0000278001-23-000035.txt : 20230607 0000278001-23-000035.hdr.sgml : 20230607 20230607073018 ACCESSION NUMBER: 0000278001-23-000035 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230607 DATE AS OF CHANGE: 20230607 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: 23997657 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 2023-05-31 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 25 75 129537266828.53 126477625752.33 123008980205.08 121871622452.21 149125121410.46 147010625752.33 144533980205.08 147414622452.21 0.5900 0.5800 0.5600 0.5500 0.6900 0.6700 0.6600 0.6600 528000539.50 225164301675.89 225201601702.13 2844152726.97 9916426722.03 218657328246.57 218618878044.98 1.0000 0.0517 1.0002 1.0002 1.0001 1.0001 C000019553 1.00 218657328246.57 218618878044.98 1.0002 1.0002 1.0001 1.0001 20463464521.51 17974501655.19 16440666500.32 17043303672.41 18379101284.62 18606112491.39 19577384982.25 17255037506.11 82892811488.25 78322992647.30 0.0476 N ABN AMRO Bank NV ABN AMRO Bank NV, 5.05% JUH450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2030-05-15 0.625 - 5.25 276983300.00 269317835.65 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 264000000.00 264000000.00 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 5.06% G5GSEF7VJP5I7OUK5573 JUH409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-13 2031-11-15 0 - 4 1975791400.00 1846459496.32 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 1810000000.00 1810000000.00 0.0083 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 5.11% 3Y4U8VZURTYWI1W2K376 JUB819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2040-05-15 0.375 - 2.125 309080000.00 274535217.81 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-08-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0504 269000000.00 269000000.00 0.0012 N N Y N BofA Securities, Inc. BofA Securities, Inc., 5.05% 549300HN4UKV1E2R3U73 JUH508000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2027-08-31 3.125 - 3.125 566920500.00 553937737.09 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0493 543000000.00 543000000.00 0.0025 N N Y N BofA Securities, Inc. BofA Securities, Inc., 5.06% 549300HN4UKV1E2R3U73 JUC519000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2027-08-31 3.125 - 3.125 459770600.00 449241623.37 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0506 440000000.00 440000000.00 0.0020 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 5.06% 2IGI19DL77OX0HC3ZE78 JTK074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2052-11-15 0.75 - 4.625 376109700.00 343236536.73 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 334000000.00 334000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 5.06% 2IGI19DL77OX0HC3ZE78 JTV036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2051-08-15 0.5 - 4.625 285988600.00 242472166.17 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 237000000.00 237000000.00 0.0011 N N Y N Credit AG Credit AG, 5.06% 1VUV7VQFKUOQSJ21A208 JTK021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2028-02-15 0.75 - 2.75 247990100.00 235523318.02 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 230000000.00 230000000.00 0.0011 N N Y N Credit AG Credit AG, 5.06% 1VUV7VQFKUOQSJ21A208 JUB107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2028-10-31 0.75 - 1.375 250987500.00 227715777.89 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 223000000.00 223000000.00 0.0010 N N Y N Credit AG Credit AG, 5.09% 1VUV7VQFKUOQSJ21A208 JUB985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2029-09-30 1 - 3.875 440560500.00 420655935.70 U.S. Treasuries (including strips) Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0497 412000000.00 412000000.00 0.0019 N N N Y Federal Reserve Bank of New York Federal Reserve Bank of New York, 5.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2045-11-15 1.625 - 6.25 97677230500.00 89211512670.16 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 89199000000.00 89199000000.00 0.4079 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 5.06% 549300H47WTHXPU08X20 JUH443000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2052-08-15 0.125 - 4.5 5244093600.00 5009220001.04 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 4911000000.00 4911000000.00 0.0225 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 5.06% 549300H47WTHXPU08X20 JUG887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-10-31 2029-12-31 3.875 - 4 2298564200.00 2325949768.78 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 2269000000.00 2269000000.00 0.0104 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 5.06% 549300H47WTHXPU08X20 JUH560000 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 1050165100.00 922810150.80 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 905000000.00 905000000.00 0.0041 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.06% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2044-05-15 0.25 - 3.625 30039800.00 28584129.81 U.S. Treasuries (including strips) Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0494 28000000.00 28000000.00 0.0001 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 5.07% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-15 2024-12-15 1 - 1 120470000.00 114265091.70 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 112000000.00 112000000.00 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.08% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-26 2052-11-15 0 - 4.125 161478100.00 146973639.01 U.S. Treasuries (including strips) Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0496 143000000.00 143000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 5.08% H7FNTJ4851HG0EXQ1Z70 JTK488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2027-08-15 2.25 - 2.5 78273600.00 73780205.26 U.S. Treasuries (including strips) Y N/A N/A 2023-06-09 2023-06-09 2023-06-09 N N N 0.0496 72000000.00 72000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 5.08% H7FNTJ4851HG0EXQ1Z70 JTK487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2027-08-15 2.25 - 3.25 76986100.00 73763787.77 U.S. Treasuries (including strips) Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0496 72000000.00 72000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 5.08% H7FNTJ4851HG0EXQ1Z70 JTT624000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2033-05-15 2.5 - 3.375 74375200.00 72589610.33 U.S. Treasuries (including strips) Y N/A N/A 2023-06-16 2023-06-16 2023-06-16 N N N 0.0496 71000000.00 71000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 5.12% H7FNTJ4851HG0EXQ1Z70 JUA250000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2025-01-31 0.75 - 2.5 75832800.00 71519098.43 U.S. Treasuries (including strips) Y N/A N/A 2023-06-22 2023-06-22 2023-06-22 N N N 0.0501 70000000.00 70000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 5.19% H7FNTJ4851HG0EXQ1Z70 JUD388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.5 - 2.5 132292500.00 128717267.79 U.S. Treasuries (including strips) Y N/A N/A 2023-06-30 2023-06-30 2023-06-30 N N N 0.0508 126000000.00 126000000.00 0.0006 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 5.06% RB0PEZSDGCO3JS6CEU02 JUH482000 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 552568000.00 461411929.35 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 452000000.00 452000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 5.06% 549300Y1PMK3RWXMWR72 JTK426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2052-05-15 0.25 - 3.875 166930500.00 146434091.01 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0495 143000000.00 143000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 5.06% U7M81AY481YLIOR75625 JUH417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-10 2053-02-15 0 - 4.375 868529500.00 807768792.12 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 791000000.00 791000000.00 0.0036 N Y Y N Natixis SA Natixis SA, 5.06% KX1WK48MPD4Y2NCUIZ63 JTK466000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-03 2050-02-15 0 - 5.375 318485100.00 291844107.07 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 285000000.00 285000000.00 0.0013 N N Y N Natixis SA Natixis SA, 5.07% KX1WK48MPD4Y2NCUIZ63 JUH445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-24 2052-11-15 0 - 6.375 255312605.00 229635467.08 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 225000000.00 225000000.00 0.0010 N Y Y N Natixis SA Natixis SA, 5.09% KX1WK48MPD4Y2NCUIZ63 JTU415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-03 2050-05-15 0 - 4.25 604313900.00 574638282.43 U.S. Treasuries (including strips) Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0497 562000000.00 562000000.00 0.0026 N N N Y RBC Dominion Securities RBC Dominion Securities, 5.06% 549300QJJX6CVVUXLE15 JUB151000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2046-08-15 0.75 - 4 119391400.00 113363244.97 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0494 111000000.00 111000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 5.06% 549300QJJX6CVVUXLE15 JUB150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2045-02-15 0.125 - 4.25 126930100.00 113357362.35 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0494 111000000.00 111000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 5.06% 549300QJJX6CVVUXLE15 JUC739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2052-11-15 0.25 - 4.125 194206500.00 171504515.98 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 168000000.00 168000000.00 0.0008 N N Y N RBS Securities, Inc. RBS Securities, Inc., 5.06% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-15 2029-10-31 3.625 - 4 110810500.00 112215841.64 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 110000000.00 110000000.00 0.0005 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 5.07% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 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 2030-02-28 0.25 - 4.25 471726000.00 448221495.53 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 439000000.00 439000000.00 0.0020 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 5.06% 6PJDTY319315T5LR2241 JUH467000 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 2.625 - 3.375 800978000.00 721592726.11 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 700000000.00 700000000.00 0.0032 N Y Y N Societe Generale Societe Generale, 5.06% O2RNE8IBXP4R0TD8PU41 JUG793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-15 2052-11-15 0.125 - 4.25 224182700.00 228601028.78 U.S. Treasuries (including strips) Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0499 221997935.40 221997935.40 0.0010 N N Y N Societe Generale Societe Generale, 5.06% O2RNE8IBXP4R0TD8PU41 JUH462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2050-11-15 1.25 - 3.375 1005475900.00 750509610.00 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0494 731000000.00 731000000.00 0.0033 N N Y N Societe Generale Societe Generale, 5.07% O2RNE8IBXP4R0TD8PU41 JUC518000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2050-02-15 1.75 - 3.875 646690800.00 451175739.10 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 440000000.00 440000000.00 0.0020 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 5.12% 5493006GGLR4BTEL8O61 JTW154000 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 56522000.00 50213872.09 U.S. Treasuries (including strips) Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0500 49000000.00 49000000.00 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 0.0463 39578859.14 39578859.14 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 5.11% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-05-17 2024-05-17 N N N 0.0514 38988498.51 38988498.51 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.12% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-03-13 2024-03-13 N N N 0.0505 77033326.37 77033326.37 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.12% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-07-26 2023-07-26 N N N 0.0499 149007600.49 149007600.49 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.12% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-09-26 2023-09-26 N N N 0.0502 72760764.09 72760764.09 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.13% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-02-23 2024-02-23 N N N 0.0505 76037363.12 76037363.12 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.13% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-04 2023-10-04 N N N 0.0504 111018621.36 111018621.36 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.14% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-05-28 2024-05-28 N N N 0.0514 239003628.02 239003628.02 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.14% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-08-09 2024-08-09 N N N 0.0516 123959522.68 123959522.68 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.14% 3133EPFZ3 254900C5LP6DN9OP9V83 US3133EPFZ37 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-04-18 2024-04-18 N N N 0.0518 177916017.82 177916017.82 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.15% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-09-13 2024-09-13 N N N 0.0517 116965489.68 116965489.68 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.15% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-01-24 2024-01-24 N N N 0.0509 119034738.48 119034738.48 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.16% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-07-18 2024-07-18 N N N 0.0515 114498352.35 114498352.35 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.16% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-07-26 2024-07-26 N N N 0.0515 183002666.31 183002666.31 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.16% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-09-17 2024-09-17 N N N 0.0517 124976177.50 124976177.50 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.16% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-10 2023-10-10 N N N 0.0507 160025828.80 160025828.80 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.16% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 U.S. Government Agency Debt Y N/A N/A 2023-06-05 2024-09-03 2024-09-03 N N N 0.0516 167980312.08 167980312.08 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.17% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-12-18 2024-12-18 N N N 0.0520 80966634.48 80966634.48 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.17% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-02-26 2025-02-26 N N N 0.0519 206890070.58 206890070.58 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.17% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-12-26 2024-12-26 N N N 0.0520 31986618.88 31986618.88 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.18% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-12-23 2024-12-23 N N N 0.0520 116960079.60 116960079.60 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.18% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-09-14 2023-09-14 N N N 0.0503 85000884.00 85000884.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.18% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-05-02 2024-05-02 N N N 0.0507 184160116.80 184160116.80 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.19% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-03-10 2025-03-10 N N N 0.0519 97988543.80 97988543.80 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.20% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-01-23 2024-01-23 N N N 0.0516 200039018.00 200039018.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.21% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-06-10 2024-06-10 N N N 0.0514 178112478.20 178112478.20 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.21% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-01-03 2025-01-03 N N N 0.0519 50009838.50 50009838.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.21% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-07-23 2024-07-23 N N N 0.0516 181045910.65 181045910.65 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.21% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-03-18 2024-03-18 N N N 0.0505 287322768.81 287322768.81 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.22% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-08-06 2024-08-06 N N N 0.0515 173117555.23 173117555.23 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.22% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-04-10 2025-04-10 N N N 0.0519 32009523.84 32009523.84 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.22% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-02-10 2025-02-10 N N N 0.0519 112033281.92 112033281.92 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.22% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-05-15 2025-05-15 N N N 0.0528 131849261.28 131849261.28 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.23% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-01-24 2025-01-24 N N N 0.0519 262094980.24 262094980.24 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.25% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-11-25 2024-11-25 N N N 0.0519 121094897.88 121094897.88 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.26% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-12-05 2024-12-05 N N N 0.0519 64060463.36 64060463.36 0.0003 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 500657571.51 500657571.51 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.95% 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 0.0495 163700659.65 163700659.65 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 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 0.0500 34665054.90 34665054.90 0.0002 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 0.0539 115784925.56 115784925.56 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 0.0546 115741403.52 115741403.52 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 0.0549 231497079.68 231497079.68 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 0.0548 462976374.24 462976374.24 0.0021 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 0.0547 925950075.84 925950075.84 0.0042 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 0.0546 115745275.60 115745275.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.09% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-09-01 2023-09-01 N N N 0.0505 366979609.48 366979609.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.10% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-16 2023-06-16 N N N 0.0500 356996701.32 356996701.32 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.11% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-28 2023-06-28 N N N 0.0502 548994175.11 548994175.11 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.11% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-27 2023-06-27 N N N 0.0502 365995834.92 365995834.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.11% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-01-05 2024-01-05 N N N 0.0513 928857695.78 928857695.78 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.11% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-01-12 2024-01-12 N N N 0.0513 279453658.90 279453658.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.11% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-27 2023-06-27 N N N 0.0502 392995527.66 392995527.66 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.11% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-21 2023-06-21 N N N 0.0501 90999261.99 90999261.99 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.11% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0497 710000383.40 710000383.40 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-07-05 2023-07-05 N N N 0.0502 554998340.55 554998340.55 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-02-20 2024-02-20 N N N 0.0505 605236555.00 605236555.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-04-25 2024-04-25 N N N 0.0504 342206800.56 342206800.56 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-07-03 2023-07-03 N N N 0.0502 277999680.30 277999680.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-07-26 2023-07-26 N N N 0.0503 744001361.52 744001361.52 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-07-03 2023-07-03 N N N 0.0497 357014811.93 357014811.93 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-04-12 2024-04-12 N N N 0.0515 372391237.45 372391237.45 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-08-28 2023-08-28 N N N 0.0504 400005704.00 400005704.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-02-23 2024-02-23 N N N 0.0509 628078355.56 628078355.56 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.12% 3130AVHR6 2549001DPIFGXC1TOL40 US3130AVHR67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-09-27 2023-09-27 N N N 0.0508 168998642.93 168998642.93 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-04 2023-10-04 N N N 0.0508 370008598.80 370008598.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-11 2023-10-11 N N N 0.0509 185003818.40 185003818.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-07-11 2024-07-11 N N N 0.0517 372827733.68 372827733.68 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-24 2023-10-24 N N N 0.0510 705497093.34 705497093.34 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-02 2023-10-02 N N N 0.0509 269502118.27 269502118.27 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-27 2023-10-27 N N N 0.0510 168999717.77 168999717.77 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-19 2023-10-19 N N N 0.0510 27000499.50 27000499.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-11-27 2023-11-27 N N N 0.0512 352005068.80 352005068.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-20 2023-06-20 N N N 0.0501 183999683.52 183999683.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-10 2023-10-10 N N N 0.0509 535510886.72 535510886.72 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-12-01 2023-12-01 N N N 0.0513 440007066.40 440007066.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-26 2023-10-26 N N N 0.0510 451007373.85 451007373.85 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-02 2023-10-02 N N N 0.0506 349028091.01 349028091.01 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-12-14 2023-12-14 N N N 0.0510 873140142.69 873140142.69 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-04-05 2024-04-05 N N N 0.0508 814278550.80 814278550.80 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-08-22 2023-08-22 N N N 0.0505 659009931.13 659009931.13 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-06-10 2024-06-10 N N N 0.0512 670036146.50 670036146.50 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ATW86 2549001DPIFGXC1TOL40 US3130ATW860 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-13 2023-06-13 N N N 0.0501 275000536.25 275000536.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-30 2023-10-30 N N N 0.0510 813994505.50 813994505.50 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-03 2023-10-03 N N N 0.0508 742018357.08 742018357.08 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-07-12 2024-07-12 N N N 0.0517 92956805.22 92956805.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-03 2023-10-03 N N N 0.0505 714102116.28 714102116.28 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-11-21 2023-11-21 N N N 0.0512 704010574.08 704010574.08 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-30 2023-10-30 N N N 0.0510 632995727.25 632995727.25 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-10-06 2023-10-06 N N N 0.0508 555012776.10 555012776.10 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-07-03 2023-07-03 N N N 0.0502 186000600.78 186000600.78 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 0.0571 339660316.71 339660316.71 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.14% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-05-23 2024-05-23 N N N 0.0507 312710646.88 312710646.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.14% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-03-21 2024-03-21 N N N 0.0514 145989588.74 145989588.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.14% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-03-06 2024-03-06 N N N 0.0513 182993688.33 182993688.33 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.14% 3130AVEN8 2549001DPIFGXC1TOL40 US3130AVEN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-06-14 2023-06-14 N N N 0.0504 4788962933.14 4788962933.14 0.0219 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.14% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-01-26 2024-01-26 N N N 0.0513 744004039.92 744004039.92 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.14% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-11-03 2023-11-03 N N N 0.0509 1434126278.04 1434126278.04 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-01-17 2024-01-17 N N N 0.0513 553024337.53 553024337.53 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-02-02 2024-02-02 N N N 0.0513 561043825.32 561043825.32 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AVEP3 2549001DPIFGXC1TOL40 US3130AVEP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-07-14 2023-07-14 N N N 0.0505 5121951033.68 5121951033.68 0.0234 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-08-15 2023-08-15 N N N 0.0504 716300903.89 716300903.89 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-08-21 2023-08-21 N N N 0.0504 537043335.90 537043335.90 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-05-28 2024-05-28 N N N 0.0514 337018851.78 337018851.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-09-14 2023-09-14 N N N 0.0509 3005022537.50 3005022537.50 0.0137 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-06-03 2024-06-03 N N N 0.0514 346019943.44 346019943.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-08-17 2023-08-17 N N N 0.0504 179013179.77 179013179.77 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-12-27 2023-12-27 N N N 0.0512 140020944.00 140020944.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-08-28 2024-08-28 N N N 0.0517 21991760.12 21991760.12 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 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 0.0515 79882822.08 79882822.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0515 635657923.20 635657923.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 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 0.0515 2955719070.00 2955719070.00 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 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 0.0515 984825140.00 984825140.00 0.0045 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 0.0572 338687022.00 338687022.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-09-20 2023-09-20 N N N 0.0511 989002917.55 989002917.55 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-09-21 2023-09-21 N N N 0.0507 566068689.76 566068689.76 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-08-19 2024-08-19 N N N 0.0512 161064226.12 161064226.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2023-11-14 2023-11-14 N N N 0.0514 1309031638.53 1309031638.53 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-04-22 2024-04-22 N N N 0.0515 276909345.38 276909345.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-07-26 2024-07-26 N N N 0.0517 27995072.84 27995072.84 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-08-22 2024-08-22 N N N 0.0511 321173356.05 321173356.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 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 0.0516 256018617.40 256018617.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.16% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y N/A N/A 2023-09-20 2023-09-20 2023-09-20 N N N 0.0516 32490112.38 32490112.38 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.17% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-04-26 2024-04-26 N N N 0.0515 184022942.96 184022942.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.17% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-10-24 2024-10-24 N N N 0.0519 73976769.18 73976769.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.17% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-04-26 2024-04-26 N N N 0.0515 92011471.48 92011471.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.17% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-10-01 2024-10-01 N N N 0.0515 173014575.25 173014575.25 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.17% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-07-24 2024-07-24 N N N 0.0517 179991590.40 179991590.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.17% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-10-21 2024-10-21 N N N 0.0519 276815451.35 276815451.35 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-11-18 2024-11-18 N N N 0.0517 317038525.01 317038525.01 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-03-14 2024-03-14 N N N 0.0514 565131628.05 565131628.05 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-11-19 2024-11-19 N N N 0.0515 161066055.08 161066055.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-11-12 2024-11-12 N N N 0.0515 318877232.25 318877232.25 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-05-28 2024-05-28 N N N 0.0518 614998038.15 614998038.15 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-11-25 2024-11-25 N N N 0.0511 297289177.02 297289177.02 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-11-20 2023-11-20 2023-11-20 N N N 0.0518 300684470.24 300684470.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.18% 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-11-22 2023-11-22 2023-11-22 N N N 0.0518 238884628.57 238884628.57 0.0011 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 0.0578 969468229.40 969468229.40 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.20% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-09-26 2024-09-26 N N N 0.0519 337759585.35 337759585.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.21% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-05-12 2025-05-12 N N N 0.0519 327131437.65 327131437.65 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.21% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-05-19 2025-05-19 N N N 0.0519 326084013.46 326084013.46 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.21% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2025-05-16 2025-05-16 N N N 0.0521 112998443.99 112998443.99 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.21% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-02-23 2024-02-23 N N N 0.0512 365206184.85 365206184.85 0.0017 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 0.0585 331229045.07 331229045.07 0.0015 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 0.0583 321418488.64 321418488.64 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 0.0583 482626196.60 482626196.60 0.0022 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 0.0579 323360869.00 323360869.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.25% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-06-01 2024-11-22 2024-11-22 N N N 0.0518 183186564.84 183186564.84 0.0008 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 0.0584 498863520.57 498863520.57 0.0023 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 0.0584 916823526.08 916823526.08 0.0042 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 0.0586 323448895.25 323448895.25 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 0.0586 323448895.25 323448895.25 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 0.0580 645968663.78 645968663.78 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 0.0581 321456919.18 321456919.18 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 0.0580 321471828.86 321471828.86 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 0.0586 322599591.00 322599591.00 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 0.0586 322603093.44 322603093.44 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 0.0586 804258007.90 804258007.90 0.0037 N N N N Freddie Mac Freddie Mac, 5.35% 3134GYSD5 S6XOOCT0IEG5ABCC6L87 US3134GYSD59 U.S. Government Agency Debt Y N/A N/A 2024-06-12 2024-06-12 2024-06-12 N N N 0.0554 966801790.24 966801790.24 0.0044 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 5.06% JUH452000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2053-05-20 4.5 - 5.5 183987886.00 179252865.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-10-01 3 - 5.5 216363105.00 134358234.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2053-02-01 3 - 6.5 170781205.00 158715279.09 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 463000000.00 463000000.00 0.0021 N Y Y N Bank of America, N.A. In a joint trading account with Bank of America, N.A. at 5.06%, dated 5/31/2023 due 06/01/2023 B4TYDEB6GKMZO031MB27 JUH716000_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 5209381042.00 923275653.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 905045000.00 905045000.00 0.0041 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 5.06% 3Y4U8VZURTYWI1W2K376 JTK018000 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 2023-08-15 2064-02-15 2 - 7.5 1019965501.00 263171666.58 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0494 257000000.00 257000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 5.06% 3Y4U8VZURTYWI1W2K376 JTP111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-03-20 2053-05-20 2.5 - 7 492321294.00 258857978.91 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 253000000.00 253000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 5.07% 3Y4U8VZURTYWI1W2K376 JUB772000 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 272942009.00 240990943.82 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 236000000.00 236000000.00 0.0011 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 2023-06-15 2051-02-15 0 - 3.875 365932921.00 287446683.29 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-12-01 2053-05-01 1.5 - 6 8025774.00 6970053.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2053-02-01 1.5 - 7 651327977.00 107629446.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-01-15 2053-05-20 2 - 6.5 243759982.00 131431345.64 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0479 516000000.00 516000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 5.04% R0MUWSFPU8MPRO8K5P83 JTI555000 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 2023-06-15 2052-05-15 0 - 4.75 191119863.00 129091099.35 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-09-20 2051-09-20 2 - 6 84958771.00 53899824.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 2053-04-01 2 - 5.5 1348269.00 1308089.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2040-03-01 2040-03-01 2.77 - 2.77 1035.00 789.88 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0504 179000000.00 179000000.00 0.0008 N Y Y N BNP Paribas, SA BNP Paribas, SA, 5.07% R0MUWSFPU8MPRO8K5P83 JTK032000 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 2025-08-05 2034-05-03 4.43 - 5.3 878000.00 835519.02 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2053-05-20 2 - 7 2238157243.00 926640782.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2032-12-01 2053-04-01 2 - 7.5 118151861.00 50647060.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2053-02-15 0 - 7.5 867391292.00 775440237.73 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2053-04-01 1.5 - 6.5 938907570.00 502160507.83 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0495 2201000000.00 2201000000.00 0.0101 N N Y N BNP Paribas, SA BNP Paribas, SA, 5.07% R0MUWSFPU8MPRO8K5P83 JTK730000 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 2053-01-01 1.5 - 5.497 31495027.00 24131059.49 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2034-05-03 2034-07-18 2.99 - 4.43 356000.00 326310.57 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2053-05-01 1.5 - 6.5 274127522.00 172013886.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2052-02-15 0 - 5.572 592963907.00 475279689.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-11-15 2053-05-20 2 - 7 1088435928.00 585345002.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0495 1227000000.00 1227000000.00 0.0056 N N Y N BNP Paribas, SA BNP Paribas, SA, 5.07% R0MUWSFPU8MPRO8K5P83 JTO169000 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 2059-04-01 2 - 6.5 278879827.00 133037049.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-01-20 2053-04-20 2 - 7 1252116183.00 400850280.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-27 2051-02-15 0 - 5.357 461399960.00 416633914.95 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2034-05-03 2042-03-24 3.7 - 4.43 3000.00 2626.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2053-04-01 2 - 6.5 184334742.00 143002654.64 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 1068000000.00 1068000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 5.07% R0MUWSFPU8MPRO8K5P83 JTP849000 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 B1V7KEBTPIMZEU4LTD58 2040-03-01 2053-05-01 2.77 - 6 28378363.00 28456628.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-02-01 2052-10-01 2.17 - 6.81 106528923.00 91606089.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-19 2052-02-15 0 - 5.357 9043505.00 6753660.04 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-08-20 2052-06-20 2 - 4.5 3243948.00 1062442.50 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 125000000.00 125000000.00 0.0006 N N Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 5.09% VJW2DOOHGDT6PR0ZRO63 JTK034000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-10-20 2053-05-20 4 - 5 87309.00 84707.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-25 2053-06-01 0.31 - 6.5 114482327.00 111458470.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-30 2053-02-15 0 - 4.625 183571100.00 177444001.95 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2053-06-01 2.5 - 6.5 161227293.00 160576778.85 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0497 439000000.00 439000000.00 0.0020 N N N Y BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 5.06%, dated 5/31/2023 due 06/01/2023 VJW2DOOHGDT6PR0ZRO63 JUH716000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-06-13 2025-06-13 2.625 - 2.625 31935.00 31118.61 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-20 2052-11-20 1.5 - 9 32781729.00 20369449.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-07-01 2053-06-01 1.5 - 8 193944990.00 180881262.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-25 2053-06-01 1.5 - 9 144246356.00 124496872.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 319346000.00 319346000.00 0.0015 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.06% 549300HN4UKV1E2R3U73 JTI627000 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 - 6.5 262424065.00 263282203.04 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 Y BANK OF AMERICA CORPORATION 1.0000 1 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0506 257000000.00 257000000.00 0.0012 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.07% 549300HN4UKV1E2R3U73 JTI508000 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 2033-06-20 2053-05-20 1.5 - 7 327824553.00 166980645.01 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 Y BANK OF AMERICA CORPORATION 1.0000 1 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0507 163000000.00 163000000.00 0.0007 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.07% 549300HN4UKV1E2R3U73 JTK039000 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 2052-02-01 2053-05-01 2.5 - 5.5 592115755.00 553996010.80 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 Y BANK OF AMERICA CORPORATION 1.0000 5 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0495 541000000.00 541000000.00 0.0025 N N Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 8NAV47T0Y26Q87Y0QP81 JUH716000_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 2023-11-16 2029-09-30 0 - 5.541 258412675.00 256732502.27 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-07-01 2049-05-01 1.73 - 5.652 1074907530.00 354616335.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2051-03-20 2.5 - 2.5 69132963.00 46179316.15 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0506 644545000.00 644545000.00 0.0029 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 5.06% 2IGI19DL77OX0HC3ZE78 JTV622000 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 2051-06-20 2058-04-15 2.5 - 5.12 558754.00 472968.57 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2046-08-03 2046-08-03 2.65 - 2.65 40000.00 26947.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-11-01 2053-06-01 2 - 6 74792818.00 32940313.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-03-01 2053-06-01 2 - 8 88568460.00 30937228.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 63000000.00 63000000.00 0.0003 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 5.06% 2IGI19DL77OX0HC3ZE78 JTK025000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2050-01-21 2050-01-21 3.2 - 3.2 462000.00 339374.37 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-15 2073-04-20 1.5 - 6 91855163.00 23003242.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2053-05-01 2 - 6.5 306745758.00 194496238.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 2060-01-01 1.61 - 6.5 772079575.00 453900948.04 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2035-09-10 2046-08-03 1.73 - 3.61 5289000.00 4133407.63 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-05-25 2042-01-27 2.84 - 4.08 7800000.00 7144313.47 Agency Debentures and Agency Strips Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 667000000.00 667000000.00 0.0031 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 5.11% 2IGI19DL77OX0HC3ZE78 JTK045000 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 2035-09-10 1.73 - 1.73 84000.00 60922.05 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-06-20 2052-09-20 0 - 4.5 218136306.00 3260373.77 Agency Collateralized Mortgage Obligation Federal Home Loan Banks 2549001DPIFGXC1TOL40 2042-01-27 2042-01-27 2.84 - 2.84 445000.00 333492.00 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-06-01 2053-05-01 2 - 6 17980740.00 11393990.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-07-15 2031-07-15 0.125 - 0.125 100.00 101.09 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-15 2052-09-01 1.093 - 7.5 6486622.00 1400704.89 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0499 16000000.00 16000000.00 0.0001 N N N Y Citibank NA Citibank NA, 5.06% 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 2029-02-15 2053-03-20 2 - 7.5 450683369.00 10740669.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2053-04-01 1.75 - 6 5289843.00 2771526.15 Agency Mortgage-Backed Securities Resolution Funding Corp 2026-01-15 2030-04-15 0 - 8.875 330000.00 422099.36 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-03-11 2036-03-14 4.375 - 5.625 325000.00 333406.95 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2053-05-15 0.75 - 5.375 359892500.00 363890758.45 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-06-27 2024-06-27 5.225 - 5.225 1838000.00 1857931.32 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 633000.00 581017.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-09-08 2053-04-01 0.25 - 6.25 1449309.00 1465587.33 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 374000000.00 374000000.00 0.0017 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 5.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2052-02-15 0 - 0 881096278.00 449521844.83 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0506 436000000.00 436000000.00 0.0020 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 5.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 0.5 - 0.5 2019300.00 1971042.77 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-09-15 2049-03-15 2.5 - 6.5 2832601137.00 500820021.03 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 Y CITIGROUP INC 1.0000 2 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0494 491000000.00 491000000.00 0.0022 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 MBNUM2BPBDO7JBLYG310 JUH716000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-09-20 2053-05-20 1.5 - 7 1275213271.00 641164186.57 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0506 628504000.00 628504000.00 0.0029 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% 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 2030-01-01 2053-05-01 1.5 - 6.5 772412813.00 453096465.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-11-01 2053-05-01 3 - 6.5 366272853.00 246991719.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-11-15 2041-02-15 1.375 - 1.875 85954200.00 66577826.06 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 751000000.00 751000000.00 0.0034 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% 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 2038-10-20 2057-10-15 2.5 - 5.5 929518413.00 833313993.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2053-05-01 1.5 - 6.5 725211341.00 477437187.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2053-05-01 1.5 - 5.5 975935166.00 763925690.72 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-09-04 2025-09-04 0.375 - 0.375 10000.00 9156.51 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2027-08-31 3.125 - 3.125 99994400.00 97704478.24 U.S. Treasuries (including strips) Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0494 2128000000.00 2128000000.00 0.0097 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% 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 2027-10-01 2057-02-01 2 - 6.5 524000238.00 451405812.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-15 2051-07-20 2.5 - 4 125795392.00 88006049.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-06-01 2053-02-01 2 - 5 281728152.00 230904622.49 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-06 2023-06-06 2023-06-06 N N N 0.0501 754990864.50 754990864.50 0.0035 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-08-15 2041-08-15 1.25 - 4.375 253772300.00 256835156.49 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-11-15 2057-06-15 2.8 - 5.5 132248454.00 65788612.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2053-04-01 2 - 6 269309385.00 185395370.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 2053-05-01 1.5 - 7.5 1750083473.00 1026276485.39 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0494 1504000000.00 1504000000.00 0.0069 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 5.07% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-09-30 2029-01-31 1.25 - 1.75 1093100.00 969266.57 U.S. Treasuries (including strips) Government National Mortgage Association 2050-05-20 2053-05-20 3 - 6.5 805142412.00 252236365.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-03-01 2052-03-01 3 - 5.5 83898320.00 65189605.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-03-01 2053-05-01 2 - 6 199701651.00 191086532.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 499000000.00 499000000.00 0.0023 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 CYYGQCGNHMHPSMRL3R97 JUH716000_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 2026-03-01 2053-05-01 2 - 6 47396081.00 21739134.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2053-04-01 2 - 6 47207002.00 44716284.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2037-12-20 2063-03-15 2.5 - 6.5 70400215.00 48954451.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 113131000.00 113131000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 5.06%, dated 5/31/2023 due 06/01/2023 KBVRJ5K57JZ3E2AVWX40 JUH716000_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 2023-09-30 2050-08-15 0.125 - 4.5 50634629.00 46114636.93 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 45180000.00 45180000.00 0.0002 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.08% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2053-02-01 2 - 5.5 131254324.00 81784235.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-15 2023-06-15 2023-06-15 N N N 0.0496 80000000.00 80000000.00 0.0004 N N N Y JP Morgan Securities LLC In a joint trading account with JP Morgan Securities LLC at 5.06%, dated 5/31/2023 due 06/01/2023 ZBUT11V806EZRVTWT807 JUH716000_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 2035-02-01 2059-04-01 2 - 6.5 339671182.00 256466082.93 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 251402000.00 251402000.00 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 5.09% K5HU16E3LMSVCCJJJ255 JTK429000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-01 2053-06-01 2 - 6.5 949159108.00 607406837.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-03-01 2053-06-01 1.5 - 6.5 839274228.00 447352370.69 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-17 2023-07-17 2023-07-17 N N N 0.0500 1030000000.00 1030000000.00 0.0047 N N N Y Mitsubishi UFJ Securities Holdings Ltd In a joint trading account with Mitsubishi UFJ Securities Holdings Ltd at 5.06%, dated 5/31/2023 due 06/01/2023 ZOMOLU8CGIZRYZ7PFU34 JUH716000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2050-02-15 0 - 2.625 698520.00 611989.51 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2058-01-01 2 - 6.5 448499326.00 145817558.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-07-20 2073-04-20 0.5 - 7 216161401.00 55456497.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2053-05-01 0.25 - 6.5 358143472.00 157165658.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 351962000.00 351962000.00 0.0016 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 7TK5RJIZDFROZCA6XF66 JUH716000_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 2037-05-01 2053-06-01 2 - 6.5 115043575.00 89762414.84 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 87990000.00 87990000.00 0.0004 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 5.06%, dated 5/31/2023 due 06/01/2023 OXTKY6Q8X53C9ILVV871 JUH716000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2062-06-01 1.5 - 7.706 3791910066.00 1119894056.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-06-15 2053-06-01 1.5 - 9.5 2762394096.00 505442050.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-06-15 2069-01-20 1.5 - 10 1479936602.00 233206282.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2053-02-15 0 - 5.572 198254136.00 190282075.12 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2042-12-15 2.875 - 3.5 144053.00 126534.16 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-07-25 2031-06-13 0 - 1.625 2930587.00 2847827.64 Agency Debentures and Agency Strips Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 2011212000.00 2011212000.00 0.0092 N Y Y N RBC Dominion Securities RBC Dominion Securities, 5.06% 549300QJJX6CVVUXLE15 JTK423000 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 2041-11-20 2053-02-20 2 - 5.5 1158273195.00 578208822.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-24 2052-03-01 1.5 - 5 1949533841.00 512794250.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-15 2052-05-15 0 - 4.25 150724900.00 165243502.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-01 2051-12-01 2 - 4.5 1204259196.00 352588283.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 1570000000.00 1570000000.00 0.0072 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 5.06%, dated 5/31/2023 due 06/01/2023 549300QJJX6CVVUXLE15 JUH716000_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 556413885.00 110014359.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2053-04-20 2 - 6 1305355120.00 706506689.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-30 2051-08-15 0 - 6.625 94620253.00 81223137.69 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 879905000.00 879905000.00 0.0040 N Y Y N RBC Financial Group RBC Financial Group, 5.06% ES7IP3U3RHIGC71XBU11 JTK006000 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 2024-05-15 2053-02-15 0 - 4.375 1136161755.00 1068831023.67 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-01-01 2053-05-01 2.5 - 6 3391132658.00 1307423962.13 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0495 2320000000.00 2320000000.00 0.0106 N N Y N Societe Generale In a joint trading account with Societe Generale at 5.06%, dated 5/31/2023 due 06/01/2023 O2RNE8IBXP4R0TD8PU41 JUH716000_00925 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 2053-05-15 1.125 - 7.625 106532503.00 89083426.26 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 86896000.00 86896000.00 0.0004 N Y Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 5.06%, dated 5/31/2023 due 06/01/2023 5U0XI89JRFVHWIBS4F54 JUH812000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2 - 5.5 32744760.00 11831434.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-02-20 3 - 5.5 19388778.00 9002849.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.5 - 5.5 4763986.00 4669300.68 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 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 5.06%, dated 5/31/2023 due 06/01/2023 5U0XI89JRFVHWIBS4F54 JUH716000_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 685089201.00 671472892.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2 - 5.5 4708888309.00 1701429814.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-02-20 3 - 5.5 2788220458.00 1294662657.31 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 3595147000.00 3595147000.00 0.0164 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 5.06%, dated 5/31/2023 due 06/01/2023 5U0XI89JRFVHWIBS4F54 JUH716000_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 2042-06-20 2051-03-20 2 - 4.5 52350657.00 14501235.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2052-02-01 2 - 2 4775427.00 3653715.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2048-05-15 0.25 - 5.25 572725509.00 520689970.67 U.S. Treasuries (including strips) Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 527422000.00 527422000.00 0.0024 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 5.07% SUVUFHICNZMP2WKHG940 JUH464000 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 2038-05-01 2053-06-01 2 - 6.5 1146323614.00 562099151.69 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 551000000.00 551000000.00 0.0025 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 5.06%, dated 5/31/2023 due 06/01/2023 VYVVCKR63DVZZN70PB21 JUH716000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2024-08-25 2052-11-25 6 - 7.712 831871.00 872025.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-20 2053-05-20 1.5 - 7 3677160575.00 1537929876.78 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 1508409000.00 1508409000.00 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 5.23% 912797GV3 254900HROIFWPRGM1V77 US912797GV34 U.S. Treasury Debt Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0523 2131924312.00 2131924312.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 5.43% 912797FL6 254900HROIFWPRGM1V77 US912797FL60 U.S. Treasury Debt Y N/A N/A 2023-11-24 2023-11-24 2023-11-24 N N N 0.0543 2095287918.00 2095287918.00 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 5.50% 912797FJ1 254900HROIFWPRGM1V77 US912797FJ15 U.S. Treasury Debt Y N/A N/A 2023-11-09 2023-11-09 2023-11-09 N N N 0.0550 2273917752.60 2273917752.60 0.0104 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.30% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-06-01 2024-04-30 2024-04-30 N N N 0.0537 1240117016.09 1240117016.09 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.36% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2023-06-01 2024-01-31 2024-01-31 N N N 0.0535 937879781.99 937879781.99 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.41% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-06-01 2024-07-31 2024-07-31 N N N 0.0540 1183086867.69 1183086867.69 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.51% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2023-06-01 2024-10-31 2024-10-31 N N N 0.0543 651154812.82 651154812.82 0.0030 N Y Y N BNP Paribas, SA BNP Paribas, SA, 5.13% R0MUWSFPU8MPRO8K5P83 JUH542000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0507 559000000.00 559000000.00 0.0026 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 5.06% 549300H47WTHXPU08X20 JUH561000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-06-02 2023-06-02 2023-06-02 N N N 0.0494 2262000000.00 2262000000.00 0.0103 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 RBC Financial Group RBC Financial Group, 5.06% ES7IP3U3RHIGC71XBU11 JUH605000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-06-07 2023-06-07 2023-06-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0495 376000000.00 376000000.00 0.0017 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 2023-06-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer