0000278001-22-000022.txt : 20221107 0000278001-22-000022.hdr.sgml : 20221107 20221107081304 ACCESSION NUMBER: 0000278001-22-000022 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221107 DATE AS OF CHANGE: 20221107 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: 221363813 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 2022-10-31 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 11 56 163180905824.42 161305291673.51 159139168854.80 152947475166.32 191576122250.60 191781592626.33 188303377269.40 183216605973.80 0.7400 0.7300 0.7200 0.7000 0.8700 0.8700 0.8500 0.8400 0.00 218036368732.72 218107253568.15 2342481298.97 4603056399.81 215846678467.31 215806537401.21 1.0000 0.0303 0.9999 0.9998 0.9999 0.9999 C000019553 1.00 215846678467.31 215806537401.21 0.9999 0.9998 0.9999 0.9999 21677483640.84 19596247879.10 15846031774.39 16551689113.94 17197763827.17 17896443876.67 17401043528.62 19173432293.15 76090643099.23 76958533768.47 0.0268 N ABN AMRO Bank NV ABN AMRO Bank NV, 3.05% JMJ628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2027-11-15 0.375 - 4.125 236381200.00 233599841.63 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 229000000.00 229000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 3.05% G5GSEF7VJP5I7OUK5573 JMJ630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-15 2042-08-15 3.375 - 4.25 514131200.00 502902689.89 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 493000000.00 493000000.00 0.0023 N Y Y N BNP Paribas, SA BNP Paribas, SA, 3.01% R0MUWSFPU8MPRO8K5P83 JLI452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2052-02-15 0.125 - 6.75 1134441200.00 1018519953.00 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0297 993000000.00 993000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.27% R0MUWSFPU8MPRO8K5P83 JLK288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-10 2052-02-15 0 - 7.5 984008600.00 888597389.89 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2023-01-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0324 867000000.00 867000000.00 0.0040 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 3.05% 2IGI19DL77OX0HC3ZE78 JLU623000 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 2051-11-15 0.125 - 3.875 416631500.00 341524357.09 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 334000000.00 334000000.00 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JMG665000 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 2050-02-15 0.25 - 4.375 503470800.00 441973290.80 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 433000000.00 433000000.00 0.0020 N Y Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JMH342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2032-08-15 0.25 - 3.25 627428800.00 553121086.68 U.S. Treasuries (including strips) Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0300 542000000.00 542000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JMH919000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2042-02-15 0.25 - 4 588401400.00 552053827.61 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 540996970.40 540996970.40 0.0025 N N Y N Credit AG Credit AG, 3.45% 1VUV7VQFKUOQSJ21A208 JLN682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-05 2023-10-05 0 - 0 175228800.00 167969421.27 U.S. Treasuries (including strips) Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0341 164000000.00 164000000.00 0.0008 N N N Y Federal Reserve Bank of New York Federal Reserve Bank of New York, 3.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-31 2042-08-15 0.375 - 4.25 140191248200.00 111548449846.19 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 111539000000.00 111539000000.00 0.5168 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2.25 - 2.25 33840000.00 32687325.00 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 32000000.00 32000000.00 0.0001 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 2031-02-15 2031-02-15 1.125 - 1.125 215475200.00 173661739.72 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0254 169000000.00 169000000.00 0.0008 N N Y N 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 0.25 - 3 168107100.00 168331486.81 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0258 164000000.00 164000000.00 0.0008 N N Y N 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 2023-06-15 2049-08-15 0.25 - 3 234439800.00 172625526.84 U.S. Treasuries (including strips) Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0259 167000000.00 167000000.00 0.0008 N N N N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 3.26% 213800MBWEIJDM5CU638 JLJ802000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2025-07-15 0.25 - 3 173695100.00 169036088.70 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0323 165000000.00 165000000.00 0.0008 N N N Y 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 2024-01-15 2028-11-30 0.125 - 6.75 287582700.00 259611652.74 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0254 253000000.00 253000000.00 0.0012 N N Y N 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 2024-01-15 2028-11-30 0.125 - 6.75 89353100.00 86195953.08 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0260 84000000.00 84000000.00 0.0004 N N Y N 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 0.125 - 6.75 75808400.00 67656028.62 U.S. Treasuries (including strips) Y N/A N/A 2022-11-28 2022-11-28 2022-11-28 N N N 0.0286 66000000.00 66000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 3.19% H7FNTJ4851HG0EXQ1Z70 JLI474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-15 2027-07-31 0.125 - 6.75 107401200.00 101423112.14 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0316 99000000.00 99000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 3.23% H7FNTJ4851HG0EXQ1Z70 JLJ116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-15 2028-09-30 0.125 - 6.75 179061000.00 152639280.72 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0320 149000000.00 149000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 3.26% H7FNTJ4851HG0EXQ1Z70 JLJ762000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-15 2027-05-15 0.125 - 2.375 108631000.00 101433414.32 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0323 99000000.00 99000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 3.34% H7FNTJ4851HG0EXQ1Z70 JLK392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-15 2027-07-31 0.125 - 6.75 104807600.00 101397182.11 U.S. Treasuries (including strips) Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0331 99000000.00 99000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 3.68% H7FNTJ4851HG0EXQ1Z70 JMC724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-07-31 2027-07-31 0.375 - 0.375 121927000.00 102113862.50 U.S. Treasuries (including strips) Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0363 100000000.00 100000000.00 0.0005 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 3.05% RB0PEZSDGCO3JS6CEU02 JMJ661000 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 622303000.00 586426565.94 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 575000000.00 575000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 3.05% U7M81AY481YLIOR75625 JMJ590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-27 2030-08-15 0 - 3.25 918155700.00 837156133.08 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 821000000.00 821000000.00 0.0038 N Y Y N Royal Bank of Canada Royal Bank of Canada, 3.05% ES7IP3U3RHIGC71XBU11 JMH340000 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 2051-08-15 0.375 - 3.375 396013700.00 355035800.58 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 347000000.00 347000000.00 0.0016 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 3.05% 6PJDTY319315T5LR2241 JMJ644000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-15 2028-05-15 1.125 - 2.875 781735000.00 713830937.59 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 700000000.00 700000000.00 0.0032 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.38% 5493006GGLR4BTEL8O61 JME806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2052-02-15 2.25 - 3.25 75780000.00 51600376.76 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-08 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0333 50000000.00 50000000.00 0.0002 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.44% 5493006GGLR4BTEL8O61 JMF567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2029-08-15 1.625 - 1.625 66772000.00 57186020.44 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0338 56000000.00 56000000.00 0.0003 N N Y N Fannie Mae Fannie Mae, 3.65% 313589R47 B1V7KEBTPIMZEU4LTD58 US313589R476 U.S. Government Agency Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0365 47856748.80 47856748.80 0.0002 N N Y 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 0.0472 39026031.66 39026031.66 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.06% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-03-03 2023-03-03 N N N 0.0303 85755500.01 85755500.01 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.07% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-03-07 2023-03-07 N N N 0.0305 115999487.28 115999487.28 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.11% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-26 2023-07-26 N N N 0.0307 149028234.01 149028234.01 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.11% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-09-26 2023-09-26 N N N 0.0307 72769492.64 72769492.64 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.12% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-04 2023-10-04 N N N 0.0308 111033999.30 111033999.30 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.13% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-05-28 2024-05-28 N N N 0.0312 239020855.14 239020855.14 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.14% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-24 2024-01-24 N N N 0.0310 119039897.13 119039897.13 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.14% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2022-11-02 2024-05-02 2024-05-02 N N N 0.0311 184063743.12 184063743.12 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.15% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-18 2024-07-18 N N N 0.0312 114538295.67 114538295.67 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.15% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-26 2024-07-26 N N N 0.0313 183047137.14 183047137.14 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.37% 3133ELCX0 254900C5LP6DN9OP9V83 US3133ELCX02 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-09 2022-12-09 N N N 0.0301 5001690.15 5001690.15 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.53% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-07 2022-11-07 N N N 0.0393 37003597.88 37003597.88 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 87000000.00 87000000.00 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 0.0384 24969966.52 24969966.52 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 0.0408 81352171.30 81352171.30 0.0004 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 0.0442 528109288.60 528109288.60 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 0.0440 176323856.46 176323856.46 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 0.0441 234069172.05 234069172.05 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 0.0441 234072847.45 234072847.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 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 0.0477 365816713.40 365816713.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 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 0.0253 280942083.09 280942083.09 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.84% 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 0.0284 254921169.30 254921169.30 0.0012 N N Y 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 0.0355 351780644.16 351780644.16 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.07% 3130ATTE7 2549001DPIFGXC1TOL40 US3130ATTE70 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-02-02 2023-02-02 N N N 0.0292 378123311.16 378123311.16 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.07% 3130ATTD9 2549001DPIFGXC1TOL40 US3130ATTD97 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-02-01 2023-02-01 N N N 0.0292 567184887.36 567184887.36 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.08% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-09-01 2023-09-01 N N N 0.0311 366897118.89 366897118.89 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATQF7 2549001DPIFGXC1TOL40 US3130ATQF72 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-30 2023-01-30 N N N 0.0307 245998979.10 245998979.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATS24 2549001DPIFGXC1TOL40 US3130ATS249 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-27 2023-01-27 N N N 0.0307 275999690.88 275999690.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATR25 2549001DPIFGXC1TOL40 US3130ATR258 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-24 2023-01-24 N N N 0.0307 236999151.54 236999151.54 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATQV2 2549001DPIFGXC1TOL40 US3130ATQV23 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-30 2023-01-30 N N N 0.0307 148999459.13 148999459.13 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATRT6 2549001DPIFGXC1TOL40 US3130ATRT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-24 2023-01-24 N N N 0.0307 459998633.80 459998633.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATR74 2549001DPIFGXC1TOL40 US3130ATR746 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-30 2023-01-30 N N N 0.0307 496998195.89 496998195.89 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATR33 2549001DPIFGXC1TOL40 US3130ATR332 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-25 2023-01-25 N N N 0.0307 212999139.48 212999139.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATT80 2549001DPIFGXC1TOL40 US3130ATT809 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-02-28 2023-02-28 N N N 0.0308 473999881.50 473999881.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0305 727027291.58 727027291.58 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-12 2024-01-12 N N N 0.0309 279537648.65 279537648.65 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-03 2023-04-03 N N N 0.0307 463039901.34 463039901.34 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-25 2023-01-25 N N N 0.0302 186022014.96 186022014.96 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-21 2023-06-21 N N N 0.0304 91030391.27 91030391.27 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-27 2023-06-27 N N N 0.0305 366116991.90 366116991.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0305 373013797.27 373013797.27 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-05 2024-01-05 N N N 0.0309 929090986.26 929090986.26 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-28 2023-06-28 N N N 0.0305 549174565.53 549174565.53 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATT98 2549001DPIFGXC1TOL40 US3130ATT981 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-02-28 2023-02-28 N N N 0.0308 117999970.50 117999970.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATT49 2549001DPIFGXC1TOL40 US3130ATT494 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-03-06 2023-03-06 N N N 0.0306 355029433.05 355029433.05 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-04 2023-04-04 N N N 0.0307 278023960.82 278023960.82 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0305 186006880.14 186006880.14 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATRU3 2549001DPIFGXC1TOL40 US3130ATRU31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-27 2023-04-27 N N N 0.0305 735180743.85 735180743.85 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-15 2022-12-15 N N N 0.0304 500022865.00 500022865.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-26 2023-07-26 N N N 0.0310 744021732.24 744021732.24 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-02 2022-12-02 N N N 0.0304 352008166.40 352008166.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-08 2022-12-08 N N N 0.0304 1210036118.50 1210036118.50 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATR90 2549001DPIFGXC1TOL40 US3130ATR902 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-25 2023-04-25 N N N 0.0305 249060033.90 249060033.90 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-12 2024-04-12 N N N 0.0315 372276507.45 372276507.45 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-18 2022-11-18 N N N 0.0304 176752136.91 176752136.91 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-23 2022-11-23 N N N 0.0304 476007616.00 476007616.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-25 2023-04-25 N N N 0.0301 372165093.60 372165093.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-03 2023-07-03 N N N 0.0305 278103493.84 278103493.84 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-05 2023-07-05 N N N 0.0305 555205222.35 555205222.35 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATTV9 2549001DPIFGXC1TOL40 US3130ATTV95 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-02 2023-03-02 2023-03-02 N N N 0.0309 563000000.00 563000000.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATU54 2549001DPIFGXC1TOL40 US3130ATU542 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-02 2023-03-09 2023-03-09 N N N 0.0309 383000000.00 383000000.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-11 2024-07-11 N N N 0.0316 372738396.45 372738396.45 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-03 2023-10-03 N N N 0.0312 742000460.04 742000460.04 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-11 2023-10-11 N N N 0.0308 185073208.20 185073208.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-12 2024-07-12 N N N 0.0316 92934512.19 92934512.19 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-03 2023-07-03 N N N 0.0305 186076025.64 186076025.64 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-06 2023-10-06 N N N 0.0312 554996936.40 554996936.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-12-14 2023-12-14 N N N 0.0311 873045544.41 873045544.41 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-20 2023-06-20 N N N 0.0307 184044371.60 184044371.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-03-21 2024-03-21 N N N 0.0315 145959144.82 145959144.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-26 2024-01-26 N N N 0.0312 744105491.76 744105491.76 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-03-06 2024-03-06 N N N 0.0315 182953367.94 182953367.94 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-17 2024-01-17 N N N 0.0313 552998070.03 552998070.03 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-08-28 2024-08-28 N N N 0.0317 21989000.88 21989000.88 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.15% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-26 2024-07-26 N N N 0.0316 27993519.96 27993519.96 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.15% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-22 2024-04-22 N N N 0.0315 276897948.17 276897948.17 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-10-21 2024-10-21 N N N 0.0316 276898064.47 276898064.47 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-26 2024-04-26 N N N 0.0315 92008142.00 92008142.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-24 2024-07-24 N N N 0.0316 179999382.60 179999382.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-26 2024-04-26 N N N 0.0315 184015577.44 184015577.44 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-10-24 2024-10-24 N N N 0.0316 73999728.42 73999728.42 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.20% 3130ATAX5 2549001DPIFGXC1TOL40 US3130ATAX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0396 474776793.03 474776793.03 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.25% 313385N51 2549001DPIFGXC1TOL40 US313385N510 U.S. Government Agency Debt Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0325 548660613.69 548660613.69 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 3130ATC54 2549001DPIFGXC1TOL40 US3130ATC540 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0396 274593308.00 274593308.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.32% 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 0.0332 556598297.17 556598297.17 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.37% 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 0.0337 172857418.59 172857418.59 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.42% 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 0.0342 119888742.00 119888742.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.52% 313385P42 2549001DPIFGXC1TOL40 US313385P424 U.S. Government Agency Debt Y N/A N/A 2022-11-14 2022-11-14 2022-11-14 N N N 0.0352 386481830.22 386481830.22 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.54% 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 0.0354 861755674.82 861755674.82 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 1354764111.81 1354764111.81 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.59% 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 0.0359 64886213.60 64886213.60 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.62% 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 0.0362 109762178.90 109762178.90 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.65% 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 0.0365 1289805669.36 1289805669.36 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.67% 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 0.0367 274207549.00 274207549.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.70% 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 0.0370 528778519.60 528778519.60 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.71% 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 0.0371 715820324.32 715820324.32 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 313385R57 2549001DPIFGXC1TOL40 US313385R578 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0383 877156632.00 877156632.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 313385R65 2549001DPIFGXC1TOL40 US313385R651 U.S. Government Agency Debt Y N/A N/A 2022-12-02 2022-12-02 2022-12-02 N N N 0.0383 379727981.97 379727981.97 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.84% 313385R99 2549001DPIFGXC1TOL40 US313385R990 U.S. Government Agency Debt Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0384 574887527.99 574887527.99 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 313385S31 2549001DPIFGXC1TOL40 US313385S311 U.S. Government Agency Debt Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0385 260984469.66 260984469.66 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 313385S49 2549001DPIFGXC1TOL40 US313385S493 U.S. Government Agency Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0385 508964421.28 508964421.28 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 313385S56 2549001DPIFGXC1TOL40 US313385S568 U.S. Government Agency Debt Y N/A N/A 2022-12-09 2022-12-09 2022-12-09 N N N 0.0385 681201776.52 681201776.52 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 313385S98 2549001DPIFGXC1TOL40 US313385S980 U.S. Government Agency Debt Y N/A N/A 2022-12-13 2022-12-13 2022-12-13 N N N 0.0387 119457525.60 119457525.60 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 313385T48 2549001DPIFGXC1TOL40 US313385T483 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0387 468719069.46 468719069.46 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 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 0.0388 364109701.50 364109701.50 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 313385T89 2549001DPIFGXC1TOL40 US313385T897 U.S. Government Agency Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0388 107430616.44 107430616.44 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 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 0.0388 251639019.39 251639019.39 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 313385U38 2549001DPIFGXC1TOL40 US313385U382 U.S. Government Agency Debt Y N/A N/A 2022-12-23 2022-12-23 2022-12-23 N N N 0.0388 183965121.10 183965121.10 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U79 2549001DPIFGXC1TOL40 US313385U796 U.S. Government Agency Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0389 213705065.75 213705065.75 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U87 2549001DPIFGXC1TOL40 US313385U879 U.S. Government Agency Debt Y N/A N/A 2022-12-28 2022-12-28 2022-12-28 N N N 0.0389 444259814.01 444259814.01 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U95 2549001DPIFGXC1TOL40 US313385U952 U.S. Government Agency Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0389 312041462.68 312041462.68 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.93% 313385T22 2549001DPIFGXC1TOL40 US313385T228 U.S. Government Agency Debt Y N/A N/A 2022-12-14 2022-12-14 2022-12-14 N N N 0.0393 271714789.71 271714789.71 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 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 0.0409 223163889.81 223163889.81 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 313384AE9 2549001DPIFGXC1TOL40 US313384AE98 U.S. Government Agency Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0409 109199151.60 109199151.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 313384AF6 2549001DPIFGXC1TOL40 US313384AF63 U.S. Government Agency Debt Y N/A N/A 2023-01-06 2023-01-06 2023-01-06 N N N 0.0409 979704066.39 979704066.39 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 313384AN9 2549001DPIFGXC1TOL40 US313384AN97 U.S. Government Agency Debt Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0410 274736128.86 274736128.86 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 313384AS8 2549001DPIFGXC1TOL40 US313384AS84 U.S. Government Agency Debt Y N/A N/A 2023-01-17 2023-01-17 2023-01-17 N N N 0.0410 267177257.66 267177257.66 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 313384AT6 2549001DPIFGXC1TOL40 US313384AT67 U.S. Government Agency Debt Y N/A N/A 2023-01-18 2023-01-18 2023-01-18 N N N 0.0410 71867064.13 71867064.13 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 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 0.0410 125877119.34 125877119.34 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 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 0.0410 636623816.63 636623816.63 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 313384AY5 2549001DPIFGXC1TOL40 US313384AY52 U.S. Government Agency Debt Y N/A N/A 2023-01-23 2023-01-23 2023-01-23 N N N 0.0411 469597881.42 469597881.42 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 313384BA6 2549001DPIFGXC1TOL40 US313384BA67 U.S. Government Agency Debt Y N/A N/A 2023-01-25 2023-01-25 2023-01-25 N N N 0.0411 1318342336.41 1318342336.41 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 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 0.0411 408036053.24 408036053.24 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.25% 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 0.0425 220501688.63 220501688.63 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.26% 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 0.0426 148164559.50 148164559.50 0.0007 N N N N Freddie Mac Freddie Mac, 3.18% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2022-11-07 2024-05-03 2024-05-03 N N N 0.0318 712000000.00 712000000.00 0.0033 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0000 10000000.00 10000000.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0239 320433634.25 320433634.25 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% 912796W54 254900HROIFWPRGM1V77 US912796W548 U.S. Treasury Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0241 18987551.77 18987551.77 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0287 82215469.64 82215469.64 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.22% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0322 3991272.68 3991272.68 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.23% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0323 135737670.96 135737670.96 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.40% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0340 1303250543.75 1303250543.75 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.42% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0342 1571426866.23 1571426866.23 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.49% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0349 726506083.71 726506083.71 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.54% 912796YS2 254900HROIFWPRGM1V77 US912796YS20 U.S. Treasury Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0354 299165109.00 299165109.00 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.71% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0371 170137700.01 170137700.01 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0384 1275768762.43 1275768762.43 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0384 655938069.60 655938069.60 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0384 1491721723.88 1491721723.88 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.86% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0386 1803891820.00 1803891820.00 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.91% 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0391 1539375472.14 1539375472.14 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.99% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0399 114095870.00 114095870.00 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.07% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0407 761674744.39 761674744.39 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.13% 912796XT1 254900HROIFWPRGM1V77 US912796XT12 U.S. Treasury Debt Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0413 482906695.20 482906695.20 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.13% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0413 1530716911.84 1530716911.84 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.21% 912796ZU6 254900HROIFWPRGM1V77 US912796ZU66 U.S. Treasury Debt Y N/A N/A 2023-02-14 2023-02-14 2023-02-14 N N N 0.0421 72125657.83 72125657.83 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.60% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0460 158850120.00 158850120.00 0.0007 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 0.0357 30959403.33 30959403.33 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 0.0394 246440630.56 246440630.56 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 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 0.0397 538330438.80 538330438.80 0.0025 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 0.0408 366379579.60 366379579.60 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 0.0410 76549662.42 76549662.42 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 0.0410 117488523.10 117488523.10 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.79% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0309 142913607.98 142913607.98 0.0007 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 0.0416 534662947.28 534662947.28 0.0025 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 0.0417 253397712.60 253397712.60 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.07% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-07-31 2023-07-31 N N N 0.0395 5495462151.33 5495462151.33 0.0255 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.07% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-04-30 2023-04-30 N N N 0.0387 633638393.16 633638393.16 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.08% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-11-01 2024-07-31 2024-07-31 N N N 0.0414 1181748717.24 1181748717.24 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.08% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-10-31 2023-10-31 N N N 0.0399 3424292896.34 3424292896.34 0.0159 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.09% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-01-31 2023-01-31 N N N 0.0374 477193424.16 477193424.16 0.0022 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 3.05% JMJ627000 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 2041-01-01 2052-06-01 2 - 4.5 459802595.00 156350757.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-04-20 2052-10-20 2.5 - 5 132164085.00 121938630.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2027-11-15 2 - 2.25 923800.00 875877.68 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2052-09-01 3 - 5 100868362.00 92146190.64 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 364000000.00 364000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.05%, dated 10/31/2022 due 11/01/2022 B4TYDEB6GKMZO031MB27 JMJ844000_00352 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 2045-04-01 2045-04-01 3 - 3 633450.00 106638.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 2677190.00 1087883.17 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 1171000.00 1171000.00 0.0000 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.05%, dated 10/31/2022 due 11/01/2022 B4TYDEB6GKMZO031MB27 JMJ807000_00352 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 2046-08-01 2050-11-01 2 - 3.5 2485566377.00 1010016372.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-01 2045-04-01 3 - 3 588109590.00 99005257.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 1087184000.00 1087184000.00 0.0050 N Y 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 2052-06-15 2072-07-20 3.01 - 4.761 111155832.00 113935236.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0270 111000000.00 111000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 3.67% 3Y4U8VZURTYWI1W2K376 JMI647000 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 2072-04-20 2072-09-20 3.589 - 4.855 127375631.00 130613167.41 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0361 128000000.00 128000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.03% R0MUWSFPU8MPRO8K5P83 JLI450000 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 2030-06-01 2052-10-01 1.455 - 6 1242960830.00 583585876.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-22 2039-11-15 0 - 4.5 8122800.00 7835660.55 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2035-01-01 2052-10-01 4.5 - 5.5 1378290.00 1305702.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-04-20 2057-09-15 2 - 6 66879585.00 17033295.70 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0299 595000000.00 595000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.05% R0MUWSFPU8MPRO8K5P83 JLR475000 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 2030-06-01 2052-09-01 1.455 - 6 117317406.00 28214414.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-01-01 2052-09-01 2 - 7 14449484.00 1959399.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.9 - 2.9 2000.00 1447.41 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2048-08-15 2 - 4.5 1801200.00 1707322.64 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2052-09-20 2 - 7 92178580.00 62243676.81 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0300 92000000.00 92000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.05% R0MUWSFPU8MPRO8K5P83 JMG718000 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 2035-06-01 2052-10-01 1.455 - 6 64470750.00 59959796.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-03-01 2052-10-01 2 - 4.5 46854036.00 33650577.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-04-15 2039-08-15 0.125 - 4.5 275300.00 285285.84 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 92000000.00 92000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.05% R0MUWSFPU8MPRO8K5P83 JMH361000 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 2040-06-01 2052-10-01 2.5 - 5.5 76904110.00 70721701.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-03-15 2057-07-15 2 - 6 421945988.00 275423980.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2048-08-15 0 - 4.5 183866600.00 178442383.66 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2052-11-01 1.5 - 7.5 831429455.00 526546000.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 1030000000.00 1030000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.14% R0MUWSFPU8MPRO8K5P83 JLM175000 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 2025-11-30 2048-08-15 0 - 4.5 984400.00 1020088.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-09-20 2052-10-20 2 - 5.5 188507999.00 87827749.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2052-10-01 2 - 5.5 98528835.00 71932149.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2052-10-01 1.455 - 6 774185654.00 352379490.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0310 501000000.00 501000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.18% R0MUWSFPU8MPRO8K5P83 JLK845000 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 2037-07-01 2052-10-01 4.5 - 6 42711745.00 31152031.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-15 2052-10-20 3 - 5.5 8323115.00 1115042.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2040-08-15 0 - 4.5 912600.00 939705.90 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 2052-10-01 1.455 - 6 522526638.00 342786632.39 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0314 367000000.00 367000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.48% R0MUWSFPU8MPRO8K5P83 JME660000 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 2024-04-15 2040-08-15 0.375 - 4.25 19184300.00 18127879.09 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 2052-10-01 1.455 - 5 1525942240.00 1373744859.39 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0343 1363000000.00 1363000000.00 0.0063 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 3.05%, dated 10/31/2022 due 11/01/2022 VJW2DOOHGDT6PR0ZRO63 JMJ807000_08066 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 2023-01-20 2052-10-20 1.5 - 9 105483569.00 70974047.55 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2029-04-26 0.125 - 4.375 14135463.00 13785331.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-15 2052-11-01 0.125 - 8 174300986.00 130497787.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2052-10-01 0.25 - 9 115578331.00 89460914.38 Agency Mortgage-Backed Securities Tennessee Valley Authority 2022-11-09 2022-11-09 0 - 0 2484393.00 2482390.17 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2052-08-15 0 - 5.5 175087534.00 173475647.29 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-11-09 2036-07-15 0 - 5.5 23383249.00 22458507.12 Agency Debentures and Agency Strips Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 493225000.00 493225000.00 0.0023 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 10/31/2022 due 11/01/2022 8NAV47T0Y26Q87Y0QP81 JMJ807000_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 2028-11-30 2028-11-30 1.5 - 1.5 10009638.00 8614740.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2059-04-01 1.5 - 9 1252006908.00 292266116.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 424503766.00 326652852.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 615177000.00 615177000.00 0.0029 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 10/31/2022 due 11/01/2022 8NAV47T0Y26Q87Y0QP81 JMJ844000_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 2028-11-30 2028-11-30 1.5 - 1.5 20990.00 18064.74 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2059-04-01 1.5 - 9 2625397.00 612869.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 890166.00 684977.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 1290000.00 1290000.00 0.0000 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 3.26% 549300HN4UKV1E2R3U73 JMB540000 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 2046-06-20 2052-10-20 3 - 4.5 784899388.00 189007581.49 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-10 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0321 185000000.00 185000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 3.05% 2IGI19DL77OX0HC3ZE78 JLQ084000 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 2052-09-01 2 - 5 186281322.00 142117961.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2052-11-01 2 - 5 523626105.00 258146386.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2051-08-15 0.125 - 2.875 5080100.00 4892430.97 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2047-07-20 3.5 - 3.5 74687033.00 35961031.39 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 431000000.00 431000000.00 0.0020 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 3.11% 2IGI19DL77OX0HC3ZE78 JLQ083000 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 2042-03-24 2042-03-24 3.7 - 3.7 385000.00 316010.22 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 2052-08-01 0.06 - 4.5 74879403.00 5484585.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2052-01-20 0 - 3.5 58128788.00 6605448.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2051-08-15 0.75 - 2.75 503200.00 495300.00 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2052-09-01 0 - 7 42024657.00 4521091.94 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0306 17000000.00 17000000.00 0.0001 N N Y N Citibank NA Citibank NA, 3.06% 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 2022-11-23 2049-10-15 0.125 - 5.22 989000.00 979884.73 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-17 2052-02-15 0 - 7.625 7506300.00 6006737.02 U.S. Treasuries (including strips) Resolution Funding Corp 2023-01-15 2030-04-15 0 - 8.875 19492000.00 14123571.10 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-09-15 2065-09-15 0 - 4.25 20261000.00 16676353.49 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-02-17 2036-07-15 0.125 - 5.5 13820000.00 12075629.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-06-26 2052-05-01 0 - 6.75 20637487.00 22528634.04 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-19 2052-10-01 0 - 7.25 21158362.00 20494965.67 Agency Debentures and Agency Strips Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0301 91000000.00 91000000.00 0.0004 N N Y N Citibank NA Citibank NA, 3.06% 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 2023-08-24 2052-07-01 0 - 5 622035.00 161032.61 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-12-09 2036-07-15 1.21 - 5.625 24045000.00 23843416.89 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-11-20 2067-10-20 1.5 - 9.5 958447783.00 76517741.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-19 2052-11-01 0 - 6.625 349114.00 283883.92 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-11-23 2049-10-15 0.125 - 3.78 198655000.00 200035989.55 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2025-07-15 2030-04-15 0 - 0 8053000.00 5809428.86 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2052-02-15 0.125 - 7.625 255302200.00 253825694.73 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0301 548000000.00 548000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 3.06% MBNUM2BPBDO7JBLYG310 0000315030 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 2051-02-20 2052-03-20 2.5 - 2.5 499068525.00 372458227.54 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0301 365000000.00 365000000.00 0.0017 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 3.06% MBNUM2BPBDO7JBLYG310 0000315030 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 2067-09-20 2072-09-20 1.795 - 5.086 756344221.00 563040450.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2038-02-15 0 - 0 725900.00 386199.85 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y CITIGROUP INC 1.0000 3 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0301 552000000.00 552000000.00 0.0026 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 MBNUM2BPBDO7JBLYG310 JMJ807000_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 2052-10-20 2 - 6.5 542707767.00 462092134.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0305 452993000.00 452993000.00 0.0021 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.06% 7LTWFZYICNSX8D621K86 JMJ632000 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 2045-04-15 2045-04-15 3.25 - 3.25 81116978.00 77256566.94 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 75000000.00 75000000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.06% 7LTWFZYICNSX8D621K86 JMH843000 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 39158.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2024-04-15 0.5 - 0.625 138574100.00 161170792.77 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.75 - 3.75 22125873.00 20910874.94 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-31 2023-03-31 0 - 0 6504000.00 6386368.66 Agency Debentures and Agency Strips Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0308 182998938.60 182998938.60 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.06% 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 2029-08-01 2052-08-01 2 - 5.66 385702035.00 183125307.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-01-16 2054-01-16 3.984 - 3.984 49987.00 66832.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2056-01-15 2056-01-15 3 - 3 149029130.00 125068866.47 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 301000000.00 301000000.00 0.0014 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 3.05% 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 2042-01-20 2064-06-15 2.5 - 4.5 1311384031.00 970040640.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-08-01 2052-10-01 3 - 4.5 110153423.00 103817701.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2052-04-01 2 - 6.5 681249315.00 419033795.49 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0300 1463000000.00 1463000000.00 0.0068 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 CYYGQCGNHMHPSMRL3R97 JMJ807000_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 2023-09-01 2056-04-01 1.17 - 7.5 105968804.00 61262885.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 2 - 5 98175514.00 77364818.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 135898000.00 135898000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 CYYGQCGNHMHPSMRL3R97 JMJ844000_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 2031-01-01 2052-09-01 2 - 5 209504.00 165092.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2056-04-01 1.17 - 7.5 226133.00 130732.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 290000.00 290000.00 0.0000 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.44% 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 2051-10-01 2051-10-01 2.5 - 2.5 1335.00 1003.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-05-15 2059-12-15 3.5 - 5.07 82072092.00 55082132.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-04-01 2052-10-01 2.5 - 5 85246633.00 38294314.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2028-03-31 0 - 1.25 635300.00 561186.05 U.S. Treasuries (including strips) Y N/A N/A 2022-11-14 2022-11-14 2022-11-14 N N N 0.0339 92000000.00 92000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 3.52% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2024-05-20 2024-05-20 3.1 - 3.1 145000.00 145797.50 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-01 2052-09-01 4 - 7 10989807.00 526495.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-04-20 2052-09-20 2 - 5.5 80503388.00 18162364.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2051-11-15 0.25 - 3.125 9006700.00 7953887.08 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2052-08-01 1.5 - 5 26081605.00 10344096.95 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-04-03 2023-04-03 0 - 0 664000.00 651701.39 Agency Debentures and Agency Strips Y N/A N/A 2022-11-21 2022-11-21 2022-11-21 N N N 0.0347 37000000.00 37000000.00 0.0002 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 10/31/2022 due 11/01/2022 ZBUT11V806EZRVTWT807 JMJ807000_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 2036-12-01 2052-10-01 2 - 6.5 542881239.00 462092006.45 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 452993000.00 452993000.00 0.0021 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 10/31/2022 due 11/01/2022 ZBUT11V806EZRVTWT807 JMJ844000_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 2036-12-01 2052-10-01 2 - 6.5 1158885.00 986423.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 967000.00 967000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.05%, dated 10/31/2022 due 11/01/2022 ZOMOLU8CGIZRYZ7PFU34 JMJ807000_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 2033-03-01 2058-01-01 2 - 5.5 119106962.00 73999040.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-10-01 0.25 - 5.5 82557186.00 38199233.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2042-02-15 0 - 4.375 26364325.00 24736704.60 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 33715824.00 17237737.53 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 150998000.00 150998000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.05%, dated 10/31/2022 due 11/01/2022 ZOMOLU8CGIZRYZ7PFU34 JMJ844000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-10-01 0.25 - 5.5 176052.00 81459.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 71899.00 36759.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2042-02-15 0 - 4.375 56221.00 52750.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2058-01-01 2 - 5.5 253990.00 157801.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 322000.00 322000.00 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.08% K5HU16E3LMSVCCJJJ255 JMD191000 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 2027-01-01 2052-11-01 1.73 - 6 606639777.00 267072936.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-04-01 2049-08-01 3.5 - 3.5 60873580.00 14784261.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0304 276000000.00 276000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.08% K5HU16E3LMSVCCJJJ255 JMJ746000 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 2024-01-20 2052-03-01 2 - 5 269668132.00 105223827.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-03-01 2050-08-01 2 - 5.5 114247248.00 44729000.42 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0305 147000000.00 147000000.00 0.0007 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 7TK5RJIZDFROZCA6XF66 JMJ807000_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 2027-06-30 2029-05-31 0.5 - 2.75 88477641.00 77015506.47 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 75499000.00 75499000.00 0.0003 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 7TK5RJIZDFROZCA6XF66 JMJ844000_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 2027-06-30 2029-05-31 0.5 - 2.75 188677.00 164233.92 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 161000.00 161000.00 0.0000 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 3.05% 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 S6XOOCT0IEG5ABCC6L87 2028-08-01 2052-10-01 2 - 5.5 43889832.00 33039805.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2052-10-01 2 - 6 94343524.00 59780436.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2052-02-15 1.625 - 3 9600.00 7697.14 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 91000000.00 91000000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 3.05%, dated 10/31/2022 due 11/01/2022 OXTKY6Q8X53C9ILVV871 JMJ844000_07426 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 2023-01-15 2069-11-20 1.5 - 9.5 14984218.00 1901618.79 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-10 2023-10-10 0 - 0 1085.00 1037.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2059-04-01 1.5 - 9 57640322.00 15004260.40 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2029-10-31 0 - 4.181 795710.00 788938.17 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-12-01 2052-11-01 1.5 - 9.5 29256594.00 5352997.52 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 22595000.00 22595000.00 0.0001 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 3.05%, dated 10/31/2022 due 11/01/2022 OXTKY6Q8X53C9ILVV871 JMJ807000_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 2022-12-01 2052-11-01 1.5 - 9.5 2346190755.00 429276049.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2059-04-01 1.5 - 9 4622382590.00 1203245396.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-01-15 2069-11-20 1.5 - 9.5 1201636475.00 152497623.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2029-10-31 0 - 4.181 63811196.00 63267777.97 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-10 2023-10-10 0 - 0 86975.00 83232.75 Agency Debentures and Agency Strips Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 1811974000.00 1811974000.00 0.0084 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2052-10-20 2 - 5.5 1779932786.00 586707399.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-04-01 2051-12-01 2 - 5 25447667.00 15183575.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2045-02-15 0.75 - 2.75 881400.00 865676.02 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-03-01 2 - 5.5 475942808.00 158889297.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0251 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2051-12-01 2 - 5.5 554189269.00 24308517.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-03-01 1.5 - 5.5 467658682.00 38823429.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-15 2052-10-20 2 - 6 2041385167.00 417027397.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-10 2049-11-15 0 - 3.125 237228000.00 91328613.92 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0251 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 3.05%, dated 10/31/2022 due 11/01/2022 549300QJJX6CVVUXLE15 JMJ807000_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 2024-01-31 2051-02-15 0.125 - 4.5 15601893.00 13761088.67 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-03-01 1.5 - 6 776910242.00 175024012.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-03-01 2052-02-01 2 - 4.5 471116363.00 167590288.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-09-20 2052-10-20 2 - 5.5 2091486806.00 801282384.42 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 1134814000.00 1134814000.00 0.0053 N Y 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-09-20 2052-10-20 5 - 6 6832412.00 6943489.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2060-07-01 1.4 - 5.5 2460465932.00 1186526296.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-03-01 2052-10-01 2 - 6.5 1940109912.00 685673325.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2045-08-15 0.75 - 7.5 25814601.00 23413132.96 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0251 1853000000.00 1853000000.00 0.0086 N N Y N RBC Financial Group RBC Financial Group, 3.05% ES7IP3U3RHIGC71XBU11 JMH363000 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 2026-06-01 2059-04-01 1.4 - 8 2850757228.00 766254693.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2052-10-01 1.5 - 7 829890903.00 363385909.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2061-04-20 2.5 - 6.5 113022483.00 83772240.35 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2052-02-15 0.125 - 7.625 133604759.00 102033747.74 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0300 1288000000.00 1288000000.00 0.0060 N N Y N RBC Financial Group RBC Financial Group, 3.09% ES7IP3U3RHIGC71XBU11 JBE256000 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 2038-06-20 2052-09-20 3 - 6.57 7538883.00 3119500.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-15 2052-09-01 2.5 - 7 234800677.00 101359477.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 2060-06-01 1.4 - 5.5 205557719.00 102520582.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0303 201001206.00 201001206.00 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 3.05%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ807000_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 2051-06-01 2.5 - 2.5 51104255.00 35752481.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2052-02-15 0 - 3 954845086.00 856586497.80 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 874458000.00 874458000.00 0.0041 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 3.05%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ807000_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 2052-09-20 3 - 5.5 2306461578.00 553271108.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-10-01 2 - 5 4114559199.00 1055226685.08 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 1570377000.00 1570377000.00 0.0073 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 3.06% SUVUFHICNZMP2WKHG940 JMJ642000 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 - 6.5 1397872257.00 736502597.49 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 722000000.00 722000000.00 0.0033 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 3.05%, dated 10/31/2022 due 11/01/2022 VYVVCKR63DVZZN70PB21 JMJ807000_08395 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 2030-01-01 2052-11-01 1.5 - 6 329926041.00 246792104.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-08-20 2052-10-20 2 - 7 306730302.00 153688945.19 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 392595000.00 392595000.00 0.0018 N Y Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2022-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer