0000278001-22-000018.txt : 20220908 0000278001-22-000018.hdr.sgml : 20220908 20220908093820 ACCESSION NUMBER: 0000278001-22-000018 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220831 FILED AS OF DATE: 20220908 DATE AS OF CHANGE: 20220908 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: 221232762 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 2022-08-31 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 20 53 174668080750.12 171373964199.48 169319638540.80 165469047055.75 200782878052.54 198856302443.05 197719263777.78 197044712581.87 0.7800 0.7800 0.7700 0.7600 0.9000 0.9000 0.9000 0.9000 0.00 217696021555.08 217785719382.12 2243324394.70 4271707453.55 215757336323.27 215717240928.92 1.0000 0.0219 0.9997 0.9998 0.9998 0.9998 C000019553 1.00 215757336323.27 215717240928.92 0.9997 0.9998 0.9998 0.9998 18581556557.46 20214044913.92 14707409128.39 16623133997.86 15842748842.57 18093985974.94 14222132776.74 14933240649.85 72406379723.10 79382741750.72 0.0185 N ABN AMRO Bank NV ABN AMRO Bank NV, 2.30% JLG249000 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 2047-11-15 0.375 - 4.5 215227400.00 233599273.17 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 229000000.00 229000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.30% G5GSEF7VJP5I7OUK5573 JLG273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-15 2052-08-15 1.5 - 3 687720000.00 675371122.29 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 659000000.00 659000000.00 0.0031 N Y 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 2022-11-30 2050-05-15 0 - 5.25 1137484200.00 1040027961.50 U.S. Treasuries (including strips) Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0132 1013000000.00 1013000000.00 0.0047 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 2022-10-20 2051-02-15 0 - 5.5 1209214300.00 995207377.01 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 969000000.00 969000000.00 0.0045 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 2023-04-30 2050-05-15 0.125 - 6.375 370324100.00 346271238.93 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 338000000.00 338000000.00 0.0016 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 2022-12-20 2052-08-15 0 - 6.75 1061662500.00 1046260819.14 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 1021000000.00 1021000000.00 0.0047 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 2023-02-28 2051-11-15 0.125 - 6.625 420198000.00 348703253.82 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0140 340000000.00 340000000.00 0.0016 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 2022-10-20 2052-08-15 0 - 3 97772000.00 87197984.79 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 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, 2.31% R0MUWSFPU8MPRO8K5P83 JKV443000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-29 2049-11-15 0 - 6.625 973877500.00 896011331.59 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 876000000.00 876000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.31% R0MUWSFPU8MPRO8K5P83 JKV946000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2052-08-15 0.125 - 6.25 189306100.00 169559408.08 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 166000000.00 166000000.00 0.0008 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 2022-12-06 2052-08-15 0 - 6.625 1413443500.00 1281600034.12 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 1250000000.00 1250000000.00 0.0058 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 2022-09-27 2052-02-15 0 - 7.125 771794500.00 627092067.27 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-10-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 610000000.00 610000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 JKU430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-13 2051-11-15 0 - 6.625 1052315700.00 958417937.24 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 937000000.00 937000000.00 0.0043 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 2.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2052-08-15 2.75 - 3.125 607090400.00 564657312.87 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-22 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0229 548000000.00 548000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 JLD451000 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 2049-11-15 0.25 - 3.25 598322400.00 548798189.04 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 537000000.00 537000000.00 0.0025 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 JLF792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2049-11-15 0.125 - 3.25 471684800.00 438695200.95 U.S. Treasuries (including strips) Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0228 429999312.00 429999312.00 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 JLG281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2040-05-15 0.125 - 3.25 606338500.00 548795090.10 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-07 N N N 0.0227 538000000.00 538000000.00 0.0025 N N 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 2029-05-15 2043-11-15 1.75 - 3.75 120357190800.00 110856082042.23 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 110849000000.00 110849000000.00 0.5138 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 2024-10-15 2024-10-15 0.625 - 0.625 142540000.00 134635309.94 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 132000000.00 132000000.00 0.0006 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.57% 213800MBWEIJDM5CU638 JKR888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-07-15 2042-08-15 2.75 - 3 193819500.00 172953855.05 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0255 169000000.00 169000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.61% 213800MBWEIJDM5CU638 JKT414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2025-07-15 2.375 - 3 167734100.00 167545161.81 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0259 164000000.00 164000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.62% 213800MBWEIJDM5CU638 JKU414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-07-15 2049-08-15 2.25 - 3 209239800.00 172137316.69 U.S. Treasuries (including strips) Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0260 167000000.00 167000000.00 0.0008 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 2028-11-30 0.125 - 3 107882300.00 104371873.32 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 Y N Lloyds Bank PLC Lloyds Bank PLC, 2.57% H7FNTJ4851HG0EXQ1Z70 JKR880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2028-11-30 0.25 - 2.875 281206300.00 258497342.25 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0255 253000000.00 253000000.00 0.0012 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 2024-03-15 2028-11-30 0.25 - 2.875 175491600.00 171712699.93 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 Lloyds Bank PLC Lloyds Bank PLC, 2.63% H7FNTJ4851HG0EXQ1Z70 JKT370000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2028-11-30 0.25 - 2.875 87549100.00 85793214.65 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0261 84000000.00 84000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.89% H7FNTJ4851HG0EXQ1Z70 JLC978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2028-11-30 0.25 - 2.5 74118400.00 67325838.18 U.S. Treasuries (including strips) Y N/A N/A 2022-11-28 2022-11-28 2022-11-28 N N N 0.0287 66000000.00 66000000.00 0.0003 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 2.30% RB0PEZSDGCO3JS6CEU02 JLG274000 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 618855000.00 589879805.28 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 578000000.00 578000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 JLG232000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2031-08-15 0.125 - 3.25 1441566100.00 1348087428.46 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1322000000.00 1322000000.00 0.0061 N Y Y N Royal Bank of Canada Royal Bank of Canada, 2.31% ES7IP3U3RHIGC71XBU11 JLA505000 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 2048-02-15 0.25 - 3.375 576915000.00 571752070.40 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 1 N N/A N/A N N 0.0228 560000000.00 560000000.00 0.0026 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.30% 6PJDTY319315T5LR2241 JLG261000 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 - 3.25 767029000.00 713813916.27 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 700000000.00 700000000.00 0.0032 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.34% 5493006GGLR4BTEL8O61 JLD546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2052-02-15 2052-02-15 2.25 - 2.25 74404000.00 59934599.13 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0231 58160000.00 58160000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.35% 5493006GGLR4BTEL8O61 JLB210000 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 2029-08-15 1.25 - 1.625 67975000.00 61494581.34 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0232 60250000.00 60250000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.35% 5493006GGLR4BTEL8O61 JLB208000 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 2028-05-15 1.25 - 2.875 77723000.00 76548322.38 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0232 75000000.00 75000000.00 0.0003 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.71% 912796XU8 254900HROIFWPRGM1V77 US912796XU84 U.S. Treasury Debt Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0171 156956220.55 156956220.55 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796XV6 254900HROIFWPRGM1V77 US912796XV67 U.S. Treasury Debt Y N/A N/A 2022-09-13 2022-09-13 2022-09-13 N N N 0.0205 1963304854.74 1963304854.74 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796U49 254900HROIFWPRGM1V77 US912796U492 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0205 58950783.97 58950783.97 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.09% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0209 199773320.00 199773320.00 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.18% 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0218 11874489.38 11874489.38 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0224 1161989609.46 1161989609.46 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0232 709473923.82 709473923.82 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796V63 254900HROIFWPRGM1V77 US912796V631 U.S. Treasury Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0246 223556908.12 223556908.12 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.47% 912796YE3 254900HROIFWPRGM1V77 US912796YE34 U.S. Treasury Debt Y N/A N/A 2022-10-18 2022-10-18 2022-10-18 N N N 0.0247 182408681.25 182408681.25 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.60% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0260 1129088930.11 1129088930.11 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.62% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0262 153324154.06 153324154.06 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.64% 912796W54 254900HROIFWPRGM1V77 US912796W548 U.S. Treasury Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0264 18903790.46 18903790.46 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.68% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0268 405751748.64 405751748.64 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.72% 912796W62 254900HROIFWPRGM1V77 US912796W621 U.S. Treasury Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0272 953812515.43 953812515.43 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.80% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0280 135146098.16 135146098.16 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.84% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0284 2644697656.90 2644697656.90 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.85% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0285 212583264.36 212583264.36 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YS2 254900HROIFWPRGM1V77 US912796YS20 U.S. Treasury Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0287 178746361.20 178746361.20 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0287 642119032.00 642119032.00 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.91% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0291 2505684291.12 2505684291.12 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.96% 912796YY9 254900HROIFWPRGM1V77 US912796YY97 U.S. Treasury Debt Y N/A N/A 2022-12-13 2022-12-13 2022-12-13 N N N 0.0296 118997467.20 118997467.20 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0305 1619816884.32 1619816884.32 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0305 747263348.90 747263348.90 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0305 1451715444.36 1451715444.36 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.07% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0307 357665645.16 357665645.16 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.10% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0310 1338037181.12 1338037181.12 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.10% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0310 1440762769.47 1440762769.47 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.13% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0313 759450611.83 759450611.83 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.24% 912796XT1 254900HROIFWPRGM1V77 US912796XT12 U.S. Treasury Debt Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0324 481429416.72 481429416.72 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.38% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0338 1598300340.00 1598300340.00 0.0074 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 0.0211 714817646.40 714817646.40 0.0033 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 0.0220 861533029.45 861533029.45 0.0040 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 0.0226 156233277.09 156233277.09 0.0007 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 0.0226 993373102.51 993373102.51 0.0046 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 0.0268 252656236.25 252656236.25 0.0012 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 0.0282 30936229.90 30936229.90 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.71% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0304 245627612.16 245627612.16 0.0011 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 0.0306 621075110.67 621075110.67 0.0029 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 0.0319 365346095.60 365346095.60 0.0017 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 0.0319 76542812.50 76542812.50 0.0004 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 0.0316 117617421.58 117617421.58 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 0.0239 37952235.52 37952235.52 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 0.0268 174797406.00 174797406.00 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 0.0273 29931404.10 29931404.10 0.0001 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 0.0322 253595508.45 253595508.45 0.0012 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 0.0324 534473240.84 534473240.84 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.93% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-07-31 2023-07-31 N N N 0.0282 5496391887.45 5496391887.45 0.0255 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-04-30 2023-04-30 N N N 0.0280 633545905.53 633545905.53 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-09-01 2024-07-31 2024-07-31 N N N 0.0301 1181432406.70 1181432406.70 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-10-31 2023-10-31 N N N 0.0287 3424057640.88 3424057640.88 0.0159 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.95% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-01-31 2023-01-31 N N N 0.0272 477252154.57 477252154.57 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.96% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-09-01 2022-10-31 2022-10-31 N N N 0.0267 103044895.64 103044895.64 0.0005 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-03-03 2023-03-03 N N N 0.0229 85756903.73 85756903.73 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.31% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-03-07 2023-03-07 N N N 0.0231 115997358.68 115997358.68 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.35% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-07-26 2023-07-26 N N N 0.0232 149027606.72 149027606.72 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 0.0360 39197945.16 39197945.16 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.61% 3133ELCX0 254900C5LP6DN9OP9V83 US3133ELCX02 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-09 2022-12-09 N N N 0.0225 5004654.60 5004654.60 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.18% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-07 2022-11-07 N N N 0.0254 37041939.13 37041939.13 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 78000000.00 78000000.00 0.0004 N Y 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 0.0296 24949054.88 24949054.88 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 0.0308 81185405.44 81185405.44 0.0004 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 0.0285 366109231.70 366109231.70 0.0017 N N N 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 0.0322 527579124.30 527579124.30 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 0.0324 176177879.25 176177879.25 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 0.0326 233884393.90 233884393.90 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 0.0326 233892910.30 233892910.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 205909718.44 205909718.44 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 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 0.0207 177909859.02 177909859.02 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 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 0.0218 634437466.20 634437466.20 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 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 0.0219 1971652696.86 1971652696.86 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt Y N/A N/A 2022-09-21 2022-09-21 2022-09-21 N N N 0.0220 153807244.36 153807244.36 0.0007 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 1008672658.00 1008672658.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 316484288.55 316484288.55 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 693975634.44 693975634.44 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 382305088.63 382305088.63 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-09-01 2023-09-01 N N N 0.0231 367025664.31 367025664.31 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-04-04 2023-04-04 N N N 0.0234 278000105.64 278000105.64 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-25 2023-01-25 N N N 0.0228 186033796.20 186033796.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-04-03 2023-04-03 N N N 0.0234 463000245.39 463000245.39 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-23 2023-01-23 N N N 0.0232 373016814.84 373016814.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-01-12 2024-01-12 N N N 0.0233 279524308.12 279524308.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-23 2023-01-23 N N N 0.0232 186008143.08 186008143.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-01-05 2024-01-05 N N N 0.0234 929044731.35 929044731.35 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-23 2023-01-23 N N N 0.0232 727033194.82 727033194.82 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0230 476034143.48 476034143.48 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-08 2022-12-08 N N N 0.0229 1210164076.00 1210164076.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-04-12 2024-04-12 N N N 0.0234 372535912.73 372535912.73 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-15 2022-12-15 N N N 0.0231 500042870.00 500042870.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-04-25 2023-04-25 N N N 0.0234 372008098.44 372008098.44 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-18 2022-11-18 N N N 0.0230 176761640.76 176761640.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-07-26 2023-07-26 N N N 0.0235 744022267.92 744022267.92 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-02 2022-12-02 2022-12-02 N N N 0.0231 352028079.04 352028079.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-07-12 2024-07-12 N N N 0.0236 93006045.00 93006045.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-07-11 2024-07-11 N N N 0.0236 373023894.38 373023894.38 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-01-26 2024-01-26 N N N 0.0236 744066498.72 744066498.72 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-08-28 2024-08-28 N N N 0.0238 22000000.00 22000000.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-07-26 2024-07-26 N N N 0.0239 28001801.52 28001801.52 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-15 2022-09-15 N N N 0.0228 176005890.72 176005890.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-16 2022-09-16 N N N 0.0228 143755203.75 143755203.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 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 0.0256 331213843.92 331213843.92 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 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 0.0256 997560400.00 997560400.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 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 0.0256 149623309.50 149623309.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.58% 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 0.0258 701576536.32 701576536.32 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.58% 313385L38 2549001DPIFGXC1TOL40 US313385L381 U.S. Government Agency Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0258 356741984.42 356741984.42 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 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 0.0259 458251852.80 458251852.80 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 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 0.0259 545154704.02 545154704.02 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.60% 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 0.0260 678377057.76 678377057.76 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.61% 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 0.0261 1312224953.10 1312224953.10 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.61% 313385M60 2549001DPIFGXC1TOL40 US313385M603 U.S. Government Agency Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0261 158316113.97 158316113.97 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385M78 2549001DPIFGXC1TOL40 US313385M785 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0287 86581018.44 86581018.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385M94 2549001DPIFGXC1TOL40 US313385M942 U.S. Government Agency Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0287 279602477.41 279602477.41 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385N28 2549001DPIFGXC1TOL40 US313385N288 U.S. Government Agency Debt Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0287 253711706.85 253711706.85 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385R40 2549001DPIFGXC1TOL40 US313385R404 U.S. Government Agency Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0287 545103604.26 545103604.26 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385N69 2549001DPIFGXC1TOL40 US313385N692 U.S. Government Agency Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0288 396858551.04 396858551.04 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385N77 2549001DPIFGXC1TOL40 US313385N775 U.S. Government Agency Debt Y N/A N/A 2022-11-09 2022-11-09 2022-11-09 N N N 0.0288 129292052.50 129292052.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385N85 2549001DPIFGXC1TOL40 US313385N858 U.S. Government Agency Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0288 119337064.80 119337064.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 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 0.0288 508970040.32 508970040.32 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385P75 2549001DPIFGXC1TOL40 US313385P754 U.S. Government Agency Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0288 960131337.48 960131337.48 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385P83 2549001DPIFGXC1TOL40 US313385P838 U.S. Government Agency Debt Y N/A N/A 2022-11-18 2022-11-18 2022-11-18 N N N 0.0288 64599997.80 64599997.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q41 2549001DPIFGXC1TOL40 US313385Q414 U.S. Government Agency Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0289 109288471.60 109288471.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q58 2549001DPIFGXC1TOL40 US313385Q588 U.S. Government Agency Debt Y N/A N/A 2022-11-23 2022-11-23 2022-11-23 N N N 0.0289 526530058.20 526530058.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0289 1075739253.93 1075739253.93 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385R32 2549001DPIFGXC1TOL40 US313385R321 U.S. Government Agency Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0289 273069863.00 273069863.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.96% 3130AT6V4 2549001DPIFGXC1TOL40 US3130AT6V47 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0294 351978116.16 351978116.16 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.00% 313385T71 2549001DPIFGXC1TOL40 US313385T715 U.S. Government Agency Debt Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0300 362728344.30 362728344.30 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.00% 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 0.0300 187279680.42 187279680.42 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 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 0.0313 149410478.87 149410478.87 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 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 0.0314 17786217.42 17786217.42 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 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 0.0314 361622226.42 361622226.42 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 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 0.0314 406863624.84 406863624.84 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N N N 0.0326 219900962.31 219900962.31 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0326 147797581.50 147797581.50 0.0007 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 2.30% JLG248000 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 2048-06-20 2052-03-20 2.5 - 3.5 587258207.00 184427096.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2052-08-01 2 - 5.5 603307644.00 246178026.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-03-01 2052-06-01 3 - 4.5 187106149.00 69226808.20 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 490000000.00 490000000.00 0.0023 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.3%, dated 8/31/2022 due 09/01/2022 B4TYDEB6GKMZO031MB27 JLG566000_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 18254962.00 2486945.82 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 2423000.00 2423000.00 0.0000 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.3%, dated 8/31/2022 due 09/01/2022 B4TYDEB6GKMZO031MB27 JLG473000_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 8467349326.00 1153540515.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 1123880000.00 1123880000.00 0.0052 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 JLF246000 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 2051-12-20 2052-08-20 3.5 - 6.5 126693345.00 129565908.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-09-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 127000000.00 127000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.74% 3Y4U8VZURTYWI1W2K376 JKV708000 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 2052-07-20 2052-08-20 4.5 - 6 110375015.00 113409580.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0272 111000000.00 111000000.00 0.0005 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-03-01 2052-09-01 2 - 6 344623816.00 200931925.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-05-20 2052-06-20 2 - 6.5 430783587.00 103437075.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2052-09-01 1.5 - 6 492022216.00 312390855.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0133 602000000.00 602000000.00 0.0028 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2052-07-01 2 - 7.5 109128016.00 37977607.16 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-27 2051-11-15 0 - 3.5 3736259.00 3121481.71 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-07-15 2051-01-20 2 - 5 77957813.00 54793950.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-01 2052-03-01 2 - 7 1817735.00 383158.92 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 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 BNP Paribas, SA BNP Paribas, SA, 2.31% R0MUWSFPU8MPRO8K5P83 JKX210000 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 2022-10-06 2036-02-15 0 - 0 45373396.00 45104670.67 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2052-09-01 1.5 - 6 157841088.00 78470921.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2052-06-20 2 - 5 145628205.00 77073962.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2052-08-01 2.5 - 6.625 371526447.00 174173363.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 367000000.00 367000000.00 0.0017 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.3%, dated 8/31/2022 due 09/01/2022 VJW2DOOHGDT6PR0ZRO63 JLG473000_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 S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-09-01 0.125 - 8 155746954.00 138447539.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-06 2052-09-01 0.25 - 9 167896834.00 140350872.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-06 2050-08-15 0 - 6.25 123422821.00 121303926.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-11-15 2052-07-20 1.5 - 9 109470008.00 78924914.61 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-02 2026-12-11 0 - 3.375 40862539.00 39909533.21 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2029-04-26 0.22 - 2.96 2194226.00 2036815.40 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 510725000.00 510725000.00 0.0024 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.3%, dated 8/31/2022 due 09/01/2022 8NAV47T0Y26Q87Y0QP81 JLG473000_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 2042-05-15 2048-02-15 3 - 3.25 4400768.00 4191114.33 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2064-10-20 2072-07-20 2.423 - 5.279 147485032.00 139034937.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-25 2052-09-01 0.01 - 5.5 814917174.00 499319771.82 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0228 629891000.00 629891000.00 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 2029-09-01 2052-08-01 2 - 4.5 193371153.00 163564272.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-01-15 2030-01-15 0.125 - 0.125 100.00 110.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2060-03-01 2 - 5 685396803.00 403801505.94 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 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 0.0026 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-25 2052-08-01 1.5 - 7.5 255423436.00 41129185.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-05-31 2028-05-31 1.25 - 1.25 3252200.00 2912963.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-02-15 2052-06-01 0 - 6.5 137571801.00 17520995.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2037-03-25 2042-04-04 3.49 - 4 3000.00 2755.14 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2063-09-16 0.542 - 3.682 101015930.00 14607067.95 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 Farm Credit Bank 254900C5LP6DN9OP9V83 2023-04-13 2049-10-15 0.5 - 3.78 199623000.00 200054962.80 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2025-07-15 2030-04-15 0 - 0 23461000.00 18009397.66 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-11-20 2072-03-20 1.5 - 9.5 1053575093.00 140932126.12 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-09 2036-07-15 0.5 - 5.625 183300000.00 183684846.56 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2047-05-15 0.125 - 4.375 17455303.00 17148054.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-20 2032-07-15 0 - 0.375 257000.00 213835.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-19 2038-08-06 0 - 6.625 186000.00 188412.90 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 549000000.00 549000000.00 0.0025 N Y 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 Resolution Funding Corp 2023-01-15 2030-04-15 0 - 8.875 18901000.00 14585553.15 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-09-27 2050-05-15 0 - 3.125 461100.00 421045.46 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-26 2038-11-15 0 - 6.75 20098000.00 23599113.52 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-09 2036-07-15 0.125 - 5.5 12140000.00 10941733.72 Agency Debentures and Agency Strips Federal Farm Credit Bank S6XOOCT0IEG5ABCC6L87 2023-02-02 2049-10-15 0.125 - 5.22 2758000.00 2414747.98 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 20250000.00 20859651.00 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2038-08-06 0 - 7.25 20247000.00 20039906.29 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 91000000.00 91000000.00 0.0004 N Y 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 2027-08-31 2027-08-31 3.125 - 3.125 376102800.00 373487757.23 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0228 366000000.00 366000000.00 0.0017 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 MBNUM2BPBDO7JBLYG310 JLG473000_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 2022-09-20 2052-08-20 1.5 - 10 2650273634.00 477679309.30 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0228 468283000.00 468283000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.30% 7LTWFZYICNSX8D621K86 JLG263000 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 2022-10-31 2025-02-28 2.75 - 2.956 92243500.00 91805881.77 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 90000000.00 90000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.31% 7LTWFZYICNSX8D621K86 JLD457000 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 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 40500.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.75 - 3.75 44957763.00 43211693.40 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-09 2022-12-12 0 - 2 56497000.00 56028368.19 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 87952900.00 87882642.84 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 183000000.00 183000000.00 0.0008 N Y 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-01-16 2054-01-16 3.98 - 3.98 49987.00 69653.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-08-01 2052-08-01 2 - 5.66 517413231.00 267572539.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-06-01 2056-01-15 2 - 4.5 121444985.00 103528964.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 363000000.00 363000000.00 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 2035-11-15 2055-07-15 2 - 5.5 1973972196.00 1493947828.10 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1464000000.00 1464000000.00 0.0068 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 CYYGQCGNHMHPSMRL3R97 JLG473000_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 B1V7KEBTPIMZEU4LTD58 2030-04-01 2052-04-01 2.5 - 4 121986931.00 77321747.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-10-01 2052-07-01 2 - 5 70875968.00 61496399.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-02-15 2047-08-20 3 - 3.5 22378778.00 4485708.39 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 140485000.00 140485000.00 0.0007 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 CYYGQCGNHMHPSMRL3R97 JLG566000_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 B1V7KEBTPIMZEU4LTD58 2030-04-01 2052-04-01 2.5 - 4 263103.00 166768.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-02-15 2047-08-20 3 - 3.5 48266.00 9674.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-10-01 2052-07-01 2 - 5 152866.00 132636.29 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 303000.00 303000.00 0.0000 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.3%, dated 8/31/2022 due 09/01/2022 ZBUT11V806EZRVTWT807 JLG566000_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 2028-02-01 2052-08-01 1.5 - 6 23567048.00 20039934.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2052-06-01 2.375 - 6 1816748.00 1097856.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 20722000.00 20722000.00 0.0001 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.3%, dated 8/31/2022 due 09/01/2022 ZBUT11V806EZRVTWT807 JLG473000_00267 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 2026-01-01 2052-06-01 2.375 - 6 34212967.00 20674787.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.5 - 6 443813885.00 377391362.90 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 390236000.00 390236000.00 0.0018 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 2.3%, dated 8/31/2022 due 09/01/2022 ZOMOLU8CGIZRYZ7PFU34 JLG473000_76664 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 2048-02-20 2052-07-20 2.5 - 4 9410187.00 9313126.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.73 - 5 229480759.00 109724523.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2047-02-15 0.125 - 3.125 27736987.00 25508192.22 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 56504919.00 14700774.61 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 156095000.00 156095000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 2.3%, dated 8/31/2022 due 09/01/2022 ZOMOLU8CGIZRYZ7PFU34 JLG566000_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 2028-02-01 2052-08-01 1.73 - 5 495435.00 236888.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2047-02-15 0.125 - 3.125 59882.00 55070.70 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 121991.00 31738.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2052-07-20 2.5 - 4 20316.00 20106.50 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 337000.00 337000.00 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.33% K5HU16E3LMSVCCJJJ255 JLG284000 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 2025-05-01 2052-09-01 1.5 - 6 545845347.00 272022322.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 2040-05-01 2.347 - 2.43 80797504.00 8495899.19 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0231 275000000.00 275000000.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 7TK5RJIZDFROZCA6XF66 JLG473000_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 2024-05-15 2052-05-15 0.25 - 2.875 53837164.00 50820706.15 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 2052-05-01 4 - 4 30008682.00 28959673.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 78047000.00 78047000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 7TK5RJIZDFROZCA6XF66 JLG566000_08126 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 2052-05-01 2052-05-01 4 - 4 64980.00 62708.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2052-05-15 0.25 - 2.875 116577.00 110045.22 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 169000.00 169000.00 0.0000 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 Banks 2549001DPIFGXC1TOL40 2026-02-18 2028-09-08 1.69 - 3.25 795000.00 748868.82 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2031-04-29 2031-04-29 1.66 - 1.66 593000.00 503040.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-09-01 2 - 8 72251266.00 61778647.47 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2050-02-15 2 - 3.25 3600.00 3488.79 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2056-04-01 2056-04-01 5.375 - 5.375 1606000.00 1997661.38 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-15 2049-04-15 3.5 - 5.5 56283457.00 17725704.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-01 2052-08-01 2 - 6.5 35925385.00 9048459.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 90000000.00 90000000.00 0.0004 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.32% 549300Y1PMK3RWXMWR72 JLF812000 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 2052-05-01 2052-05-01 3 - 3 68261668.00 62216907.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-05-15 2047-02-15 1.125 - 3 325800.00 298193.58 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 2052-07-01 2 - 5 242940643.00 124171850.63 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0230 183000000.00 183000000.00 0.0008 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.3%, dated 8/31/2022 due 09/01/2022 OXTKY6Q8X53C9ILVV871 JLG473000_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 Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2052-09-01 1.5 - 8 845745669.00 211866560.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-01 2059-04-01 1.5 - 7.51 3265079721.00 1029823112.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-29 2051-11-15 0 - 3.25 520901074.00 313430679.55 U.S. Treasuries (including strips) Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 312.00 434.65 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-07-20 2069-11-20 1.625 - 5.5 205131461.00 40182656.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 1560944000.00 1560944000.00 0.0072 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.30% 549300QJJX6CVVUXLE15 JLD411000 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 2036-02-01 2052-03-01 2 - 5 331357305.00 197646758.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-04-01 2050-12-01 3 - 5.5 377484976.00 92591228.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2052-08-15 0 - 5 819679700.00 465367064.66 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-06-20 2052-08-20 2 - 4.5 591496050.00 274100696.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1006000000.00 1006000000.00 0.0047 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.54% 549300QJJX6CVVUXLE15 JKS849000 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 2048-11-01 2052-03-01 2 - 3 134392806.00 103947282.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-05-01 2049-09-01 3 - 3.5 4992000.00 1504993.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2052-08-15 0 - 4.5 428769122.00 340126579.41 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-20 2052-08-20 2 - 4.5 323688565.00 313534292.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0252 742000000.00 742000000.00 0.0034 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.54% 549300QJJX6CVVUXLE15 JKS028000 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 2022-09-30 2050-08-15 0 - 3.375 566951000.00 372427952.90 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2048-05-01 3.5 - 5.5 498301999.00 6650232.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2046-12-01 3 - 5 2000.00 325.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-06-20 2052-08-20 2.5 - 4.5 250300276.00 190759485.08 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0252 556000000.00 556000000.00 0.0026 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 549300QJJX6CVVUXLE15 JLG473000_07749 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 2022-12-31 2052-08-15 0 - 6.375 243861972.00 118098924.17 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2052-03-01 2 - 3.5 26995778.00 20087448.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2049-09-01 3 - 3.5 29355361.00 5008751.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-05-20 2052-08-20 2 - 4.5 154262564.00 69351166.81 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 207463000.00 207463000.00 0.0010 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-11-20 2052-07-20 4.5 - 5.5 70362247.00 8981470.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2059-01-01 2 - 5.5 254910151.00 161726482.37 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2052-08-15 0.125 - 5 793181400.00 732703610.38 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2052-09-01 2 - 6 888367105.00 428196376.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0127 1297000000.00 1297000000.00 0.0060 N Y Y N RBC Financial Group RBC Financial Group, 2.33% ES7IP3U3RHIGC71XBU11 JBE256000 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 2023-01-19 2051-05-15 0 - 4.5 13787600.00 16832033.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-04-15 2052-09-01 2.5 - 6 39178766.00 34640798.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 2052-08-01 1.5 - 5.5 159027841.00 153199812.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2052-03-20 2.5 - 3.5 2120086.00 1496740.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0231 201001266.30 201001266.30 0.0009 N N Y N RBC Financial Group RBC Financial Group, 2.54% ES7IP3U3RHIGC71XBU11 JKR879000 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 2036-04-15 2052-09-01 2 - 6 1657002317.00 646859243.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-01-20 2051-03-20 2.5 - 4.5 12704863.00 9921370.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2051-05-15 0.25 - 3.875 13372800.00 16159277.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-10-01 2060-06-01 2 - 5.5 2206783931.00 1221446768.90 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0252 1853000000.00 1853000000.00 0.0086 N N Y N Societe Generale In a joint trading account with Societe Generale at 2.3%, dated 8/31/2022 due 09/01/2022 O2RNE8IBXP4R0TD8PU41 JLG473000_00925 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 2027-03-01 2052-09-01 2.05 - 6 102332274.00 31918062.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2047-11-15 2.25 - 3 94041305.00 82067498.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2052-08-01 2.105 - 5 130199292.00 18020450.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-04-20 2072-07-20 0.5 - 7 38862883.00 27698895.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 156095000.00 156095000.00 0.0007 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 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG566000_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 S6XOOCT0IEG5ABCC6L87 2047-11-01 2047-11-01 3.5 - 3.5 2068.00 357.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 2.875 368996.00 343248.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 89166.00 68573.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 404000.00 404000.00 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 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG473000_10193 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 2023-03-15 2052-02-15 0.25 - 2.875 874343814.00 813331533.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-11-01 2047-11-01 3.5 - 3.5 4900776.00 846729.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 211279029.00 162485919.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 957283000.00 957283000.00 0.0044 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.3%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG473000_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 1884899286.00 278508200.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-08-01 2 - 4.5 4716914851.00 1410983971.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 1654601000.00 1654601000.00 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 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG566000_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 2052-08-01 2 - 4.5 1830205.00 547474.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 731357.00 108063.68 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 642000.00 642000.00 0.0000 N Y 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 United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 1600000.00 1570103.98 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-01-20 2046-10-20 3 - 3.5 626859000.00 83495106.52 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 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 TD Securities (U.S.A.) TD Securities (U.S.A.), 2.30% SUVUFHICNZMP2WKHG940 JLG270000 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 - 5.5 1223220550.00 888476760.22 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 871000000.00 871000000.00 0.0040 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.3%, dated 8/31/2022 due 09/01/2022 VYVVCKR63DVZZN70PB21 JLG473000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-03-15 2023-03-15 0 - 0 72740.00 71604.14 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2042-06-25 2.389 - 14.208 577995.00 343444.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-08-01 1.5 - 5.012 72300678.00 63275916.75 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-17 2036-09-02 1 - 2.35 3746.00 3543.98 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 62438000.00 62438000.00 0.0003 N Y Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2022-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer