0000278001-23-000033.txt : 20230505 0000278001-23-000033.hdr.sgml : 20230505 20230505073946 ACCESSION NUMBER: 0000278001-23-000033 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230430 FILED AS OF DATE: 20230505 DATE AS OF CHANGE: 20230505 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: 23891256 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 2023-04-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 23 72 132301037017.93 132425764760.82 126364706237.13 125799355541.08 152646310380.90 152032754182.05 147979553084.57 147092931791.26 0.6000 0.6000 0.5800 0.5800 0.7000 0.6900 0.6800 0.6800 528000556.73 212753290916.01 212754200438.57 2811971175.57 1892399741.84 214201772429.03 214163365297.54 1.0000 0.0492 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 214201772429.03 214163365297.54 1.0002 1.0002 1.0002 1.0002 21428931876.72 19018300554.77 19898209746.48 19955176515.91 17778138493.86 22213401351.78 17643041962.96 16877716396.13 76748322080.02 78064594818.59 0.0451 N ABN AMRO Bank NV ABN AMRO Bank NV, 4.80% JTE953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-21 2031-08-15 0 - 5.25 375799200.00 346938793.78 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 340000000.00 340000000.00 0.0016 N Y Y N Barclays Bank PLC Barclays Bank PLC, 4.80% G5GSEF7VJP5I7OUK5573 JTE954000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-27 2050-11-15 0 - 4.75 2474016200.00 2349504954.18 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 2300000000.00 2300000000.00 0.0107 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 4.81% 549300HN4UKV1E2R3U73 JSM439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-15 2030-11-15 0.875 - 0.875 48885400.00 40936344.97 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y BANK OF AMERICA CORPORATION 1.0000 6 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0470 40000000.00 40000000.00 0.0002 N N 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 2024-02-29 2051-11-15 0.625 - 4.625 882163900.00 755497537.68 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0470 735000000.00 735000000.00 0.0034 N N Y N Credit AG Credit AG, 4.81% 1VUV7VQFKUOQSJ21A208 JSX099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-11-30 0.375 - 2.875 248647500.00 239030861.04 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y CREDIT AG CIB (GOV REPO) 1.0000 6 N N/A N/A N N 0.0470 234000000.00 234000000.00 0.0011 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 2040-11-15 2046-11-15 1.375 - 3 119473610600.00 97691060809.01 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 97652000000.00 97652000000.00 0.4559 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 4.80% 549300H47WTHXPU08X20 JTE955000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-05 2041-11-15 0 - 4.25 4503851700.00 4398240033.60 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 4312000000.00 4312000000.00 0.0201 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 4.80% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2025-07-15 1.875 - 3 149670000.00 145808162.02 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 143000000.00 143000000.00 0.0007 N Y Y N 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 2024-08-15 2025-11-30 2.375 - 2.875 82116600.00 80372037.92 U.S. Treasuries (including strips) Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0465 78000000.00 78000000.00 0.0004 N N N Y 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 140522500.00 128810477.93 U.S. Treasuries (including strips) Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0465 125000000.00 125000000.00 0.0006 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 2025-01-31 2026-12-31 1.25 - 2.5 167596000.00 154105241.22 U.S. Treasuries (including strips) Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0466 150000000.00 150000000.00 0.0007 N N Y N 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 2029-02-28 1.875 - 3 160519600.00 155011107.44 U.S. Treasuries (including strips) Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0471 151000000.00 151000000.00 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 2024-08-15 2025-11-30 2.375 - 2.875 121706800.00 118787327.88 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0473 116000000.00 116000000.00 0.0005 N N Y N 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 0.75 - 3.25 77165200.00 75894543.56 U.S. Treasuries (including strips) Y N/A N/A 2023-05-16 2023-05-16 2023-05-16 N N N 0.0476 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 2025-01-31 2029-02-28 0.375 - 6 136549900.00 125482385.50 U.S. Treasuries (including strips) Y N/A N/A 2023-05-22 2023-05-22 2023-05-22 N N N 0.0477 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 2028-08-15 2028-08-15 2.875 - 2.875 144177700.00 139775699.96 U.S. Treasuries (including strips) Y N/A N/A 2023-05-30 2023-05-30 2023-05-30 N N N 0.0480 136000000.00 136000000.00 0.0006 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 4.80% RB0PEZSDGCO3JS6CEU02 JTE963000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-08-15 2031-08-15 1.25 - 1.25 696126000.00 589957169.97 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 575000000.00 575000000.00 0.0027 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 4.81% 549300Y1PMK3RWXMWR72 JTC243000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-15 2052-05-15 0.25 - 6.125 130686900.00 117791048.08 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y MUFG SEC CDA LTD (GOV RP) 1.0000 6 N N/A N/A N N 0.0470 115000000.00 115000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.80% U7M81AY481YLIOR75625 JTE948000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2042-11-15 0.25 - 4.25 910143900.00 878958740.58 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 862000000.00 862000000.00 0.0040 N Y Y N Natixis SA Natixis SA, 4.80% KX1WK48MPD4Y2NCUIZ63 JTE980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2051-08-15 1.75 - 4.375 665371339.00 584489367.23 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 572000000.00 572000000.00 0.0027 N Y Y N Norinchukin Bank Norinchukin Bank, 4.85% 5493007VSMFZCPV1NB83 JTD115000 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 29419400.00 28571571.43 U.S. Treasuries (including strips) Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0474 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 2025-03-31 2025-03-31 3.875 - 3.875 99121400.00 98979604.94 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 97000000.00 97000000.00 0.0005 N Y 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 2023-06-15 2033-02-15 0.125 - 4.625 443480400.00 426587404.13 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0469 418000000.00 418000000.00 0.0020 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 4.80% 6PJDTY319315T5LR2241 JTE957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-04-30 2032-02-15 0.5 - 1.875 809206000.00 713396293.97 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 700000000.00 700000000.00 0.0033 N Y Y N Societe Generale Societe Generale, 4.80% O2RNE8IBXP4R0TD8PU41 JTD038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2049-05-15 2.875 - 2.875 253600500.00 220596388.70 U.S. Treasuries (including strips) Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0469 214000000.00 214000000.00 0.0010 N N Y N Societe Generale Societe Generale, 4.80% O2RNE8IBXP4R0TD8PU41 JTE466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-02-15 2047-08-15 2.375 - 3.5 482686800.00 423854905.13 U.S. Treasuries (including strips) Y N/A N/A 2023-05-03 2023-05-03 2023-05-03 N N N 0.0469 414000000.00 414000000.00 0.0019 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.97% 5493006GGLR4BTEL8O61 JSY270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2029-08-15 1.625 - 1.625 59175000.00 53205606.14 U.S. Treasuries (including strips) Y N/A N/A 2023-05-05 2023-05-05 2023-05-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0486 52000000.00 52000000.00 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 0.0515 39474418.50 39474418.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.87% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-03-13 2024-03-13 N N N 0.0481 77034207.25 77034207.25 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.87% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-07-26 2023-07-26 N N N 0.0477 149014751.00 149014751.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.87% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-09-26 2023-09-26 N N N 0.0480 72762918.22 72762918.22 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-02-23 2024-02-23 N N N 0.0481 76039245.64 76039245.64 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-04 2023-10-04 N N N 0.0481 111022653.99 111022653.99 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.89% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-05-28 2024-05-28 N N N 0.0483 239130250.22 239130250.22 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.89% 3133EPFZ3 254900C5LP6DN9OP9V83 US3133EPFZ37 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-04-18 2024-04-18 N N N 0.0483 178043161.44 178043161.44 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.90% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-09-13 2024-09-13 N N N 0.0486 117056881.89 117056881.89 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.90% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-01-24 2024-01-24 N N N 0.0484 119038609.55 119038609.55 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-09-03 2024-09-03 N N N 0.0486 168105892.08 168105892.08 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-07-18 2024-07-18 N N N 0.0484 114574944.83 114574944.83 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-10 2023-10-10 N N N 0.0485 160031582.40 160031582.40 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-07-26 2024-07-26 N N N 0.0484 183129741.51 183129741.51 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-12-26 2024-12-26 N N N 0.0492 31998104.00 31998104.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-12-18 2024-12-18 N N N 0.0488 81042842.52 81042842.52 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-11-15 2023-11-15 N N N 0.0478 77001177.33 77001177.33 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.93% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-09-14 2023-09-14 N N N 0.0481 85004020.50 85004020.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.93% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2023-05-02 2024-05-02 2024-05-02 N N N 0.0483 184172196.40 184172196.40 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.94% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2025-03-10 2025-03-10 N N N 0.0492 98025040.96 98025040.96 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.95% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-01-23 2024-01-23 N N N 0.0491 200042984.00 200042984.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-06-10 2024-06-10 N N N 0.0483 178221170.34 178221170.34 0.0008 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 2023-05-01 2025-01-03 2025-01-03 N N N 0.0492 50025112.50 50025112.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-03-18 2024-03-18 N N N 0.0481 287347542.65 287347542.65 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-07-23 2024-07-23 N N N 0.0491 181050817.56 181050817.56 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2025-04-10 2025-04-10 N N N 0.0493 32015414.72 32015414.72 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-08-06 2024-08-06 N N N 0.0485 173249632.08 173249632.08 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2025-02-10 2025-02-10 N N N 0.0489 112126319.20 112126319.20 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.98% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2025-01-24 2025-01-24 N N N 0.0495 262074389.66 262074389.66 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.00% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-11-25 2024-11-25 N N N 0.0496 121069095.84 121069095.84 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.01% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-12-05 2024-12-05 N N N 0.0488 64125722.24 64125722.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 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 0.0409 211815383.27 211815383.27 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.54% 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 0.0454 821567081.39 821567081.39 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.72% 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 0.0472 163066600.95 163066600.95 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.72% 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 0.0472 34536162.50 34536162.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.84% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-09-01 2023-09-01 N N N 0.0483 366962037.52 366962037.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-26 2023-05-26 N N N 0.0477 458994771.99 458994771.99 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-24 2023-05-24 N N N 0.0477 750991754.02 750991754.02 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-22 2023-05-22 N N N 0.0476 529994673.50 529994673.50 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-16 2023-06-16 N N N 0.0478 356993170.59 356993170.59 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-28 2023-06-28 N N N 0.0479 548996546.79 548996546.79 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-01-12 2024-01-12 N N N 0.0488 279445069.87 279445069.87 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-27 2023-06-27 N N N 0.0479 392997626.28 392997626.28 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-27 2023-06-27 N N N 0.0479 365997789.36 365997789.36 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-01-05 2024-01-05 N N N 0.0488 928825524.51 928825524.51 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-21 2023-06-21 N N N 0.0478 90999416.69 90999416.69 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-02 2023-06-02 N N N 0.0474 710017906.20 710017906.20 0.0033 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 0.0514 500605262.10 500605262.10 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 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 0.0486 79600445.55 79600445.55 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-07-26 2023-07-26 N N N 0.0480 744015564.48 744015564.48 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-04-25 2024-04-25 N N N 0.0480 342221906.70 342221906.70 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-04-12 2024-04-12 N N N 0.0490 372374664.93 372374664.93 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-07-03 2023-07-03 N N N 0.0479 278003163.64 278003163.64 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-07-03 2023-07-03 N N N 0.0474 357035510.79 357035510.79 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-07-05 2023-07-05 N N N 0.0479 555006637.80 555006637.80 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AVHR6 2549001DPIFGXC1TOL40 US3130AVHR67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-09-27 2023-09-27 N N N 0.0485 168997086.44 168997086.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-08-28 2023-08-28 N N N 0.0483 399999276.00 399999276.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 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 0.0487 2945399070.00 2945399070.00 0.0138 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-04-05 2024-04-05 N N N 0.0484 814289157.22 814289157.22 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-07-03 2023-07-03 N N N 0.0479 186003723.72 186003723.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-07-12 2024-07-12 N N N 0.0492 92951089.44 92951089.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-03 2023-10-03 N N N 0.0482 714122715.18 714122715.18 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-30 2023-10-30 N N N 0.0487 633000753.27 633000753.27 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-30 2023-10-30 N N N 0.0487 814000968.66 814000968.66 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-27 2023-10-27 N N N 0.0487 169000446.16 169000446.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-02 2023-10-02 N N N 0.0486 269501210.06 269501210.06 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATW86 2549001DPIFGXC1TOL40 US3130ATW860 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-13 2023-06-13 N N N 0.0478 275004276.25 275004276.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-24 2023-10-24 N N N 0.0487 705499943.56 705499943.56 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-19 2023-10-19 N N N 0.0487 27000670.68 27000670.68 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-11 2023-10-11 N N N 0.0486 185004493.65 185004493.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-20 2023-06-20 N N N 0.0478 184002447.20 184002447.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-12-01 2023-12-01 N N N 0.0488 439992880.80 439992880.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-03 2023-10-03 N N N 0.0486 742017948.98 742017948.98 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-07-11 2024-07-11 N N N 0.0492 372804943.38 372804943.38 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-08-22 2023-08-22 N N N 0.0484 659005357.67 659005357.67 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-06 2023-10-06 N N N 0.0486 555013730.70 555013730.70 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-26 2023-10-26 N N N 0.0487 451010652.62 451010652.62 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-11-21 2023-11-21 N N N 0.0488 703996754.56 703996754.56 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-04 2023-10-04 N N N 0.0486 370008709.80 370008709.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-02 2023-10-02 N N N 0.0484 349033270.17 349033270.17 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-12-14 2023-12-14 N N N 0.0484 873139164.93 873139164.93 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-11-27 2023-11-27 N N N 0.0488 351995867.52 351995867.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-06-10 2024-06-10 N N N 0.0487 670010291.20 670010291.20 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-10-10 2023-10-10 N N N 0.0486 535512937.68 535512937.68 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 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 0.0488 981404870.00 981404870.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 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 0.0488 255131058.00 255131058.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-11-03 2023-11-03 N N N 0.0486 1434159876.66 1434159876.66 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-03-21 2024-03-21 N N N 0.0490 145984074.32 145984074.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVEN8 2549001DPIFGXC1TOL40 US3130AVEN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-06-14 2023-06-14 N N N 0.0482 4788918730.67 4788918730.67 0.0224 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-01-26 2024-01-26 N N N 0.0488 744003653.04 744003653.04 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-03-06 2024-03-06 N N N 0.0489 182985826.65 182985826.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-12-27 2023-12-27 N N N 0.0487 140021285.60 140021285.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-08-15 2023-08-15 N N N 0.0482 716321402.96 716321402.96 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AVEP3 2549001DPIFGXC1TOL40 US3130AVEP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-07-14 2023-07-14 N N N 0.0483 5122013931.84 5122013931.84 0.0239 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-09-14 2023-09-14 N N N 0.0487 3004971572.70 3004971572.70 0.0140 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-05-28 2024-05-28 N N N 0.0489 337005466.14 337005466.14 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-06-03 2024-06-03 N N N 0.0489 346004760.96 346004760.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-01-17 2024-01-17 N N N 0.0488 553024486.84 553024486.84 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-08-28 2024-08-28 N N N 0.0493 21990070.74 21990070.74 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-08-21 2023-08-21 N N N 0.0483 537052319.91 537052319.91 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-08-17 2023-08-17 N N N 0.0482 179017892.84 179017892.84 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-02 2024-02-02 2024-02-02 N N N 0.0488 561048829.44 561048829.44 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-09-21 2023-09-21 N N N 0.0485 566081764.36 566081764.36 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-11-14 2023-11-14 N N N 0.0490 1309023863.07 1309023863.07 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-04-22 2024-04-22 N N N 0.0491 276906413.00 276906413.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-07-26 2024-07-26 N N N 0.0492 27994253.28 27994253.28 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-09-20 2023-09-20 N N N 0.0489 988991929.76 988991929.76 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-04-26 2024-04-26 N N N 0.0491 184021461.76 184021461.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-10-24 2024-10-24 N N N 0.0495 73972446.84 73972446.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-04-26 2024-04-26 N N N 0.0491 92010730.88 92010730.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-10-21 2024-10-21 N N N 0.0495 276798867.81 276798867.81 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-10-01 2024-10-01 N N N 0.0491 173006489.23 173006489.23 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-07-24 2024-07-24 N N N 0.0492 179985601.80 179985601.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-03-14 2024-03-14 N N N 0.0490 565127848.20 565127848.20 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.95% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-09-26 2024-09-26 N N N 0.0495 337744305.54 337744305.54 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.96% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-02-23 2024-02-23 N N N 0.0488 365218175.10 365218175.10 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2024-11-22 2024-11-22 N N N 0.0496 183105697.14 183105697.14 0.0009 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 0.0502 116001199.44 116001199.44 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 0.0508 115959230.64 115959230.64 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 0.0507 231948129.44 231948129.44 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 0.0507 463909524.64 463909524.64 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 0.0506 927870265.60 927870265.60 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 0.0505 115987019.60 115987019.60 0.0005 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 0.0553 339961000.28 339961000.28 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 0.0556 338941399.80 338941399.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.19% 3130AVQV7 2549001DPIFGXC1TOL40 US3130AVQV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0502 975544284.79 975544284.79 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.23% 3130AVNZ1 2549001DPIFGXC1TOL40 US3130AVNZ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-10 2024-05-10 2024-05-10 N N N 0.0537 332658244.69 332658244.69 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.23% 3130AVQA3 2549001DPIFGXC1TOL40 US3130AVQA32 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-13 2024-05-13 2024-05-13 N N N 0.0531 322949366.52 322949366.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.23% 3130AVQK1 2549001DPIFGXC1TOL40 US3130AVQK14 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0520 485028881.75 485028881.75 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.24% 3130AVR79 2549001DPIFGXC1TOL40 US3130AVR791 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0506 325277800.25 325277800.25 0.0015 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 0.0569 917768731.20 917768731.20 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 0.0569 499377827.13 499377827.13 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.28% 3130AVRX2 2549001DPIFGXC1TOL40 US3130AVRX26 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0579 323554858.25 323554858.25 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.28% 3130AVRK0 2549001DPIFGXC1TOL40 US3130AVRK05 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0576 323653213.00 323653213.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.29% 3130AVSA1 2549001DPIFGXC1TOL40 US3130AVSA14 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0523 649219855.24 649219855.24 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.29% 3130AVT51 2549001DPIFGXC1TOL40 US3130AVT516 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0524 323088608.59 323088608.59 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.29% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0523 323104952.39 323104952.39 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.33% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0540 323981982.36 323981982.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.33% 3130AVSP8 2549001DPIFGXC1TOL40 US3130AVSP82 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0545 323813453.76 323813453.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.33% 3130AVT44 2549001DPIFGXC1TOL40 US3130AVT441 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0540 807678893.77 807678893.77 0.0038 N N N N Freddie Mac Freddie Mac, 4.94% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-05-01 2023-05-03 2024-05-03 N N N 0.0481 712000925.60 712000925.60 0.0033 N N Y N ABN AMRO Bank NV ABN AMRO Bank NV, 4.81% JTE965000 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 2052-12-20 2052-12-20 5.5 - 5.5 200788632.00 200659747.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-10-01 3 - 5.5 216308181.00 137540101.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2053-02-01 3 - 6.5 271283781.00 147514763.39 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 476000000.00 476000000.00 0.0022 N Y Y N Bank of America, N.A. In a joint trading account with Bank of America, N.A. at 4.81%, dated 4/28/2023 due 05/01/2023 B4TYDEB6GKMZO031MB27 JTF502000_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 5129943173.00 948923087.63 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 929944000.00 929944000.00 0.0043 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.81% 3Y4U8VZURTYWI1W2K376 JSQ592000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2034-02-20 2063-04-20 2 - 7 262389742.00 240308505.37 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-03 2023-05-03 2023-05-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0470 235000000.00 235000000.00 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 916281866.00 269657858.24 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0470 263000000.00 263000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.99% 3Y4U8VZURTYWI1W2K376 JTC313000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2053-02-20 3 - 7 267060798.00 251163462.34 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-05 2023-05-05 2023-05-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0489 246000000.00 246000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.80% R0MUWSFPU8MPRO8K5P83 JTC244000 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 2031-08-20 2058-04-15 2 - 6.5 67800660.00 44733548.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2048-11-15 0 - 5.168 130605022.00 109164709.06 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 2048-11-01 3 - 4 32919200.00 30021552.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 180000000.00 180000000.00 0.0008 N Y 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2053-04-01 1.5 - 6.5 180597188.00 86574886.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-01-15 2058-04-15 2 - 6 176987172.00 137051380.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-12-01 2053-03-01 2 - 6 123382684.00 109063478.14 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-03-24 2042-03-24 3.7 - 3.7 1000.00 852.76 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-06-22 2052-02-15 0 - 5.166 232148441.00 161067077.67 U.S. Treasuries (including strips) Y N/A N/A 2023-05-05 2023-05-05 2023-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0470 478000000.00 478000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.81% R0MUWSFPU8MPRO8K5P83 JSX509000 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 2030-07-01 2053-04-01 1.5 - 6.5 1066002977.00 738956336.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-11-20 2058-04-15 2 - 7 975580844.00 696182300.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-01 2053-02-01 2.5 - 8 36310368.00 8323199.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2052-02-15 0 - 5.168 590185432.00 571261086.48 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0470 1972000000.00 1972000000.00 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 Farm Credit Bank 254900C5LP6DN9OP9V83 2034-05-03 2042-03-24 3.7 - 4.43 3000.00 2687.06 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-12-20 2053-04-20 2 - 7 1154274183.00 279195331.18 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-26 2053-02-15 0 - 5.271 414678093.00 380523241.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2055-07-01 2 - 6.5 1112158727.00 623506753.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2053-04-01 2 - 6.5 232466224.00 192599067.71 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-05 2023-05-05 2023-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0470 1436000000.00 1436000000.00 0.0067 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.82% R0MUWSFPU8MPRO8K5P83 JSK847000 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 2042-02-03 2042-02-03 2.93 - 2.93 4614000.00 3603229.73 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2053-02-15 0 - 5.168 267977076.00 235045158.42 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 2050-01-01 4.5 - 4.5 1784429.00 1789411.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2040-01-01 2053-04-01 3.3 - 4.5 13979008.00 13610822.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2057-10-15 2 - 6 11257719.00 10299432.56 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0471 258000000.00 258000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.84% R0MUWSFPU8MPRO8K5P83 JTE991000 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 2023-06-30 2052-11-15 0 - 5.5 334871621.00 286348566.99 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2053-04-01 1.5 - 6.5 451559588.00 313385082.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-11-15 2053-04-20 2 - 7 1307091931.00 634069169.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2053-01-01 1.5 - 4.834 37588904.00 28985400.97 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-05 2023-05-05 2023-05-05 N N N 0.0473 1237000000.00 1237000000.00 0.0058 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.87% R0MUWSFPU8MPRO8K5P83 JSQ132000 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 2023-08-15 2052-08-15 0 - 6.25 90217500.00 83031142.27 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 2052-11-01 3.5 - 5 150982988.00 84824830.99 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-05 2023-05-05 2023-05-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0476 164000000.00 164000000.00 0.0008 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2053-04-01 1.5 - 7 710964293.00 150200019.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-01-15 2063-10-15 2 - 6.5 187651329.00 115912420.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2036-12-01 2053-04-01 1.5 - 6 7381935.00 6602550.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-07 2052-05-15 0 - 5.5 263308054.00 258598906.44 U.S. Treasuries (including strips) Y N/A N/A 2023-05-05 2023-05-05 2023-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0481 516000000.00 516000000.00 0.0024 N N Y N 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2053-04-01 2.5 - 5.5 2952496.00 2989682.02 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-02-14 2025-02-14 1.75 - 1.75 5000.00 4797.16 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-05-02 2029-06-30 0 - 5.116 220230300.00 216142213.16 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-11-27 2053-04-01 0.25 - 5.5 8968124.00 9059562.72 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-14 2024-06-14 2.875 - 2.875 245000.00 242345.52 Agency Debentures and Agency Strips Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0473 223000000.00 223000000.00 0.0010 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 United States Treasury 254900HROIFWPRGM1V77 2023-05-04 2053-02-15 0 - 4 170502300.00 166571742.41 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2053-05-01 2.5 - 6 8646596.00 8821369.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 2053-04-01 2.5 - 5.5 54741163.00 53173127.77 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0473 223000000.00 223000000.00 0.0010 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.81%, dated 4/28/2023 due 05/01/2023 VJW2DOOHGDT6PR0ZRO63 JTF502000_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 2023-06-15 2053-03-20 1.5 - 9 43893964.00 22781493.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-01 2025-02-14 0.25 - 3.875 54723.00 54140.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-07-01 2053-05-01 0.25 - 8 196194479.00 184027023.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-25 2053-05-01 0.25 - 9 134889789.00 115423664.01 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-06-22 2026-12-11 0 - 3.875 962482.00 952564.96 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-06-08 2051-08-15 0 - 3.625 5264129.00 5231131.85 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 321900000.00 321900000.00 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2053-04-20 2 - 6.5 402979011.00 304389873.56 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y BANK OF AMERICA CORPORATION 1.0000 6 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0464 296000000.00 296000000.00 0.0014 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.80% 549300HN4UKV1E2R3U73 JTC258000 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 2029-08-15 2029-08-15 1.625 - 1.625 185086100.00 166415177.67 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0480 163000000.00 163000000.00 0.0008 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 4.82% 549300HN4UKV1E2R3U73 JSW277000 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 2052-12-20 4.5 - 5.5 337852731.00 333097846.14 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y BANK OF AMERICA CORPORATION 1.0000 6 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0471 326000000.00 326000000.00 0.0015 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.82% 549300HN4UKV1E2R3U73 JTD785000 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 2037-09-20 2053-04-20 2 - 6 348524974.00 262315342.78 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-05 2023-05-05 2023-05-26 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 0.0472 257000000.00 257000000.00 0.0012 N N Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 4.81%, dated 4/28/2023 due 05/01/2023 8NAV47T0Y26Q87Y0QP81 JTF502000_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 2024-10-15 2030-11-15 0.125 - 1.625 70608708.00 65577318.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 2053-04-01 2 - 6.5 972902586.00 610169374.80 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0481 662027000.00 662027000.00 0.0031 N Y Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 4.82%, dated 4/28/2023 due 05/01/2023 8NAV47T0Y26Q87Y0QP81 JTF601000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 2053-04-01 2 - 6.5 36739539.00 23041710.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-15 2030-11-15 0.125 - 1.625 2666383.00 2476383.85 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0482 25000000.00 25000000.00 0.0001 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 2035-09-10 2046-08-03 1.73 - 3.91 19534000.00 15479823.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2053-04-01 2 - 7 364832085.00 251682184.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 2060-01-01 1.61 - 8 563629892.00 322279211.01 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2050-01-21 2050-01-21 3.2 - 3.2 462000.00 349677.74 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-05-25 2042-01-27 2.2 - 4.08 9680000.00 8929076.13 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-04-20 2069-08-20 2 - 5.5 211671246.00 99519619.06 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0470 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-06-20 2052-09-20 0 - 4.5 219014510.00 3828569.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2053-02-01 2 - 6.5 12011853.00 10750666.80 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2042-01-27 2042-01-27 2.84 - 2.84 445000.00 339363.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-15 2052-09-01 1.252 - 5 6893710.00 1484498.45 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2035-09-10 2035-09-10 1.73 - 1.73 84000.00 62195.08 Agency Debentures and Agency Strips Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0476 16000000.00 16000000.00 0.0001 N N Y N Citibank NA Citibank NA, 4.81% E57ODZWZ7FF32TWEFA76 0000036684 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 2024-02-15 2053-03-20 2 - 7.5 454331254.00 13582985.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2053-02-15 1 - 5.25 337817800.00 358698885.78 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-06-24 2024-06-24 4.86 - 4.86 1000.00 1004.47 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-03-11 2033-04-26 4.375 - 5.55 15085000.00 15098638.69 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-08-01 2053-04-01 2.59 - 6.5 5635195.00 3170888.41 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 633000.00 594663.87 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-04-15 8.625 - 8.875 328000.00 423828.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-09-08 2053-04-01 0.25 - 6.25 1441314.00 1470344.21 Agency Debentures and Agency Strips Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0470 385000000.00 385000000.00 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 2025-04-30 2028-11-15 0.375 - 3.125 479462700.00 458224791.59 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0470 449000000.00 449000000.00 0.0021 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 2023-06-30 2023-06-30 1.375 - 1.375 3607800.00 3603117.24 U.S. Treasuries (including strips) Government National Mortgage Association 2053-03-20 2053-04-20 1.5 - 7.5 397603245.00 399345744.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y CITIGROUP INC 1.0000 6 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0470 393000000.00 393000000.00 0.0018 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.81%, dated 4/28/2023 due 05/01/2023 MBNUM2BPBDO7JBLYG310 JTF502000_00137 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 2023-05-15 2053-02-15 0 - 4.5 224405423.00 173731445.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-05-25 2053-05-01 1.5 - 8 79348402.00 38259489.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-05-20 2073-03-20 1.5 - 9.5 1035533535.00 363679610.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-25 2053-05-01 1.5 - 7 214203954.00 84014066.56 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0481 645794000.00 645794000.00 0.0030 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-05-01 2053-05-01 1.5 - 6.5 782702816.00 515565161.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-01-20 2057-07-15 2.5 - 6.5 473077621.00 443447510.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-08-01 2053-02-01 1.5 - 6.5 421991041.00 223252040.22 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 1158000000.00 1158000000.00 0.0054 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-01 2053-02-01 2 - 6 574880139.00 334030634.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-04-01 2053-04-01 1.5 - 5.5 466234796.00 454040630.63 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0470 772000000.00 772000000.00 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 549300M8ZYFG0OCMTT87 2028-06-20 2062-06-15 2.43 - 6.5 1383180183.00 1238773389.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2053-02-01 2 - 6.5 203460563.00 161203937.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-10-01 2052-08-01 2 - 5 242033556.00 174934099.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-03 2023-05-03 2023-05-03 N N N 0.0470 1543000000.00 1543000000.00 0.0072 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2053-04-01 1.5 - 6 212518562.00 185182885.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2053-02-01 2 - 7 625336203.00 339107751.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-12-15 2035-12-15 5.5 - 5.5 7923272.00 269561.93 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0470 514000000.00 514000000.00 0.0024 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 Federal Home Loan Mortgage Corp 2039-05-01 2052-01-01 2 - 2.16 202778591.00 158805527.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-01-20 2061-06-15 1.5 - 6.5 401312857.00 226805516.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-02-01 2053-05-01 1.5 - 6.5 226027053.00 139899513.87 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0470 515000000.00 515000000.00 0.0024 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.81%, dated 4/28/2023 due 05/01/2023 CYYGQCGNHMHPSMRL3R97 JTF502000_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 2052-10-01 2052-11-30 5 - 6 33551292.00 33008328.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 2052-10-01 1 - 5.5 101794760.00 85621244.42 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 116257000.00 116257000.00 0.0005 N Y Y N JP Morgan Securities LLC In a joint trading account with JP Morgan Securities LLC at 4.81%, dated 4/28/2023 due 05/01/2023 ZBUT11V806EZRVTWT807 JTF502000_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 2036-05-01 2062-03-01 2 - 5.5 355452463.00 263622407.18 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 258350000.00 258350000.00 0.0012 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-06-01 2053-05-01 2 - 6.822 657414078.00 433294558.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-20 2053-04-01 2 - 6.5 2130057276.00 656650578.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 N N N 0.0475 1063000000.00 1063000000.00 0.0050 N N N Y Mitsubishi UFJ Securities Holdings Ltd In a joint trading account with Mitsubishi UFJ Securities Holdings Ltd at 4.81%, dated 4/28/2023 due 05/01/2023 ZOMOLU8CGIZRYZ7PFU34 JTF502000_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 2041-07-20 2052-08-20 2.5 - 4.5 292773375.00 73761928.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2052-05-15 0.25 - 6.125 15191498.00 15737878.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2053-03-01 0.25 - 6 92142694.00 62383844.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-01-01 2058-01-01 2 - 5.5 169149446.00 111756190.79 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 258350000.00 258350000.00 0.0012 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.81%, dated 4/28/2023 due 05/01/2023 7TK5RJIZDFROZCA6XF66 JTF502000_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 2023-05-25 2057-01-01 2 - 9.5 143337668.00 92267332.21 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 90422000.00 90422000.00 0.0004 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 4.81%, dated 4/28/2023 due 05/01/2023 OXTKY6Q8X53C9ILVV871 JTF502000_07426 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 2023-06-20 2064-10-15 1.5 - 9.5 1288524930.00 674315836.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-15 2052-12-01 2.5 - 9.5 122669390.00 106256944.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 2052-06-01 3 - 3 10877447.00 9433381.60 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-04-15 0 - 8.875 3318560.00 2533293.02 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-06-15 2060-09-15 0 - 7.125 19084691.00 15643067.89 Agency Debentures and Agency Strips Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 792019000.00 792019000.00 0.0037 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 944010937.00 226034851.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-03-01 1.875 - 4.5 762160533.00 244258922.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2052-08-15 0 - 6.875 238634400.00 237726205.43 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2053-02-20 2 - 5.5 1107942031.00 582373456.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0470 1257000000.00 1257000000.00 0.0059 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.81%, dated 4/28/2023 due 05/01/2023 549300QJJX6CVVUXLE15 JTF502000_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 515557182.00 77077745.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2053-02-20 2 - 5.5 1228784077.00 647733150.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2051-02-15 0 - 6.625 72099138.00 66107066.83 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 774954000.00 774954000.00 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 2028-07-01 2061-03-01 1.39 - 7 934598105.00 448229421.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-08-01 2053-05-01 2 - 7.5 1202812824.00 766527877.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-09-20 2053-04-20 2.5 - 7.5 54934273.00 52918291.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2053-02-15 0.125 - 6.25 1249217800.00 1166876846.58 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 N N/A N/A N N 0.0470 2369000000.00 2369000000.00 0.0111 N N Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 4.81%, dated 4/28/2023 due 05/01/2023 5U0XI89JRFVHWIBS4F54 JTF502000_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 2053-04-01 5.5 - 5.5 703919181.00 700815953.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-02-20 3 - 5.5 2920176683.00 1445290056.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-04-01 2 - 5.5 4328378865.00 1689628774.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 3745625000.00 3745625000.00 0.0175 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 4.81%, dated 4/28/2023 due 05/01/2023 5U0XI89JRFVHWIBS4F54 JTF502000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-02-20 2050-07-20 2.5 - 4.5 63095185.00 20139645.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2052-02-01 2 - 2.5 8149841.00 6286651.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2048-05-15 0.25 - 5.25 908209669.00 831352853.99 U.S. Treasuries (including strips) Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 839480000.00 839480000.00 0.0039 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.80% SUVUFHICNZMP2WKHG940 JTE981000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-03-01 2053-04-01 2 - 6 1602787843.00 734693760.49 Agency Mortgage-Backed Securities Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 720000000.00 720000000.00 0.0034 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.81%, dated 4/28/2023 due 05/01/2023 VYVVCKR63DVZZN70PB21 JTF502000_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 2024-01-20 2053-04-20 1.5 - 7 4204649557.00 1580659461.87 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-03-25 2036-03-25 5.318 - 5.318 219937.00 1349.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2024-08-25 2052-11-25 6 - 7.508 854757.00 898565.38 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 1549907000.00 1549907000.00 0.0072 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.06% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-05-01 2024-04-30 2024-04-30 N N N 0.0513 1240073035.05 1240073035.05 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.12% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2023-05-01 2024-01-31 2024-01-31 N N N 0.0508 938072627.72 938072627.72 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.17% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-05-01 2024-07-31 2024-07-31 N N N 0.0515 1183107593.85 1183107593.85 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.27% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2023-05-01 2024-10-31 2024-10-31 N N N 0.0519 651243703.64 651243703.64 0.0030 N Y Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2023-05-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer