0000278001-23-000027.txt : 20230207 0000278001-23-000027.hdr.sgml : 20230207 20230207080428 ACCESSION NUMBER: 0000278001-23-000027 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230207 DATE AS OF CHANGE: 20230207 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: 23592827 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 2023-01-31 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 4 53 162429517258.39 160871986224.10 160714259837.06 155701907919.62 184564459120.65 186392508081.62 184878597440.23 179417675846.05 0.7400 0.7400 0.7200 0.7100 0.8400 0.8500 0.8300 0.8200 0.00 218948892797.00 218952910922.54 3682046233.84 7493787381.64 215141169774.74 215101165792.98 1.0000 0.0438 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 215141169774.74 215101165792.98 1.0002 1.0002 1.0002 1.0002 19453070936.53 18826072383.07 17983195254.49 20568185307.04 15460400149.72 16751475786.38 17134014958.68 18155277891.73 78087585348.31 81900146075.86 0.0399 N ABN AMRO Bank NV ABN AMRO Bank NV, 4.30% JQD461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2028-05-31 0.5 - 4.664 321040000.00 319298164.50 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 313000000.00 313000000.00 0.0015 N Y Y N Barclays Bank PLC Barclays Bank PLC, 4.30% G5GSEF7VJP5I7OUK5573 JQD467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2052-02-15 0.75 - 4.75 2619863700.00 2409432813.90 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 2357000000.00 2357000000.00 0.0110 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.30% 2IGI19DL77OX0HC3ZE78 JQC121000 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 2047-02-15 0.5 - 4.375 296991061.00 257211031.79 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0421 252000000.00 252000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.31% 2IGI19DL77OX0HC3ZE78 JPI295000 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 2050-11-15 0.5 - 4.375 382008199.00 333966171.31 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 326000000.00 326000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.55% 2IGI19DL77OX0HC3ZE78 JQC417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2040-05-15 0.25 - 4.375 629120203.00 580271714.74 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 568749488.13 568749488.13 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQA696000 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 2052-02-15 0.5 - 3.875 466665500.00 431089144.21 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 422000000.00 422000000.00 0.0020 N Y Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQD472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-15 2050-08-15 0.125 - 4.25 362809900.00 324568747.38 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 318000000.00 318000000.00 0.0015 N Y Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQB292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2047-05-15 0.5 - 4.125 448488500.00 408126888.85 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 399000000.00 399000000.00 0.0019 N N Y N Credit AG Credit AG, 4.51% 1VUV7VQFKUOQSJ21A208 JQA436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-11-15 2047-11-15 2.75 - 4.375 164306750.00 161959890.14 U.S. Treasuries (including strips) Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0442 158000000.00 158000000.00 0.0007 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 4.31% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2025-01-31 4.554 - 4.829 125313200.00 126495174.29 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 124000000.00 124000000.00 0.0006 N Y Y N 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 2024-05-15 2049-11-15 0.25 - 6.125 132472269900.00 125324967602.03 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 125310000000.00 125310000000.00 0.5825 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.31% 549300H47WTHXPU08X20 JQD559000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2025-04-15 0.5 - 2.625 352938600.00 338594940.55 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 330000000.00 330000000.00 0.0015 N Y Y N 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 86005400.00 84451749.28 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0416 82000000.00 82000000.00 0.0004 N N Y N 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 173174900.00 167395730.34 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0419 163000000.00 163000000.00 0.0008 N N Y N 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 2024-01-15 2031-02-15 0.125 - 6 146224500.00 133465296.47 U.S. Treasuries (including strips) Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N N N 0.0424 130000000.00 130000000.00 0.0006 N N Y N 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 2027-06-30 2027-06-30 3.25 - 3.25 85790000.00 84259347.61 U.S. Treasuries (including strips) Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0435 82000000.00 82000000.00 0.0004 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 74774800.00 67827830.76 U.S. Treasuries (including strips) Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0435 66000000.00 66000000.00 0.0003 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 2024-08-15 2028-11-30 0.375 - 3.25 154314100.00 133256490.79 U.S. Treasuries (including strips) Y N/A N/A 2023-02-22 2023-02-22 2023-02-22 N N N 0.0438 130000000.00 130000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.59% H7FNTJ4851HG0EXQ1Z70 JPO319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2028-09-30 1.25 - 1.25 188097200.00 165644065.64 U.S. Treasuries (including strips) Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0451 162000000.00 162000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.59% H7FNTJ4851HG0EXQ1Z70 JPX328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-06-30 2.375 - 3.25 171897200.00 163309573.16 U.S. Treasuries (including strips) Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0452 160000000.00 160000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.60% H7FNTJ4851HG0EXQ1Z70 JPU407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-06-30 2.375 - 3.25 100439800.00 98625362.62 U.S. Treasuries (including strips) Y N/A N/A 2023-03-13 2023-03-13 2023-03-13 N N N 0.0452 96500000.00 96500000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.62% H7FNTJ4851HG0EXQ1Z70 JPY552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-06-30 2.375 - 3.25 134081300.00 129566182.16 U.S. Treasuries (including strips) Y N/A N/A 2023-03-27 2023-03-27 2023-03-27 N N N 0.0455 127000000.00 127000000.00 0.0006 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 4.30% RB0PEZSDGCO3JS6CEU02 JQD481000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2024-03-15 0.25 - 0.25 591202000.00 563221466.77 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 551000000.00 551000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.30% U7M81AY481YLIOR75625 JQD373000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-20 2052-08-15 0 - 4.5 854945100.00 803166326.26 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 787000000.00 787000000.00 0.0037 N Y Y N Royal Bank of Canada Royal Bank of Canada, 4.31% ES7IP3U3RHIGC71XBU11 JPV471000 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 2049-08-15 1.125 - 3.125 94406300.00 88941920.03 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 87000000.00 87000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.31% ES7IP3U3RHIGC71XBU11 JPT906000 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 - 2.75 107314600.00 99200642.20 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 97000000.00 97000000.00 0.0005 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.31% ES7IP3U3RHIGC71XBU11 JPU384000 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 82576900.00 80782649.48 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 79000000.00 79000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.31% ES7IP3U3RHIGC71XBU11 JPV069000 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 2051-08-15 1.125 - 3.125 88060000.00 78728078.62 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 77000000.00 77000000.00 0.0004 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 4.30% 6PJDTY319315T5LR2241 JQD473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2032-02-15 0.75 - 2.625 783301000.00 713770574.58 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 700000000.00 700000000.00 0.0033 N Y Y N Societe Generale Societe Generale, 4.48% O2RNE8IBXP4R0TD8PU41 JQD452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2041-11-15 2 - 2 168935800.00 128536010.25 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-07 N N N 0.0439 126000000.00 126000000.00 0.0006 N N Y N Societe Generale Societe Generale, 4.52% O2RNE8IBXP4R0TD8PU41 JQC914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2052-02-15 1.875 - 2.75 623288500.00 486772311.50 U.S. Treasuries (including strips) Y N/A N/A 2023-02-10 2023-02-10 2023-02-10 N N N 0.0443 474000000.00 474000000.00 0.0022 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.36% 5493006GGLR4BTEL8O61 JPV114000 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 65968000.00 59156866.05 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0436 57750000.00 57750000.00 0.0003 N Y 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 0.0477 39248478.32 39248478.32 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 2023-02-01 2023-03-03 2023-03-03 N N N 0.0426 85748384.47 85748384.47 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 2023-02-01 2023-03-07 2023-03-07 N N N 0.0424 115999729.72 115999729.72 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 2023-02-01 2023-09-26 2023-09-26 N N N 0.0431 72768830.61 72768830.61 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 2023-02-01 2023-07-26 2023-07-26 N N N 0.0432 149026288.07 149026288.07 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 2023-02-01 2023-10-04 2023-10-04 N N N 0.0431 111032322.09 111032322.09 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 2023-02-01 2024-05-28 2024-05-28 N N N 0.0436 239050304.72 239050304.72 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 2023-02-01 2024-01-24 2024-01-24 N N N 0.0434 119044582.16 119044582.16 0.0006 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 2023-02-01 2024-07-26 2024-07-26 N N N 0.0437 183070436.70 183070436.70 0.0009 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 2023-02-01 2023-10-10 2023-10-10 N N N 0.0435 160043707.20 160043707.20 0.0007 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 2023-02-01 2024-07-18 2024-07-18 N N N 0.0436 114551105.93 114551105.93 0.0005 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 2023-02-01 2023-11-15 2023-11-15 N N N 0.0431 77012155.99 77012155.99 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 2023-02-01 2023-09-14 2023-09-14 N N N 0.0431 85003395.75 85003395.75 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 2023-02-02 2024-05-02 2024-05-02 N N N 0.0437 184091898.80 184091898.80 0.0009 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 2023-02-01 2024-01-23 2024-01-23 N N N 0.0441 200045810.00 200045810.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-07-23 2024-07-23 N N N 0.0442 181057369.76 181057369.76 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 2023-02-01 2024-03-18 2024-03-18 N N N 0.0442 287068618.83 287068618.83 0.0013 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 2023-02-01 2024-06-10 2024-06-10 N N N 0.0443 178026349.34 178026349.34 0.0008 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 2023-02-01 2024-08-06 2024-08-06 N N N 0.0448 172954653.24 172954653.24 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 2023-02-01 2024-11-25 2024-11-25 N N N 0.0447 121029797.46 121029797.46 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 2023-02-01 2024-12-05 2024-12-05 N N N 0.0447 64031009.28 64031009.28 0.0003 N N N 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 0.0475 368306772.70 368306772.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 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 0.0382 222861046.47 222861046.47 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.02% 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 0.0402 848084620.88 848084620.88 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.22% 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 0.0422 88648276.53 88648276.53 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.26% 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 0.0426 252290810.47 252290810.47 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.29% 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 0.0429 149738442.00 149738442.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-24 2023-04-24 N N N 0.0428 974001061.66 974001061.66 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 177000054.87 177000054.87 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 176999835.39 176999835.39 0.0008 N N N 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 2023-02-01 2023-09-01 2023-09-01 N N N 0.0436 366929224.05 366929224.05 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 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 0.0433 147973600.79 147973600.79 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-22 2023-05-22 N N N 0.0431 529991753.20 529991753.20 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-24 2023-05-24 N N N 0.0431 750987022.72 750987022.72 0.0035 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 2023-02-01 2023-02-01 2023-02-01 N N N 0.0434 567000000.00 567000000.00 0.0026 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-26 2023-05-26 N N N 0.0431 458991113.76 458991113.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-16 2023-06-16 N N N 0.0433 356986648.20 356986648.20 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 2023-02-02 2023-02-02 2023-02-02 N N N 0.0426 377999754.30 377999754.30 0.0018 N N Y 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 2023-02-01 2023-04-03 2023-04-03 N N N 0.0427 463012751.02 463012751.02 0.0022 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 2023-02-01 2023-02-06 2023-02-06 N N N 0.0426 189000124.74 189000124.74 0.0009 N N Y 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 2023-02-01 2023-02-03 2023-02-03 N N N 0.0425 473000383.13 473000383.13 0.0022 N N Y 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 2023-02-01 2023-02-06 2023-02-06 N N N 0.0426 283000186.78 283000186.78 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-27 2023-06-27 N N N 0.0433 392996470.86 392996470.86 0.0018 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 2023-02-01 2023-04-04 2023-04-04 N N N 0.0427 278007872.96 278007872.96 0.0013 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 2023-02-01 2023-02-28 2023-02-28 N N N 0.0426 474000687.30 474000687.30 0.0022 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 2023-02-01 2023-06-21 2023-06-21 N N N 0.0433 90999716.08 90999716.08 0.0004 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 2023-02-01 2024-01-05 2024-01-05 N N N 0.0438 928719144.72 928719144.72 0.0043 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 2023-02-01 2023-03-06 2023-03-06 N N N 0.0427 355000621.25 355000621.25 0.0017 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 2023-02-01 2023-06-27 2023-06-27 N N N 0.0433 365997214.74 365997214.74 0.0017 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 2023-02-01 2023-06-28 2023-06-28 N N N 0.0433 548995338.99 548995338.99 0.0026 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 2023-02-01 2023-02-28 2023-02-28 N N N 0.0426 118000171.10 118000171.10 0.0005 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 2023-02-01 2024-01-12 2024-01-12 N N N 0.0438 279412080.48 279412080.48 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-06-02 2023-06-02 N N N 0.0432 710000000.00 710000000.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-07-03 2023-07-03 N N N 0.0428 357085023.12 357085023.12 0.0017 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 2023-02-01 2023-07-26 2023-07-26 N N N 0.0435 744014180.64 744014180.64 0.0035 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 2023-02-01 2024-04-12 2024-04-12 N N N 0.0440 372318309.40 372318309.40 0.0017 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 2023-02-01 2023-07-03 2023-07-03 N N N 0.0434 278008331.66 278008331.66 0.0013 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 2023-02-01 2023-04-27 2023-04-27 N N N 0.0428 735038433.15 735038433.15 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 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 372020865.48 372020865.48 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 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 249013966.41 249013966.41 0.0012 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 2023-02-01 2023-03-09 2023-03-09 N N N 0.0427 383005300.72 383005300.72 0.0018 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 2023-02-01 2023-07-05 2023-07-05 N N N 0.0434 555016072.80 555016072.80 0.0026 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 2023-02-01 2023-03-02 2023-03-02 N N N 0.0427 563005444.21 563005444.21 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 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 0.0436 364770177.78 364770177.78 0.0017 N N Y 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 2023-02-01 2024-07-12 2024-07-12 N N N 0.0442 92933731.92 92933731.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-11-21 2023-11-21 N N N 0.0437 703967735.68 703967735.68 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-11-27 2023-11-27 N N N 0.0437 351980059.20 351980059.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-19 2023-10-19 N N N 0.0436 26999976.24 26999976.24 0.0001 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 2023-02-01 2023-06-13 2023-06-13 N N N 0.0432 275020182.25 275020182.25 0.0013 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 2023-02-01 2023-04-03 2023-04-03 N N N 0.0427 458027965.48 458027965.48 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-30 2023-10-30 N N N 0.0436 632971983.42 632971983.42 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-24 2023-10-24 N N N 0.0436 705471695.34 705471695.34 0.0033 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 2023-02-01 2023-10-02 2023-10-02 N N N 0.0437 269492184.50 269492184.50 0.0013 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 2023-02-01 2023-07-03 2023-07-03 N N N 0.0434 186009448.80 186009448.80 0.0009 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 2023-02-01 2023-10-04 2023-10-04 N N N 0.0436 370004095.90 370004095.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-12-01 2023-12-01 N N N 0.0437 439973199.60 439973199.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-10 2023-10-10 N N N 0.0436 535502752.47 535502752.47 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-30 2023-10-30 N N N 0.0436 813963785.14 813963785.14 0.0038 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 2023-02-01 2023-10-03 2023-10-03 N N N 0.0436 742008844.64 742008844.64 0.0034 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 2023-02-01 2023-12-14 2023-12-14 N N N 0.0438 872862039.81 872862039.81 0.0041 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 2023-02-01 2023-06-20 2023-06-20 N N N 0.0433 184009834.80 184009834.80 0.0009 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 2023-02-01 2024-07-11 2024-07-11 N N N 0.0442 372735479.59 372735479.59 0.0017 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 2023-02-01 2023-10-11 2023-10-11 N N N 0.0436 185000919.45 185000919.45 0.0009 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 2023-02-01 2023-10-06 2023-10-06 N N N 0.0436 555005233.65 555005233.65 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-10-02 2023-10-02 N N N 0.0436 349000000.00 349000000.00 0.0016 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 2023-02-01 2024-01-26 2024-01-26 N N N 0.0438 743962018.80 743962018.80 0.0035 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 2023-02-01 2024-03-06 2024-03-06 N N N 0.0439 182972087.01 182972087.01 0.0009 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 2023-02-01 2024-03-21 2024-03-21 N N N 0.0439 145971548.98 145971548.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-11-03 2023-11-03 N N N 0.0437 1434000000.00 1434000000.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-12-27 2023-12-27 N N N 0.0438 73005354.55 73005354.55 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-02-02 2024-02-02 N N N 0.0439 561021132.87 561021132.87 0.0026 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 2023-02-01 2023-08-15 2023-08-15 N N N 0.0436 716363568.60 716363568.60 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 2023-02-01 2023-08-17 2023-08-17 N N N 0.0436 179028101.21 179028101.21 0.0008 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 2023-02-01 2023-08-21 2023-08-21 N N N 0.0436 537083890.14 537083890.14 0.0025 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 2023-02-01 2024-01-17 2024-01-17 N N N 0.0438 553002997.26 553002997.26 0.0026 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 2023-02-01 2024-08-28 2024-08-28 N N N 0.0443 21986045.40 21986045.40 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 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 0.0439 36898665.51 36898665.51 0.0002 N N Y 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 2023-02-01 2024-04-22 2024-04-22 N N N 0.0440 276889087.37 276889087.37 0.0013 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 2023-02-01 2023-09-21 2023-09-21 N N N 0.0436 566118141.18 566118141.18 0.0026 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 2023-02-01 2024-07-26 2024-07-26 N N N 0.0442 27990701.48 27990701.48 0.0001 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 2023-02-01 2024-10-24 2024-10-24 N N N 0.0444 73960488.44 73960488.44 0.0003 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 2023-02-01 2024-07-24 2024-07-24 N N N 0.0442 179967227.40 179967227.40 0.0008 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 2023-02-01 2024-04-26 2024-04-26 N N N 0.0440 92006716.92 92006716.92 0.0004 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 2023-02-01 2024-04-26 2024-04-26 N N N 0.0440 184013433.84 184013433.84 0.0009 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 2023-02-01 2024-10-21 2024-10-21 N N N 0.0444 276755314.21 276755314.21 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.42% 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 0.0442 316970977.44 316970977.44 0.0015 N N Y 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 2023-02-01 2024-02-23 2024-02-23 N N N 0.0439 365222890.90 365222890.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.46% 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 0.0446 110591524.44 110591524.44 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.48% 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 0.0448 207444567.20 207444567.20 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.48% 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 0.0448 496386395.50 496386395.50 0.0023 N N Y 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 2023-02-01 2024-11-22 2024-11-22 N N N 0.0444 183133463.73 183133463.73 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.49% 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 0.0449 705871908.79 705871908.79 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.50% 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 0.0450 182464920.81 182464920.81 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.50% 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 0.0450 869318112.83 869318112.83 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.51% 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 0.0451 727014843.85 727014843.85 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 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 0.0452 446822211.63 446822211.63 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2023-03-21 2023-03-21 2023-03-21 N N N 0.0452 87464640.56 87464640.56 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0452 387578111.70 387578111.70 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.53% 313384DK2 2549001DPIFGXC1TOL40 US313384DK22 U.S. Government Agency Debt Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0453 86448741.03 86448741.03 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.55% 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 0.0455 423457628.25 423457628.25 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.67% 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0467 1054113220.00 1054113220.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.68% 313384DZ9 2549001DPIFGXC1TOL40 US313384DZ90 U.S. Government Agency Debt Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0468 357515049.19 357515049.19 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.68% 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y N/A N/A 2023-04-10 2023-04-10 2023-04-10 N N N 0.0468 409367561.75 409367561.75 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.70% 313384EV7 2549001DPIFGXC1TOL40 US313384EV77 U.S. Government Agency Debt Y N/A N/A 2023-04-26 2023-04-26 2023-04-26 N N N 0.0470 503475588.86 503475588.86 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.70% 313384EX3 2549001DPIFGXC1TOL40 US313384EX34 U.S. Government Agency Debt Y N/A N/A 2023-04-28 2023-04-28 2023-04-28 N N N 0.0470 250189061.21 250189061.21 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.78% 313384EQ8 2549001DPIFGXC1TOL40 US313384EQ82 U.S. Government Agency Debt Y N/A N/A 2023-04-21 2023-04-21 2023-04-21 N N N 0.0478 813304609.16 813304609.16 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUHE7 2549001DPIFGXC1TOL40 US3130AUHE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-07-26 2023-07-26 2023-07-26 N N N 0.0485 500977455.00 500977455.00 0.0023 N N N N Freddie Mac Freddie Mac, 4.43% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-05-03 2024-05-03 N N N 0.0433 712081979.68 712081979.68 0.0033 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 4.31% JQD458000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-01-01 2052-11-01 3 - 5 103206610.00 96258448.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2051-02-15 0.125 - 3.125 46422000.00 45771173.34 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-10-01 2 - 5.5 289541112.00 143091793.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 279490787.00 279490787.00 0.0013 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 4.3%, dated 1/31/2023 due 02/01/2023 B4TYDEB6GKMZO031MB27 JQD616000_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 2050-05-01 2051-04-01 2 - 2.5 1805790880.00 1030731100.41 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 1010400000.00 1010400000.00 0.0047 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 4.3%, dated 1/31/2023 due 02/03/2023 B4TYDEB6GKMZO031MB27 JQD648000_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 2050-05-01 2051-04-01 2 - 2.5 453950.00 259110.95 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-03 2023-06-02 2023-06-02 N N N 0.0430 254000.00 254000.00 0.0000 N Y 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-09-01 2052-08-01 2.5 - 5 381660508.00 341044209.49 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 333000000.00 333000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.52% 3Y4U8VZURTYWI1W2K376 JQC139000 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 2042-08-20 2052-10-20 2.5 - 5 135755421.00 128600593.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0444 125998903.80 125998903.80 0.0006 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2052-11-01 2 - 5.5 1012752236.00 973838430.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2041-08-15 0 - 4.614 3167785.00 3198893.71 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-10-20 2051-10-20 2.5 - 2.5 3460288.00 2772353.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2051-05-01 2053-01-01 2.5 - 4.5 321837892.00 296588758.49 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.8 - 3.74 1250000.00 1120528.49 Agency Debentures and Agency Strips Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0421 1244000000.00 1244000000.00 0.0058 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.33% R0MUWSFPU8MPRO8K5P83 JPI296000 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 2026-12-15 2053-01-20 2.5 - 7 224348848.00 176310071.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2049-11-15 0 - 3.625 1631401.00 1612131.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2053-01-01 1.5 - 7 32076306.00 29322799.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-12-01 2053-01-01 2 - 7 509827055.00 360845230.51 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-03 2023-02-03 2023-02-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0424 555000000.00 555000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.37% R0MUWSFPU8MPRO8K5P83 JPO144000 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 2023-02-07 2052-11-15 0 - 4.554 3138765.00 1602361.22 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-07-14 2036-07-14 2.31 - 2.31 1000.00 771.49 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 2056-08-01 2.5 - 6.5 408054974.00 92584825.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-08-01 2053-01-01 2.5 - 6.5 96735596.00 80631408.79 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.8 - 3.74 8050000.00 7219506.60 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-10-15 2047-11-20 3.5 - 7 7796580.00 6244743.10 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0427 184000000.00 184000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.37% R0MUWSFPU8MPRO8K5P83 JPT273000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2052-02-15 0 - 4.614 31972446.00 13104932.11 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-04-01 2052-10-01 1.5 - 5 28793016.00 15294753.15 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 3.375 - 3.74 75000.00 67890.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-05-01 2052-11-01 3 - 5.5 1382709.00 1275617.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-04-15 2053-01-20 2 - 6 120603766.00 63458940.36 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0427 91000000.00 91000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.45% R0MUWSFPU8MPRO8K5P83 JPW292000 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 2025-01-15 2048-08-15 0 - 3.375 7274000.00 4529580.98 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-05-01 2053-01-01 2.5 - 7 334206856.00 251381926.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-12-01 2052-12-01 2 - 6 353015923.00 251676044.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-02-20 2053-01-20 2.5 - 6 26600439.00 4395954.68 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0436 501000000.00 501000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.53% R0MUWSFPU8MPRO8K5P83 JPX326000 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 2047-08-20 2053-01-20 2.5 - 7 26473795.00 22881555.39 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2039-07-11 2.8 - 3.375 290000.00 243228.55 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-04-01 2052-07-01 2.5 - 6 164148890.00 127436254.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-07-01 2053-01-01 2.5 - 6.5 119379581.00 111300926.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-08-15 0 - 4.614 16166724.00 16031889.32 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 272000000.00 272000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.53% R0MUWSFPU8MPRO8K5P83 JPW794000 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 2047-04-01 2053-01-01 2.5 - 6.5 847232949.00 821504999.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2048-08-15 2048-08-15 0 - 0 6762700.00 2638298.34 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 2.8 - 3.74 3700000.00 3038023.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2050-11-01 2 - 5 425703532.00 147638534.88 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 954000000.00 954000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.54% R0MUWSFPU8MPRO8K5P83 JQC874000 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 2023-02-23 2050-02-15 0 - 4.614 28596236.00 23331374.62 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2053-01-01 2 - 6 484748547.00 391612709.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 2053-01-01 2 - 7 860789394.00 431129711.67 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.8 - 3.74 825000.00 741783.83 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-11-15 2053-01-20 2 - 7 499859830.00 162262865.39 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0445 989000000.00 989000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.55% R0MUWSFPU8MPRO8K5P83 JPY539000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-01-24 2.82 - 2.82 10000.00 7618.29 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-03-21 2050-02-15 0 - 4.614 22093706.00 12259590.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 2057-02-01 1.5 - 7 1479841341.00 938661067.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-10-15 2053-01-20 2.5 - 7 203852158.00 33585985.13 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 2.8 - 3.74 970000.00 875156.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-11-01 2053-02-01 0 - 6.5 654281985.00 377940160.97 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0448 1335000000.00 1335000000.00 0.0062 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.55% R0MUWSFPU8MPRO8K5P83 JQD494000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 2026-06-01 2.625 - 2.625 25000000.00 23731587.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-02-15 2041-11-15 1.375 - 6 189671700.00 177362044.77 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-02-20 2053-01-20 3 - 6.5 215235563.00 81332124.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2052-03-01 2053-02-01 3 - 6 85572799.00 82780395.83 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 358000000.00 358000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.57% R0MUWSFPU8MPRO8K5P83 JQC122000 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 2042-09-01 2052-11-01 3 - 5.5 93605743.00 46993208.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-03-01 2053-02-01 2 - 6 70096593.00 68683145.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-04-15 2053-01-20 2 - 6.5 201635827.00 66646496.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-02 2051-08-15 0 - 4.614 23876513.00 18865122.63 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-03-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0450 196999783.30 196999783.30 0.0009 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.3%, dated 1/31/2023 due 02/01/2023 VJW2DOOHGDT6PR0ZRO63 JQD616000_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 2023-05-15 2053-01-20 1.5 - 9 65798349.00 41097734.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-25 2053-02-01 0.25 - 9 243758820.00 221647921.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2053-02-01 0.125 - 8 203611033.00 190733688.14 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-02-01 2027-01-26 0.16 - 4.4 2931708.00 2911409.23 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-02 2052-11-15 0 - 6 55901116.00 55242940.61 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 2360.00 2325.74 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-02-08 2026-11-25 0 - 5.375 4212474.00 4242008.91 Agency Debentures and Agency Strips Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 505699000.00 505699000.00 0.0024 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 4.3%, dated 1/31/2023 due 02/01/2023 8NAV47T0Y26Q87Y0QP81 JQD616000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-03-31 2028-03-31 1.25 - 1.25 7642023.00 6815025.07 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2056-08-01 1.5 - 7 1678037272.00 717159322.96 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0430 709694000.00 709694000.00 0.0033 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 4.51% 549300HN4UKV1E2R3U73 JQA304000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-09-20 2052-09-20 4.5 - 4.5 320223463.00 315456395.56 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0443 309000000.00 309000000.00 0.0014 N N 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-25 2052-11-01 0 - 6 68337634.00 3546461.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-07-15 2053-01-01 0 - 7 128281613.00 8998154.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2064-10-16 0 - 3.5 254596065.00 5070429.96 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0428 17000000.00 17000000.00 0.0001 N N Y N 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 Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-10 2027-12-10 2.125 - 4.625 30635000.00 31196360.91 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2031-09-15 2053-03-15 0 - 5.5 94000.00 95298.64 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2052-02-15 0.125 - 4.5 369210500.00 365165111.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-12 2052-12-01 0.625 - 4.5 153533.00 148728.91 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2026-01-15 2030-01-15 0 - 0 244000.00 215356.20 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-06-27 2025-12-29 4.465 - 4.63 6426000.00 6456258.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2025-01-27 2025-01-27 5.125 - 5.125 27649000.00 27649924.71 Agency Debentures and Agency Strips Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 422000000.00 422000000.00 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-07-20 2052-10-20 2.5 - 6.5 449372287.00 438600601.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2032-08-15 2.75 - 2.75 827600.00 787113.87 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y CITIGROUP INC 1.0000 2 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0422 430000000.00 430000000.00 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 2025-05-15 2031-08-15 1.25 - 2.125 386515800.00 359297951.85 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0422 352000000.00 352000000.00 0.0016 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 MBNUM2BPBDO7JBLYG310 JQD616000_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 2045-08-20 2053-01-20 2 - 6 1121245934.00 715785005.25 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0430 701666000.00 701666000.00 0.0033 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 4.3%, dated 1/31/2023 due 02/01/2023 1VUV7VQFKUOQSJ21A208 JQD616000_02102 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 2023-03-31 2028-10-31 0.125 - 1.375 29454133.00 27318864.36 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 26780000.00 26780000.00 0.0001 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JQD351000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-03-13 2023-03-13 0.75 - 0.75 276000.00 275404.12 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-22 2023-03-29 0 - 0 31080000.00 30860095.27 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-03 2023-04-03 0 - 0 554000.00 549724.23 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-05-23 2042-05-15 0 - 4.769 471866100.00 468174632.78 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 490000000.00 490000000.00 0.0023 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JQB339000 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 150588495.00 145334324.27 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 141000000.00 141000000.00 0.0007 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.31% FOR8UP27PHTHYVLBNG30 0000769993 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 2023-03-09 2023-03-09 0 - 0 24300.00 24191.18 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-08-20 2052-07-20 3 - 5 1322149552.00 1141492457.39 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 1119000000.00 1119000000.00 0.0052 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 CYYGQCGNHMHPSMRL3R97 JQD616000_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 2035-10-01 2053-01-01 1.5 - 6.5 102533982.00 75180005.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2052-12-01 2.5 - 7 75150514.00 53627904.84 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-07-15 2025-07-15 0 - 0 37048.00 33513.32 Agency Debentures and Agency Strips Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 126300000.00 126300000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 4.3%, dated 1/31/2023 due 02/01/2023 KBVRJ5K57JZ3E2AVWX40 JQD616000_03735 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 2023-03-14 2052-05-15 0 - 4.5 59514120.00 51734485.55 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 50644000.00 50644000.00 0.0002 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 4.3%, dated 1/31/2023 due 02/01/2023 ZBUT11V806EZRVTWT807 JQD616000_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 2025-04-01 2061-12-01 1.5 - 7.5 1092817793.00 858942583.95 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 842000000.00 842000000.00 0.0039 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 4.3%, dated 1/31/2023 due 02/03/2023 ZBUT11V806EZRVTWT807 JQD648000_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 2025-04-01 2061-12-01 1.5 - 7.5 40945629.00 32182803.61 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-03 2023-06-02 2023-06-02 N N N 0.0430 31548000.00 31548000.00 0.0001 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.3%, dated 1/31/2023 due 02/01/2023 ZOMOLU8CGIZRYZ7PFU34 JQD616000_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 2047-05-20 2072-01-20 2.5 - 6.332 15784716.00 10524101.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-12-01 0.25 - 5.5 79782006.00 40830512.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 2058-01-01 2 - 5.5 128634901.00 91802143.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 140333000.00 140333000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.3%, dated 1/31/2023 due 02/03/2023 ZOMOLU8CGIZRYZ7PFU34 JQD648000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 2058-01-01 2 - 5.5 281408.00 200831.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-05-20 2072-01-20 2.5 - 6.332 34533.00 23023.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-08-24 2052-12-01 0.25 - 5.5 174537.00 89323.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-03 2023-06-02 2023-06-02 N N N 0.0430 307000.00 307000.00 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.33% K5HU16E3LMSVCCJJJ255 JPT876000 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 2047-02-20 2057-10-15 2.5 - 5.5 9964855.00 10150543.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-06-01 2053-01-01 0 - 4.5 257403228.00 110003916.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-05-01 2053-01-01 2 - 7 890959696.00 478124474.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-08 2023-03-08 2023-03-08 N N N 0.0426 585000000.00 585000000.00 0.0027 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 7TK5RJIZDFROZCA6XF66 JQD616000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2053-01-01 2 - 6.5 93520951.00 71578908.79 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 70167000.00 70167000.00 0.0003 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 4.3%, dated 1/31/2023 due 02/01/2023 OXTKY6Q8X53C9ILVV871 JQD616000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-02-15 2053-01-01 0 - 9.5 1778982686.00 78273115.39 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-10-07 2028-11-16 0.65 - 3.25 7017.00 6785.98 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-21 2052-02-15 0 - 7.625 655329225.00 748595639.99 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2038-01-15 0 - 7.125 2246.00 2377.08 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-02 2059-04-01 0 - 7.604 2244127971.00 510938590.04 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 1.75 - 3.875 4211.00 3729.32 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-02-15 2069-02-20 1.5 - 10 1336834911.00 98767153.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 1403333000.00 1403333000.00 0.0065 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.31% 549300QJJX6CVVUXLE15 JPU392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2051-05-15 0.125 - 4.125 661169300.00 592698947.60 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2052-12-20 2 - 5.5 1973644953.00 478261953.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-01 2052-02-01 2 - 4 252175990.00 50668206.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-08-01 1.875 - 5.5 350600837.00 92199901.98 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 1186000000.00 1186000000.00 0.0055 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 549300QJJX6CVVUXLE15 JQD616000_07749 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 2052-02-01 2 - 5.5 596478083.00 126124616.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-10-01 1.5 - 5.5 359629435.00 116058021.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2052-11-15 0 - 6.75 34676934.00 30864004.97 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2052-12-20 2 - 5.5 2322510581.00 631014323.21 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 886080000.00 886080000.00 0.0041 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 Federal Home Loan Mortgage Corp 2044-02-15 2052-12-01 2.5 - 6 185985882.00 103182975.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-10-20 2053-01-20 1.75 - 7 40746806.00 40206177.14 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2052-11-15 0 - 6.25 2780437700.00 2536110971.93 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2052-11-01 1.17 - 5.5 39912788.00 35703432.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 2 N N/A N/A N N 0.0424 2642000000.00 2642000000.00 0.0123 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 1/31/2023 due 02/01/2023 5U0XI89JRFVHWIBS4F54 JQD616000_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 2048-05-15 0.25 - 4.125 702452422.00 651538495.48 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-09-01 2052-09-01 4.5 - 4.5 30626181.00 29442818.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 2.5 - 2.5 46768696.00 9738738.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 676765000.00 676765000.00 0.0031 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 4.3%, dated 1/31/2023 due 02/01/2023 5U0XI89JRFVHWIBS4F54 JQD616000_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 3452687931.00 1010157955.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2052-10-20 3 - 5.5 2160010667.00 536124204.30 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 1515600000.00 1515600000.00 0.0070 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.31% SUVUFHICNZMP2WKHG940 JQD454000 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 2044-05-25 2052-11-01 2 - 5.5 725336127.00 684501940.69 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 671000000.00 671000000.00 0.0031 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.3%, dated 1/31/2023 due 02/01/2023 VYVVCKR63DVZZN70PB21 JQD616000_08395 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 2024-07-20 2053-01-20 2 - 7 1476739609.00 572628208.14 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 561333000.00 561333000.00 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.31% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0431 451387981.38 451387981.38 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.37% 912796T33 254900HROIFWPRGM1V77 US912796T338 U.S. Treasury Debt Y N/A N/A 2023-02-23 2023-02-23 2023-02-23 N N N 0.0437 32910207.99 32910207.99 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.39% 912796YK9 254900HROIFWPRGM1V77 US912796YK93 U.S. Treasury Debt Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0439 320262805.25 320262805.25 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.59% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0459 128979656.73 128979656.73 0.0006 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 0.0438 254748881.10 254748881.10 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 0.0434 538343956.15 538343956.15 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-04-30 2023-04-30 N N N 0.0439 633340807.20 633340807.20 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-07-31 2023-07-31 N N N 0.0463 4756650145.20 4756650145.20 0.0221 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-10-31 2023-10-31 N N N 0.0463 3422003021.75 3422003021.75 0.0159 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.67% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-02-01 2024-07-31 2024-07-31 N N N 0.0469 1182585677.91 1182585677.91 0.0055 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 4.59% H7FNTJ4851HG0EXQ1Z70 JQD554000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0450 157000000.00 157000000.00 0.0007 N N N Y 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., 4.61% 5493006GGLR4BTEL8O61 JQC368000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-02-07 2023-02-07 2023-02-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0450 56000425.60 56000425.60 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 2023-02-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer