0000278001-23-000002.txt : 20230109 0000278001-23-000002.hdr.sgml : 20230109 20230109072618 ACCESSION NUMBER: 0000278001-23-000002 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230109 DATE AS OF CHANGE: 20230109 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: 23516564 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 2022-12-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 8 50 146993419587.90 146314741275.74 152601049172.33 152402750197.49 158190032216.09 175262129306.69 175470734997.54 180231646997.35 181620825656.75 184717875842.76 0.6700 0.6800 0.7000 0.7000 0.7200 0.8000 0.8100 0.8300 0.8300 0.8400 414.51 217731797535.80 217732533317.11 4277598797.37 3019305626.47 218990826902.52 218950161740.22 1.0000 0.0425 1.0001 1.0001 1.0001 1.0002 1.0002 C000019553 1.00 218990826902.52 218950161740.22 1.0001 1.0001 1.0001 1.0002 1.0002 18800879665.10 18124560402.47 20003963090.06 20465669689.65 20923001152.81 20023826323.71 23721215974.56 22720551426.67 17712243996.48 16055686044.84 92155987551.08 88183159235.92 0.0386 N ABN AMRO Bank NV ABN AMRO Bank NV, 4.30% JPE374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2046-08-15 0.625 - 3.875 191249300.00 165765732.13 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 162000000.00 162000000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 4.30% G5GSEF7VJP5I7OUK5573 JPE369000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2041-08-15 1.125 - 1.75 1315975700.00 1162335145.20 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1139000000.00 1139000000.00 0.0052 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.16% 3Y4U8VZURTYWI1W2K376 JMV128000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2026-02-28 0.5 - 4.25 173933900.00 163878926.12 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0408 160000000.00 160000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.26% 3Y4U8VZURTYWI1W2K376 JOL406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2051-05-15 1.375 - 4.375 854525000.00 651147661.43 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0418 632000000.00 632000000.00 0.0029 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.28% 3Y4U8VZURTYWI1W2K376 JOM522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-15 2024-10-31 0.125 - 1.5 117700400.00 112533168.53 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0420 110000000.00 110000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.28% 3Y4U8VZURTYWI1W2K376 JOM526000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2032-08-15 0.125 - 4.375 431132000.00 402050078.58 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0420 393000000.00 393000000.00 0.0018 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 2023-01-12 2051-02-15 0 - 5.375 1027279900.00 893900674.10 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0322 867000000.00 867000000.00 0.0040 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.11% 2IGI19DL77OX0HC3ZE78 JMK471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-21 2052-08-15 0 - 4.5 475336138.00 422263296.33 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0403 411000000.00 411000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.12% 2IGI19DL77OX0HC3ZE78 JMY688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-21 2047-02-15 0 - 4.435 361185329.00 331740583.43 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0412 324000000.00 324000000.00 0.0015 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.13% 2IGI19DL77OX0HC3ZE78 JNA418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-21 2046-11-15 0 - 4.375 16485057.00 16380094.51 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0413 16000000.00 16000000.00 0.0001 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.19% 2IGI19DL77OX0HC3ZE78 JOK309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2051-08-15 0.25 - 4.5 347769466.00 332586480.94 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0411 325000000.00 325000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.31% 2IGI19DL77OX0HC3ZE78 JPE038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2049-08-15 0.25 - 4.5 694150300.00 601067722.76 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 588997113.90 588997113.90 0.0027 N N Y N Commerz Markets LLC Commerz Markets LLC, 4.30% 549300IMBXQ8SGH3HJ31 JPD457000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2045-05-15 0.5 - 4 478602500.00 438177944.47 U.S. Treasuries (including strips) Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0424 428998412.70 428998412.70 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JPD947000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2045-05-15 0.375 - 4.5 449696900.00 421714047.03 U.S. Treasuries (including strips) Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0425 412998141.50 412998141.50 0.0019 N N Y N Credit AG Credit AG, 4.34% 1VUV7VQFKUOQSJ21A208 JOW792000 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 2028-03-31 1.25 - 2.875 184689900.00 165538837.71 U.S. Treasuries (including strips) Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0426 162000000.00 162000000.00 0.0007 N N N Y Federal Reserve Bank of New York Federal Reserve Bank of New York, 4.30% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2042-08-15 1.375 - 4.25 152265020500.00 125797074361.76 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 125737000000.00 125737000000.00 0.5742 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.35% 549300H47WTHXPU08X20 JOX444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-02-15 2048-05-15 0.875 - 3.125 575248200.00 551269201.57 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0435 537500000.00 537500000.00 0.0025 N Y Y 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 2025-07-15 2049-08-15 2.25 - 3 174052100.00 169989996.90 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0321 165000000.00 165000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 4.10% 213800MBWEIJDM5CU638 JMN642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2049-08-15 2049-08-15 2.25 - 2.25 118137000.00 85143711.47 U.S. Treasuries (including strips) Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0402 82000000.00 82000000.00 0.0004 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 2027-07-31 0.125 - 6 107343200.00 102008822.66 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0314 99000000.00 99000000.00 0.0005 N N Y 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 0.875 - 6 175036900.00 153477784.32 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0318 149000000.00 149000000.00 0.0007 N N Y 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 2025-01-15 2027-05-15 1.125 - 2.75 108803000.00 101975774.55 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0321 99000000.00 99000000.00 0.0005 N N Y 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 2024-01-15 2027-07-31 0.125 - 6 104425600.00 101971773.46 U.S. Treasuries (including strips) Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0329 99000000.00 99000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.17% H7FNTJ4851HG0EXQ1Z70 JMT134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-07-31 0.375 - 2.75 197327000.00 168016910.15 U.S. Treasuries (including strips) Y N/A N/A 2023-01-23 2023-01-23 2023-01-23 N N N 0.0410 164000000.00 164000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.17% H7FNTJ4851HG0EXQ1Z70 JMS502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-05-15 2.375 - 2.75 89719300.00 84059000.67 U.S. Treasuries (including strips) Y N/A N/A 2023-01-23 2023-01-23 2023-01-23 N N N 0.0410 82000000.00 82000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.19% H7FNTJ4851HG0EXQ1Z70 JMU459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.5 - 2.5 136812200.00 133137230.95 U.S. Treasuries (including strips) Y N/A N/A 2023-01-25 2023-01-25 2023-01-25 N N N 0.0412 130000000.00 130000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.24% H7FNTJ4851HG0EXQ1Z70 JML888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 86162400.00 84140662.95 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0417 82000000.00 82000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.28% H7FNTJ4851HG0EXQ1Z70 JMY579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-15 2024-05-15 0.125 - 2.5 173056900.00 166769553.98 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0421 163000000.00 163000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.33% H7FNTJ4851HG0EXQ1Z70 JNA329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-08-15 2.25 - 6 124870600.00 133108647.53 U.S. Treasuries (including strips) Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N N N 0.0426 130000000.00 130000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.43% H7FNTJ4851HG0EXQ1Z70 JMV118000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 0.25 - 0.25 75262800.00 67689480.76 U.S. Treasuries (including strips) Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0437 66000000.00 66000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.43% H7FNTJ4851HG0EXQ1Z70 JMV996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2023-10-15 0.125 - 0.125 87082800.00 84016809.60 U.S. Treasuries (including strips) Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0437 82000000.00 82000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.47% H7FNTJ4851HG0EXQ1Z70 JOT434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-07-31 0.375 - 2.75 155688800.00 132770304.56 U.S. Treasuries (including strips) Y N/A N/A 2023-02-22 2023-02-22 2023-02-22 N N N 0.0440 130000000.00 130000000.00 0.0006 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.30% U7M81AY481YLIOR75625 JPE344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2052-05-15 0.375 - 4.125 820118200.00 748752768.28 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 734000000.00 734000000.00 0.0034 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.32% U7M81AY481YLIOR75625 JPE022000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2030-05-15 0.625 - 3.25 456017400.00 410518595.10 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0423 401999839.20 401999839.20 0.0018 N Y Y N Royal Bank of Canada Royal Bank of Canada, 4.31% ES7IP3U3RHIGC71XBU11 JOT358000 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 2049-08-15 1.125 - 3.75 64771700.00 61414746.22 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0422 60000000.00 60000000.00 0.0003 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.32% ES7IP3U3RHIGC71XBU11 JOW829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2042-02-15 1.125 - 2.75 98036200.00 91965248.77 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-13 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 90000000.00 90000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.32% ES7IP3U3RHIGC71XBU11 JOW765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2051-08-15 1.125 - 3.75 86278400.00 79882852.37 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-12 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 78000000.00 78000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.32% ES7IP3U3RHIGC71XBU11 JOW761000 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 2042-02-15 1.125 - 2.75 118536100.00 91965292.35 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-10 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 90000000.00 90000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.32% ES7IP3U3RHIGC71XBU11 JOW762000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2042-08-15 1.125 - 2.75 100888000.00 82768796.88 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-11 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 81000000.00 81000000.00 0.0004 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 4.30% 6PJDTY319315T5LR2241 JPE353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-04-30 2030-08-15 0.5 - 2.25 817434000.00 713700765.14 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 700000000.00 700000000.00 0.0032 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.36% 5493006GGLR4BTEL8O61 JOT451000 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 67726000.00 59271287.13 U.S. Treasuries (including strips) Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0427 58000000.00 58000000.00 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 0.0458 39204828.83 39204828.83 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.31% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-03 2023-03-03 N N N 0.0423 85753379.41 85753379.41 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.32% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-07 2023-03-07 N N N 0.0425 116001026.60 116001026.60 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.36% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-09-26 2023-09-26 N N N 0.0430 72771891.20 72771891.20 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.36% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-07-26 2023-07-26 N N N 0.0431 149029633.12 149029633.12 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.37% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2023-01-04 2023-10-04 2023-10-04 N N N 0.0431 111037566.84 111037566.84 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.38% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-05-28 2024-05-28 N N N 0.0436 239053112.97 239053112.97 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.39% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-01-24 2024-01-24 N N N 0.0434 119047383.42 119047383.42 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.40% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-07-18 2024-07-18 N N N 0.0436 114553502.42 114553502.42 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.40% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-10-10 2023-10-10 N N N 0.0435 160050076.80 160050076.80 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.40% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-07-26 2024-07-26 N N N 0.0437 183072974.91 183072974.91 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.41% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-11-15 2023-11-15 N N N 0.0433 77015202.11 77015202.11 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.42% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-09-14 2023-09-14 N N N 0.0432 85007056.70 85007056.70 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.42% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-05-02 2024-05-02 N N N 0.0437 184095278.88 184095278.88 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.44% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-01-23 2024-01-23 N N N 0.0441 200048886.00 200048886.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-06-10 2024-06-10 N N N 0.0443 178028451.52 178028451.52 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-03-18 2024-03-18 N N N 0.0442 287075369.07 287075369.07 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.46% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-08-06 2024-08-06 N N N 0.0448 172950357.65 172950357.65 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.49% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-11-25 2024-11-25 N N N 0.0447 121030790.87 121030790.87 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.50% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-12-05 2024-12-05 N N N 0.0447 64032350.72 64032350.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 151000000.00 151000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AQP23 2549001DPIFGXC1TOL40 US3130AQP233 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0365 81856300.74 81856300.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0087 160980873.20 160980873.20 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 313384AE9 2549001DPIFGXC1TOL40 US313384AE98 U.S. Government Agency Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0146 383908765.44 383908765.44 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 313384AF6 2549001DPIFGXC1TOL40 US313384AF63 U.S. Government Agency Debt Y N/A N/A 2023-01-06 2023-01-06 2023-01-06 N N N 0.0187 986648262.81 986648262.81 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 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 0.0444 367760349.30 367760349.30 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.78% 313384AK5 2549001DPIFGXC1TOL40 US313384AK58 U.S. Government Agency Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0278 306744781.69 306744781.69 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 313384AN9 2549001DPIFGXC1TOL40 US313384AN97 U.S. Government Agency Debt Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0312 276671087.43 276671087.43 0.0013 N N Y 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 0.0380 475428028.32 475428028.32 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 3130ATC54 2549001DPIFGXC1TOL40 US3130ATC540 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0380 274959399.00 274959399.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.45% 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 0.0345 72370907.95 72370907.95 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.50% 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 0.0350 126758804.14 126758804.14 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.62% 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 0.0362 433660094.82 433660094.82 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.65% 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 0.0365 472875003.66 472875003.66 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.73% 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 0.0373 688117038.30 688117038.30 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.78% 313384BA6 2549001DPIFGXC1TOL40 US313384BA67 U.S. Government Agency Debt Y N/A N/A 2023-01-25 2023-01-25 2023-01-25 N N N 0.0378 636330645.38 636330645.38 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 313384BC2 2549001DPIFGXC1TOL40 US313384BC24 U.S. Government Agency Debt Y N/A N/A 2023-01-27 2023-01-27 2023-01-27 N N N 0.0383 36892519.81 36892519.81 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 313384BG3 2549001DPIFGXC1TOL40 US313384BG38 U.S. Government Agency Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0383 449502143.31 449502143.31 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.05% 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 0.0405 222070866.04 222070866.04 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.08% 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y N/A N/A 2023-02-08 2023-02-08 2023-02-08 N N N 0.0408 845080773.51 845080773.51 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 313384CN7 2549001DPIFGXC1TOL40 US313384CN79 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0411 110224114.44 110224114.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.14% 313384BW8 2549001DPIFGXC1TOL40 US313384BW87 U.S. Government Agency Debt Y N/A N/A 2023-02-14 2023-02-14 2023-02-14 N N N 0.0414 254683046.40 254683046.40 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.14% 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt Y N/A N/A 2023-03-08 2023-03-08 2023-03-08 N N N 0.0414 1283030633.82 1283030633.82 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.14% 313384CW7 2549001DPIFGXC1TOL40 US313384CW78 U.S. Government Agency Debt Y N/A N/A 2023-03-10 2023-03-10 2023-03-10 N N N 0.0414 716259919.50 716259919.50 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.15% 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 0.0415 149210023.50 149210023.50 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.16% 313384CL1 2549001DPIFGXC1TOL40 US313384CL14 U.S. Government Agency Debt Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0416 363491710.50 363491710.50 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.16% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2023-03-13 2023-03-13 2023-03-13 N N N 0.0416 866489032.65 866489032.65 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.17% 313384DC0 2549001DPIFGXC1TOL40 US313384DC06 U.S. Government Agency Debt Y N/A N/A 2023-03-16 2023-03-16 2023-03-16 N N N 0.0417 724662332.34 724662332.34 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.18% 313384BS7 2549001DPIFGXC1TOL40 US313384BS75 U.S. Government Agency Debt Y N/A N/A 2023-02-10 2023-02-10 2023-02-10 N N N 0.0418 88328574.18 88328574.18 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.18% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0418 422026470.50 422026470.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.18% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2023-03-20 2023-03-20 2023-03-20 N N N 0.0418 181821101.62 181821101.62 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.20% 313384CF4 2549001DPIFGXC1TOL40 US313384CF46 U.S. Government Agency Debt Y N/A N/A 2023-02-23 2023-02-23 2023-02-23 N N N 0.0420 36768999.01 36768999.01 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.21% 313384BV0 2549001DPIFGXC1TOL40 US313384BV05 U.S. Government Agency Debt Y N/A N/A 2023-02-13 2023-02-13 2023-02-13 N N N 0.0421 151818472.83 151818472.83 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.23% 313384CK3 2549001DPIFGXC1TOL40 US313384CK31 U.S. Government Agency Debt Y N/A N/A 2023-02-27 2023-02-27 2023-02-27 N N N 0.0423 315859452.96 315859452.96 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.28% 313384CE7 2549001DPIFGXC1TOL40 US313384CE70 U.S. Government Agency Debt Y N/A N/A 2023-02-22 2023-02-22 2023-02-22 N N N 0.0428 399492078.78 399492078.78 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.29% 313384CG2 2549001DPIFGXC1TOL40 US313384CG29 U.S. Government Agency Debt Y N/A N/A 2023-02-24 2023-02-24 2023-02-24 N N N 0.0429 181812963.18 181812963.18 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-09-01 2023-09-01 N N N 0.0435 366944322.43 366944322.43 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATTE7 2549001DPIFGXC1TOL40 US3130ATTE70 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-02 2023-02-02 N N N 0.0427 377998193.16 377998193.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATS24 2549001DPIFGXC1TOL40 US3130ATS249 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-27 2023-01-27 N N N 0.0427 275998606.20 275998606.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATQV2 2549001DPIFGXC1TOL40 US3130ATQV23 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-30 2023-01-30 N N N 0.0427 148998971.90 148998971.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATRT6 2549001DPIFGXC1TOL40 US3130ATRT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-24 2023-01-24 N N N 0.0427 459997479.20 459997479.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATR74 2549001DPIFGXC1TOL40 US3130ATR746 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-30 2023-01-30 N N N 0.0427 496996570.70 496996570.70 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATR25 2549001DPIFGXC1TOL40 US3130ATR258 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-24 2023-01-24 N N N 0.0427 236999006.97 236999006.97 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATTD9 2549001DPIFGXC1TOL40 US3130ATTD97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-01 2023-02-01 N N N 0.0427 566997527.88 566997527.88 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATR33 2549001DPIFGXC1TOL40 US3130ATR332 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-25 2023-01-25 N N N 0.0427 212998796.55 212998796.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATQF7 2549001DPIFGXC1TOL40 US3130ATQF72 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-30 2023-01-30 N N N 0.0427 245998752.78 245998752.78 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-04-04 2023-04-04 N N N 0.0428 278017283.26 278017283.26 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-01-12 2024-01-12 N N N 0.0433 279562627.57 279562627.57 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-06-21 2023-06-21 N N N 0.0428 91026616.59 91026616.59 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-06-28 2023-06-28 N N N 0.0429 549158446.89 549158446.89 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-04-03 2023-04-03 N N N 0.0428 463029307.90 463029307.90 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATT98 2549001DPIFGXC1TOL40 US3130ATT981 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-28 2023-02-28 N N N 0.0426 118004400.22 118004400.22 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-25 2023-01-25 N N N 0.0423 186005286.12 186005286.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATT80 2549001DPIFGXC1TOL40 US3130ATT809 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-28 2023-02-28 N N N 0.0426 474017675.46 474017675.46 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATUK1 2549001DPIFGXC1TOL40 US3130ATUK12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-06 2023-02-06 N N N 0.0425 283008113.61 283008113.61 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATUX3 2549001DPIFGXC1TOL40 US3130ATUX33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-06 2023-02-06 N N N 0.0428 188999555.85 188999555.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATUD7 2549001DPIFGXC1TOL40 US3130ATUD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-02-03 2023-02-03 N N N 0.0425 473011465.52 473011465.52 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATT49 2549001DPIFGXC1TOL40 US3130ATT494 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-06 2023-03-06 N N N 0.0426 355019145.15 355019145.15 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-06-27 2023-06-27 N N N 0.0429 366105876.48 366105876.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-23 2023-01-23 N N N 0.0426 727003445.98 727003445.98 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-23 2023-01-23 N N N 0.0426 186000857.46 186000857.46 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-23 2023-01-23 N N N 0.0426 373001719.53 373001719.53 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-01-05 2024-01-05 N N N 0.0433 929180253.87 929180253.87 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-07-26 2023-07-26 N N N 0.0434 744055413.12 744055413.12 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-04-25 2023-04-25 N N N 0.0422 372115669.68 372115669.68 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATR90 2549001DPIFGXC1TOL40 US3130ATR902 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-04-25 2023-04-25 N N N 0.0426 249044359.35 249044359.35 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-04-12 2024-04-12 N N N 0.0439 372356043.65 372356043.65 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATTV9 2549001DPIFGXC1TOL40 US3130ATTV95 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-02 2023-03-02 N N N 0.0426 563036279.72 563036279.72 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-07-05 2023-07-05 N N N 0.0429 555184038.00 555184038.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-07-03 2023-07-03 N N N 0.0429 278093686.00 278093686.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATU54 2549001DPIFGXC1TOL40 US3130ATU542 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-03-09 2023-03-09 N N N 0.0426 383029226.73 383029226.73 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATRU3 2549001DPIFGXC1TOL40 US3130ATRU31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-04-27 2023-04-27 N N N 0.0427 735133858.20 735133858.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-06-20 2023-06-20 N N N 0.0431 184041479.12 184041479.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-07-12 2024-07-12 N N N 0.0440 92956962.39 92956962.39 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-10-03 2023-10-03 N N N 0.0435 742067722.34 742067722.34 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-10-02 2023-10-02 N N N 0.0436 269498598.60 269498598.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-12-14 2023-12-14 N N N 0.0435 873130958.73 873130958.73 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-10-11 2023-10-11 N N N 0.0431 185075060.05 185075060.05 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATXZ5 2549001DPIFGXC1TOL40 US3130ATXZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-04-03 2023-04-03 N N N 0.0432 458008857.72 458008857.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-10-06 2023-10-06 N N N 0.0435 555045321.30 555045321.30 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATW86 2549001DPIFGXC1TOL40 US3130ATW860 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-06-13 2023-06-13 N N N 0.0428 275094055.50 275094055.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-07-11 2024-07-11 N N N 0.0440 372827797.09 372827797.09 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-07-03 2023-07-03 N N N 0.0429 186067291.08 186067291.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-04 2023-10-04 2023-10-04 N N N 0.0436 370000000.00 370000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-01-26 2024-01-26 N N N 0.0435 744176298.24 744176298.24 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-03-21 2024-03-21 N N N 0.0438 145985348.90 145985348.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-03-06 2024-03-06 N N N 0.0438 182983418.37 182983418.37 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-08-15 2023-08-15 N N N 0.0437 716323358.33 716323358.33 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-08-17 2023-08-17 N N N 0.0436 179023094.58 179023094.58 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-01-17 2024-01-17 N N N 0.0437 553063279.79 553063279.79 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-08-28 2024-08-28 N N N 0.0440 21993818.22 21993818.22 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-08-21 2023-08-21 N N N 0.0436 537071211.57 537071211.57 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.40% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-07-26 2024-07-26 N N N 0.0440 27998979.40 27998979.40 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.40% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-09-21 2023-09-21 N N N 0.0437 566091788.22 566091788.22 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.40% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-04-22 2024-04-22 N N N 0.0438 276938483.56 276938483.56 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-10-24 2024-10-24 N N N 0.0440 74014595.02 74014595.02 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-04-26 2024-04-26 N N N 0.0439 92019767.12 92019767.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-07-24 2024-07-24 N N N 0.0440 180030490.20 180030490.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-10-21 2024-10-21 N N N 0.0440 276954073.03 276954073.03 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-04-26 2024-04-26 N N N 0.0439 184039775.28 184039775.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.45% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-02-23 2024-02-23 N N N 0.0439 365208495.30 365208495.30 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.49% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-11-22 2024-11-22 N N N 0.0448 183031503.45 183031503.45 0.0008 N N N N Freddie Mac Freddie Mac, 4.43% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2024-05-03 2024-05-03 N N N 0.0435 712099680.00 712099680.00 0.0033 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 4.30% JPE373000 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 2045-02-20 2052-08-20 4.5 - 5 13024535.00 12634094.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2052-12-01 2 - 5.5 389405599.00 163868751.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2046-08-15 0.875 - 3.125 123842100.00 100077587.46 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2052-11-01 3 - 5 105129002.00 96919496.64 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 366000000.00 366000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 4.3%, dated 12/30/2022 due 01/03/2023 B4TYDEB6GKMZO031MB27 JPE585000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 2327729420.00 984031733.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-01 2045-04-01 3 - 3 573643028.00 98134874.62 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1060441000.00 1060441000.00 0.0048 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.31% 3Y4U8VZURTYWI1W2K376 JPD462000 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 2023-10-31 2029-09-30 1.625 - 4.125 131628600.00 131674534.32 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 129000000.00 129000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.32% 3Y4U8VZURTYWI1W2K376 JPD987000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-01 2052-12-01 3.5 - 5.5 357266589.00 339863560.35 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-02-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 332997635.70 332997635.70 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.08% R0MUWSFPU8MPRO8K5P83 JMQ081000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-12-01 2052-12-01 1.5 - 7 708712375.00 108026202.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 2052-12-01 1.5 - 7 1248311048.00 383297592.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2050-11-15 0 - 4.477 34449543.00 22583542.91 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-01-20 2052-12-20 2.5 - 6 34396720.00 2714231.57 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2032-03-29 2036-11-17 2.58 - 3.54 567000.00 448827.66 Agency Debentures and Agency Strips Y N/A N/A 2023-01-06 2023-01-06 2023-01-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0401 504000000.00 504000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.15% R0MUWSFPU8MPRO8K5P83 JMT643000 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 2024-07-15 2052-12-20 2 - 7 1427370971.00 637191297.66 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2032-02-23 2042-02-03 2.31 - 4.49 3799000.00 3277537.45 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2052-08-15 0 - 5.25 503024738.00 368272644.34 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-08-01 2052-12-01 2 - 7 478229802.00 307064730.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-04-01 2052-12-01 2 - 6 108506458.00 74395200.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-01-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0408 1355000000.00 1355000000.00 0.0062 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.23% R0MUWSFPU8MPRO8K5P83 JOM460000 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 2052-02-15 0 - 5 66041528.00 37527830.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2052-10-01 2052-11-01 5 - 5.5 4040.00 4091.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-07-15 2051-10-20 2 - 6 68417812.00 50698727.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-10-01 2052-12-01 2.265 - 6 16608045.00 4055178.60 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-01-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0415 90000000.00 90000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.30% R0MUWSFPU8MPRO8K5P83 JOK652000 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 2024-06-15 2052-11-15 0 - 4.5 80725047.00 43624191.09 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2052-12-01 3 - 5.5 231702115.00 161361275.68 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2037-04-20 2037-04-20 4.49 - 4.49 1000.00 924.27 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-08-15 2052-12-20 2 - 7 179311501.00 95154647.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-01 2052-12-01 2 - 6.5 1223507178.00 973356597.82 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0423 1244000000.00 1244000000.00 0.0057 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.32% R0MUWSFPU8MPRO8K5P83 JPD463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-05-20 2052-12-20 5 - 6.5 41583710.00 18264266.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 2052-12-01 2 - 6.5 283945481.00 151767616.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-07-01 2052-11-01 2.5 - 5.5 19331600.00 18803982.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-01-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 185000000.00 185000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.32% R0MUWSFPU8MPRO8K5P83 JPD949000 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 2048-04-01 2052-10-01 2.5 - 6 194415422.00 136884750.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2052-11-15 0 - 5.375 710361064.00 562612219.12 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2039-04-22 2039-04-22 3.65 - 3.65 143000.00 119312.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2052-07-01 3 - 4 23919939.00 21518425.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-07-20 2052-12-20 2.5 - 5.5 277540606.00 129910195.25 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-01-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0425 832994668.80 832994668.80 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.32% R0MUWSFPU8MPRO8K5P83 JOW760000 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 2048-04-01 2052-07-01 2.5 - 5 216850590.00 132551288.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2052-01-01 2.5 - 4 27156891.00 19471254.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-09-15 2052-12-20 2 - 6.5 198581387.00 122586810.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2050-02-15 0 - 4.477 6140127.00 4394527.87 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0424 273000000.00 273000000.00 0.0012 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.3%, dated 12/30/2022 due 01/03/2023 VJW2DOOHGDT6PR0ZRO63 JPE585000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-03-20 2052-12-20 1.5 - 9 98118131.00 65547529.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-10 2052-02-15 0 - 6.25 150748096.00 147706340.74 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-25 2053-01-01 0.25 - 9 135377643.00 113875976.81 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2027-06-15 0.2 - 5.4 9009377.00 8906227.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2053-01-01 0.125 - 8 138712567.00 124154130.64 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 3157.00 3086.23 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-01-06 2026-12-11 0 - 5.25 23590421.00 23022231.28 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 473513000.00 473513000.00 0.0022 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 4.3%, dated 12/30/2022 due 01/03/2023 8NAV47T0Y26Q87Y0QP81 JPE585000_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 2035-12-01 2052-11-01 1.5 - 6.5 711454646.00 535665734.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.75 - 2.75 11890135.00 11503818.35 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2032-02-25 2032-02-25 0.01 - 0.01 11598756.00 10605357.28 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0430 546577000.00 546577000.00 0.0025 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.37% 2IGI19DL77OX0HC3ZE78 JOS343000 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 2024-01-15 2050-08-25 0 - 7 194909919.00 1926371.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-25 2052-12-01 0 - 7 224953341.00 10737285.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2052-01-20 0 - 5 343801706.00 5073039.92 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0429 17000000.00 17000000.00 0.0001 N N N Y Citibank NA Citibank NA, 4.31% 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 549300HE1ISW43LNKM54 2031-09-15 2039-09-15 0 - 5.5 85000.00 88129.48 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-08-15 2042-06-20 4 - 7 10834.00 168.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2048-02-15 0 - 3.125 470590600.00 450153168.33 U.S. Treasuries (including strips) Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0422 441000000.00 441000000.00 0.0020 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2032-07-15 0.125 - 0.625 361397800.00 379266995.62 U.S. Treasuries (including strips) Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0429 367996099.20 367996099.20 0.0017 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.32% 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 2052-10-20 2067-06-20 3.701 - 6.5 487633942.00 444720265.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 0.125 - 0.125 1044500.00 1013750.77 U.S. Treasuries (including strips) Y N/A N/A 2023-01-06 2023-01-06 2023-01-17 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0424 436000000.00 436000000.00 0.0020 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.3%, dated 12/30/2022 due 01/03/2023 MBNUM2BPBDO7JBLYG310 JPE585000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-06-20 2052-12-20 2 - 7.5 1382825079.00 751487346.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 0.125 - 0.125 18312.00 17773.32 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0430 736417000.00 736417000.00 0.0034 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.32%, dated 12/30/2022 due 01/03/2023 MBNUM2BPBDO7JBLYG310 JPE818000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-06-20 2052-12-20 2 - 7.5 46944364.00 25511610.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 0.125 - 0.125 622.00 603.37 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0432 25000000.00 25000000.00 0.0001 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.30% 7LTWFZYICNSX8D621K86 JPE372000 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 2023-01-31 2023-01-31 0 - 0 1786000.00 1780308.02 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-03 2023-04-03 0 - 0 554000.00 547808.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2046-11-15 3.35 - 3.75 95041823.00 91146827.29 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-03-13 2023-03-13 0.75 - 0.75 276000.00 274325.00 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 91000000.00 91000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JPD927000 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 2046-11-15 2046-11-15 3.75 - 3.75 160255077.00 151500635.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0429 146998441.80 146998441.80 0.0007 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 4.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2052-12-01 2 - 6 592689884.00 374518851.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 367000000.00 367000000.00 0.0017 N Y Y N Fixed Income Clearing Corp. - BNP Fixed Income Clearing Corp. - BNP, 4.31% JPE391000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2052-08-15 0 - 6.25 521644100.00 481451291.38 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 2052-10-01 4 - 5.5 155785819.00 94103884.21 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0431 564000000.00 564000000.00 0.0026 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-10-15 2057-11-15 2.5 - 5.5 2111619167.00 1373933775.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-09-01 2052-09-01 4.5 - 4.5 141533951.00 135727373.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0421 1479000000.00 1479000000.00 0.0068 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.3%, dated 12/30/2022 due 01/03/2023 CYYGQCGNHMHPSMRL3R97 JPE585000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2052-10-01 3 - 5 26534164.00 26275245.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-19 2037-05-15 0 - 6.625 12666425.00 13125731.95 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2052-10-01 2.5 - 5.5 115191037.00 95869752.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 132555000.00 132555000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 4.3%, dated 12/30/2022 due 01/03/2023 ZBUT11V806EZRVTWT807 JPE585000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2048-02-01 3.045 - 4.365 16845905.00 168635.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 2061-01-01 2 - 6 90810905.00 73516681.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-12-20 2051-12-20 3 - 3 1778196.00 1465411.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 73642000.00 73642000.00 0.0003 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.3%, dated 12/30/2022 due 01/03/2023 ZOMOLU8CGIZRYZ7PFU34 JPE585000_76664 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 2025-03-15 2050-05-15 0.25 - 3.375 4056496.00 3750494.06 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-12-01 0.25 - 5.5 91134003.00 48426032.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-07-15 2052-08-20 2.5 - 4.5 14676447.00 10450355.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 2058-01-01 2 - 5.5 184377955.00 87673580.57 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 147283000.00 147283000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.33% K5HU16E3LMSVCCJJJ255 JOS768000 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 2024-09-01 2052-12-01 2 - 5.5 384473025.00 147617428.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-20 2052-12-01 1.5 - 7 996173687.00 444312219.97 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-13 2023-02-13 2023-02-13 N N N 0.0426 579000000.00 579000000.00 0.0026 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.3%, dated 12/30/2022 due 01/03/2023 7TK5RJIZDFROZCA6XF66 JPE585000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2025-12-22 2025-12-22 5.15 - 5.15 159067.00 158802.26 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2032-05-15 0.25 - 4.383 78587797.00 74991928.93 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 73642000.00 73642000.00 0.0003 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 4.30% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-11-01 2053-01-01 1.5 - 6 74545192.00 49744277.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-15 2041-01-20 3.5 - 9 3663988.00 26221.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2052-11-15 0 - 6.25 25832.00 18077.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-08-01 2053-01-01 2 - 6.5 190411209.00 43075920.62 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 91000000.00 91000000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 4.3%, dated 12/30/2022 due 01/03/2023 OXTKY6Q8X53C9ILVV871 JPE585000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2061-03-01 0 - 9 2270812773.00 1258057092.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-10-15 2062-06-20 1.5 - 6.75 40922798.00 21669708.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-07-01 2052-12-01 0 - 7.5 589148293.00 473293855.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2029-11-15 1.75 - 4.433 48103391.00 42035002.89 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 0 - 0 206581.00 113508.96 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 16154890.00 11798893.66 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1770690000.00 1770690000.00 0.0081 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.30% 549300QJJX6CVVUXLE15 JPD448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-04-20 2052-08-20 2 - 4.5 18876830.00 4826505.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 2041-09-01 4.5 - 4.5 1136.00 55.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-09 2050-11-15 0 - 4 1797104200.00 1545601084.31 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2 - 2 1009.00 775.51 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0421 1517000000.00 1517000000.00 0.0069 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.3%, dated 12/30/2022 due 01/03/2023 549300QJJX6CVVUXLE15 JPE585000_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 B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-10-01 1.5 - 6 723434154.00 152192620.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2052-10-20 2 - 5.5 2639246291.00 745212879.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-05 2041-11-15 0 - 3.75 6641422.00 4774625.37 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-01-01 2 - 5.5 729208616.00 152022644.61 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1033032000.00 1033032000.00 0.0047 N Y Y N RBC Financial Group RBC Financial Group, 4.33% ES7IP3U3RHIGC71XBU11 JOS269000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2050-02-15 0.125 - 4.625 144712300.00 115831934.07 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-01 2053-01-01 2 - 8.5 3478781485.00 1916529169.69 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-01-06 2023-01-06 4.32 - 4.32 640000.00 647065.60 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-01-01 2057-09-01 1.5 - 7 1253746980.00 668181349.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-06 2023-01-06 2023-02-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0425 2642000000.00 2642000000.00 0.0121 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 4.3%, dated 12/30/2022 due 01/03/2023 5U0XI89JRFVHWIBS4F54 JPE585000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-08-20 2051-08-20 2 - 2 57410865.00 43026580.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2030-08-15 0.25 - 4.125 617181839.00 568641412.12 U.S. Treasuries (including strips) Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 599383000.00 599383000.00 0.0027 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 4.3%, dated 12/30/2022 due 01/03/2023 5U0XI89JRFVHWIBS4F54 JPE585000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-11-01 2 - 5 3867810761.00 1065269543.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2052-10-20 3 - 5.5 2274054667.00 564520716.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 1590660000.00 1590660000.00 0.0073 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.30% SUVUFHICNZMP2WKHG940 JPE392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-04-01 2052-12-01 2 - 6 1224689077.00 895987879.54 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 878000000.00 878000000.00 0.0040 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.3%, dated 12/30/2022 due 01/03/2023 VYVVCKR63DVZZN70PB21 JPE585000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2024-12-05 2024-12-05 5.08 - 5.08 2342691.00 2348514.15 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-09-07 2023-10-18 0 - 0 8166574.00 7878426.82 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2053-01-01 1.5 - 7.5 235727256.00 167282014.11 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-01-18 2023-02-22 0 - 0 211990094.00 211124354.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-01-25 2053-01-25 5.5 - 5.5 2209252.00 2170555.89 Agency Debentures and Agency Strips Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0430 382937000.00 382937000.00 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0000 796290000.00 796290000.00 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0235 1243124933.08 1243124933.08 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0246 114900165.05 114900165.05 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.39% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0339 489782707.89 489782707.89 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.01% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0401 449906327.10 449906327.10 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.44% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0444 160047194.13 160047194.13 0.0007 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 0.0360 368884942.10 368884942.10 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 0.0380 76861207.50 76861207.50 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.82% 9128283U2 254900HROIFWPRGM1V77 US9128283U26 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0388 117842272.94 117842272.94 0.0005 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 0.0410 254309536.50 254309536.50 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.99% to 2.18% 912828Z86 254900HROIFWPRGM1V77 US912828Z864 U.S. Treasury Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0405 537155331.79 537155331.79 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.43% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-10-31 2023-10-31 N N N 0.0433 3424201681.82 3424201681.82 0.0156 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.43% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-04-30 2023-04-30 N N N 0.0419 633442713.87 633442713.87 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.43% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-07-31 2023-07-31 N N N 0.0428 5495478459.60 5495478459.60 0.0251 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.44% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-01-03 2024-07-31 2024-07-31 N N N 0.0451 1181614884.45 1181614884.45 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.45% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-31 2023-01-31 N N N 0.0414 476920666.53 476920666.53 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.62% to 4.64% 912828UH1 254900HROIFWPRGM1V77 US912828UH11 U.S. Treasury Debt Y N/A N/A 2023-01-15 2023-01-15 2023-01-15 N N N 0.0264 457337025.37 457337025.37 0.0021 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.31% U7M81AY481YLIOR75625 JPE385000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0422 401000000.00 401000000.00 0.0018 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.36% 5493006GGLR4BTEL8O61 JPD544000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-01-06 2023-01-06 2023-01-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0428 57000000.00 57000000.00 0.0003 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 2023-01-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer