0000278001-22-000020.txt : 20221007 0000278001-22-000020.hdr.sgml : 20221007 20221007075253 ACCESSION NUMBER: 0000278001-22-000020 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221007 DATE AS OF CHANGE: 20221007 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: 221299310 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 2022-09-30 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 17 54 164944524460.06 164199837000.36 160563940372.60 162085664843.06 164870853552.20 194969506665.21 194905765955.54 191773475154.46 191843757195.32 191898528609.83 0.7500 0.7500 0.7400 0.7400 0.7500 0.8900 0.8900 0.8800 0.8800 0.8700 7998728.83 217866281845.57 217934009106.22 2275785447.22 4339290518.16 215878502764.11 215838561615.20 1.0000 0.0289 0.9998 0.9998 0.9997 0.9998 0.9999 C000019553 1.00 215878502764.11 215838561615.20 0.9998 0.9998 0.9997 0.9998 0.9999 16546508505.59 16541042640.59 13093254837.30 12137644606.19 17857761098.67 19664848815.64 16690438715.73 16789619969.92 22675574308.00 21806791723.97 77811005047.35 77421611542.16 0.0252 N ABN AMRO Bank NV ABN AMRO Bank NV, 3.05% JLU518000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2047-11-15 0.375 - 3.625 248597100.00 237724854.22 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 233000000.00 233000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 3.05% G5GSEF7VJP5I7OUK5573 JLU530000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 0.75 - 0.75 191126400.00 170383300.15 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 167000000.00 167000000.00 0.0008 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 JJL611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2048-11-15 0.125 - 3.375 94573200.00 87539646.84 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 85000000.00 85000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 JKR046000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-15 2052-08-15 0.125 - 4.25 1374700900.00 1283956795.11 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0238 1250000000.00 1250000000.00 0.0058 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 JKL456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-11 2049-02-15 0 - 6.75 683633000.00 625620252.43 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 610000000.00 610000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 JKU430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-08 2050-11-15 0 - 7.125 1208836400.00 960473568.83 U.S. Treasuries (including strips) Y N/A N/A 2022-10-05 2022-10-05 2022-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0242 937000000.00 937000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.99% R0MUWSFPU8MPRO8K5P83 JLO516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2051-02-15 0.25 - 6 345024800.00 335978924.69 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0295 329000000.00 329000000.00 0.0015 N N 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 2022-10-20 2050-08-15 0 - 6 1105011900.00 1016217297.47 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0298 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 2022-12-06 2051-11-15 0 - 6.125 1095437400.00 886299103.77 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2023-01-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0325 867000000.00 867000000.00 0.0040 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JLS067000 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 2029-09-30 0.25 - 3.875 495793200.00 441292654.87 U.S. Treasuries (including strips) Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0298 432421124.29 432421124.29 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JLT008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2029-09-30 0.375 - 3.875 620699500.00 553911013.39 U.S. Treasuries (including strips) Y N/A N/A 2022-10-05 2022-10-05 2022-10-05 N N N 0.0298 542821628.46 542821628.46 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JLT812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2029-09-30 0.25 - 3.875 622331000.00 554047741.82 U.S. Treasuries (including strips) Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0299 543001520.40 543001520.40 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 2025-06-15 2030-05-15 0.625 - 2.875 186078800.00 167504488.92 U.S. Treasuries (including strips) Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0342 164000000.00 164000000.00 0.0008 N N N N 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 2026-04-30 2051-02-15 0.75 - 4.25 130457295400.00 118619141377.33 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 118589000000.00 118589000000.00 0.5493 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 2026-07-31 2028-03-31 0.625 - 1.25 233770000.00 204147700.81 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 200000000.00 200000000.00 0.0009 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 2023-06-15 2042-08-15 0.25 - 3 208773500.00 175367360.17 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 N 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 168069100.00 167959616.27 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 N 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 223281800.00 172420706.38 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 173309100.00 168818528.49 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0324 165000000.00 165000000.00 0.0008 N N N N Lloyds Bank PLC Lloyds Bank PLC, 2.57% H7FNTJ4851HG0EXQ1Z70 JKR880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2028-11-30 0.25 - 6.75 286377700.00 260167997.63 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 N N Lloyds Bank PLC Lloyds Bank PLC, 2.58% H7FNTJ4851HG0EXQ1Z70 JKP976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2028-11-30 0.25 - 6.75 178532600.00 172245617.92 U.S. Treasuries (including strips) Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0255 168000000.00 168000000.00 0.0008 N N N 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 2024-03-15 2028-11-30 0.25 - 6.75 89103100.00 86041249.64 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 N 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 0.25 - 6.75 75680400.00 67614300.06 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 N Lloyds Bank PLC Lloyds Bank PLC, 2.95% H7FNTJ4851HG0EXQ1Z70 JLM283000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-07-31 0.375 - 6.75 119737600.00 101295488.06 U.S. Treasuries (including strips) Y N/A N/A 2022-10-17 2022-10-17 2022-10-17 N N N 0.0291 99000000.00 99000000.00 0.0005 N N N N 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 2026-08-15 0.125 - 6.75 107103200.00 101224224.23 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0317 99000000.00 99000000.00 0.0005 N N N N 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 2024-08-15 2028-09-30 1.125 - 6.75 177650000.00 152567353.31 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0321 149000000.00 149000000.00 0.0007 N N N N 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 2024-08-31 2026-08-15 1.875 - 6.75 105596400.00 101264698.45 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0324 99000000.00 99000000.00 0.0005 N N N N 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 2024-08-15 2026-08-15 1.875 - 6.75 104578600.00 101275523.51 U.S. Treasuries (including strips) Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0332 99000000.00 99000000.00 0.0005 N N N N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 3.05% U7M81AY481YLIOR75625 JLU505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2049-08-15 0.125 - 4.375 741628500.00 682625528.28 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 669000000.00 669000000.00 0.0031 N Y Y N Royal Bank of Canada Royal Bank of Canada, 3.05% ES7IP3U3RHIGC71XBU11 JLR396000 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 2045-02-15 1.125 - 2.75 423943400.00 403142286.89 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 395000000.00 395000000.00 0.0018 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 3.05% 6PJDTY319315T5LR2241 JLU528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2030-08-15 0.5 - 3.25 773819000.00 713764464.01 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 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., 3.08% 5493006GGLR4BTEL8O61 JLS116000 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 39211000.00 28897550.18 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0304 28000000.00 28000000.00 0.0001 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.09% 5493006GGLR4BTEL8O61 JLQ218000 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 77648000.00 57723845.19 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0305 56000000.00 56000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.09% 5493006GGLR4BTEL8O61 JLQ222000 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 2029-08-15 1.625 - 3.25 67019000.00 58285573.11 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0305 57000000.00 57000000.00 0.0003 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 0.0426 39067183.58 39067183.58 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.97% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-03-03 2023-03-03 N N N 0.0295 85756739.09 85756739.09 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.98% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-03-07 2023-03-07 N N N 0.0297 115999400.28 115999400.28 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.02% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-26 2023-07-26 N N N 0.0299 149030063.73 149030063.73 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.02% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-09-26 2023-09-26 N N N 0.0298 72771142.61 72771142.61 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.04% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-05-28 2024-05-28 N N N 0.0303 239019182.14 239019182.14 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.05% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2022-10-04 2023-10-04 2023-10-04 N N N 0.0302 111027645.66 111027645.66 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.28% 3133ELCX0 254900C5LP6DN9OP9V83 US3133ELCX02 U.S. Government Agency Debt Y N/A N/A 2022-10-01 2022-12-09 2022-12-09 N N N 0.0295 5002882.15 5002882.15 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.72% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-11-07 2022-11-07 N N N 0.0311 37021571.00 37021571.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385J23 2549001DPIFGXC1TOL40 US313385J237 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0000 161900000.00 161900000.00 0.0007 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 0.0358 24942624.46 24942624.46 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 0.0334 81294461.34 81294461.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 313385J31 2549001DPIFGXC1TOL40 US313385J310 U.S. Government Agency Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0076 871927702.48 871927702.48 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 313385J49 2549001DPIFGXC1TOL40 US313385J492 U.S. Government Agency Debt Y N/A N/A 2022-10-05 2022-10-05 2022-10-05 N N N 0.0121 882853580.94 882853580.94 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 313385J56 2549001DPIFGXC1TOL40 US313385J567 U.S. Government Agency Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0152 149962692.00 149962692.00 0.0007 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 0.0353 527927397.90 527927397.90 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 0.0356 176279588.76 176279588.76 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 0.0356 234024070.85 234024070.85 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 0.0356 234030258.40 234030258.40 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 0.0426 365928653.20 365928653.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313385K54 2549001DPIFGXC1TOL40 US313385K540 U.S. Government Agency Debt Y N/A N/A 2022-10-14 2022-10-14 2022-10-14 N N N 0.0242 401128620.53 401128620.53 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt Y N/A N/A 2022-10-19 2022-10-19 2022-10-19 N N N 0.0256 703066643.84 703066643.84 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.58% 313385L38 2549001DPIFGXC1TOL40 US313385L381 U.S. Government Agency Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0258 357495724.78 357495724.78 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.64% 313385L46 2549001DPIFGXC1TOL40 US313385L464 U.S. Government Agency Debt Y N/A N/A 2022-10-21 2022-10-21 2022-10-21 N N N 0.0264 1315007760.93 1315007760.93 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.66% 313385L79 2549001DPIFGXC1TOL40 US313385L795 U.S. Government Agency Debt Y N/A N/A 2022-10-24 2022-10-24 2022-10-24 N N N 0.0266 459199719.60 459199719.60 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.69% 313385L95 2549001DPIFGXC1TOL40 US313385L951 U.S. Government Agency Debt Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0269 664045399.10 664045399.10 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.76% 313385M60 2549001DPIFGXC1TOL40 US313385M603 U.S. Government Agency Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0276 265383151.32 265383151.32 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.92% 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 0.0292 86779526.34 86779526.34 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.94% 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 0.0294 280238852.49 280238852.49 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.95% 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 0.0295 254287027.65 254287027.65 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 0.0334 351757824.00 351757824.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.98% 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 0.0298 555248285.13 555248285.13 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.98% 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 0.0298 172440841.51 172440841.51 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.99% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-09-01 2023-09-01 N N N 0.0298 367034769.58 367034769.58 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.99% 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 0.0299 119601679.20 119601679.20 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-04-04 2023-04-04 N N N 0.0300 278006833.24 278006833.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-01-05 2024-01-05 N N N 0.0300 929091069.87 929091069.87 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-06-21 2023-06-21 N N N 0.0300 91002674.49 91002674.49 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-01-12 2024-01-12 N N N 0.0300 279537142.76 279537142.76 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-25 2023-01-25 N N N 0.0294 186028404.06 186028404.06 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-23 2023-01-23 N N N 0.0297 373017075.94 373017075.94 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-23 2023-01-23 N N N 0.0297 186008338.38 186008338.38 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-04-03 2023-04-03 N N N 0.0301 463011278.68 463011278.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-06-28 2023-06-28 N N N 0.0296 549186116.49 549186116.49 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-23 2023-01-23 N N N 0.0297 727034576.12 727034576.12 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-06-27 2023-06-27 N N N 0.0301 365998525.02 365998525.02 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 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 0.0301 385580445.30 385580445.30 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-11-18 2022-11-18 N N N 0.0296 176756659.94 176756659.94 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-12-02 2022-12-02 N N N 0.0296 352018476.48 352018476.48 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-04-12 2024-04-12 N N N 0.0301 372556742.93 372556742.93 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-04-25 2023-04-25 N N N 0.0301 372014939.52 372014939.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-03 2023-07-03 N N N 0.0302 277998846.30 277998846.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-12-08 2022-12-08 N N N 0.0294 1210114151.40 1210114151.40 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-26 2023-07-26 N N N 0.0301 744043300.80 744043300.80 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-11-23 2022-11-23 N N N 0.0296 476021729.40 476021729.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-12-15 2022-12-15 N N N 0.0295 500041830.00 500041830.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 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 0.0302 859759201.99 859759201.99 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 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 0.0302 1351667546.37 1351667546.37 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-12-14 2023-12-14 N N N 0.0302 873042392.88 873042392.88 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-07-11 2024-07-11 N N N 0.0302 373055308.44 373055308.44 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-03 2023-07-03 N N N 0.0302 186000000.00 186000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-07-12 2024-07-12 N N N 0.0302 93013957.44 93013957.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-10-03 2023-10-03 N N N 0.0304 741962900.00 741962900.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 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 0.0303 64738911.90 64738911.90 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-01-26 2024-01-26 N N N 0.0303 744105662.88 744105662.88 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-03-06 2024-03-06 N N N 0.0303 183027442.68 183027442.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-03-21 2024-03-21 N N N 0.0302 146032127.30 146032127.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-05 2023-07-05 2023-07-05 N N N 0.0299 555182706.00 555182706.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 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 0.0304 109519821.40 109519821.40 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.05% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-08-28 2024-08-28 N N N 0.0304 22004654.98 22004654.98 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.05% 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 0.0305 1287017844.99 1287017844.99 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.06% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-07-26 2024-07-26 N N N 0.0305 28004091.36 28004091.36 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.07% 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 0.0307 273631910.75 273631910.75 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 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 0.0309 527608178.90 527608178.90 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 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 0.0309 546184118.61 546184118.61 0.0025 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 0.0346 475194205.95 475194205.95 0.0022 N N N 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 0.0347 274832665.25 274832665.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.31% 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 0.0331 456441120.90 456441120.90 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.31% 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 0.0331 378840065.28 378840065.28 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.32% 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 0.0332 377738338.80 377738338.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.33% 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 0.0333 260391293.80 260391293.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.33% 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 0.0333 507814288.03 507814288.03 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.33% 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 0.0333 679671353.88 679671353.88 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.34% 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 0.0334 119195403.60 119195403.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.34% 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 0.0334 467708986.41 467708986.41 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.35% 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 0.0335 363339352.02 363339352.02 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.35% 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 0.0335 107204732.28 107204732.28 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.35% 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 0.0335 187590506.04 187590506.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.36% 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 0.0336 97250719.44 97250719.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.36% 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 0.0336 443372259.75 443372259.75 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.39% 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 0.0339 271118437.59 271118437.59 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.55% 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 0.0355 149630298.63 149630298.63 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.56% 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 0.0356 71735705.00 71735705.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 125648721.27 125648721.27 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 362069899.32 362069899.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 468770884.14 468770884.14 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 407333811.60 407333811.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.75% 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 0.0375 220107979.90 220107979.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.76% 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 0.0376 147916714.50 147916714.50 0.0007 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.61% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0061 8999395.92 8999395.92 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.25% 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0125 11897567.88 11897567.88 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0248 35922606.12 35922606.12 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.56% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0256 867244471.00 867244471.00 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.57% 912796W54 254900HROIFWPRGM1V77 US912796W548 U.S. Treasury Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0257 18945774.76 18945774.76 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.72% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0272 82033018.79 82033018.79 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.73% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0273 3983430.12 3983430.12 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.83% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0283 1935731938.85 1935731938.85 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.84% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0284 135445847.60 135445847.60 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.88% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0288 643601095.49 643601095.49 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.89% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0289 1764401542.38 1764401542.38 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.92% 912796YS2 254900HROIFWPRGM1V77 US912796YS20 U.S. Treasury Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0292 298576188.00 298576188.00 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.94% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0294 251366462.49 251366462.49 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.97% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0297 1424229501.55 1424229501.55 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.17% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0317 1179801111.26 1179801111.26 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.19% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0319 1801163080.24 1801163080.24 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.23% 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0323 1537232486.46 1537232486.46 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.23% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0323 204136995.74 204136995.74 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.24% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0324 1399061091.59 1399061091.59 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.42% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0342 760667946.52 760667946.52 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.53% 912796XT1 254900HROIFWPRGM1V77 US912796XT12 U.S. Treasury Debt Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0353 482211363.52 482211363.52 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.69% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0369 1600026626.25 1600026626.25 0.0074 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 0.0269 252822877.23 252822877.23 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0313 30940720.25 30940720.25 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 0.0341 245979660.56 245979660.56 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 0.0348 538167234.60 538167234.60 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 0.0363 365715932.80 365715932.80 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 0.0367 76508972.54 76508972.54 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 0.0369 117483588.34 117483588.34 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 0.0243 37983327.88 37983327.88 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 0.0270 174893899.25 174893899.25 0.0008 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 0.0304 142745194.02 142745194.02 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 0.0373 534283750.00 534283750.00 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 0.0369 253396289.70 253396289.70 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-04-30 2023-04-30 N N N 0.0311 633780526.98 633780526.98 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-10-03 2024-07-31 2024-07-31 N N N 0.0340 1181550588.40 1181550588.40 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-10-31 2023-10-31 N N N 0.0323 3424837822.72 3424837822.72 0.0159 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-07-31 2023-07-31 N N N 0.0318 5497170181.79 5497170181.79 0.0255 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.35% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-10-03 2022-10-31 2022-10-31 N N N 0.0298 103028510.40 103028510.40 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.35% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-01-31 2023-01-31 N N N 0.0304 477288259.69 477288259.69 0.0022 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 3.05% JLU517000 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 2048-11-01 2052-09-01 3 - 5 120137670.00 83504810.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2052-06-20 2.5 - 4.5 88199082.00 73162165.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-01-01 2052-09-01 2 - 5 522866483.00 218788427.53 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 368000000.00 368000000.00 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 9/30/2022 due 10/03/2022 B4TYDEB6GKMZO031MB27 JLU713000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 8742906353.00 1148567416.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 1119175000.00 1119175000.00 0.0052 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.05%, dated 9/30/2022 due 10/03/2022 B4TYDEB6GKMZO031MB27 JLU785000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 9796149.00 1286933.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 1254000.00 1254000.00 0.0000 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 2050-05-20 2052-09-20 2 - 6 170178255.00 113685334.41 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0271 111000000.00 111000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 3.06% 3Y4U8VZURTYWI1W2K376 JLR398000 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 - 4.7 127956445.00 130637556.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-10-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0302 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 2030-09-01 2052-10-01 1.5 - 6.5 795273903.00 401617408.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2034-05-03 2039-07-26 3.05 - 4.43 574000.00 460219.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-12-01 2052-09-01 0 - 7 43528260.00 23874288.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2044-02-15 0 - 6 3351298.00 3607229.67 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2052-06-20 1.75 - 7 556062795.00 178720061.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0300 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 Home Loan Banks 2549001DPIFGXC1TOL40 2036-03-04 2040-03-19 2.2 - 3.375 2030000.00 1570968.59 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2032-02-23 2039-07-26 2.94 - 4.43 18000.00 16471.72 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-15 2052-09-20 2 - 7 91041368.00 62778773.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2052-09-01 0 - 7.5 114966289.00 26623989.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-01-01 2052-09-01 0 - 7 14456801.00 2026331.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2052-02-15 0 - 5 1286122.00 883291.69 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0301 92000000.00 92000000.00 0.0004 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 2022-10-04 2052-02-15 0 - 2.5 42495000.00 40896543.42 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-12-15 2052-09-20 2 - 7 92563484.00 72189188.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2032-02-23 2036-10-14 2.34 - 2.94 2872000.00 2341618.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-01-01 2052-09-01 2 - 7 108866019.00 101135971.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2052-09-01 1.86 - 6.5 370432782.00 295308890.20 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 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 United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2027-04-30 2.75 - 7.125 900.00 869.21 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-15 2052-09-20 1.75 - 7 269603395.00 82709661.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2052-10-01 1.5 - 6.5 460578837.00 224628411.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-01-01 2052-09-01 2 - 7 152114010.00 67695458.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0315 367000000.00 367000000.00 0.0017 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 3.05%, dated 9/30/2022 due 10/03/2022 VJW2DOOHGDT6PR0ZRO63 JLU713000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-06 2050-11-15 0 - 6.125 125604326.00 123038959.55 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2052-10-01 0.25 - 9 202628079.00 167897014.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2052-10-01 0.125 - 8 124830440.00 101210049.73 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2029-04-26 0.125 - 4.125 17792647.00 17451783.59 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-10-06 2026-12-11 0 - 5.375 26439113.00 25097851.68 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-11-15 2052-09-20 1.5 - 9 116630785.00 81259275.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 505707000.00 505707000.00 0.0023 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 9/30/2022 due 10/03/2022 8NAV47T0Y26Q87Y0QP81 JLU713000_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 2025-11-15 2025-11-15 2.25 - 2.25 14466381.00 13779379.65 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-01 2052-09-01 2 - 5 781636144.00 639102881.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 639918000.00 639918000.00 0.0030 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 9/30/2022 due 10/03/2022 8NAV47T0Y26Q87Y0QP81 JLU785000_00431 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 2050-11-01 2052-09-01 2 - 5 27277711.00 22303553.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2025-11-15 2.25 - 2.25 504851.00 480875.84 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 22332000.00 22332000.00 0.0001 N Y 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2052-08-01 2 - 5 567807556.00 307309082.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-09-01 2052-07-01 1.5 - 4.5 179155138.00 132720641.02 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0301 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-09-15 2052-09-01 2.5 - 5 46290790.00 4712958.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2052-01-20 0.316 - 3.5 6188252.00 281998.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-25 2052-09-01 1.5 - 5 131217650.00 12671775.44 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 17000000.00 17000000.00 0.0001 N N N 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 610194.00 163598.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2051-11-15 0.125 - 6.75 200519700.00 192712494.71 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-11-20 2072-08-20 1.5 - 9.5 981783041.00 86539983.31 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-12-09 2036-07-15 1.1 - 5.625 70910000.00 70640835.18 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2025-07-15 2030-04-15 0 - 0 23402000.00 17034377.23 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-11-23 2049-10-15 0.125 - 3.78 198018000.00 198911793.82 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-19 2052-10-01 0 - 6.625 260173.00 205186.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0302 554000000.00 554000000.00 0.0026 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 Banks 2549001DPIFGXC1TOL40 2022-10-21 2036-07-15 0.125 - 5.5 14045000.00 12507756.51 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2072-08-20 2072-08-20 4.907 - 4.907 368340.00 382412.75 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-11-23 2049-10-15 0.125 - 5.22 2206000.00 2207310.89 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-10-25 2052-02-15 0 - 7.625 5965500.00 5273107.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-26 2052-05-01 0 - 6.75 20087661.00 22564331.50 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-09-15 2065-09-15 0 - 4.25 20259000.00 18178073.31 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2052-10-01 0 - 7.25 18936270.00 18423058.53 Agency Debentures and Agency Strips Resolution Funding Corp 2023-01-15 2030-04-15 0 - 8.875 19490000.00 14359905.70 Agency Debentures and Agency Strips Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0302 92000000.00 92000000.00 0.0004 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 United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2028-02-29 1.125 - 2.5 393864800.00 376508023.65 U.S. Treasuries (including strips) Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0302 369000000.00 369000000.00 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 2052-06-20 2072-08-20 1.791 - 6 853585078.00 559980977.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2048-05-15 2048-05-15 3.125 - 3.125 596300.00 527742.64 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-24 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0302 549000000.00 549000000.00 0.0025 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 MBNUM2BPBDO7JBLYG310 JLU713000_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 B1V7KEBTPIMZEU4LTD58 2023-03-01 2057-02-01 1.465 - 6 177735367.00 121205388.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2052-09-01 2 - 9 16672769.00 8118219.86 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 0 - 0 622.00 451.35 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-11-15 2072-08-20 1.5 - 10 1507518486.00 23298754.10 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-07-15 2036-07-15 5.5 - 5.5 63731.00 72283.06 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2052-08-15 0 - 3.352 397546311.00 324286464.57 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-11-23 2024-05-06 0.125 - 3.025 5906.00 5918.22 Agency Debentures and Agency Strips Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0305 466323000.00 466323000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.05% 7LTWFZYICNSX8D621K86 JLU520000 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 2024-06-15 2024-06-15 3.35 - 3.35 97146931.00 94784085.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 92000000.00 92000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.06% 7LTWFZYICNSX8D621K86 JLT800000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-05-15 2046-11-15 3.25 - 3.8 198538596.00 190614681.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0301 185000000.00 185000000.00 0.0009 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.05% 9J6MBOOO7BECTDTUZW19 0000058056 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 2050-03-15 2056-01-15 3 - 3.25 581187830.00 380166601.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 369000000.00 369000000.00 0.0017 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-01-01 2033-01-01 2.5 - 2.5 201000.00 42377.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-10-01 2033-10-01 4 - 4 1499994.00 236878.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-07-20 2064-06-15 2.5 - 6 2502150958.00 1508811984.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0301 1479000000.00 1479000000.00 0.0069 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 CYYGQCGNHMHPSMRL3R97 JLU713000_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 2027-02-01 2060-09-01 1.5 - 4.5 66271525.00 48314758.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-04-01 2052-08-01 1.719 - 5 188927260.00 94416450.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 139897000.00 139897000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 CYYGQCGNHMHPSMRL3R97 JLU785000_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 2027-02-01 2060-09-01 1.5 - 4.5 149694.00 109133.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-04-01 2052-08-01 1.719 - 5 426750.00 213268.32 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 316000.00 316000.00 0.0000 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 9/30/2022 due 10/03/2022 ZBUT11V806EZRVTWT807 JLU785000_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 2026-11-01 2052-09-01 2.24 - 5 1084814.00 1039110.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-11-01 2049-03-01 2.375 - 8 113070.00 12452.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-11-20 2062-09-20 1.5 - 7.5 37821.00 23790.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 1054000.00 1054000.00 0.0000 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 9/30/2022 due 10/03/2022 ZBUT11V806EZRVTWT807 JLU713000_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 2026-11-01 2052-09-01 2.24 - 5 479956078.00 459735482.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-11-20 2062-09-20 1.5 - 7.5 16732286.00 10525515.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-11-01 2049-03-01 2.375 - 8 50026302.00 5509356.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 466323000.00 466323000.00 0.0022 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.05%, dated 9/30/2022 due 10/03/2022 ZOMOLU8CGIZRYZ7PFU34 JLU713000_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 2052-09-01 0.25 - 5.5 116308355.00 52515437.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2059-04-01 2 - 12 144404535.00 61827029.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 41329094.00 17037435.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-15 2052-08-15 0.125 - 4.25 28533465.00 27216684.27 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 155441000.00 155441000.00 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 9/30/2022 due 10/03/2022 ZOMOLU8CGIZRYZ7PFU34 JLU785000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 93325.00 38472.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 262636.00 118584.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2059-04-01 2 - 12 326082.00 139611.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-15 2052-08-15 0.125 - 4.25 64430.00 61457.76 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 351000.00 351000.00 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.08% K5HU16E3LMSVCCJJJ255 JLQ111000 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 2027-11-01 2052-09-01 2 - 6 352720272.00 225169712.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-01 2052-10-01 2.239 - 5.5 61436509.00 55594268.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-21 2022-11-21 2022-11-21 N N N 0.0305 275000000.00 275000000.00 0.0013 N N N N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 7TK5RJIZDFROZCA6XF66 JLU713000_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 2030-05-15 2052-08-15 1.125 - 6.25 102677758.00 79857117.81 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 77720000.00 77720000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 7TK5RJIZDFROZCA6XF66 JLU785000_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 2030-05-15 2052-08-15 1.125 - 6.25 232519.00 180839.59 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 176000.00 176000.00 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 Farm Credit Bank 254900C5LP6DN9OP9V83 2032-02-09 2032-02-09 2.35 - 2.35 47000.00 39785.32 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-07-15 2062-09-20 2.5 - 7 14562952.00 2546710.25 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-06-29 2029-06-29 4.12 - 4.12 195000.00 190965.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2032-06-01 2052-10-01 2 - 6 83947532.00 70106537.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-25 2052-09-01 2.5 - 6 39337990.00 19957537.15 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2033-07-15 2033-07-15 4.7 - 4.7 2000.00 2056.87 Agency Debentures and Agency Strips Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 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 9/30/2022 due 10/03/2022 OXTKY6Q8X53C9ILVV871 JLU713000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2051-02-15 0.125 - 4.25 30766591.00 30789605.81 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-10-20 2069-07-20 2 - 6 899602119.00 245800987.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-12-01 2052-10-01 1.5 - 7 1613212165.00 439099853.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-01 2061-09-01 1.5 - 7.5 3869531654.00 1187390970.20 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 1865292000.00 1865292000.00 0.0086 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 2042-02-20 2052-08-20 2 - 4.5 956414060.00 402979822.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2052-02-15 0 - 6.375 273025900.00 252121849.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-01 2052-03-01 2 - 5 231067009.00 104215532.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-04-01 2049-10-01 3 - 5 8182119.00 2079488.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 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 2048-11-01 3.5 - 5.5 554139324.00 25096177.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 2052-03-01 2 - 5.5 368731122.00 17004710.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2052-08-20 2 - 4.5 1892447155.00 395139927.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2052-02-15 0 - 6.5 180821193.00 133041089.70 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 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 9/30/2022 due 10/03/2022 549300QJJX6CVVUXLE15 JLU713000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-27 2052-02-15 0 - 6.875 151344756.00 130931335.72 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2052-08-20 2 - 4.5 1187996012.00 549909752.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 2052-03-01 2 - 5.5 540583787.00 138173165.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-03-01 2050-01-01 3 - 4.5 226883500.00 48703824.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 849902000.00 849902000.00 0.0039 N Y Y N RBC Financial Group RBC Financial Group, 2.53% ES7IP3U3RHIGC71XBU11 JLG894000 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 2047-09-20 2052-09-20 3 - 6 31484900.00 31112658.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2052-09-01 0 - 7 1167175314.00 586081128.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 2052-10-01 1.4 - 6.5 2307588590.00 661973064.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2050-11-15 0.125 - 6.25 31240301.00 29519218.81 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0253 1280000000.00 1280000000.00 0.0059 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-04-15 2052-09-01 2 - 6 1670851467.00 589221959.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2059-01-20 2.151 - 6 21098937.00 19974629.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2060-07-01 1.4 - 5.5 2318157008.00 1289133639.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2051-02-15 0.125 - 2.875 183200.00 132473.90 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 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, 3.00% ES7IP3U3RHIGC71XBU11 JBE256000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 2060-06-01 1.4 - 5.5 285461589.00 174255484.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-09-20 2052-09-20 2.5 - 6 7881479.00 4994566.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2050-11-15 1.625 - 4.375 2754108.00 1903820.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-15 2052-09-01 2.5 - 7 35360395.00 25324850.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0297 200997346.80 200997346.80 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 9/30/2022 due 10/03/2022 5U0XI89JRFVHWIBS4F54 JLU713000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 3.375 845998161.00 761591671.83 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 97264726.00 70471328.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-09-20 2043-09-20 3 - 3 1710981.00 294797.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 815428000.00 815428000.00 0.0038 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 3.05%, dated 9/30/2022 due 10/03/2022 5U0XI89JRFVHWIBS4F54 JLU713000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 4089010839.00 1005231201.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 2089127040.00 288961913.07 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 1243528000.00 1243528000.00 0.0058 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 3.05% SUVUFHICNZMP2WKHG940 JLU511000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-05-01 2061-03-01 2.5 - 5.5 1110826050.00 901909177.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 884000000.00 884000000.00 0.0041 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 3.05%, dated 9/30/2022 due 10/03/2022 VYVVCKR63DVZZN70PB21 JLU713000_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 2034-10-01 2052-10-25 2 - 5.5 199080432.00 182559556.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-06-20 2052-09-20 1.5 - 6 114453697.00 39505212.42 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 217618000.00 217618000.00 0.0010 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 3.05% 2IGI19DL77OX0HC3ZE78 JLU623000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0301 334000000.00 334000000.00 0.0015 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 2022-10-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer