N-MFP2 0000278001 XXXXXXXX 2022-06-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 23 45 183068602358.32 182986164496.71 187748827973.56 188311935254.74 209834070833.02 210693324114.61 214318744942.56 215507199915.80 0.8100 0.8200 0.8200 0.8200 0.9300 0.9400 0.9400 0.9400 688.69 225784136164.44 225871394991.42 1776499583.55 2187081204.21 225460814059.45 225421032620.58 1.0000 0.0141 1.0000 0.9998 0.9997 0.9997 C000019553 1.00 225460814059.45 225421032620.58 1.0000 0.9998 0.9997 0.9997 14386937695.87 15243168045.80 15437947072.80 15932209273.96 22146604896.92 18293966093.38 16166600912.54 15015467720.42 77676222568.46 75794091943.23 0.0105 N ABN AMRO Bank NV ABN AMRO Bank NV, 1.55% JKD180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2024-08-15 2043-08-15 0.75 - 3.625 243413200.00 241023023.19 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 236000000.00 236000000.00 0.0010 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.55% G5GSEF7VJP5I7OUK5573 JKD045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-12-29 2040-05-15 0 - 4.375 179420242.00 208088960.07 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 204000000.00 204000000.00 0.0009 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.97% R0MUWSFPU8MPRO8K5P83 JAJ554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2024-02-15 2051-11-15 0.25 - 6.625 1100799000.00 963514172.17 U.S. Treasuries (including strips) Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0097 940000000.00 940000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.06% R0MUWSFPU8MPRO8K5P83 JAI274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-12 2049-05-15 0 - 7.25 1328741500.00 1273523580.18 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 1246000000.00 1246000000.00 0.0055 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.06% R0MUWSFPU8MPRO8K5P83 JBF727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-02-15 2050-11-15 0.125 - 7.125 726098300.00 627201219.17 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 614000000.00 614000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.17% R0MUWSFPU8MPRO8K5P83 JBD114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2027-08-31 2043-02-15 0.5 - 6.125 193597500.00 172671369.38 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0116 169000000.00 169000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.18% R0MUWSFPU8MPRO8K5P83 JBC366000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-07-31 2052-05-15 0.125 - 6.125 980831500.00 904762461.63 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0117 885000000.00 885000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.19% R0MUWSFPU8MPRO8K5P83 JBE368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-09-30 2047-11-15 0.125 - 6.625 370801900.00 349352537.14 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-08-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0118 340000000.00 340000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.33% R0MUWSFPU8MPRO8K5P83 JBB223000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-31 2051-11-15 0.375 - 6.375 1204064235.00 1038163370.39 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 1013000000.00 1013000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.35% R0MUWSFPU8MPRO8K5P83 JBD031000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2025-04-30 2041-08-15 0.5 - 4.25 928842000.00 990300268.35 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 969000000.00 969000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.35% R0MUWSFPU8MPRO8K5P83 JBD607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-10-31 2048-08-15 0.375 - 6.75 288252900.00 345419409.14 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 338000000.00 338000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.36% R0MUWSFPU8MPRO8K5P83 JBF013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-04 2051-05-15 0 - 7.125 1079280000.00 1044755077.49 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 1021000000.00 1021000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.41% R0MUWSFPU8MPRO8K5P83 JBG660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-04-30 2049-08-15 0.625 - 6.375 382676200.00 347409118.91 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0140 340000000.00 340000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 JJL611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-08-15 2046-05-15 1.683 - 6.625 110839500.00 86863119.32 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 85000000.00 85000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.36% 2IGI19DL77OX0HC3ZE78 IGC017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-31 2051-05-15 0.125 - 3.875 202831000.00 168965984.15 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 165000000.00 165000000.00 0.0007 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 1.55% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2024-06-30 2052-05-15 1.875 - 3.25 504732800.00 509697910.86 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-28 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0154 497000000.00 497000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.55% 549300IMBXQ8SGH3HJ31 JKC539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2024-01-31 2052-05-15 0.25 - 2.875 595116300.00 553269715.13 U.S. Treasuries (including strips) Y N/A N/A 2022-07-06 2022-07-06 2022-07-06 N N N 0.0154 542305000.00 542305000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.55% 549300IMBXQ8SGH3HJ31 JKD210000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2024-01-31 2042-02-15 0.25 - 2.75 569758200.00 553883941.29 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0154 543000000.00 543000000.00 0.0024 N N Y N DNB Bank ASA DNB Bank ASA, 1.55% 549300GKFG0RYRRQ1414 JKD190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2024-08-15 2030-08-15 0.625 - 3.125 80238200.00 79147262.64 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 77000000.00 77000000.00 0.0003 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 1.55% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2040-05-15 2051-02-15 1.125 - 3.625 159158495800.00 129308296408.94 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 128161000000.00 128161000000.00 0.5684 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.55% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2024-10-15 0.625 - 0.875 145330000.00 138609871.48 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 136000000.00 136000000.00 0.0006 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.03% 213800MBWEIJDM5CU638 JAH007000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-28 2028-02-15 1.875 - 2.75 174135800.00 171682578.82 U.S. Treasuries (including strips) Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0103 168000000.00 168000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.05% 213800MBWEIJDM5CU638 JJO967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-15 2027-02-28 0.125 - 1.875 85145400.00 82677666.03 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0105 81000000.00 81000000.00 0.0004 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.05% 213800MBWEIJDM5CU638 JAH006000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2027-02-28 0.25 - 1.875 181077300.00 171747912.20 U.S. Treasuries (including strips) Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0105 168000000.00 168000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.09% 213800MBWEIJDM5CU638 JAH645000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-28 2039-11-15 1.875 - 4.375 150581800.00 171647482.18 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0109 168000000.00 168000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.15% 213800MBWEIJDM5CU638 JBA230000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2027-02-28 1.875 - 2.375 171335000.00 172714427.43 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0114 169000000.00 169000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.04% H7FNTJ4851HG0EXQ1Z70 JAH010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2026-02-15 2 - 6 172076200.00 171711584.58 U.S. Treasuries (including strips) Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0104 168000000.00 168000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.15% H7FNTJ4851HG0EXQ1Z70 JAI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 76836400.00 85831114.14 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0114 84000000.00 84000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.20% H7FNTJ4851HG0EXQ1Z70 JBA799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2027-08-15 2 - 6 177572600.00 171663993.71 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0119 168000000.00 168000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.22% H7FNTJ4851HG0EXQ1Z70 JBA800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2026-02-15 2 - 6 86772000.00 86890721.75 U.S. Treasuries (including strips) Y N/A N/A 2022-08-05 2022-08-05 2022-08-05 N N N 0.0121 85000000.00 85000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.36% H7FNTJ4851HG0EXQ1Z70 JJL118000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2026-02-15 0.25 - 6 73566700.00 69484809.89 U.S. Treasuries (including strips) Y N/A N/A 2022-08-26 2022-08-26 2022-08-26 N N N 0.0135 68000000.00 68000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.50% H7FNTJ4851HG0EXQ1Z70 JJS455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-02-15 0.125 - 6 107651300.00 104168867.89 U.S. Treasuries (including strips) Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0149 102000000.00 102000000.00 0.0005 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.55% RB0PEZSDGCO3JS6CEU02 JKD200000 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 635688000.00 607146818.00 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 595000000.00 595000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 JKD142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-01 2042-05-15 0 - 3.25 995835700.00 954432793.31 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 936000000.00 936000000.00 0.0042 N Y Y N Norinchukin Bank Norinchukin Bank, 1.28% 5493007VSMFZCPV1NB83 JJU106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2029-03-31 2032-02-15 1.25 - 2.375 156028800.00 134173451.32 U.S. Treasuries (including strips) UNITED STATES OF A 2026-08-15 2031-02-15 5.375 - 6.75 2194500.00 2589227.60 U.S. Treasuries (including strips) Y N/A N/A 2022-07-13 2022-07-13 2022-07-13 N N N 0.0127 134000000.00 134000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.58% 5493007VSMFZCPV1NB83 JJY639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2029-03-31 2032-02-15 1.25 - 2.375 208750200.00 199223220.92 U.S. Treasuries (including strips) UNITED STATES OF A 2031-02-15 2031-02-15 5.375 - 5.375 645200.00 767043.69 U.S. Treasuries (including strips) Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0157 196000000.00 196000000.00 0.0009 N N N Y Royal Bank of Canada Royal Bank of Canada, 1.55% ES7IP3U3RHIGC71XBU11 JKD225000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2044-08-15 0.25 - 3.125 475388300.00 449489539.24 U.S. Treasuries (including strips) Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0154 439000000.00 439000000.00 0.0019 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.55% 6PJDTY319315T5LR2241 JKD150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2031-08-15 0.75 - 2.875 765341000.00 713805265.53 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 700000000.00 700000000.00 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.97% 912796S42 254900HROIFWPRGM1V77 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0097 485725949.46 485725949.46 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.99% 912796X38 254900HROIFWPRGM1V77 US912796X389 U.S. Treasury Debt Y N/A N/A 2022-07-26 2022-07-26 2022-07-26 N N N 0.0099 73947454.82 73947454.82 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.00% 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0100 1115570708.28 1115570708.28 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.16% 912796S67 254900HROIFWPRGM1V77 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0116 296668307.43 296668307.43 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.27% 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0127 175042954.10 175042954.10 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.46% 912796XN4 254900HROIFWPRGM1V77 US912796XN42 U.S. Treasury Debt Y N/A N/A 2022-08-23 2022-08-23 2022-08-23 N N N 0.0146 44902115.55 44902115.55 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796XV6 254900HROIFWPRGM1V77 US912796XV67 U.S. Treasury Debt Y N/A N/A 2022-09-13 2022-09-13 2022-09-13 N N N 0.0157 1958454044.48 1958454044.48 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0159 1756134377.64 1756134377.64 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.60% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0160 1561446943.75 1561446943.75 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% 912796U56 254900HROIFWPRGM1V77 US912796U567 U.S. Treasury Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0165 640589746.65 640589746.65 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.76% 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0176 161140959.37 161140959.37 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.82% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0182 1038031992.83 1038031992.83 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796N96 254900HROIFWPRGM1V77 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0202 145988609.13 145988609.13 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% 912796W54 254900HROIFWPRGM1V77 US912796W548 U.S. Treasury Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0206 350388357.74 350388357.74 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.08% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0208 2008214430.75 2008214430.75 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796W62 254900HROIFWPRGM1V77 US912796W621 U.S. Treasury Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0210 1955698515.79 1955698515.79 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.14% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0214 397132100.00 397132100.00 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0225 2773775368.00 2773775368.00 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0230 3177789447.60 3177789447.60 0.0141 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0248 1716853371.64 1716853371.64 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.52% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0252 871503307.48 871503307.48 0.0039 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.09% 912810EM6 254900HROIFWPRGM1V77 US912810EM63 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0156 50357976.00 50357976.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.67% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0109 867282346.28 867282346.28 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0117 492294535.80 492294535.80 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.58% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0117 2171522580.50 2171522580.50 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 1.02% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0144 1411089076.43 1411089076.43 0.0063 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0124 116023867.00 116023867.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.09% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0144 273059350.20 273059350.20 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0157 646316320.36 646316320.36 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0157 971040220.67 971040220.67 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.10% 91282CAG6 254900HROIFWPRGM1V77 US91282CAG69 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0155 263369446.56 263369446.56 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 1.18% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0166 1142604053.37 1142604053.37 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0181 156275260.84 156275260.84 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 1.34% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0179 859407969.62 859407969.62 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 1.09% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0181 993848776.76 993848776.76 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% to 1.37% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0212 252785354.80 252785354.80 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0237 30951562.50 30951562.50 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.67% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0255 694531871.52 694531871.52 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.65% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0255 172908204.00 172908204.00 0.0008 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 0.0257 306614414.84 306614414.84 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.77% 912828P38 254900HROIFWPRGM1V77 US912828P386 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0258 135346562.16 135346562.16 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.82% 9128283U2 254900HROIFWPRGM1V77 US9128283U26 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0259 117852500.00 117852500.00 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.07% 912828YK0 254900HROIFWPRGM1V77 US912828YK04 U.S. Treasury Debt Y N/A N/A 2022-10-15 2022-10-15 2022-10-15 N N N 0.0207 37922984.26 37922984.26 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.52% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0213 174923283.50 174923283.50 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0231 29922656.40 29922656.40 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-07-31 2023-07-31 N N N 0.0158 5503371607.37 5503371607.37 0.0244 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-10-31 2023-10-31 N N N 0.0161 3429787870.03 3429787870.03 0.0152 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-04-30 2023-04-30 N N N 0.0155 634270393.02 634270393.02 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-07-01 2023-01-31 2023-01-31 N N N 0.0153 477596617.00 477596617.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-07-01 2022-10-31 2022-10-31 N N N 0.0151 103103571.65 103103571.65 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-07-01 2022-07-31 2022-07-31 N N N 0.0150 1043267800.68 1043267800.68 0.0046 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 0.0262 433334767.80 433334767.80 0.0019 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 0.0263 505063200.58 505063200.58 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% to 1.10% 912828TE0 254900HROIFWPRGM1V77 US912828TE09 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0452 297003874.02 297003874.02 0.0013 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 1.55% JKD179000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2033-03-01 2052-06-01 2 - 5.5 595918403.00 240930279.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2033-01-01 2052-05-01 2 - 4.5 231327811.00 112849728.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-03-20 2051-03-20 3 - 3 251453001.00 155221907.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 499000000.00 499000000.00 0.0022 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.55%, dated 6/30/2022 due 07/01/2022 B4TYDEB6GKMZO031MB27 JKD467000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2039-12-20 2050-06-20 3 - 5.25 162873516.00 22794614.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 22204000.00 22204000.00 0.0001 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.55%, dated 6/30/2022 due 07/01/2022 B4TYDEB6GKMZO031MB27 JKD382000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2039-12-20 2050-06-20 3 - 5.25 8668422801.00 1213170571.41 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 1181737000.00 1181737000.00 0.0052 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.55% 3Y4U8VZURTYWI1W2K376 JJW446000 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 2052-06-01 2052-06-01 3.5 - 3.5 138078992.00 132685637.98 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-07-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 130000000.00 130000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.34% R0MUWSFPU8MPRO8K5P83 JBB221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2026-07-01 2052-07-01 2 - 8.5 489264863.00 114492584.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-03-01 2058-08-01 1.5 - 8 886309408.00 377941195.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-03-20 2064-01-20 2 - 6.5 317384521.00 122909007.35 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 602000000.00 602000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.45% R0MUWSFPU8MPRO8K5P83 JJL058000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2036-02-20 2051-10-20 2 - 5.5 81726522.00 58988292.34 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-09-01 2051-09-01 2.5 - 5 73888860.00 37017481.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-07-01 2041-02-01 4 - 6.5 188860.00 20976.06 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-09-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 94000000.00 94000000.00 0.0004 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.55%, dated 6/30/2022 due 07/01/2022 VJW2DOOHGDT6PR0ZRO63 JKD382000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 2024-09-15 2048-01-15 2.875 - 4.875 4763.00 5269.82 Agency Debentures and Agency Strips Federal Home Loan Banks 2022-08-15 2026-11-25 0.125 - 5.25 31505788.00 30460938.58 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-08-09 2035-05-14 0.17 - 3.375 14007245.00 13853997.98 Agency Debentures and Agency Strips United States Treasury 2022-07-07 2052-02-15 0 - 7.25 229465775.00 226603676.68 U.S. Treasuries (including strips) Government National Mortgage Association 2022-08-20 2052-06-20 1.5 - 9 117038183.00 85642679.24 Agency Mortgage-Backed Securities Federal National Mortgage Association 2022-07-25 2052-07-01 0.25 - 9 159976176.00 127475705.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2022-11-01 2052-07-01 0.125 - 8 83662664.00 62483210.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 535779000.00 535779000.00 0.0024 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 1.55%, dated 6/30/2022 due 07/01/2022 8NAV47T0Y26Q87Y0QP81 JKD382000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2051-12-20 2072-05-20 1.938 - 5.39 287681438.00 268187419.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2022-09-01 2052-07-01 1 - 8.5 1577832066.00 401546895.19 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0155 656574000.00 656574000.00 0.0029 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.35% 2IGI19DL77OX0HC3ZE78 IGE657000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2023-08-01 2052-05-01 2 - 3.5 37090011.00 32126007.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-05-01 2052-05-01 2 - 4.5 79853433.00 23509105.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-03-20 2051-06-20 2.5 - 3 1922615.00 550552.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 5 N N/A N/A N N 0.0035 55000000.00 55000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.38% 2IGI19DL77OX0HC3ZE78 IGE658000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2023-08-01 2052-04-01 2 - 3.5 9357640.00 9206739.10 Agency Mortgage-Backed Securities Federal National Mortgage Association 2031-02-01 2052-05-01 2 - 4.5 16423612.00 9183687.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-07-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 18000000.00 18000000.00 0.0001 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.55% 2IGI19DL77OX0HC3ZE78 JJW429000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-09-20 2052-02-20 2.5 - 4.5 5631764.00 2131328.34 Agency Mortgage-Backed Securities Federal National Mortgage Association 2026-02-01 2060-07-01 1.5 - 4.5 729540010.00 369815630.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-08-01 2052-06-01 0 - 4.5 94085663.00 74170219.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2039-04-25 2039-04-25 3.36 - 3.36 1010000.00 931398.43 Agency Debentures and Agency Strips Y N/A N/A 2022-07-07 2022-07-07 2022-07-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 438000000.00 438000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 JJW439000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2027-01-04 2052-06-01 0 - 6.5 167311636.00 26529240.63 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2037-03-25 2042-04-04 3.49 - 4 3000.00 2840.28 Agency Debentures and Agency Strips Federal National Mortgage Association 2023-06-25 2052-03-01 0 - 6.477 243996951.00 15291243.74 Agency Debentures and Agency Strips Government National Mortgage Association 2031-05-20 2063-09-16 1.058 - 4.5 119096037.00 34241190.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0160 74000000.00 74000000.00 0.0003 N N N Y Citibank NA Citibank NA, 1.56% E57ODZWZ7FF32TWEFA76 0000036684 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 2022-09-28 2050-01-01 0 - 4.5 3720367.00 3490391.26 Agency Mortgage-Backed Securities United States Treasury 2022-07-15 2051-05-15 0 - 6.25 52878900.00 63535561.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2025-04-01 2052-04-01 2.5 - 4.5 1250939.00 144855.02 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-04-15 0 - 0 18289000.00 13988856.87 Agency Debentures and Agency Strips Government National Mortgage Association 2022-12-15 2052-05-20 2.5 - 10 1039933.00 258017.32 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-04-13 2023-07-13 0.125 - 1.538 2565000.00 2573059.17 Agency Debentures and Agency Strips Tennessee Valley Authority 2024-03-15 2065-09-15 0 - 5.98 11182000.00 11191487.91 Agency Debentures and Agency Strips Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0155 93000000.00 93000000.00 0.0004 N N Y N Citibank NA Citibank NA, 1.56% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 2065-09-15 2065-09-15 4.25 - 4.25 559000.00 569899.85 Agency Debentures and Agency Strips Government National Mortgage Association 2051-10-20 2051-10-20 2.5 - 2.5 60094.00 52206.31 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-07-13 2023-07-13 1.538 - 1.538 464000.00 465462.18 Agency Debentures and Agency Strips United States Treasury 2024-11-15 2049-02-15 0.75 - 3.875 594791100.00 569236371.63 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0155 559000000.00 559000000.00 0.0025 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 1.56% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2043-02-15 2043-02-15 3.125 - 3.125 397869500.00 384206663.57 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0155 373000000.00 373000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.55%, dated 6/30/2022 due 07/01/2022 MBNUM2BPBDO7JBLYG310 JKD382000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2028-08-01 2048-08-01 2.16 - 4.28 3332892.00 3275241.09 Agency Mortgage-Backed Securities United States Treasury 2024-01-15 2024-01-15 0.125 - 0.125 520850569.00 498984326.63 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0155 492390000.00 492390000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.55% 7LTWFZYICNSX8D621K86 JKD012000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2024-06-15 2045-04-15 3.25 - 3.35 93905045.00 94764080.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 92000000.00 92000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.56% 7LTWFZYICNSX8D621K86 JKD205000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2025-03-31 2025-03-31 0.5 - 0.5 4235100.00 3958146.35 U.S. Treasuries (including strips) Government National Mortgage Association 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 41789.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-11-15 2046-11-15 3.75 - 3.75 187332797.00 187549135.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0154 186000000.00 186000000.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2054-01-16 2054-01-16 3.968 - 3.968 49987.00 71162.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-01-01 2056-01-15 2 - 5.5 269928922.00 185650853.83 Agency Mortgage-Backed Securities Federal National Mortgage Association 2024-02-01 2057-09-01 1.5 - 12 421456040.00 192701223.17 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 370000000.00 370000000.00 0.0016 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.55% 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 2034-02-15 2052-05-20 2.5 - 6.5 1961328768.00 1521905523.68 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0154 1492000000.00 1492000000.00 0.0066 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.55%, dated 6/30/2022 due 07/01/2022 CYYGQCGNHMHPSMRL3R97 JKD382000_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 2028-08-01 2052-02-01 1.5 - 4 10329239.00 6554104.66 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-12-01 2052-05-01 1 - 4 189730188.00 144018512.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-11-15 2044-07-15 3.5 - 6 1445173.00 105210.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 147717000.00 147717000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2047-12-01 2052-05-01 3 - 4 138937586.00 76526477.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-09 2022-08-09 2022-08-09 N N N 0.0177 75000000.00 75000000.00 0.0003 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.55%, dated 6/30/2022 due 07/01/2022 ZBUT11V806EZRVTWT807 JKD382000_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 2027-07-01 2052-06-01 1.596 - 4.85 292267424.00 251117042.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-06-01 2052-07-01 2.211 - 7.5 3177838.00 12669.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 246195000.00 246195000.00 0.0011 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.55%, dated 6/30/2022 due 07/01/2022 ZOMOLU8CGIZRYZ7PFU34 JKD382000_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 2037-02-01 2052-05-01 2 - 5.5 292397101.00 167419808.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 164130000.00 164130000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.58% K5HU16E3LMSVCCJJJ255 JJW475000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2023-02-01 2052-06-01 2 - 6 426326625.00 284767348.50 Agency Mortgage-Backed Securities Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0157 279000000.00 279000000.00 0.0012 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.55%, dated 6/30/2022 due 07/01/2022 7TK5RJIZDFROZCA6XF66 JKD382000_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 2022-10-31 2029-08-15 1.5 - 2.75 90832956.00 83709904.35 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 82065000.00 82065000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.55% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2052-03-20 2052-03-20 2.5 - 2.5 2048.00 1853.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2027-10-01 2052-07-01 2 - 6.5 79767550.00 68631370.17 Agency Mortgage-Backed Securities United States Treasury 2029-01-31 2029-03-31 1.75 - 2.375 2200.00 2112.65 U.S. Treasuries (including strips) Federal National Mortgage Association 2022-12-01 2052-06-01 1.5 - 6.5 34776538.00 25208750.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 92000000.00 92000000.00 0.0004 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.58% 549300Y1PMK3RWXMWR72 JKC154000 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 2049-06-20 2072-05-20 2 - 3.5 50114877.00 44975037.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-06-01 2052-03-01 2 - 4 183285437.00 123306561.35 Agency Mortgage-Backed Securities United States Treasury 2022-09-15 2049-11-15 0 - 3 42374100.00 42315174.21 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2022-07-25 2052-05-01 0.125 - 5 1190853118.00 170996392.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0157 374000972.40 374000972.40 0.0017 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.55%, dated 6/30/2022 due 07/01/2022 OXTKY6Q8X53C9ILVV871 JKD382000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2025-01-28 2037-03-13 0.5 - 3.5 49689786.00 47614690.15 Agency Debentures and Agency Strips Government National Mortgage Association 2050-06-20 2068-12-20 2.5 - 5 28290979.00 22696906.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-02-01 2052-07-01 1.5 - 4.5 182157154.00 123587245.70 Agency Mortgage-Backed Securities Federal National Mortgage Association 2023-04-01 2057-01-01 0.375 - 7.5 1477241121.00 643301704.93 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 820749000.00 820749000.00 0.0036 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.56% 549300QJJX6CVVUXLE15 JKD219000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2049-07-01 2050-12-01 3 - 3 3195918.00 1339052.27 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-02-01 2052-03-01 2 - 5 107518549.00 36608333.93 Agency Mortgage-Backed Securities United States Treasury 2022-07-19 2052-05-15 0 - 6.5 946342800.00 867558364.38 U.S. Treasuries (including strips) Government National Mortgage Association 2038-11-20 2052-05-20 2 - 5 935931177.00 142466639.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-05 2022-07-05 2022-07-05 N N N 0.0154 1026000000.00 1026000000.00 0.0046 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.55%, dated 6/30/2022 due 07/01/2022 549300QJJX6CVVUXLE15 JKD382000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2026-09-24 2052-03-01 1.875 - 3.5 15660682.00 13564398.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2049-08-01 2049-08-01 3.5 - 3.5 16855153.00 4730359.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-01-15 2052-05-20 2 - 4 25029770.00 9072809.87 Agency Mortgage-Backed Securities United States Treasury 2022-08-15 2052-05-15 0.125 - 7.25 19195463.00 20750191.97 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 47056000.00 47056000.00 0.0002 N Y Y N RBC Financial Group RBC Financial Group, 1.04% ES7IP3U3RHIGC71XBU11 JAH765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2032-05-01 2052-07-01 2 - 5.5 1841281880.00 808264304.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-10-01 2060-06-01 2 - 5 2178287606.00 1080363789.11 Agency Mortgage-Backed Securities United States Treasury 2024-02-15 2024-02-15 2.75 - 2.75 2808200.00 2828103.19 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0104 1851000000.00 1851000000.00 0.0082 N N Y N RBC Financial Group RBC Financial Group, 1.28% ES7IP3U3RHIGC71XBU11 JBB889000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-02-15 2052-06-20 1 - 5.5 26568.00 19117.38 Agency Collateralized Mortgage Obligation United States Treasury 2046-08-15 2046-08-15 2.25 - 2.25 200.00 163.90 U.S. Treasuries (including strips) Federal National Mortgage Association 2023-04-01 2058-01-01 1 - 7.5 2332184503.00 818381843.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-12-15 2052-07-01 1.5 - 6.5 863766186.00 507311112.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-09-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0127 1297000000.00 1297000000.00 0.0058 N N Y N RBC Financial Group RBC Financial Group, 1.55% ES7IP3U3RHIGC71XBU11 JBE256000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2024-02-15 2024-02-15 2.75 - 2.75 10960100.00 11037779.98 U.S. Treasuries (including strips) Government National Mortgage Association 2042-02-15 2052-06-20 1 - 5.5 247617.00 257196.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-11-01 2052-06-01 2 - 5 204561063.00 180173039.20 Agency Mortgage-Backed Securities Federal National Mortgage Association 2025-03-01 2052-06-01 1.5 - 4.5 16722967.00 13837331.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0154 200998693.50 200998693.50 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 1.55%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD467000_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 2051-06-01 2051-09-01 2.5 - 2.5 187720.00 148484.33 Agency Mortgage-Backed Securities United States Treasury 2022-10-31 2030-08-15 0.25 - 2.875 558122.00 528824.88 U.S. Treasuries (including strips) Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 664000.00 664000.00 0.0000 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.55%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD382000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-10-31 2030-08-15 0.25 - 2.875 1130024722.00 1070707115.47 U.S. Treasuries (including strips) Federal National Mortgage Association 2051-06-01 2051-09-01 2.5 - 2.5 380074735.00 300634929.47 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 1344395000.00 1344395000.00 0.0060 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.55%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD467000_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 2042-10-20 2046-03-20 3 - 3.5 2836522.00 431811.92 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-12-01 2050-06-01 2 - 4 7014154.00 1798363.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 2132000.00 2132000.00 0.0000 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.55%, dated 6/30/2022 due 07/01/2022 5U0XI89JRFVHWIBS4F54 JKD382000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2048-12-01 2050-06-01 2 - 4 4643810617.00 1190629583.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-20 2046-03-20 3 - 3.5 1877956080.00 285886634.47 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 1411518000.00 1411518000.00 0.0063 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.75% 5493006GGLR4BTEL8O61 IJE261000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-07-31 2023-07-31 1.25 - 1.25 5100000.00 5033952.75 U.S. Treasuries (including strips) Federal National Mortgage Association 2047-12-01 2047-12-01 3.5 - 3.5 280000000.00 52268046.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0075 56000000.00 56000000.00 0.0002 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.88% 5493006GGLR4BTEL8O61 JAA405000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2047-10-01 2049-07-01 3.5 - 3.5 498348000.00 82171975.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-11-20 2043-11-20 4 - 4 150722000.00 12999611.69 Agency Mortgage-Backed Securities United States Treasury 2023-07-31 2023-07-31 1.25 - 1.25 6800000.00 6711936.99 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-07-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0088 99602500.00 99602500.00 0.0004 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.13% 5493006GGLR4BTEL8O61 JAG568000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2049-08-01 2049-08-01 3.5 - 3.5 669919000.00 98139428.10 Agency Mortgage-Backed Securities United States Treasury 2023-07-31 2023-07-31 1.25 - 1.25 7350000.00 7254814.25 U.S. Treasuries (including strips) Y N/A N/A 2022-07-07 2022-07-07 2022-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0112 103000000.00 103000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.30% 5493006GGLR4BTEL8O61 JBF124000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-07-31 2023-07-31 1.25 - 1.25 6300000.00 6218412.22 U.S. Treasuries (including strips) Government National Mortgage Association 2051-04-20 2051-04-20 2.5 - 2.5 210526000.00 157322365.30 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0129 160000000.00 160000000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.08% 5493006GGLR4BTEL8O61 JJV797000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-01-20 2046-10-20 3 - 3.5 623159000.00 84802519.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-07 2022-07-07 2022-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0207 83000000.00 83000000.00 0.0004 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.55% SUVUFHICNZMP2WKHG940 JKD120000 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 2029-12-01 2061-03-01 2 - 5 1452819584.00 905798998.33 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 888000000.00 888000000.00 0.0039 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.55%, dated 6/30/2022 due 07/01/2022 VYVVCKR63DVZZN70PB21 JKD382000_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 2037-07-01 2052-07-01 2.5 - 5.5 67886904.00 66967942.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0155 65652000.00 65652000.00 0.0003 N Y Y N Fannie Mae Fannie Mae, 1.63% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-29 2022-07-29 N N N 0.0152 143911558.05 143911558.05 0.0006 N N N N Fannie Mae Fannie Mae, 1.70% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-06 2022-07-06 N N N 0.0153 688017695.36 688017695.36 0.0031 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 3133EMRS3 254900C5LP6DN9OP9V83 US3133EMRS35 U.S. Government Agency Debt Y N/A N/A 2022-08-24 2022-08-24 2022-08-24 N N N 0.0185 10472125.13 10472125.13 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ENCW8 254900C5LP6DN9OP9V83 US3133ENCW84 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0146 93895391.16 93895391.16 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ENFU9 254900C5LP6DN9OP9V83 US3133ENFU91 U.S. Government Agency Debt Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0150 142749526.92 142749526.92 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.52% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2023-03-03 2023-03-03 N N N 0.0153 85743087.69 85743087.69 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.53% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2023-03-07 2023-03-07 N N N 0.0153 115993509.80 115993509.80 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.83% 3133ELCX0 254900C5LP6DN9OP9V83 US3133ELCX02 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-12-09 2022-12-09 N N N 0.0153 5006469.10 5006469.10 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.18% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-11-07 2022-11-07 N N N 0.0158 37076931.88 37076931.88 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.59% 3133ENYG9 254900C5LP6DN9OP9V83 US3133ENYG96 U.S. Government Agency Debt Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0293 39353509.40 39353509.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0000 40000000.00 40000000.00 0.0002 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 0.0230 24978641.94 24978641.94 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 0.0250 81099539.96 81099539.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 313385A48 2549001DPIFGXC1TOL40 US313385A483 U.S. Government Agency Debt Y N/A N/A 2022-08-02 2022-08-02 2022-08-02 N N N 0.0075 17987680.08 17987680.08 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ARG70 2549001DPIFGXC1TOL40 US3130ARG701 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-30 2023-03-30 2023-03-30 N N N 0.0191 367556135.20 367556135.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 313385YZ3 2549001DPIFGXC1TOL40 US313385YZ37 U.S. Government Agency Debt Y N/A N/A 2022-07-06 2022-07-06 2022-07-06 N N N 0.0117 58988608.28 58988608.28 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 313385ZA7 2549001DPIFGXC1TOL40 US313385ZA76 U.S. Government Agency Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0120 213950418.34 213950418.34 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385ZH2 2549001DPIFGXC1TOL40 US313385ZH20 U.S. Government Agency Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0130 1439277235.20 1439277235.20 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385ZM1 2549001DPIFGXC1TOL40 US313385ZM15 U.S. Government Agency Debt Y N/A N/A 2022-07-18 2022-07-18 2022-07-18 N N N 0.0132 265825421.54 265825421.54 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385ZN9 2549001DPIFGXC1TOL40 US313385ZN97 U.S. Government Agency Debt Y N/A N/A 2022-07-19 2022-07-19 2022-07-19 N N N 0.0132 153892985.40 153892985.40 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 313385ZP4 2549001DPIFGXC1TOL40 US313385ZP46 U.S. Government Agency Debt Y N/A N/A 2022-07-20 2022-07-20 2022-07-20 N N N 0.0133 173872371.00 173872371.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.33% 313385ZQ2 2549001DPIFGXC1TOL40 US313385ZQ29 U.S. Government Agency Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0133 998228682.09 998228682.09 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.34% 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 U.S. Government Agency Debt Y N/A N/A 2022-07-22 2022-07-22 2022-07-22 N N N 0.0134 49959200.00 49959200.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 313385ZX7 2549001DPIFGXC1TOL40 US313385ZX79 U.S. Government Agency Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0135 1156793167.14 1156793167.14 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0136 263413173.51 263413173.51 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2023-09-01 2023-09-01 N N N 0.0154 367012569.75 367012569.75 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-12-08 2022-12-08 N N N 0.0153 1210223716.90 1210223716.90 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-11-18 2022-11-18 N N N 0.0152 176781381.96 176781381.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-11-23 2022-11-23 N N N 0.0152 476086793.84 476086793.84 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-12-02 2022-12-02 N N N 0.0152 352067953.60 352067953.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-12-15 2022-12-15 N N N 0.0154 500064640.00 500064640.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-09-15 2022-09-15 N N N 0.0151 176032322.40 176032322.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-09-16 2022-09-16 N N N 0.0151 143776749.00 143776749.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385A55 2549001DPIFGXC1TOL40 US313385A558 U.S. Government Agency Debt Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0167 380404862.76 380404862.76 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385A63 2549001DPIFGXC1TOL40 US313385A632 U.S. Government Agency Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0167 1215041433.22 1215041433.22 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385B47 2549001DPIFGXC1TOL40 US313385B473 U.S. Government Agency Debt Y N/A N/A 2022-08-10 2022-08-10 2022-08-10 N N N 0.0167 46911025.71 46911025.71 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 313385B54 2549001DPIFGXC1TOL40 US313385B549 U.S. Government Agency Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0168 210590586.15 210590586.15 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AS5D7 2549001DPIFGXC1TOL40 US3130AS5D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0231 528466874.30 528466874.30 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 313385C95 2549001DPIFGXC1TOL40 US313385C950 U.S. Government Agency Debt Y N/A N/A 2022-08-23 2022-08-23 2022-08-23 N N N 0.0169 85784351.56 85784351.56 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313385D29 2549001DPIFGXC1TOL40 US313385D297 U.S. Government Agency Debt Y N/A N/A 2022-08-24 2022-08-24 2022-08-24 N N N 0.0170 87404496.46 87404496.46 0.0004 N N Y 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 0.0233 176517117.45 176517117.45 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 0.0234 234349858.40 234349858.40 0.0010 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 0.0234 234363601.20 234363601.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385E28 2549001DPIFGXC1TOL40 US313385E287 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0192 77744942.34 77744942.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385E93 2549001DPIFGXC1TOL40 US313385E931 U.S. Government Agency Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0192 205250473.12 205250473.12 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0192 177342980.64 177342980.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0192 206170579.98 206170579.98 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385G59 2549001DPIFGXC1TOL40 US313385G597 U.S. Government Agency Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0192 367424403.21 367424403.21 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0192 381163212.43 381163212.43 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 313385G75 2549001DPIFGXC1TOL40 US313385G753 U.S. Government Agency Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0193 220033100.69 220033100.69 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313385P59 2549001DPIFGXC1TOL40 US313385P598 U.S. Government Agency Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0245 376543778.40 376543778.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.70% 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 0.0270 186604402.32 186604402.32 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.71% 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 0.0271 148957946.97 148957946.97 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.71% 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 0.0271 17735450.58 17735450.58 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.71% 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 0.0271 360594000.66 360594000.66 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.71% 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 0.0271 405733389.36 405733389.36 0.0018 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.60% 5493006GGLR4BTEL8O61 JKC149000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-07-07 2022-07-07 2022-07-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0159 52000000.00 52000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2022-07-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer