.31 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0228 540999567.20 540999567.20 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 JKQ512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-11-15 0.25 - 3.375 570855500.00 552377451.72 U.S. Treasuries (including strips) Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0228 540999350.80 540999350.80 0.0024 N N Y N DNB Bank ASA DNB Bank ASA, 2.30% 549300GKFG0RYRRQ1414 JKQ960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2029-02-15 2.625 - 3.125 67823000.00 69041765.62 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 67000000.00 67000000.00 0.0003 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 2.30% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2046-11-15 0.875 - 4.5 115615190100.00 115381110575.96 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 115359000000.00 115359000000.00 0.5181 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.30% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-15 2028-11-15 0.375 - 3.125 141470000.00 137784987.75 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 135000000.00 135000000.00 0.0006 N Y Y N 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 2025-07-15 2039-11-15 1.875 - 4.375 143530800.00 171854444.49 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0108 168000000.00 168000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.15% 213800MBWEIJDM5CU638 JBA230000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2027-02-28 1.875 - 2.375 171342000.00 172873472.29 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0114 169000000.00 169000000.00 0.0008 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.15% H7FNTJ4851HG0EXQ1Z70 JAI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2023-10-15 0.125 - 0.125 88848000.00 85922888.97 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0114 84000000.00 84000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.20% H7FNTJ4851HG0EXQ1Z70 JBA799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-08-15 2.25 - 3 174080600.00 171832475.02 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0119 168000000.00 168000000.00 0.0008 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.22% H7FNTJ4851HG0EXQ1Z70 JBA800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2025-09-30 0.25 - 3 86221000.00 86942007.69 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0121 85000000.00 85000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.36% H7FNTJ4851HG0EXQ1Z70 JJL118000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2025-09-30 0.25 - 3 73140700.00 69530062.12 U.S. Treasuries (including strips) Y N/A N/A 2022-08-26 2022-08-26 2022-08-26 N N N 0.0135 68000000.00 68000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.50% H7FNTJ4851HG0EXQ1Z70 JJS455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2025-09-30 0.125 - 3 107476300.00 104250522.60 U.S. Treasuries (including strips) Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0149 102000000.00 102000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.58% H7FNTJ4851HG0EXQ1Z70 JKP976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.5 - 2.5 171504600.00 172043660.99 U.S. Treasuries (including strips) Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0256 168000000.00 168000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 2.30% RB0PEZSDGCO3JS6CEU02 JKQ958000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2024-03-15 0.25 - 0.25 630053000.00 603464078.53 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 591000000.00 591000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 JKQ928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2051-11-15 0.75 - 2.875 1262448500.00 1206205060.10 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 1182000000.00 1182000000.00 0.0053 N Y Y N Royal Bank of Canada Royal Bank of Canada, 2.30% ES7IP3U3RHIGC71XBU11 JKQ504000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2044-05-15 1.5 - 3.375 580490800.00 583590218.12 U.S. Treasuries (including strips) Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0228 571999771.20 571999771.20 0.0026 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.30% 6PJDTY319315T5LR2241 JKQ959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2031-08-15 0.75 - 2.875 758644000.00 713778072.04 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 700000000.00 700000000.00 0.0031 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.36% 5493006GGLR4BTEL8O61 JKP636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2052-02-15 1.25 - 2.25 4752000.00 4124885.23 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0233 3917500.00 3917500.00 0.0000 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.95% 912796S67 254900HROIFWPRGM1V77 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0095 296953097.76 296953097.76 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0157 175200906.42 175200906.42 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796XN4 254900HROIFWPRGM1V77 US912796XN42 U.S. Treasury Debt Y N/A N/A 2022-08-23 2022-08-23 2022-08-23 N N N 0.0183 44943178.05 44943178.05 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.95% 912796XV6 254900HROIFWPRGM1V77 US912796XV67 U.S. Treasury Debt Y N/A N/A 2022-09-13 2022-09-13 2022-09-13 N N N 0.0195 1959947413.07 1959947413.07 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.97% 912796XU8 254900HROIFWPRGM1V77 US912796XU84 U.S. Treasury Debt Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0197 156672132.19 156672132.19 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.99% 912796U56 254900HROIFWPRGM1V77 US912796U567 U.S. Treasury Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0199 576282218.68 576282218.68 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0200 1470756808.50 1470756808.50 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.14% 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0214 1349183919.51 1349183919.51 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0220 928263714.52 928263714.52 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0220 11850858.00 11850858.00 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.28% 912796V63 254900HROIFWPRGM1V77 US912796V631 U.S. Treasury Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0228 1232931658.47 1232931658.47 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0238 397562000.00 397562000.00 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0244 1909699354.00 1909699354.00 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796N96 254900HROIFWPRGM1V77 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0245 146058072.51 146058072.51 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796W54 254900HROIFWPRGM1V77 US912796W548 U.S. Treasury Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0248 138033844.36 138033844.36 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.51% 912796W62 254900HROIFWPRGM1V77 US912796W621 U.S. Treasury Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0251 1399707720.41 1399707720.41 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.56% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0256 1090970529.00 1090970529.00 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.58% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0258 95226175.68 95226175.68 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.59% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0259 664890506.30 664890506.30 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.59% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0259 2501889053.28 2501889053.28 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.60% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0260 3180235371.30 3180235371.30 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.68% 912796YS2 254900HROIFWPRGM1V77 US912796YS20 U.S. Treasury Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0268 178400095.20 178400095.20 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.71% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0271 1718528056.30 1718528056.30 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.76% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0276 1581061152.00 1581061152.00 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.79% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0279 2010508893.16 2010508893.16 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.84% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0284 758420159.52 758420159.52 0.0034 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 0.0300 50097267.50 50097267.50 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 1.02% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0203 1410640773.51 1410640773.51 0.0063 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 0.0205 272943554.52 272943554.52 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 0.0218 1078415961.82 1078415961.82 0.0048 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 0.0220 537835156.80 537835156.80 0.0024 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 0.0204 263546680.32 263546680.32 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 1.18% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0205 1142160957.99 1142160957.99 0.0051 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 0.0220 156177188.84 156177188.84 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 1.34% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0212 860048332.88 860048332.88 0.0039 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 0.0220 993120583.47 993120583.47 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% to 1.37% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0237 252677645.11 252677645.11 0.0011 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 0.0269 30927343.75 30927343.75 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 0.0281 173044921.00 173044921.00 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 0.0280 694042500.00 694042500.00 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.68% to 0.86% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0286 306760196.09 306760196.09 0.0014 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 0.0289 135224375.68 135224375.68 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.82% 9128283U2 254900HROIFWPRGM1V77 US9128283U26 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0292 117677343.16 117677343.16 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 0.0228 37926110.14 37926110.14 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.52% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0237 174830479.25 174830479.25 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0260 29913281.40 29913281.40 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.99% to 2.18% 912828Z86 254900HROIFWPRGM1V77 US912828Z864 U.S. Treasury Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0287 572334412.62 572334412.62 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.99% to 2.17% 912828UN8 254900HROIFWPRGM1V77 US912828UN88 U.S. Treasury Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0289 365236678.77 365236678.77 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.57% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-08-01 2023-10-31 2023-10-31 N N N 0.0229 3432947190.79 3432947190.79 0.0154 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.57% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-08-01 2023-04-30 2023-04-30 N N N 0.0219 634745902.62 634745902.62 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.57% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-08-01 2023-07-31 2023-07-31 N N N 0.0222 5509510929.74 5509510929.74 0.0247 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.59% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-08-01 2022-10-31 2022-10-31 N N N 0.0212 103120680.98 103120680.98 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.59% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-08-01 2023-01-31 2023-01-31 N N N 0.0215 477857945.16 477857945.16 0.0021 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMRS3 254900C5LP6DN9OP9V83 US3133EMRS35 U.S. Government Agency Debt Y N/A N/A 2022-08-24 2022-08-24 2022-08-24 N N N 0.0260 10481656.61 10481656.61 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ENFU9 254900C5LP6DN9OP9V83 US3133ENFU91 U.S. Government Agency Debt Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0199 142874709.12 142874709.12 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.29% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-03-03 2023-03-03 N N N 0.0228 85757733.79 85757733.79 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-03-07 2023-03-07 N N N 0.0230 115996557.12 115996557.12 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.34% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-07-26 2023-07-26 N N N 0.0231 149030623.97 149030623.97 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.59% 3133ENYG9 254900C5LP6DN9OP9V83 US3133ENYG96 U.S. Government Agency Debt Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0303 39340408.93 39340408.93 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.60% 3133ELCX0 254900C5LP6DN9OP9V83 US3133ELCX02 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-12-09 2022-12-09 N N N 0.0229 5005412.00 5005412.00 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.96% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-11-07 2022-11-07 N N N 0.0238 37056037.61 37056037.61 0.0002 N N N 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 0.0285 24937347.44 24937347.44 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385A48 2549001DPIFGXC1TOL40 US313385A483 U.S. Government Agency Debt Y N/A N/A 2022-08-02 2022-08-02 2022-08-02 N N N 0.0055 17998911.90 17998911.90 0.0001 N N Y 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 0.0280 81114796.88 81114796.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 313385A55 2549001DPIFGXC1TOL40 US313385A558 U.S. Government Agency Debt Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0088 380953940.91 380953940.91 0.0017 N N Y 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 0.0204 367499318.00 367499318.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 313385A63 2549001DPIFGXC1TOL40 US313385A632 U.S. Government Agency Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0109 1216779321.39 1216779321.39 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313385B47 2549001DPIFGXC1TOL40 US313385B473 U.S. Government Agency Debt Y N/A N/A 2022-08-10 2022-08-10 2022-08-10 N N N 0.0164 46974437.17 46974437.17 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 313385B54 2549001DPIFGXC1TOL40 US313385B549 U.S. Government Agency Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0168 210872492.70 210872492.70 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AS5D7 2549001DPIFGXC1TOL40 US3130AS5D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0266 528023195.40 528023195.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AS7B9 2549001DPIFGXC1TOL40 US3130AS7B91 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-21 2022-12-21 2022-12-21 N N N 0.0268 176352840.21 176352840.21 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AS7F0 2549001DPIFGXC1TOL40 US3130AS7F06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-23 2022-12-23 2022-12-23 N N N 0.0269 234126220.65 234126220.65 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AS7D5 2549001DPIFGXC1TOL40 US3130AS7D57 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-23 2022-12-23 2022-12-23 N N N 0.0269 234137832.00 234137832.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 313385C95 2549001DPIFGXC1TOL40 US313385C950 U.S. Government Agency Debt Y N/A N/A 2022-08-23 2022-08-23 2022-08-23 N N N 0.0193 85885706.86 85885706.86 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 313385D29 2549001DPIFGXC1TOL40 US313385D297 U.S. Government Agency Debt Y N/A N/A 2022-08-24 2022-08-24 2022-08-24 N N N 0.0196 87507004.28 87507004.28 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313385E28 2549001DPIFGXC1TOL40 US313385E287 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0212 77847415.62 77847415.62 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 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 0.0216 205506135.60 205506135.60 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0216 177562047.02 177562047.02 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 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 0.0220 206406580.68 206406580.68 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 313385G59 2549001DPIFGXC1TOL40 US313385G597 U.S. Government Agency Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0220 696795857.28 696795857.28 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 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 0.0220 642884916.00 642884916.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313385H41 2549001DPIFGXC1TOL40 US313385H413 U.S. Government Agency Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0221 126543568.35 126543568.35 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313385H58 2549001DPIFGXC1TOL40 US313385H587 U.S. Government Agency Debt Y N/A N/A 2022-09-28 2022-09-28 2022-09-28 N N N 0.0221 940547905.28 940547905.28 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0221 381551210.58 381551210.58 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-09-01 2023-09-01 N N N 0.0230 367026394.64 367026394.64 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-01-23 2023-01-23 N N N 0.0231 186010761.96 186010761.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-01-23 2023-01-23 N N N 0.0231 373021887.64 373021887.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-01-23 2023-01-23 N N N 0.0231 727042558.58 727042558.58 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2024-01-12 2024-01-12 N N N 0.0232 279526370.83 279526370.83 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-01-25 2023-01-25 N N N 0.0228 186041392.44 186041392.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2024-01-05 2024-01-05 N N N 0.0233 929046840.18 929046840.18 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-11-23 2022-11-23 N N N 0.0230 476046176.76 476046176.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-12-15 2022-12-15 N N N 0.0230 500054200.00 500054200.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-04-25 2023-04-25 N N N 0.0233 372010006.80 372010006.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2024-04-12 2024-04-12 N N N 0.0233 372538523.95 372538523.95 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2023-07-26 2023-07-26 N N N 0.0234 744026843.52 744026843.52 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-12-02 2022-12-02 N N N 0.0230 352036108.16 352036108.16 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-11-18 2022-11-18 N N N 0.0230 176766678.13 176766678.13 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-12-08 2022-12-08 N N N 0.0230 1210126432.90 1210126432.90 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313385J31 2549001DPIFGXC1TOL40 US313385J310 U.S. Government Agency Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0234 110527223.25 110527223.25 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313385J49 2549001DPIFGXC1TOL40 US313385J492 U.S. Government Agency Debt Y N/A N/A 2022-10-05 2022-10-05 2022-10-05 N N N 0.0234 995674340.00 995674340.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313385J56 2549001DPIFGXC1TOL40 US313385J567 U.S. Government Agency Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0234 149341191.00 149341191.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2024-07-12 2024-07-12 N N N 0.0235 93006503.49 93006503.49 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2024-07-11 2024-07-11 N N N 0.0235 373026035.40 373026035.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313385K54 2549001DPIFGXC1TOL40 US313385K540 U.S. Government Agency Debt Y N/A N/A 2022-10-14 2022-10-14 2022-10-14 N N N 0.0235 677149816.84 677149816.84 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2024-01-26 2024-01-26 N N N 0.0235 744072912.00 744072912.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt Y N/A N/A 2022-10-19 2022-10-19 2022-10-19 N N N 0.0236 700300557.44 700300557.44 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313385L46 2549001DPIFGXC1TOL40 US313385L464 U.S. Government Agency Debt Y N/A N/A 2022-10-21 2022-10-21 2022-10-21 N N N 0.0236 739991655.36 739991655.36 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313385L79 2549001DPIFGXC1TOL40 US313385L795 U.S. Government Agency Debt Y N/A N/A 2022-10-24 2022-10-24 2022-10-24 N N N 0.0236 457430191.60 457430191.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313385L95 2549001DPIFGXC1TOL40 US313385L951 U.S. Government Agency Debt Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0237 544182823.91 544182823.91 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2024-07-26 2024-07-26 N N N 0.0238 28001974.28 28001974.28 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-09-15 2022-09-15 N N N 0.0227 176019164.64 176019164.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-08-01 2022-09-16 2022-09-16 N N N 0.0227 143766243.75 143766243.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 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 0.0254 377160537.40 377160537.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.69% 313385T97 2549001DPIFGXC1TOL40 US313385T970 U.S. Government Agency Debt Y N/A N/A 2022-12-21 2022-12-21 2022-12-21 N N N 0.0269 187009879.14 187009879.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.85% 313384AC3 2549001DPIFGXC1TOL40 US313384AC33 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0285 149171536.47 149171536.47 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.86% 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 0.0286 17759688.84 17759688.84 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.86% 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 0.0286 361085293.44 361085293.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.86% 313384BB4 2549001DPIFGXC1TOL40 US313384BB41 U.S. Government Agency Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0286 406275952.16 406275952.16 0.0018 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 2.30% JKQ939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2052-07-01 2 - 5.5 586428939.00 245676218.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2043-08-15 2043-08-15 3.625 - 3.625 30319600.00 32645072.45 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-03-01 2051-07-01 3 - 4.5 180407874.00 69734373.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2052-06-20 3 - 4.5 251553807.00 159298505.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 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 2.3%, dated 7/29/2022 due 08/01/2022 B4TYDEB6GKMZO031MB27 JKR336000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 8461600399.00 1189303174.95 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 1158298000.00 1158298000.00 0.0052 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.3%, dated 7/29/2022 due 08/01/2022 B4TYDEB6GKMZO031MB27 JKR525000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 76624259.00 10769768.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 10489000.00 10489000.00 0.0000 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.30% 3Y4U8VZURTYWI1W2K376 JKQ515000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2052-07-01 2 - 4.5 115207511.00 112577334.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2072-06-20 2.47 - 4 19467235.00 20056552.67 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-08-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 129999636.00 129999636.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.34% R0MUWSFPU8MPRO8K5P83 JBB221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-01 2052-07-01 1.5 - 7.5 147709729.00 88284793.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-03-01 2052-08-01 2 - 7 453411235.00 412352100.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-05-20 2052-06-20 2 - 6.5 350335900.00 115414428.17 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 602000000.00 602000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.45% R0MUWSFPU8MPRO8K5P83 JJL058000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-01-20 2051-01-20 2 - 2 78039444.00 57765751.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2051-09-01 2 - 6 107971690.00 38359450.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-01 2041-02-01 4 - 6.5 188889.00 21264.63 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-09-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 94000000.00 94000000.00 0.0004 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.3%, dated 7/29/2022 due 08/01/2022 VJW2DOOHGDT6PR0ZRO63 JKR336000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-25 2052-08-01 0.25 - 9 182594904.00 157261533.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-08-01 0.125 - 8 118355200.00 100120943.16 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2022-08-15 1.875 - 1.875 1554.00 1567.34 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-06-09 2026-11-25 0.23 - 3.375 19956707.00 19253633.02 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-08-14 2029-04-26 0.43 - 3.5 4361256.00 4250660.12 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-08-09 2052-05-15 0 - 7.25 169343040.00 167294181.60 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-08-20 2052-07-20 1.5 - 9 115264036.00 87043142.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 524563000.00 524563000.00 0.0024 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.3%, dated 7/29/2022 due 08/01/2022 8NAV47T0Y26Q87Y0QP81 JKR336000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 7896878.00 7750332.56 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2032-02-25 2032-02-25 0.01 - 0.01 17486785.00 16147786.99 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-04-01 2052-07-01 1.5 - 4 614796050.00 424360842.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2072-06-20 1.938 - 5.39 226802746.00 218168454.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0230 653235000.00 653235000.00 0.0029 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.30% 2IGI19DL77OX0HC3ZE78 JKQ135000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-04-01 2052-06-01 2 - 4.5 259899687.00 218594645.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-07-20 2051-01-20 3.5 - 4.5 6436092.00 2262613.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2052-06-01 2 - 6 553880641.00 345387411.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-09-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 555000000.00 555000000.00 0.0025 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.36% 2IGI19DL77OX0HC3ZE78 JKQ136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2037-03-25 2042-04-04 3.49 - 4 3000.00 2891.66 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 2052-06-01 0 - 7.5 256272632.00 46447951.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2063-09-16 1.051 - 3.924 87044929.00 14009696.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-04 2052-07-01 0 - 6.5 131572725.00 15556388.92 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0234 74000000.00 74000000.00 0.0003 N N N Y Citibank NA Citibank NA, 2.31% 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 Banks 2549001DPIFGXC1TOL40 2022-09-15 2026-09-11 1.535 - 3 20000.00 20210.65 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-09-01 2052-07-01 2 - 5 38729258.00 7554760.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2048-02-15 1 - 2 769832800.00 557452629.25 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-07-20 2072-03-20 3.128 - 4 2740797.00 2671780.88 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 749000.00 588816.61 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-09-01 2051-11-01 2 - 4 4001.00 2482.63 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0229 556999164.50 556999164.50 0.0025 N N Y N Citibank NA Citibank NA, 2.31% 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 S6XOOCT0IEG5ABCC6L87 2022-10-26 2038-11-15 0 - 6.75 20583000.00 24653538.24 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2065-09-15 0 - 5.98 8772000.00 8577193.31 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-15 2040-03-19 0.83 - 4.22 20855000.00 19953829.71 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-12 2049-10-15 0.12 - 5.22 16547000.00 15644156.93 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-06 2038-08-06 0 - 7.25 9102000.00 9110746.27 Agency Debentures and Agency Strips Resolution Funding Corp 2023-01-15 2030-04-15 0 - 8.875 20052000.00 15925295.93 Agency Debentures and Agency Strips Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0229 91999862.00 91999862.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 2.31% 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 254900HROIFWPRGM1V77 2023-01-31 2050-02-15 0.875 - 4.75 465825100.00 382039767.25 U.S. Treasuries (including strips) Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0229 370999443.50 370999443.50 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.3%, dated 7/29/2022 due 08/01/2022 MBNUM2BPBDO7JBLYG310 JKR336000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-04-15 2052-05-20 2 - 10 627598027.00 492372263.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0230 482625000.00 482625000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.30% 7LTWFZYICNSX8D621K86 JKQ947000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2029-03-31 2.375 - 2.375 23464400.00 23182378.68 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 41416.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.75 - 3.75 73088953.00 70296565.19 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 91000000.00 91000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.31% 7LTWFZYICNSX8D621K86 JKQ465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-05-15 2046-11-15 3.25 - 3.8 194337030.00 190598802.54 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0229 184999648.50 184999648.50 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-03-01 2052-06-01 2 - 4.5 425729577.00 301729340.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-06-01 2052-04-01 2 - 4.5 102586759.00 73702603.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 368000000.00 368000000.00 0.0017 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2051-07-20 2.5 - 3 1910298613.00 1516107350.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0229 1485996582.20 1485996582.20 0.0067 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.3%, dated 7/29/2022 due 08/01/2022 CYYGQCGNHMHPSMRL3R97 JKR336000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2052-07-01 2 - 5 68147955.00 47375518.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2052-05-01 2 - 5.5 120858472.00 98937479.44 Agency Mortgage-Backed Securities Resolution Funding Corp 2026-04-15 2030-04-15 0 - 8.625 1480056.00 1399067.83 Agency Debentures and Agency Strips Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 144788000.00 144788000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-10-01 2052-07-01 2.5 - 4.5 186103283.00 76643735.07 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-09 2022-08-09 2022-08-09 N N N 0.0177 75000000.00 75000000.00 0.0003 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.3%, dated 7/29/2022 due 08/01/2022 ZBUT11V806EZRVTWT807 JKR336000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 2052-06-01 3 - 4 382157405.00 246185433.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 241312000.00 241312000.00 0.0011 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 2.3%, dated 7/29/2022 due 08/01/2022 ZOMOLU8CGIZRYZ7PFU34 JKR336000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-01 2052-07-01 2 - 4 281777321.00 164123951.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 160875000.00 160875000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.33% K5HU16E3LMSVCCJJJ255 JKQ495000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-01-01 2052-07-01 2 - 6 553188563.00 282731486.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-07-01 2050-04-01 2.88 - 3.708 10340954.00 1922188.39 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-26 2022-09-26 2022-09-26 N N N 0.0242 278951956.20 278951956.20 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 7/29/2022 due 08/01/2022 7TK5RJIZDFROZCA6XF66 JKR525000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-11 2023-07-13 0 - 0 13533509.00 13376807.29 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 13112000.00 13112000.00 0.0001 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 7/29/2022 due 08/01/2022 7TK5RJIZDFROZCA6XF66 JKR336000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-11 2023-07-13 0 - 0 83022792.00 82061489.30 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 80437000.00 80437000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.30% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2027-01-01 2052-08-01 2.5 - 6.5 36460601.00 34511494.70 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2039-09-15 2039-09-15 5.25 - 5.25 24751000.00 29641541.84 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2040-05-15 1.125 - 4.25 21400.00 16069.50 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-19 2052-08-01 2 - 5 34177542.00 28668686.43 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 91000000.00 91000000.00 0.0004 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.32% 549300Y1PMK3RWXMWR72 JKQ497000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-05-01 0.25 - 5 1169206456.00 181716089.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 2051-12-01 2 - 4.5 271799218.00 151988488.22 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-15 2041-11-15 0 - 2 1171826.00 974347.79 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-06-15 2052-01-20 2 - 4 38987449.00 31985467.29 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-07-08 2024-07-08 3 - 3 12835000.00 12879383.43 Agency Debentures and Agency Strips Y N/A N/A 2022-08-30 2022-08-30 2022-08-30 N N N 0.0235 371982032.40 371982032.40 0.0017 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.3%, dated 7/29/2022 due 08/01/2022 OXTKY6Q8X53C9ILVV871 JKR336000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-03-14 2027-01-28 0.5 - 1.7 3864212.00 3572582.35 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-10-18 2042-11-15 0 - 2.875 108880.00 106144.27 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-10-15 2069-11-20 1.625 - 9.5 434174039.00 33696836.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 2059-04-01 0.625 - 9 3775180136.00 953757194.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-08-01 1.245 - 9 1159847657.00 321796067.66 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-06-15 2024-06-15 0 - 0 64350.00 60837.43 Agency Debentures and Agency Strips Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 1286998000.00 1286998000.00 0.0058 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.30% 549300QJJX6CVVUXLE15 JKQ503000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-08-01 2050-12-01 3 - 5.5 296439717.00 76444139.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2051-02-15 0 - 6.5 777754900.00 522126368.66 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-12-20 2052-06-20 2 - 4.5 512826968.00 277491759.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2052-03-01 2 - 4.5 262797969.00 168680489.75 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0229 1020996732.80 1020996732.80 0.0046 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.3%, dated 7/29/2022 due 08/01/2022 549300QJJX6CVVUXLE15 JKR336000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-08-01 2051-11-01 2 - 5.5 67550814.00 18781490.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-08-15 2051-08-15 0 - 7.25 155867884.00 78157646.78 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-05-20 2052-05-20 2 - 4 68443610.00 23504159.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2052-03-01 2 - 3.5 55552956.00 49710450.88 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 166096000.00 166096000.00 0.0007 N Y 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2052-08-01 2 - 6 1698062427.00 703554664.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-10-01 2060-06-01 2 - 5 2167140761.00 1189592358.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0104 1851000000.00 1851000000.00 0.0083 N Y Y N RBC Financial Group RBC Financial Group, 1.28% ES7IP3U3RHIGC71XBU11 JBB889000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-31 2045-02-15 0 - 4.75 916631238.00 848430479.02 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2052-07-01 2 - 6 341831554.00 211397205.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-10-20 2052-07-20 0.5 - 7 23836286.00 21241577.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2052-06-01 1.5 - 4.5 535537973.00 245964529.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-09-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0127 1297000000.00 1297000000.00 0.0058 N N Y N RBC Financial Group RBC Financial Group, 2.32% ES7IP3U3RHIGC71XBU11 JBE256000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2052-08-01 1.5 - 6 312756348.00 191867345.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-08-01 2052-08-01 2 - 6 18971675.00 13726796.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0230 200999939.70 200999939.70 0.0009 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.3%, dated 7/29/2022 due 08/01/2022 5U0XI89JRFVHWIBS4F54 JKR525000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-09-01 2.5 - 2.5 178631.00 144929.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 7.625 567404.00 538713.63 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 670000.00 670000.00 0.0000 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.3%, dated 7/29/2022 due 08/01/2022 5U0XI89JRFVHWIBS4F54 JKR336000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-09-01 2.5 - 2.5 322536105.00 261684854.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 7.625 1024501563.00 972699720.23 U.S. Treasuries (including strips) Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 1209750000.00 1209750000.00 0.0054 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.3%, dated 7/29/2022 due 08/01/2022 5U0XI89JRFVHWIBS4F54 JKR336000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 2054910870.00 317844706.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-07-01 2 - 4.5 4252637796.00 1441086267.09 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 1705273000.00 1705273000.00 0.0077 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.3%, dated 7/29/2022 due 08/01/2022 5U0XI89JRFVHWIBS4F54 JKR525000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-07-01 2 - 4.5 1817995.00 616060.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 878469.00 135877.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 729000.00 729000.00 0.0000 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.13% 5493006GGLR4BTEL8O61 JAG568000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 669919000.00 98994840.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 6450000.00 6382635.81 U.S. Treasuries (including strips) Y N/A N/A 2022-08-02 2022-08-02 2022-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0112 103000000.00 103000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.30% 5493006GGLR4BTEL8O61 JBF124000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-02-01 2041-02-01 4 - 4 76000000.00 8041483.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2052-02-01 2 - 2.5 180259000.00 155661183.43 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0129 160000000.00 160000000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.08% 5493006GGLR4BTEL8O61 JJV797000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-20 2046-10-20 3 - 3.5 616459000.00 84900266.35 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0206 83000000.00 83000000.00 0.0004 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.36% 5493006GGLR4BTEL8O61 JKP634000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 2049-07-01 3.5 - 4 846098000.00 124237922.92 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-05 2022-08-05 2022-08-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0233 121645000.00 121645000.00 0.0005 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.30% SUVUFHICNZMP2WKHG940 JKR021000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-05-01 2061-03-01 2 - 5 1430440903.00 900832626.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 883000000.00 883000000.00 0.0040 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.3%, dated 7/29/2022 due 08/01/2022 VYVVCKR63DVZZN70PB21 JKR336000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-01 2052-07-01 1.758 - 6.5 107654033.00 65647909.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2041-07-01 1.995 - 3.17 321751.00 1725.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 64350000.00 64350000.00 0.0003 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.36% 5493006GGLR4BTEL8O61 JKQ645000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-08-05 2022-08-05 2022-08-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0234 5055000.00 5055000.00 0.0000 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.36% 5493006GGLR4BTEL8O61 JKQ643000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-08-05 2022-08-05 2022-08-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0234 91373730.00 91373730.00 0.0004 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 2022-08-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer