0000278001-23-000031.txt : 20230407 0000278001-23-000031.hdr.sgml : 20230407 20230407084034 ACCESSION NUMBER: 0000278001-23-000031 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230407 DATE AS OF CHANGE: 20230407 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: 23807865 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 2023-03-31 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 14 73 147243055313.77 145466932789.57 127879225408.55 129761016344.15 130606009601.51 169614455477.07 166960671687.42 150278246085.50 149409339996.15 150527069798.11 0.6900 0.6900 0.5900 0.6000 0.6000 0.8000 0.7900 0.7000 0.6900 0.6900 271.71 215347881128.13 215338632243.28 2978937057.92 3160843187.98 215156726384.93 215116333156.25 1.0000 0.0491 1.0002 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 215156726384.93 215116333156.25 1.0002 1.0002 1.0002 1.0002 1.0002 20269036622.69 19962401785.66 17070699549.01 18221009893.18 22927768344.07 19649467872.70 19864766237.47 19106810173.51 22018433245.54 20845802646.15 94176275726.81 90116800370.60 0.0451 N ABN AMRO Bank NV ABN AMRO Bank NV, 4.80% JSH081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2046-08-15 0.375 - 3.25 506149800.00 428838358.23 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 419000000.00 419000000.00 0.0019 N Y Y N Barclays Bank PLC Barclays Bank PLC, 4.80% G5GSEF7VJP5I7OUK5573 JSH071000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2044-02-15 0.75 - 3.625 956242700.00 883333482.72 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 864000000.00 864000000.00 0.0040 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.81% 2IGI19DL77OX0HC3ZE78 JSA734000 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 2046-11-15 0.5 - 4.625 859361700.00 752834563.31 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0471 735000000.00 735000000.00 0.0034 N N Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 4.80% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-31 2043-11-15 0.25 - 4.5 102664963700.00 102131836495.34 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 102091000000.00 102091000000.00 0.4745 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 4.81% 549300H47WTHXPU08X20 JSH085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-03-15 2029-11-30 0.5 - 4.625 1222473200.00 1191360084.67 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 1168000000.00 1168000000.00 0.0054 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.81% 549300H47WTHXPU08X20 JSH142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2028-10-31 1.25 - 1.375 813530900.00 714888615.45 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 701000000.00 701000000.00 0.0033 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.88% 549300H47WTHXPU08X20 JSE752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2041-02-15 2041-11-15 1.875 - 4.75 603458300.00 479858020.52 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0477 468999859.30 468999859.30 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 4.81% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2024-09-30 2.125 - 2.125 367520000.00 355460750.00 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 348000000.00 348000000.00 0.0016 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 4.75% H7FNTJ4851HG0EXQ1Z70 JQQ496000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2031-02-15 0.75 - 2.875 141125000.00 128354537.95 U.S. Treasuries (including strips) Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0466 125000000.00 125000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.75% H7FNTJ4851HG0EXQ1Z70 JQQ556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-11-30 2.5 - 2.875 82044200.00 80081891.25 U.S. Treasuries (including strips) Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0466 78000000.00 78000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.77% H7FNTJ4851HG0EXQ1Z70 JRJ924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 163016600.00 153579537.54 U.S. Treasuries (including strips) Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0468 150000000.00 150000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.82% H7FNTJ4851HG0EXQ1Z70 JRO056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2028-09-30 1.25 - 3 161586900.00 154397661.80 U.S. Treasuries (including strips) Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0473 151000000.00 151000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.83% H7FNTJ4851HG0EXQ1Z70 JSB152000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-30 2027-07-31 0.375 - 2.875 173238400.00 150143261.95 U.S. Treasuries (including strips) Y N/A N/A 2023-04-24 2023-04-24 2023-04-24 N N N 0.0473 147000000.00 147000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.84% H7FNTJ4851HG0EXQ1Z70 JSE568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-11-30 2.5 - 2.875 121550800.00 118348475.58 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0481 115993411.20 115993411.20 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.86% H7FNTJ4851HG0EXQ1Z70 JRT688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2027-06-30 2 - 3.25 77072200.00 75610141.50 U.S. Treasuries (including strips) Y N/A N/A 2023-05-16 2023-05-16 2023-05-16 N N N 0.0477 74000000.00 74000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.87% H7FNTJ4851HG0EXQ1Z70 JRC451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-15 2028-11-30 0.375 - 6 135269100.00 125025510.47 U.S. Treasuries (including strips) Y N/A N/A 2023-05-22 2023-05-22 2023-05-22 N N N 0.0479 122000000.00 122000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.90% H7FNTJ4851HG0EXQ1Z70 JRE154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-30 2028-08-15 2.875 - 2.875 144774700.00 139266452.01 U.S. Treasuries (including strips) Y N/A N/A 2023-05-30 2023-05-30 2023-05-30 N N N 0.0482 136000000.00 136000000.00 0.0006 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 4.81% 549300Y1PMK3RWXMWR72 JSB191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2046-08-15 0.25 - 4.768 158342100.00 150420465.09 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-24 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0471 147000000.00 147000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.82% U7M81AY481YLIOR75625 JSG702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-15 2049-02-15 0.5 - 3.5 386006600.00 357883047.12 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 351000000.00 351000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.83% U7M81AY481YLIOR75625 JSH052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-27 2044-05-15 0 - 4.125 765014200.00 714939256.69 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0483 701000000.00 701000000.00 0.0033 N Y Y N Norinchukin Bank Norinchukin Bank, 4.90% 5493007VSMFZCPV1NB83 JSF256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2029-05-31 2029-05-31 2.75 - 2.75 29841000.00 28571740.81 U.S. Treasuries (including strips) Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0479 28000000.00 28000000.00 0.0001 N N Y N RBS Securities, Inc. RBS Securities, Inc., 4.80% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2028-11-30 1.5 - 1.5 83290400.00 74489791.72 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 73000000.00 73000000.00 0.0003 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 4.82% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-11 2024-03-21 0 - 0 478890200.00 471492375.84 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0471 462000000.00 462000000.00 0.0021 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 4.81% 6PJDTY319315T5LR2241 JSH074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-31 2048-11-15 1.25 - 3.375 772200000.00 719827078.55 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 700000000.00 700000000.00 0.0033 N Y Y N Societe Generale Societe Generale, 4.81% O2RNE8IBXP4R0TD8PU41 JSG257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2043-05-15 1.625 - 3.25 732432800.00 668553441.37 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0470 654000000.00 654000000.00 0.0030 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.85% 5493006GGLR4BTEL8O61 JSB531000 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 60734000.00 54234957.76 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0474 53000000.00 53000000.00 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.59% 3133ENYG9 254900C5LP6DN9OP9V83 US3133ENYG96 U.S. Government Agency Debt Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0478 39410105.72 39410105.72 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-13 2024-03-13 N N N 0.0482 77037793.91 77037793.91 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-26 2023-09-26 N N N 0.0482 72766502.61 72766502.61 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-26 2023-07-26 N N N 0.0480 149018273.36 149018273.36 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.89% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-23 2024-02-23 N N N 0.0482 76042676.28 76042676.28 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.89% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2023-04-04 2023-10-04 2023-10-04 N N N 0.0483 111028614.69 111028614.69 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.90% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-28 2024-05-28 N N N 0.0484 239139272.47 239139272.47 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-13 2024-09-13 N N N 0.0487 117060937.11 117060937.11 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-24 2024-01-24 N N N 0.0485 119041616.68 119041616.68 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-18 2024-07-18 N N N 0.0485 114579261.48 114579261.48 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-26 2024-07-26 N N N 0.0486 183135388.89 183135388.89 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-10 2023-10-10 N N N 0.0487 160038620.80 160038620.80 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-03 2024-09-03 N N N 0.0487 168112271.04 168112271.04 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.93% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-15 2023-11-15 N N N 0.0480 77004358.20 77004358.20 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.94% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-02 2024-05-02 N N N 0.0484 184182386.32 184182386.32 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.94% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-14 2023-09-14 N N N 0.0482 85008148.10 85008148.10 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.95% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 U.S. Government Agency Debt Y N/A N/A 2023-04-01 2025-03-10 2025-03-10 N N N 0.0493 98027094.06 98027094.06 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-23 2024-01-23 N N N 0.0492 200045992.00 200045992.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2025-01-03 2025-01-03 N N N 0.0492 50027164.50 50027164.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-18 2024-03-18 N N N 0.0483 287380088.45 287380088.45 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-23 2024-07-23 N N N 0.0492 181054995.04 181054995.04 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-10 2024-06-10 N N N 0.0484 178237185.00 178237185.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.98% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-08-06 2024-08-06 N N N 0.0486 173262217.83 173262217.83 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.98% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2025-02-10 2025-02-10 N N N 0.0491 112130459.84 112130459.84 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.99% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2025-01-24 2025-01-24 N N N 0.0496 262077096.12 262077096.12 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.01% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-11-25 2024-11-25 N N N 0.0495 121099342.21 121099342.21 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.02% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-12-05 2024-12-05 N N N 0.0489 64131784.96 64131784.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y N/A N/A 2023-05-24 2023-05-24 2023-05-24 N N N 0.0434 836581115.34 836581115.34 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 313384GB9 2549001DPIFGXC1TOL40 US313384GB95 U.S. Government Agency Debt Y N/A N/A 2023-05-26 2023-05-26 2023-05-26 N N N 0.0435 455930547.66 455930547.66 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 313384HC6 2549001DPIFGXC1TOL40 US313384HC69 U.S. Government Agency Debt Y N/A N/A 2023-06-20 2023-06-20 2023-06-20 N N N 0.0459 818634994.24 818634994.24 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.65% 313384JS9 2549001DPIFGXC1TOL40 US313384JS93 U.S. Government Agency Debt Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0465 162516096.60 162516096.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y N/A N/A 2023-08-09 2023-08-09 2023-08-09 N N N 0.0466 34419177.10 34419177.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.78% 313384LL1 2549001DPIFGXC1TOL40 US313384LL13 U.S. Government Agency Debt Y N/A N/A 2023-09-08 2023-09-08 2023-09-08 N N N 0.0478 79340684.22 79340684.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.79% 313384LT4 2549001DPIFGXC1TOL40 US313384LT49 U.S. Government Agency Debt Y N/A N/A 2023-09-15 2023-09-15 2023-09-15 N N N 0.0479 2935850430.00 2935850430.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.79% 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 U.S. Government Agency Debt Y N/A N/A 2023-09-18 2023-09-18 2023-09-18 N N N 0.0479 978232290.00 978232290.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.79% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 U.S. Government Agency Debt Y N/A N/A 2023-09-19 2023-09-19 2023-09-19 N N N 0.0479 254307079.00 254307079.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.81% 3130ARLB5 2549001DPIFGXC1TOL40 US3130ARLB57 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-05 2023-04-05 2023-04-05 N N N 0.0285 81988599.54 81988599.54 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.84% 3130ARND9 2549001DPIFGXC1TOL40 US3130ARND95 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-12 2023-04-12 2023-04-12 N N N 0.0401 50967778.20 50967778.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0476 176998499.04 176998499.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0476 176998676.04 176998676.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-24 2023-04-24 N N N 0.0476 973994204.70 973994204.70 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-01 2023-09-01 N N N 0.0486 366955853.57 366955853.57 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-26 2023-05-26 N N N 0.0479 458994000.87 458994000.87 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-16 2023-06-16 N N N 0.0480 356995162.65 356995162.65 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-24 2023-05-24 N N N 0.0479 750990244.51 750990244.51 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-22 2023-05-22 N N N 0.0479 529993380.30 529993380.30 0.0025 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 0.0470 501141397.23 501141397.23 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-05 2024-01-05 N N N 0.0489 928815231.19 928815231.19 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-28 2023-06-28 N N N 0.0481 549006686.82 549006686.82 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-02 2023-06-02 N N N 0.0476 710042919.50 710042919.50 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-21 2023-06-21 N N N 0.0480 91000806.26 91000806.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-27 2023-06-27 N N N 0.0480 366004509.12 366004509.12 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-12 2024-01-12 N N N 0.0489 279438806.27 279438806.27 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-04 2023-04-04 N N N 0.0475 278000061.16 278000061.16 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-27 2023-06-27 N N N 0.0480 393004841.76 393004841.76 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-05 2023-07-05 N N N 0.0481 555021939.15 555021939.15 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0488 463000000.00 463000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-03 2023-07-03 N N N 0.0475 357059586.87 357059586.87 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATR90 2549001DPIFGXC1TOL40 US3130ATR902 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0477 249001424.28 249001424.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-03 2023-07-03 N N N 0.0481 278011317.38 278011317.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-12 2024-04-12 N N N 0.0491 372366965.35 372366965.35 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATRU3 2549001DPIFGXC1TOL40 US3130ATRU31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-27 2023-04-27 N N N 0.0477 735002690.10 735002690.10 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVHR6 2549001DPIFGXC1TOL40 US3130AVHR67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-27 2023-09-27 N N N 0.0488 168999457.51 168999457.51 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-26 2023-07-26 N N N 0.0483 744016055.52 744016055.52 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-28 2023-08-28 N N N 0.0486 399999540.00 399999540.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0477 372002127.84 372002127.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-01 2023-12-01 N N N 0.0488 439992797.20 439992797.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-26 2023-10-26 N N N 0.0488 451008532.92 451008532.92 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-20 2023-06-20 N N N 0.0480 184007510.88 184007510.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-27 2023-10-27 N N N 0.0488 168999915.50 168999915.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-03 2023-10-03 N N N 0.0484 714158779.32 714158779.32 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-06 2023-10-06 N N N 0.0488 555023959.35 555023959.35 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-27 2023-11-27 N N N 0.0488 351995659.84 351995659.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-03 2023-10-03 N N N 0.0488 742036090.88 742036090.88 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-10 2023-10-10 N N N 0.0488 535520627.46 535520627.46 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-21 2023-11-21 N N N 0.0488 703993614.72 703993614.72 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-30 2023-10-30 N N N 0.0488 632991517.80 632991517.80 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-02 2023-10-02 N N N 0.0486 349045572.42 349045572.42 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-03 2023-07-03 N N N 0.0481 186009893.34 186009893.34 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-24 2023-10-24 N N N 0.0488 705494363.06 705494363.06 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-10 2024-06-10 N N N 0.0488 670014833.80 670014833.80 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-30 2023-10-30 N N N 0.0488 813989108.68 813989108.68 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-22 2023-08-22 N N N 0.0486 659005074.30 659005074.30 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-02 2023-10-02 N N N 0.0489 269506360.20 269506360.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-11 2024-07-11 N N N 0.0493 372795916.78 372795916.78 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-19 2023-10-19 N N N 0.0488 27000778.95 27000778.95 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-11 2023-10-11 N N N 0.0488 185007087.35 185007087.35 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATW86 2549001DPIFGXC1TOL40 US3130ATW860 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-13 2023-06-13 N N N 0.0480 275012960.75 275012960.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-12 2024-07-12 N N N 0.0493 92948818.38 92948818.38 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-05 2024-04-05 N N N 0.0485 814326259.34 814326259.34 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-14 2023-12-14 N N N 0.0489 872925559.29 872925559.29 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-04 2023-10-04 2023-10-04 N N N 0.0488 370017600.90 370017600.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AVEN8 2549001DPIFGXC1TOL40 US3130AVEN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-14 2023-06-14 N N N 0.0483 4788972271.69 4788972271.69 0.0223 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-26 2024-01-26 N N N 0.0489 743996272.56 743996272.56 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-03 2023-11-03 N N N 0.0487 1434162185.40 1434162185.40 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-21 2024-03-21 N N N 0.0491 145984810.16 145984810.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATXZ5 2549001DPIFGXC1TOL40 US3130ATXZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0490 458000000.00 458000000.00 0.0021 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-06 2024-03-06 N N N 0.0490 182985385.62 182985385.62 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-21 2023-08-21 N N N 0.0485 537064192.98 537064192.98 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-14 2023-09-14 N N N 0.0490 3005004868.10 3005004868.10 0.0140 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AVEP3 2549001DPIFGXC1TOL40 US3130AVEP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-14 2023-07-14 N N N 0.0485 5122065868.92 5122065868.92 0.0238 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-27 2023-12-27 N N N 0.0487 140025968.60 140025968.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-17 2024-01-17 N N N 0.0489 553027633.41 553027633.41 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-02 2024-02-02 N N N 0.0489 561043589.70 561043589.70 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-28 2024-05-28 N N N 0.0490 337005735.74 337005735.74 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-17 2023-08-17 N N N 0.0485 179021284.89 179021284.89 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-15 2023-08-15 N N N 0.0485 716334882.79 716334882.79 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-08-28 2024-08-28 N N N 0.0494 21989504.24 21989504.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-03 2024-06-03 N N N 0.0490 346005691.70 346005691.70 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-20 2023-09-20 N N N 0.0491 989002788.98 989002788.98 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-14 2023-11-14 N N N 0.0490 1309018286.73 1309018286.73 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-22 2024-04-22 N N N 0.0492 276905665.37 276905665.37 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-21 2023-09-21 N N N 0.0487 566105168.46 566105168.46 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-26 2024-07-26 N N N 0.0493 27993601.44 27993601.44 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-10-24 2024-10-24 N N N 0.0495 73970368.18 73970368.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-10-21 2024-10-21 N N N 0.0495 276792482.50 276792482.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-10-01 2024-10-01 N N N 0.0492 173011665.39 173011665.39 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-26 2024-04-26 N N N 0.0492 92010396.92 92010396.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-26 2024-04-26 N N N 0.0492 184020793.84 184020793.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-24 2024-07-24 N N N 0.0493 179983062.00 179983062.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.94% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-14 2024-03-14 N N N 0.0492 565111180.70 565111180.70 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.96% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-26 2024-09-26 N N N 0.0496 337750533.65 337750533.65 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.97% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-23 2024-02-23 N N N 0.0489 365236695.20 365236695.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 3130AUVS0 2549001DPIFGXC1TOL40 US3130AUVS02 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-11-24 2023-11-24 2023-11-24 N N N 0.0484 116133231.80 116133231.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 3130AUWK6 2549001DPIFGXC1TOL40 US3130AUWK66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-11-28 2023-11-28 2023-11-28 N N N 0.0491 116084337.80 116084337.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 3130AUWL4 2549001DPIFGXC1TOL40 US3130AUWL40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-11-30 2023-11-30 2023-11-30 N N N 0.0490 232198172.08 232198172.08 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 3130AUVN1 2549001DPIFGXC1TOL40 US3130AUVN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-12-08 2023-12-08 2023-12-08 N N N 0.0491 464414013.28 464414013.28 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 3130AUVG6 2549001DPIFGXC1TOL40 US3130AUVG63 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-12-13 2023-12-13 2023-12-13 N N N 0.0490 928872338.56 928872338.56 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 3130AUWA8 2549001DPIFGXC1TOL40 US3130AUWA84 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0489 116112816.96 116112816.96 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.01% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-11-22 2024-11-22 N N N 0.0502 182964347.94 182964347.94 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0517 340896922.52 340896922.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0523 339786942.40 339786942.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.28% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0540 920273539.50 920273539.50 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.28% 3130AVJM5 2549001DPIFGXC1TOL40 US3130AVJM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0506 501195770.76 501195770.76 0.0023 N N N N Freddie Mac Freddie Mac, 4.95% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-03 2024-05-03 N N N 0.0482 712019280.96 712019280.96 0.0033 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 4.81% JSH080000 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 2049-09-01 2053-02-01 3 - 6 121124082.00 111545582.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-03-20 2053-01-20 3.5 - 5.5 155750265.00 147911057.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-10-01 3 - 5.5 216308180.00 138502811.25 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 390000000.00 390000000.00 0.0018 N Y Y N Bank of America, N.A. In a joint trading account with Bank of America, N.A. at 4.81%, dated 3/31/2023 due 04/03/2023 B4TYDEB6GKMZO031MB27 JSH389000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-03-01 2049-05-01 3 - 4.5 5078537287.00 958605525.35 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 939432000.00 939432000.00 0.0044 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 4.81%, dated 3/31/2023 due 04/03/2023 L3I9ZG2KFGXZ61BMYR72 JSH389000_00324 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 2023-04-18 2032-11-15 0 - 4.125 34481382.00 33202036.57 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 32538000.00 32538000.00 0.0002 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.81% 3Y4U8VZURTYWI1W2K376 JSB079000 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 2040-09-20 2063-02-20 2.5 - 7 257358770.00 201235326.04 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-04-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0471 197000000.00 197000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.81% 3Y4U8VZURTYWI1W2K376 JSB078000 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 2035-02-20 2063-03-20 2 - 7 275151016.00 242095290.69 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0470 237000000.00 237000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.81% 3Y4U8VZURTYWI1W2K376 JSB081000 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 2023-08-15 2064-03-15 2 - 7.5 968566597.00 268654267.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 263000000.00 263000000.00 0.0012 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 4.81%, dated 3/31/2023 due 04/03/2023 R0MUWSFPU8MPRO8K5P83 JSH389000_07651 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 2023-04-30 2052-05-15 0 - 6.75 82742070.00 76351750.93 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 74824000.00 74824000.00 0.0003 N Y Y N BNP Paribas, SA BNP Paribas, SA, 4.75% R0MUWSFPU8MPRO8K5P83 JRI217000 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 2035-09-01 2053-02-01 2 - 5 70832005.00 64025637.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2053-03-01 1.5 - 6.5 957230560.00 620706058.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-11-15 2057-11-15 2 - 7 732945416.00 451193514.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-20 2051-02-15 0 - 4.871 195547119.00 192955781.46 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0466 1297000000.00 1297000000.00 0.0060 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.80% R0MUWSFPU8MPRO8K5P83 JQY077000 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 2052-11-15 0.25 - 4.656 11322500.00 10398731.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-09-20 2053-01-20 2 - 7.5 165767625.00 132759541.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2053-03-01 2 - 6.5 378604417.00 214763130.03 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-03-24 2042-03-24 3.7 - 3.7 1000.00 863.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-12-01 2052-12-01 2 - 6 147993818.00 132563104.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 478000000.00 478000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.81% R0MUWSFPU8MPRO8K5P83 JSG316000 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 2023-04-06 2052-11-15 0 - 4.25 287279800.00 293321253.24 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2026-07-01 2053-04-01 1.5 - 7 465866527.00 266646948.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2053-04-01 1.5 - 7.5 1607575830.00 1088180374.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-06-15 2063-01-15 2 - 7.5 456786208.00 367477092.15 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0470 1974000000.00 1974000000.00 0.0092 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.81% R0MUWSFPU8MPRO8K5P83 JRN564000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2055-07-01 2 - 6.5 1190900107.00 929740782.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-08-01 2053-02-01 2 - 6.5 205341167.00 130101777.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-01-20 2053-02-20 2 - 6.5 596553470.00 403080232.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-29 2052-11-15 0 - 4 6899300.00 7337049.87 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 1436000000.00 1436000000.00 0.0067 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.81% R0MUWSFPU8MPRO8K5P83 JSE539000 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 2040-03-01 2053-02-01 2 - 5 43218272.00 37328911.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2053-03-20 2.5 - 6 46999234.00 30504614.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 2053-03-01 1.5 - 6.5 164219261.00 76567115.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-02-15 0 - 4.871 2329182.00 1606789.74 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.93 - 2.93 1000.00 761.78 Agency Debentures and Agency Strips Y N/A N/A 2023-04-07 2023-04-07 2023-04-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0475 142998055.20 142998055.20 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.91% R0MUWSFPU8MPRO8K5P83 JRK416000 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 2023-04-11 2050-11-15 0 - 4.871 282509444.00 243495628.82 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2052-12-01 2.5 - 6 52509570.00 9742805.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 2053-03-01 1.5 - 6.5 230204577.00 169484609.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-01-11 2036-01-11 2.69 - 2.69 26000.00 21330.76 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-01-15 2058-03-15 2.5 - 6.5 157895860.00 105802749.90 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0483 516000000.00 516000000.00 0.0024 N N Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 4.84% VJW2DOOHGDT6PR0ZRO63 JSE567000 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 2042-05-01 2053-04-01 2.5 - 5.5 101216151.00 101779077.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 2053-04-01 2.5 - 5.5 117969684.00 115930100.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-17 2026-08-15 0 - 4.625 10022700.00 9964959.41 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0485 222977454.70 222977454.70 0.0010 N N N Y BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 4.84% VJW2DOOHGDT6PR0ZRO63 JSG246000 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 2052-06-01 2052-06-01 3.5 - 3.5 15932765.00 14243525.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-17 2030-01-31 0 - 4 219413100.00 213338834.58 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0475 223000000.00 223000000.00 0.0010 N N N Y BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.81%, dated 3/31/2023 due 04/03/2023 VJW2DOOHGDT6PR0ZRO63 JSH389000_08066 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 2023-04-25 2053-04-01 0.25 - 9 168849808.00 145243788.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-06-15 2053-03-20 1.5 - 9 44613035.00 23185294.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-25 2051-08-15 0 - 4.765 249393.00 249371.89 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-01 2025-11-13 0.25 - 3.875 77497.00 76025.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-15 2053-04-01 0.375 - 8 178070687.00 163900631.33 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-06-22 2026-12-11 0 - 4.5 1020204.00 1006735.30 Agency Debentures and Agency Strips Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 326988000.00 326988000.00 0.0015 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 4.75% 549300HN4UKV1E2R3U73 JRI262000 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 2024-07-15 2030-07-15 0.125 - 0.125 266233700.00 306247771.23 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 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 0.0466 296000000.00 296000000.00 0.0014 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.82% 549300HN4UKV1E2R3U73 JSE736000 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 2040-02-20 2053-03-20 2 - 5 805208391.00 532867727.49 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 Y BANK OF AMERICA CORPORATION 1.0000 4 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0476 521997233.40 521997233.40 0.0024 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JRV418000 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 2026-04-30 2026-06-30 0.75 - 0.875 220629200.00 201391626.22 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-18 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 0.0477 197000000.00 197000000.00 0.0009 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JSA203000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2030-01-31 0.375 - 3.5 141623200.00 132829992.78 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-24 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 0.0477 130000000.00 130000000.00 0.0006 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JSB109000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2032-07-15 0.125 - 0.625 248009400.00 270224687.38 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-26 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 0.0477 262000000.00 262000000.00 0.0012 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JRV572000 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 2025-05-31 2030-01-31 0.25 - 3.5 134192400.00 133868844.45 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-18 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 0.0477 131000000.00 131000000.00 0.0006 N N Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 4.81%, dated 3/31/2023 due 04/03/2023 8NAV47T0Y26Q87Y0QP81 JSH389000_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 2040-05-15 2053-02-15 3.625 - 4.375 15570192.00 16346520.38 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2052-09-20 3 - 4 418058048.00 133542635.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0481 146823000.00 146823000.00 0.0007 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.81% 2IGI19DL77OX0HC3ZE78 JSA733000 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 2035-03-12 2035-03-12 2.23 - 2.23 772000.00 600475.45 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2057-01-01 1.61 - 7 1002032652.00 281370864.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-04-01 2053-04-01 2 - 6 789014535.00 336424681.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2030-05-15 0.625 - 1.875 4155200.00 3640738.85 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-05-25 2042-01-27 2.84 - 4.08 10395000.00 9770794.49 Agency Debentures and Agency Strips Government National Mortgage Association 2028-01-15 2069-08-20 2.5 - 5 111581343.00 63834075.07 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 681000000.00 681000000.00 0.0032 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.87% 2IGI19DL77OX0HC3ZE78 JSA730000 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 2028-10-01 2052-07-01 2.5 - 5.5 11569662.00 3028231.13 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2035-09-10 2035-09-10 1.73 - 1.73 84000.00 61284.73 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2042-01-27 2042-01-27 2.84 - 2.84 445000.00 334499.33 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-06-20 2052-09-20 0 - 4.5 246965212.00 5302120.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-15 2048-09-01 1.516 - 5 42495794.00 7682184.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-03-31 2030-03-31 3.625 - 3.625 17000.00 17033.22 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0478 16000000.00 16000000.00 0.0001 N N N Y Citibank NA Citibank NA, 4.83% 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 2065-09-15 2065-09-15 4.25 - 4.25 633000.00 591399.17 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-02-15 2053-03-20 2 - 7.5 454495658.00 13900173.35 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2048-05-15 1 - 3.625 374802100.00 365776695.64 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-03-10 2025-03-10 5 - 5 11798000.00 11977018.92 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-04-15 8.625 - 8.875 328000.00 420839.28 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-08-01 2053-04-01 2 - 6.5 9060689.00 3999208.52 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-03-11 2033-03-11 4.375 - 4.375 1055000.00 1077567.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-09-08 2053-04-01 0.25 - 5.5 1437314.00 1470864.10 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0472 391000000.00 391000000.00 0.0018 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.81% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 2.25 - 2.25 602100.00 588593.31 U.S. Treasuries (including strips) Government National Mortgage Association 2052-11-20 2070-03-20 3.262 - 6.5 563787555.00 400860637.96 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0472 393000000.00 393000000.00 0.0018 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.83% 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 2027-02-28 2028-10-31 1.375 - 1.875 362761100.00 332698473.25 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0472 326000000.00 326000000.00 0.0015 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.81%, dated 3/31/2023 due 04/03/2023 MBNUM2BPBDO7JBLYG310 JSH389000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2053-03-01 1.5 - 6 67463906.00 18516260.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2053-02-15 0 - 0 389007721.00 309651958.24 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-04-20 2073-02-20 1.5 - 9.5 852478372.00 330866619.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-01 2053-04-01 2 - 8 15271614.00 9669987.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0481 652383000.00 652383000.00 0.0030 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 4.81%, dated 3/31/2023 due 04/03/2023 1VUV7VQFKUOQSJ21A208 JSH389000_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 2026-05-15 2029-09-30 1.625 - 3.875 67976338.00 66480602.78 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 65151000.00 65151000.00 0.0003 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% FOR8UP27PHTHYVLBNG30 0000769993 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 2024-04-01 2053-01-01 1.5 - 7 554539485.00 289645041.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2053-05-01 1.5 - 7.5 781126999.00 434229077.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-02-15 2057-05-15 2.64 - 5 1012540988.00 317489490.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-08-29 2023-08-29 0 - 0 25000000.00 24512350.00 Agency Debentures and Agency Strips Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0473 1043996868.00 1043996868.00 0.0049 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% FOR8UP27PHTHYVLBNG30 0000769993 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 2036-06-01 2052-11-01 1.5 - 6 33360501.00 13154818.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-01 2053-03-01 2 - 7 1324757040.00 784911475.63 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0470 782000000.00 782000000.00 0.0036 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% 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 2040-12-15 2063-08-15 2.53 - 4.12 55890783.00 49498559.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2029-11-30 2029-11-30 3.875 - 3.875 563743000.00 579337924.83 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 2053-03-01 2 - 7 573512143.00 433692871.51 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-05 2023-04-05 2023-04-05 N N N 0.0470 1041000000.00 1041000000.00 0.0048 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% 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 2050-02-15 2052-12-20 3 - 5.5 93819192.00 91572064.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-01 2057-06-01 1.5 - 7 609419998.00 395257114.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-12-01 2046-08-01 3.5 - 5.5 59598006.00 44874834.78 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0470 521000000.00 521000000.00 0.0024 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.81%, dated 3/31/2023 due 04/03/2023 CYYGQCGNHMHPSMRL3R97 JSH389000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-08-01 2052-10-01 1 - 5.5 124788808.00 76540568.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 2050-04-20 3.5 - 4.5 457260.00 244182.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-10-01 2052-10-01 2.5 - 5.5 50320691.00 43040940.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 117429000.00 117429000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 4.81%, dated 3/31/2023 due 04/03/2023 KBVRJ5K57JZ3E2AVWX40 JSH389000_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 2023-07-13 2053-02-15 0 - 5.375 52459705.00 47766215.71 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 46703000.00 46703000.00 0.0002 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.84% K5HU16E3LMSVCCJJJ255 JSB025000 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 2025-02-01 2053-04-01 1.5 - 6.5 2109173945.00 650600664.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 2064-04-15 2 - 7 61719784.00 62708987.18 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-12-30 2027-06-30 4.1 - 5.35 3160000.00 3143065.42 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2026-07-27 2028-07-27 1.02 - 3.94 3300000.00 3006210.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-07-01 2053-04-01 2 - 6.5 464360423.00 366404782.04 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 N N N 0.0477 1063000000.00 1063000000.00 0.0049 N N N Y Mitsubishi UFJ Securities Holdings Ltd In a joint trading account with Mitsubishi UFJ Securities Holdings Ltd at 4.81%, dated 3/31/2023 due 04/03/2023 ZOMOLU8CGIZRYZ7PFU34 JSH389000_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 2031-04-15 2052-08-20 2.5 - 8 295061821.00 77246683.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2052-02-15 2.25 - 4.768 15377014.00 15408746.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2053-03-01 0.25 - 6 84076990.00 57022916.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 2058-01-01 2 - 5.5 61787384.00 50031537.15 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 195715000.00 195715000.00 0.0009 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.81%, dated 3/31/2023 due 04/03/2023 7TK5RJIZDFROZCA6XF66 JSH389000_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 2023-04-25 2057-01-01 1.5 - 8 154614052.00 66569432.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 65238000.00 65238000.00 0.0003 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 4.81%, dated 3/31/2023 due 04/03/2023 OXTKY6Q8X53C9ILVV871 JSH389000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 526.00 695.63 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-06-30 2037-03-13 0 - 3.5 1669821.00 1533239.35 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2036-04-01 2038-01-15 5.88 - 6.15 1052.00 1241.29 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-25 2061-07-01 1.5 - 9 4209771514.00 519953192.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-06 2052-02-15 0 - 6.125 357563123.00 374119122.39 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-05 2041-06-14 0 - 6.98 530662.00 518620.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-15 2053-04-01 0.22 - 9.5 1772902967.00 234757646.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-04-15 2068-07-20 1.5 - 10 862555076.00 52339463.64 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 1158381000.00 1158381000.00 0.0054 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.81% 549300QJJX6CVVUXLE15 JSB059000 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 2040-11-01 2052-02-01 2 - 4.5 1200760526.00 290269313.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2053-02-20 2 - 5.5 1437551661.00 593984190.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2052-05-15 0 - 6.875 172197600.00 176078409.93 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-03-01 1.875 - 4.5 735050936.00 223993321.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 1257000000.00 1257000000.00 0.0058 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.81%, dated 3/31/2023 due 04/03/2023 549300QJJX6CVVUXLE15 JSH389000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-30 2053-02-15 0 - 6.625 126133721.00 109805899.02 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2053-02-20 2 - 5.5 1694213212.00 595458235.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-02-01 2 - 5.5 579247519.00 93722535.45 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 782860000.00 782860000.00 0.0036 N Y Y N RBC Financial Group RBC Financial Group, 4.81% ES7IP3U3RHIGC71XBU11 JSB044000 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 2028-02-01 2061-03-01 2.24 - 6.5 819398532.00 414567794.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-09-15 2053-03-20 2.5 - 7.5 152774442.00 87412356.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2053-02-15 0 - 6.125 1208850100.00 1195370683.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-01 2053-04-01 3 - 6.5 1147196923.00 729469374.03 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0472 2369000000.00 2369000000.00 0.0110 N N Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 4.81%, dated 3/31/2023 due 04/03/2023 5U0XI89JRFVHWIBS4F54 JSH465000_77387 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 2053-02-01 2053-03-01 5.5 - 5.5 4936594.00 4973170.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-02-20 3 - 5.5 19635008.00 9373215.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-03-01 2 - 5.5 30166055.00 11209308.90 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 25000000.00 25000000.00 0.0001 N Y Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 4.81%, dated 3/31/2023 due 04/03/2023 5U0XI89JRFVHWIBS4F54 JSH389000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-02-20 3 - 5.5 2828574531.00 1350284065.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-03-01 5.5 - 5.5 711154505.00 716423588.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-03-01 2 - 5.5 4345653439.00 1614787482.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 3601443000.00 3601443000.00 0.0167 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 4.81%, dated 3/31/2023 due 04/03/2023 5U0XI89JRFVHWIBS4F54 JSH389000_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 2023-05-31 2048-05-15 0.25 - 5.25 902076473.00 833399603.61 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2049-10-20 3 - 4.5 9385600.00 1032497.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2052-09-01 2.5 - 4.5 37611255.00 33792694.36 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 849733000.00 849733000.00 0.0039 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.82% SUVUFHICNZMP2WKHG940 JSH073000 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 2050-07-01 2053-03-01 2 - 5.5 695198934.00 583674348.84 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 572000000.00 572000000.00 0.0027 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.81%, dated 3/31/2023 due 04/03/2023 VYVVCKR63DVZZN70PB21 JSH389000_08395 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 2036-03-25 2036-03-25 4.747 - 4.747 222181.00 1368.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2024-01-20 2053-03-20 1.5 - 7 3024985774.00 1330511602.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-11-25 6 - 7.319 863478.00 903508.97 Agency Debentures and Agency Strips Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 1304767000.00 1304767000.00 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796YN3 254900HROIFWPRGM1V77 US912796YN33 U.S. Treasury Debt Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0234 77969986.38 77969986.38 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-04-30 2024-04-30 N N N 0.0481 1238994916.30 1238994916.30 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.72% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-01-31 2024-01-31 N N N 0.0476 937517810.52 937517810.52 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.76% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-04-30 2023-04-30 N N N 0.0460 633035897.43 633035897.43 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.76% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-07-31 2023-07-31 N N N 0.0484 537788340.04 537788340.04 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.77% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-07-31 2024-07-31 N N N 0.0483 1181948289.34 1181948289.34 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.77% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-10-31 2023-10-31 N N N 0.0480 1980487418.15 1980487418.15 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.83% 912828ZP8 254900HROIFWPRGM1V77 US912828ZP81 U.S. Treasury Debt Y N/A N/A 2023-05-15 2023-05-15 2023-05-15 N N N 0.0443 137265631.62 137265631.62 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.87% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-10-31 2024-10-31 N N N 0.0488 650409157.68 650409157.68 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.11% 9128284H0 254900HROIFWPRGM1V77 US9128284H06 U.S. Treasury Debt Y N/A N/A 2023-04-15 2023-04-15 2023-04-15 N N N 0.0580 2028004230.48 2028004230.48 0.0094 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.82% U7M81AY481YLIOR75625 JSH169000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0471 350000000.00 350000000.00 0.0016 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 2023-04-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer