0001752724-23-151127.txt : 20230710 0001752724-23-151127.hdr.sgml : 20230710 20230707175923 ACCESSION NUMBER: 0001752724-23-151127 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230710 DATE AS OF CHANGE: 20230707 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: 231077855 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 2023-06-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government/Agency Exempt Government N 26 70 127690394131.15 120262723499.75 128394017451.03 127306020838.55 132753314609.63 150061788478.31 150926766169.07 149056419765.96 149772587580.11 153305641583.24 0.5700 0.5500 0.5800 0.5800 0.6000 0.6700 0.6900 0.6800 0.6800 0.6900 528000534.74 219399648599.51 219432114883.46 3410722004.30 5148650762.23 218222186660.27 218181986590.3800 1.0000 0.0518 1.0000 1.0000 1.0000 1.0000 1.0000 C000019553 1.00 218222186660.27 218181986590.3800 1.0000 1.0000 1.0000 1.0000 1.0000 17279072459.97 15958502691.23 17733193593.36 19108024370.79 20301537662.98 20259539851.71 15536740710.66 15812244788.25 18456212723.09 18290941854.05 81274562950.51 81985216233.83 0.0477 N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.05% 254900Y8NKGV541U8Q32 0001457970 JVH979000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2050-08-15 1.375 - 4.375 103912875500.00 88092056554.27 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0505 88055000000.00 88055000000.00 0.4035 N Y Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.08% K5HU16E3LMSVCCJJJ255 JUU484000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2042-05-15 3.250 - 4.625 307151200.00 286326317.85 U.S. Treasuries (including strips) Y N/A N/A 2023-08-30 2023-08-30 2023-08-30 N N N 0.0500 280000000.00 280000000.00 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.064823% MBNUM2BPBDO7JBLYG310 JVI100000_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 2041-07-20 2053-06-20 1.500 - 7.500 1177602903.00 639998452.36 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0506 627185000.00 627185000.00 0.0029 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.06% 549300HN4UKV1E2R3U73 JVI342000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-01 2061-09-01 2.500 - 6.500 1836390.00 1383644.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2049-11-15 2.375 - 4.375 45590.00 40058.82 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0506 1395000.00 1395000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-03-06 2024-03-06 N N N 0.0514 182991933.36 182991933.36 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 JSB641000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0587 916924716.50 916924716.50 0.0042 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.18% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-05-28 2024-05-28 N N N 0.0518 614987441.70 614987441.70 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.115% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 JLP105000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-09-26 2023-09-26 N N N 0.0500 72758346.61 72758346.61 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.09% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 IIA373000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-09-01 2023-09-01 N N N 0.0504 366978728.68 366978728.68 0.0017 N N N N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.15% 5493006GGLR4BTEL8O61 JVH092000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-07-07 2023-07-07 2023-07-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0503 49000000.00 49000000.00 0.0002 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 BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.07% 3Y4U8VZURTYWI1W2K376 JVH033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2032-02-15 0.250 - 3.875 385897400.00 361283472.35 U.S. Treasuries (including strips) Y N/A N/A 2023-07-06 2023-07-06 2023-07-06 N N N 0.0495 354000000.00 354000000.00 0.0016 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 JSY318000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0567 321940776.41 321940776.41 0.0015 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.065% 3Y4U8VZURTYWI1W2K376 JUV165000 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 2039-01-20 2063-06-20 3.000 - 6.500 145610402.00 128827394.91 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0496 126000000.00 126000000.00 0.0006 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.115% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 0001026214 JSB583000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-08-28 2023-08-28 N N N 0.0503 399996400.00 399996400.00 0.0018 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 JPW398000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-19 2023-10-19 N N N 0.0501 27005711.31 27005711.31 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.145% 3130AVEP3 2549001DPIFGXC1TOL40 US3130AVEP39 0001026214 JRT293000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-07-14 2023-07-14 N N N 0.0504 5121962865.50 5121962865.50 0.0235 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.07% FOR8UP27PHTHYVLBNG30 0000769993 JVH581000 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 2024-03-21 2043-02-15 0.000 - 4.625 2132413200.00 2066710919.80 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2052-05-01 2.000 - 5.000 142982969.00 90516572.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-07-01 2052-10-01 1.500 - 5.500 11669451.00 1677238.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-02-20 2053-03-20 4.000 - 6.000 22442660.00 7470176.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-07 N N N 0.0495 2123000000.00 2123000000.00 0.0097 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-05-28 2024-05-28 N N N 0.0514 337011296.24 337011296.24 0.0015 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.07% 3Y4U8VZURTYWI1W2K376 JVF732000 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 2047-01-20 2051-07-20 3.000 - 5.000 79857458.00 63293438.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-05 2023-07-05 2023-07-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0495 62000000.00 62000000.00 0.0003 N N Y N UST NOTES UST NOTES, 0.375% 912828VM9 254900HROIFWPRGM1V77 US912828VM96 912828VM9 U.S. Treasury Debt Y N/A N/A 2023-07-15 2023-07-15 2023-07-15 N N N 0.0521 2660880633.79 2660880633.79 0.0122 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.175% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-05-02 2024-05-02 N N N 0.0507 184144857.68 184144857.68 0.0008 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.33% H7FNTJ4851HG0EXQ1Z70 JVH091000 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 2.250 - 2.500 107113300.00 99918952.18 U.S. Treasuries (including strips) Y N/A N/A 2023-09-29 2023-09-29 2023-09-29 N N N 0.0526 98000000.00 98000000.00 0.0004 N N N Y Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.064823% 5U0XI89JRFVHWIBS4F54 JVI100000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2052-02-01 2.000 13123691.00 9950372.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2049-05-15 0.250 - 5.250 1249917893.00 1131657835.49 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-08-20 2051-03-20 2.000 - 4.500 146559151.00 39956608.36 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 1156292000.00 1156292000.00 0.0053 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.135% 3133EPFZ3 254900C5LP6DN9OP9V83 US3133EPFZ37 JSQ689000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-04-18 2024-04-18 N N N 0.0520 177890152.64 177890152.64 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-02-02 2024-02-02 N N N 0.0513 561037104.54 561037104.54 0.0026 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.07% 2IGI19DL77OX0HC3ZE78 JUU081000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-10-31 2027-10-31 0.500 100.00 85.45 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2053-04-01 2.000 - 6.500 274026369.00 174570556.92 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2050-01-21 2050-01-21 3.200 462000.00 338781.06 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 2060-01-01 1.610 - 6.500 833386961.00 504109752.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2035-09-10 2046-08-03 1.730 - 3.610 5289000.00 4128124.15 Agency Debentures and Agency Strips Government National Mortgage Association 2043-08-20 2073-04-20 1.500 - 6.500 47651928.00 24539934.05 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-05-25 2042-01-27 2.840 - 4.080 7800000.00 7100257.54 Agency Debentures and Agency Strips Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0496 699000000.00 699000000.00 0.0032 N N Y N UST NOTES UST NOTES, 5.440068% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2023-07-03 2024-10-31 2024-10-31 N N N 0.0531 651064712.06 651064712.06 0.0030 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 JMR792000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-09-21 2023-09-21 N N N 0.0500 566116341.30 566116341.30 0.0026 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVNZ1 2549001DPIFGXC1TOL40 US3130AVNZ10 0001026214 JSQ211000 U.S. Government Agency Debt Y N/A N/A 2024-05-10 2024-05-10 2024-05-10 N N N 0.0586 331336501.86 331336501.86 0.0015 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.08% KBVRJ5K57JZ3E2AVWX40 0000877559 JUU461000 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 2053-05-15 0.000 - 4.625 159918700.00 143713588.82 U.S. Treasuries (including strips) Y N/A N/A 2023-07-27 2023-07-27 2023-07-27 N N N 0.0497 140000000.00 140000000.00 0.0006 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.064823% VYVVCKR63DVZZN70PB21 JVI100000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-20 2053-06-20 1.500 - 7.000 2815730397.00 1532984602.99 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-03-25 2036-03-25 5.103 213300.00 1297.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-11-25 6.000 - 7.843 828960.00 861832.96 Agency Debentures and Agency Strips Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 1503129000.00 1503129000.00 0.0069 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.155% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 JML880000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-10 2023-10-10 N N N 0.0505 160021081.60 160021081.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.185% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-10-03 2024-10-03 N N N 0.0513 69068017.44 69068017.44 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.22% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-08-06 2024-08-06 N N N 0.0519 173040447.40 173040447.40 0.0008 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.06% 2IGI19DL77OX0HC3ZE78 JUU080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2048-02-15 0.625 - 4.500 412793300.00 332338786.76 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 325000000.00 325000000.00 0.0015 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.22% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-04-10 2025-04-10 N N N 0.0519 32009376.00 32009376.00 0.0001 N N N N Nomura Securities International Nomura Securities International, 5.06% OXTKY6Q8X53C9ILVV871 JVI342000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-11-01 2053-06-01 1.500 - 6.745 18989890.00 8073358.71 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-27 2043-02-15 0.000 - 3.875 1432830.00 1406490.43 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-15 2063-05-15 1.500 - 6.000 2410340.00 2094432.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2062-06-01 1.500 - 9.000 40713850.00 10849651.79 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-04-15 0.000 23.00 17.57 Agency Debentures and Agency Strips Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 21975000.00 21975000.00 0.0001 N Y Y N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.08% 549300Y1PMK3RWXMWR72 JVH131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2041-02-15 0.250 - 4.125 72205600.00 71440315.41 U.S. Treasuries (including strips) Y N/A N/A 2023-08-30 2023-08-30 2023-08-30 N N N 0.0500 70000000.00 70000000.00 0.0003 N N N Y Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.064823% 1VUV7VQFKUOQSJ21A208 JVI100000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2029-11-15 0.375 - 2.250 38795576.00 35632369.19 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 34919000.00 34919000.00 0.0002 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.08% 549300HN4UKV1E2R3U73 JUU421000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-02-20 2051-11-20 2.000 - 2.500 1395231972.00 921354311.44 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0497 901000000.00 901000000.00 0.0041 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQA3 2549001DPIFGXC1TOL40 US3130AVQA32 0001026214 JSS282000 U.S. Government Agency Debt Y N/A N/A 2024-05-13 2024-05-13 2024-05-13 N N N 0.0587 321442506.92 321442506.92 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.875% 3130AUHE7 2549001DPIFGXC1TOL40 US3130AUHE71 0001026214 JQD621000 U.S. Government Agency Debt Y N/A N/A 2023-07-26 2023-07-26 2023-07-26 N N N 0.0527 500817225.18 500817225.18 0.0023 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.064823% 549300QJJX6CVVUXLE15 JVI100000_07749 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 2041-06-20 2053-06-20 2.000 - 7.500 1364317288.00 730886458.57 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-20 2053-02-15 0.000 - 6.625 72727620.00 54755286.68 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2053-06-01 2.000 - 7.500 555116450.00 109233053.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 876825000.00 876825000.00 0.0040 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 3.51% 3130AT3K1 2549001DPIFGXC1TOL40 US3130AT3K19 0001026214 JVF190000 U.S. Government Agency Debt Y N/A N/A 2023-09-22 2023-09-22 2023-09-22 N N N 0.0538 84632128.50 84632128.50 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.135% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 JQD623000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-11-03 2023-11-03 N N N 0.0501 1434384426.72 1434384426.72 0.0066 N N N N BNP PARIBAS BNP PARIBAS, 5.16% R0MUWSFPU8MPRO8K5P83 JUM462000 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 2052-08-15 0.000 - 7.500 605751494.00 571431713.40 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0505 558000000.00 558000000.00 0.0026 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 JKO891000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-07-26 2023-07-26 N N N 0.0502 743995238.40 743995238.40 0.0034 N N N N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.07% O2RNE8IBXP4R0TD8PU41 JVH083000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2052-02-15 0.250 - 4.000 777448700.00 690780905.50 U.S. Treasuries (including strips) Y N/A N/A 2023-07-06 2023-07-06 2023-07-06 N N N 0.0495 675000000.00 675000000.00 0.0031 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 313384LX5 U.S. Government Agency Debt Y N/A N/A 2023-09-19 2023-09-19 2023-09-19 N N N 0.0489 257234122.60 257234122.60 0.0012 N N N N BNP PARIBAS BNP PARIBAS, 5.16% R0MUWSFPU8MPRO8K5P83 JUH542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-05 2052-05-15 0.000 - 4.625 606747200.00 572778622.96 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0504 559000000.00 559000000.00 0.0026 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.22% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2023-07-01 2025-03-10 2025-03-10 N N N 0.0519 97988176.30 97988176.30 0.0004 N N N N FICC MS REPO PRGM(GOV REPO) FICC MS REPO PRGM(GOV REPO), 5.06% JVH564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 4.625 231712000.00 230662055.00 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 226000000.00 226000000.00 0.0010 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 DDE108000 U.S. Government Agency Debt Y N/A N/A 2023-08-09 2023-08-09 2023-08-09 N N N 0.0455 34824930.35 34824930.35 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.11% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-05-17 2024-05-17 N N N 0.0514 38989093.65 38989093.65 0.0002 N N N N UST BILLS UST BILLS, 0% 912797HC4 254900HROIFWPRGM1V77 US912797HC44 JUY847000 U.S. Treasury Debt Y N/A N/A 2023-10-24 2023-10-24 2023-10-24 N N N 0.0525 80954097.90 80954097.90 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 JMP190000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-08-15 2023-08-15 N N N 0.0503 716269646.74 716269646.74 0.0033 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.14% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-05-28 2024-05-28 N N N 0.0513 238999175.45 238999175.45 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVT44 2549001DPIFGXC1TOL40 US3130AVT441 0001026214 JSY305000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0586 804473895.24 804473895.24 0.0037 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-02-23 2024-02-23 N N N 0.0509 628060225.20 628060225.20 0.0029 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 JMQ277000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-08-17 2023-08-17 N N N 0.0503 179005012.00 179005012.00 0.0008 N N N N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.064823% VJW2DOOHGDT6PR0ZRO63 JVI100000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-10 2023-10-10 0.000 2658263.00 2620327.36 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-09-15 2052-11-20 1.500 - 9.000 41218187.00 25465022.72 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-06-13 2025-06-13 2.625 7923.00 7589.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2053-07-01 1.500 - 8.000 175697930.00 161741065.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-25 2053-07-01 0.375 - 9.000 152546729.00 133564812.25 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 316924000.00 316924000.00 0.0015 N Y Y N UST BILLS UST BILLS, 0% 912797GJ0 254900HROIFWPRGM1V77 US912797GJ06 JTD201000 U.S. Treasury Debt Y N/A N/A 2023-08-29 2023-08-29 2023-08-29 N N N 0.0497 312438917.70 312438917.70 0.0014 N Y Y N UST NOTES UST NOTES, 5.225068% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2023-07-03 2024-04-30 2024-04-30 N N N 0.0522 1240431485.49 1240431485.49 0.0057 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.125% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 JLU662000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0512 186000000.00 186000000.00 0.0009 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.06% FOR8UP27PHTHYVLBNG30 0000769993 JVF716000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2042-08-15 1.625 - 3.250 114973100.00 94657959.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-05-20 2053-05-20 4.500 247522304.00 238781073.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-10-01 2053-05-01 2.000 - 6.000 324398708.00 238500534.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-06-01 2053-06-01 2.500 - 6.000 322880872.00 189622143.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 746000000.00 746000000.00 0.0034 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-08-28 2024-08-28 N N N 0.0518 21991930.84 21991930.84 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.125% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 JSB239000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-26 2023-10-26 N N N 0.0501 451096635.77 451096635.77 0.0021 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 JPY241000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-12-01 2023-12-01 N N N 0.0502 440155359.60 440155359.60 0.0020 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.11% 2IGI19DL77OX0HC3ZE78 JUU036000 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 1.730 84000.00 60517.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-07-25 2053-04-01 1.270 - 6.000 18210348.00 14455759.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2051-11-15 1.875 - 2.875 6500.00 6113.01 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-06-20 2052-09-20 0.000 - 4.500 217078707.00 2046209.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2052-12-01 1.007 - 6.500 4127637.00 246880.27 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-27 2023-07-27 2023-07-27 N N N 0.0500 16000000.00 16000000.00 0.0001 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.18% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-11-12 2024-11-12 N N N 0.0515 318867615.56 318867615.56 0.0015 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.06% 549300QJJX6CVVUXLE15 JUU444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-15 2051-05-15 0.000 - 4.125 211490800.00 173472446.37 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 169000000.00 169000000.00 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.165% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-10-01 2024-10-01 N N N 0.0515 173016370.99 173016370.99 0.0008 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.06% 549300Y1PMK3RWXMWR72 JVI342000_76664 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 2032-12-01 2053-07-01 1.500 - 7.000 595237.00 305078.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2063-07-01 1.500 - 6.500 901822.00 535188.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2029-01-15 0.125 - 3.500 118289.00 118306.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-07-20 2052-07-20 2.500 - 4.500 215403.00 66635.48 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 1004000.00 1004000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.125% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 JSB581000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-27 2023-10-27 N N N 0.0501 169036691.59 169036691.59 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.05% 3130AUVN1 2549001DPIFGXC1TOL40 US3130AUVN15 0001026214 JQR648000 U.S. Government Agency Debt Y N/A N/A 2023-12-08 2023-12-08 2023-12-08 N N N 0.0558 462915548.48 462915548.48 0.0021 N N N N UST NOTES UST NOTES, 5.285068% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2023-07-03 2024-01-31 2024-01-31 N N N 0.0520 938029258.30 938029258.30 0.0043 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 3.2% 3130ASUT4 2549001DPIFGXC1TOL40 US3130ASUT48 0001026214 JVF191000 U.S. Government Agency Debt Y N/A N/A 2023-08-10 2023-08-10 2023-08-10 N N N 0.0518 91991888.00 91991888.00 0.0004 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.07% ES7IP3U3RHIGC71XBU11 JUU413000 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 2053-05-01 2053-05-01 6.500 1000.00 1024.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2052-11-15 0.125 - 5.389 348571200.00 341182630.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-06-01 2053-06-01 3.100 - 6.500 47938176.00 44597918.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2053-06-20 2053-06-20 6.500 1200.00 1230.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0496 375000000.00 375000000.00 0.0017 N N Y N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.07% ES7IP3U3RHIGC71XBU11 JUU412000 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 2052-01-01 2053-06-01 3.000 - 6.500 34312304.00 33514280.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-15 2053-02-15 0.000 - 7.625 2238435844.00 2250284392.71 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2053-06-01 4.340 - 6.500 28136541.00 28041242.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2053-05-20 2053-06-20 6.000 - 6.500 7737769.00 7994921.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0496 2259000000.00 2259000000.00 0.0104 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-04-22 2024-04-22 N N N 0.0515 276910134.54 276910134.54 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.11% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 JKG585000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-01-12 2024-01-12 N N N 0.0513 279463609.10 279463609.10 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.26% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-12-05 2024-12-05 N N N 0.0523 64024252.80 64024252.80 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.18% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-11-18 2024-11-18 N N N 0.0517 317032628.81 317032628.81 0.0015 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 313384LR8 U.S. Government Agency Debt Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0487 638663707.05 638663707.05 0.0029 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.1% K5HU16E3LMSVCCJJJ255 JUU486000 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 2024-04-01 2053-06-01 2.000 - 6.500 1950980915.00 829430331.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-01 2053-06-01 2.000 - 7.000 375996502.00 199306274.96 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-30 2023-08-30 2023-08-30 N N N 0.0501 1006000000.00 1006000000.00 0.0046 N N N Y BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.1% VJW2DOOHGDT6PR0ZRO63 JUU376000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2053-07-01 2.500 - 6.000 8659413.00 8748861.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-02-15 2051-09-20 3.000 - 6.500 2665775.00 1584640.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-11 2033-05-15 0.000 - 4.625 456331800.00 434495535.09 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2052-02-01 2.500 - 3.000 3000.00 2421.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-27 2023-07-27 2023-07-27 N N N 0.0499 435000000.00 435000000.00 0.0020 N N N Y MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.08% 549300Y1PMK3RWXMWR72 JVG525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2027-05-31 0.500 - 2.875 75558800.00 71450397.56 U.S. Treasuries (including strips) Y N/A N/A 2023-08-30 2023-08-30 2023-08-30 N N N 0.0500 70000000.00 70000000.00 0.0003 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 JKO884000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-01-26 2024-01-26 N N N 0.0513 744005446.08 744005446.08 0.0034 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.12% H7FNTJ4851HG0EXQ1Z70 JUV200000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2025-06-15 0.750 - 2.875 109554100.00 103133270.97 U.S. Treasuries (including strips) Y N/A N/A 2023-07-20 2023-07-20 2023-07-20 N N N 0.0501 101000000.00 101000000.00 0.0005 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-07-12 2024-07-12 N N N 0.0517 92960985.57 92960985.57 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.18% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-03-14 2024-03-14 N N N 0.0514 565112327.65 565112327.65 0.0026 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.06% KX1WK48MPD4Y2NCUIZ63 JVH570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2052-11-15 0.250 - 4.625 252730722.00 229624073.95 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 225000000.00 225000000.00 0.0010 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.07% 549300QJJX6CVVUXLE15 JUU445000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2051-11-15 0.000 - 4.125 14941000.00 14803934.01 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-01 2053-05-01 2.000 - 7.500 1204286238.00 348227314.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-01-20 2053-05-20 2.000 - 7.500 239909764.00 227854411.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 2053-04-01 1.500 - 6.500 1966922364.00 636218914.24 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0496 1200000000.00 1200000000.00 0.0055 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.16% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-07-26 2024-07-26 N N N 0.0515 183003010.35 183003010.35 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT51 2549001DPIFGXC1TOL40 US3130AVT516 0001026214 JSY316000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0582 321528525.05 321528525.05 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRK0 2549001DPIFGXC1TOL40 US3130AVRK05 0001026214 JSW381000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0588 323520795.00 323520795.00 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.145% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 JMD400000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-01-24 2024-01-24 N N N 0.0509 119030434.25 119030434.25 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.17% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-12-26 2024-12-26 N N N 0.0522 31977876.16 31977876.16 0.0001 N N N N UST BILLS UST BILLS, 0% 912796ZN2 254900HROIFWPRGM1V77 US912796ZN24 JOY726000 U.S. Treasury Debt Y N/A N/A 2023-12-28 2023-12-28 2023-12-28 N N N 0.0537 122737815.90 122737815.90 0.0006 N Y Y N Bank of America, N.A. Bank of America, N.A., 5.064823% B4TYDEB6GKMZO031MB27 JVI100000_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 3.000 - 4.500 5315458889.00 921597363.16 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 903146000.00 903146000.00 0.0041 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.15% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-09-13 2024-09-13 N N N 0.0520 116924400.45 116924400.45 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-05-23 2024-05-23 N N N 0.0506 312687937.50 312687937.50 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.19% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-09-17 2024-09-17 N N N 0.0520 124932782.50 124932782.50 0.0006 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.06% G5GSEF7VJP5I7OUK5573 JVH557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-21 2030-05-31 0.000 - 4.625 976701500.00 922468907.91 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 904000000.00 904000000.00 0.0041 N Y Y N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.07% O2RNE8IBXP4R0TD8PU41 JVG539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2043-02-15 0.250 - 4.250 786818100.00 756352223.30 U.S. Treasuries (including strips) Y N/A N/A 2023-07-05 2023-07-05 2023-07-05 N N N 0.0495 741000000.00 741000000.00 0.0034 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.155% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 JRT305000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-11-14 2023-11-14 N N N 0.0502 1309494945.99 1309494945.99 0.0060 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.235% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-12-13 2024-12-13 N N N 0.0522 53504239.34 53504239.34 0.0002 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 313384PM5 U.S. Government Agency Debt Y N/A N/A 2023-11-20 2023-11-20 2023-11-20 N N N 0.0508 302032216.64 302032216.64 0.0014 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.06% U7M81AY481YLIOR75625 JVH536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-21 2053-05-15 0.000 - 4.250 1017595600.00 923603905.11 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 904000000.00 904000000.00 0.0041 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.17% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-07-24 2024-07-24 N N N 0.0517 179992996.20 179992996.20 0.0008 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.07% SUVUFHICNZMP2WKHG940 JVH537000 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 2041-05-01 2053-06-01 2.000 - 6.500 996412649.00 560216591.69 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0507 549000000.00 549000000.00 0.0025 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.205% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-06-10 2024-06-10 N N N 0.0514 178101205.46 178101205.46 0.0008 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 DGF643000 U.S. Government Agency Debt Y N/A N/A 2023-11-22 2023-11-22 2023-11-22 N N N 0.0509 239955372.65 239955372.65 0.0011 N N N N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.064823% CYYGQCGNHMHPSMRL3R97 JVI100000_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 2024-06-01 2053-05-01 2.000 - 6.000 68262287.00 43641041.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-09-15 2063-03-15 2.450 - 6.000 3544734.00 2957873.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-05-01 2053-06-01 1.500 - 7.000 82644467.00 68601520.44 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 112894000.00 112894000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.2% 3130AVQV7 2549001DPIFGXC1TOL40 US3130AVQV78 0001026214 JSV702000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0584 969384137.72 969384137.72 0.0044 N N N N UST BILLS UST BILLS, 0% 912797HD2 254900HROIFWPRGM1V77 US912797HD27 JVF845000 U.S. Treasury Debt Y N/A N/A 2023-10-31 2023-10-31 2023-10-31 N N N 0.0522 2132764601.10 2132764601.10 0.0098 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.125% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 JPY164000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-30 2023-10-30 N N N 0.0501 814182710.44 814182710.44 0.0037 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-04-05 2024-04-05 N N N 0.0508 814264346.50 814264346.50 0.0037 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-08-19 2024-08-19 N N N 0.0512 161057876.28 161057876.28 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-02-20 2024-02-20 N N N 0.0506 605199462.45 605199462.45 0.0028 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LT4 2549001DPIFGXC1TOL40 US313384LT49 313384LT4 U.S. Government Agency Debt Y N/A N/A 2023-09-15 2023-09-15 2023-09-15 N N N 0.0487 2969714370.00 2969714370.00 0.0136 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.13% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-02-23 2024-02-23 N N N 0.0505 76031866.80 76031866.80 0.0003 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.06% JVH558000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2053-02-01 3.000 - 6.500 173377745.00 159808658.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-10-01 2.500 - 5.500 219628691.00 135762963.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 2816000.00 2667269.44 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2053-05-20 4.500 - 5.500 178761773.00 173199871.86 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 462000000.00 462000000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.05% 3130AUVG6 2549001DPIFGXC1TOL40 US3130AUVG63 0001026214 JQR651000 U.S. Government Agency Debt Y N/A N/A 2023-12-13 2023-12-13 2023-12-13 N N N 0.0559 925731132.80 925731132.80 0.0042 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.16% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-09-03 2024-09-03 N N N 0.0520 167915810.16 167915810.16 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.17% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-10-24 2024-10-24 N N N 0.0519 73978524.46 73978524.46 0.0003 N N N N UST BILLS UST BILLS, 0% 912797FX0 254900HROIFWPRGM1V77 US912797FX09 JRO176000 U.S. Treasury Debt Y N/A N/A 2023-07-11 2023-07-11 2023-07-11 N N N 0.0364 332032698.00 332032698.00 0.0015 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.23% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-01-24 2025-01-24 N N N 0.0519 262089017.12 262089017.12 0.0012 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.09% KX1WK48MPD4Y2NCUIZ63 JUT995000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2052-11-15 0.125 - 6.375 940821223.00 854909013.23 U.S. Treasuries (including strips) Y N/A N/A 2023-07-27 2023-07-27 2023-07-27 N N N 0.0498 836000000.00 836000000.00 0.0038 N N N Y NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.06% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JVH541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-30 2030-11-15 0.875 - 3.250 129217400.00 112247320.00 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 110000000.00 110000000.00 0.0005 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.064823% ZBUT11V806EZRVTWT807 JVI100000_00267 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 2027-10-31 0.000 - 5.234 93648214.00 88735753.30 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2056-07-01 2.000 - 7.500 159792491.00 97448495.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-01 2053-06-01 2.000 - 6.500 82783438.00 69815060.18 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 250874000.00 250874000.00 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.04% 3130AUWL4 2549001DPIFGXC1TOL40 US3130AUWL40 0001026214 JQS482000 U.S. Government Agency Debt Y N/A N/A 2023-11-30 2023-11-30 2023-11-30 N N N 0.0558 231464843.28 231464843.28 0.0011 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.215% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-02-10 2025-02-10 N N N 0.0522 111990900.00 111990900.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 JMQ283000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-08-21 2023-08-21 N N N 0.0503 537017855.25 537017855.25 0.0025 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.145% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-06-03 2024-06-03 N N N 0.0514 346012763.94 346012763.94 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 JLU656000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-03 2023-10-03 N N N 0.0500 742132513.78 742132513.78 0.0034 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 JQS934000 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0580 338673850.40 338673850.40 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVJM5 2549001DPIFGXC1TOL40 US3130AVJM52 0001026214 JSE718000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0587 498918580.47 498918580.47 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-07-11 2024-07-11 N N N 0.0517 372845921.16 372845921.16 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 JPY165000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-11-27 2023-11-27 N N N 0.0502 352117863.68 352117863.68 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 JPP170000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-10 2023-10-10 N N N 0.0500 535602735.68 535602735.68 0.0025 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.125% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 JLT169000 U.S. Government Agency Debt Y N/A N/A 2023-07-05 2023-10-04 2023-10-04 N N N 0.0501 111015354.63 111015354.63 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 JRV565000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-09-20 2023-09-20 N N N 0.0500 989197137.37 989197137.37 0.0045 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.18% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-11-25 2024-11-25 N N N 0.0511 297268348.41 297268348.41 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-03-21 2024-03-21 N N N 0.0514 145991177.22 145991177.22 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.115% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 JKM795000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-07-26 2023-07-26 N N N 0.0499 149002091.96 149002091.96 0.0007 N N N N UST NOTES UST NOTES, 1.375% 9128282D1 254900HROIFWPRGM1V77 US9128282D10 AIF900000 U.S. Treasury Debt Y N/A N/A 2023-08-31 2023-08-31 2023-08-31 N N N 0.0509 500852842.56 500852842.56 0.0023 N Y Y N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.07% 549300Y1PMK3RWXMWR72 JUU397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2052-08-15 0.250 - 6.000 134355100.00 114853174.12 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0496 112000000.00 112000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.135% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-08-09 2024-08-09 N N N 0.0520 123913265.72 123913265.72 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 JPY171000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-11-21 2023-11-21 N N N 0.0502 704218528.64 704218528.64 0.0032 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 JLT170000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0512 278000000.00 278000000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.03% 3130AUWK6 2549001DPIFGXC1TOL40 US3130AUWK66 0001026214 JQS483000 U.S. Government Agency Debt Y N/A N/A 2023-11-28 2023-11-28 2023-11-28 N N N 0.0557 115735757.80 115735757.80 0.0005 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.07% 3Y4U8VZURTYWI1W2K376 JVF000000 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 2041-03-20 2052-04-20 3.000 - 5.000 78034767.00 64323349.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0496 63000000.00 63000000.00 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.18% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-11-19 2024-11-19 N N N 0.0515 161060494.14 161060494.14 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.2% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-01-23 2024-01-23 N N N 0.0516 200034500.00 200034500.00 0.0009 N N N N FICC SSB REPO PRGM(GOV REPO) FICC SSB REPO PRGM(GOV REPO), 5.06% 549300H47WTHXPU08X20 JVH848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-11-15 2029-12-31 1.750 - 3.875 1873714900.00 1845450768.35 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 1809000000.00 1809000000.00 0.0083 N Y Y N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.064823% 549300Y1PMK3RWXMWR72 JVI100000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2063-07-01 1.500 - 6.500 405612398.00 240713862.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 2053-07-01 1.500 - 7.000 267721174.00 137216464.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-07-20 2052-07-20 2.500 - 4.500 96882637.00 29970900.49 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2029-01-15 0.125 - 3.500 53202700.00 53211321.52 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 451573000.00 451573000.00 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.21% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 JPW400000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-07-23 2024-07-23 N N N 0.0516 181040435.40 181040435.40 0.0008 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LL1 2549001DPIFGXC1TOL40 US313384LL13 313384LL1 U.S. Government Agency Debt Y N/A N/A 2023-09-08 2023-09-08 2023-09-08 N N N 0.0485 80259284.16 80259284.16 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.17% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-04-26 2024-04-26 N N N 0.0515 92010380.36 92010380.36 0.0004 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.06% KBVRJ5K57JZ3E2AVWX40 0000877559 JVH565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-11-30 2028-11-30 1.500 130810000.00 114496947.59 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 112000000.00 112000000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 JPD618000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-02 2023-10-02 N N N 0.0500 269547151.72 269547151.72 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSP8 2549001DPIFGXC1TOL40 US3130AVSP82 0001026214 JSX074000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0588 322660470.60 322660470.60 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.125% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 JPY168000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-30 2023-10-30 N N N 0.0501 633142083.18 633142083.18 0.0029 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 JQD620000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-02 2023-10-02 N N N 0.0500 349061061.04 349061061.04 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.21% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-02-23 2024-02-23 N N N 0.0512 365176371.65 365176371.65 0.0017 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.05% JVH559000 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 2048-11-15 1.250 - 5.250 492116300.00 477562265.14 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0505 468000000.00 468000000.00 0.0021 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 313384LY3 U.S. Government Agency Debt Y N/A N/A 2023-09-20 2023-09-20 2023-09-20 N N N 0.0489 32644469.88 32644469.88 0.0001 N N N N BNP PARIBAS BNP PARIBAS, 5.16% R0MUWSFPU8MPRO8K5P83 JUT792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2052-02-15 0.000 - 5.250 580265947.00 570343052.80 U.S. Treasuries (including strips) Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0505 557500000.00 557500000.00 0.0026 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.24% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-03-18 2024-03-18 N N N 0.0505 287288122.17 287288122.17 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 JLT128000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-07-05 2023-07-05 N N N 0.0500 555000005.55 555000005.55 0.0025 N N Y N FED HOME LN MTG CORP MTN FED HOME LN MTG CORP MTN, 5.42% 3134GYSD5 S6XOOCT0IEG5ABCC6L87 US3134GYSD59 JTQ684000 U.S. Government Agency Debt Y N/A N/A 2024-06-12 2024-06-12 2024-06-12 N N N 0.0591 963674211.28 963674211.28 0.0044 N N N N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.06% RB0PEZSDGCO3JS6CEU02 JVH579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-04-30 2028-04-30 3.500 473795000.00 463366360.04 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 452000000.00 452000000.00 0.0021 N Y Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.07% G5GSEF7VJP5I7OUK5573 JUU702000 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 2024-11-30 0.375 - 1.500 121592300.00 115552272.87 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0496 113000000.00 113000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.21% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-05-12 2025-05-12 N N N 0.0518 327123619.08 327123619.08 0.0015 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 313384LW7 U.S. Government Agency Debt Y N/A N/A 2023-09-18 2023-09-18 2023-09-18 N N N 0.0488 989497680.00 989497680.00 0.0045 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.09% KBVRJ5K57JZ3E2AVWX40 0000877559 JUU462000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-01-20 2051-05-20 2.000 - 4.500 341303050.00 81807672.54 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-27 2023-07-27 2023-07-27 N N N 0.0498 80000000.00 80000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 JQE998000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-03 2023-10-03 N N N 0.0500 714127513.26 714127513.26 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 JPY251000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-12-27 2023-12-27 N N N 0.0512 140019191.20 140019191.20 0.0006 N N N N Nomura Securities International Nomura Securities International, 5.064823% OXTKY6Q8X53C9ILVV871 JVI100000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-11-01 2053-06-01 1.500 - 6.745 1409167375.00 599093180.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-15 2063-05-15 1.500 - 6.000 178862658.00 155419886.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2062-06-01 1.500 - 9.000 3021218585.00 805111309.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-27 2043-02-15 0.000 - 3.875 106324816.00 104370294.52 U.S. Treasuries (including strips) Resolution Funding Corp 2030-01-15 2030-04-15 0.000 1756.00 1303.87 Agency Debentures and Agency Strips Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 1630681000.00 1630681000.00 0.0075 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.21% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-01-03 2025-01-03 N N N 0.0522 49994770.00 49994770.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.125% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 JPX622000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-24 2023-10-24 N N N 0.0501 705647618.82 705647618.82 0.0032 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.07% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JVH028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-13 2024-06-13 0.000 571022800.00 562336675.43 U.S. Treasuries (including strips) Y N/A N/A 2023-07-06 2023-07-06 2023-07-06 N N N 0.0495 551000000.00 551000000.00 0.0025 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.21% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-05-19 2025-05-19 N N N 0.0519 326076636.08 326076636.08 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.17% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-12-18 2024-12-18 N N N 0.0522 80944715.07 80944715.07 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-06-10 2024-06-10 N N N 0.0512 670026860.30 670026860.30 0.0031 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.14% 3Y4U8VZURTYWI1W2K376 JUB819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2040-05-15 0.375 - 3.125 312949000.00 275676270.34 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-08-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0502 269000000.00 269000000.00 0.0012 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 JRY569000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-08-22 2023-08-22 N N N 0.0504 658996019.64 658996019.64 0.0030 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.13% H7FNTJ4851HG0EXQ1Z70 JUY779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2033-02-15 2.500 - 3.500 145454500.00 142893087.58 U.S. Treasuries (including strips) Y N/A N/A 2023-07-24 2023-07-24 2023-07-24 N N N 0.0502 140000000.00 140000000.00 0.0006 N N N Y BNP PARIBAS BNP PARIBAS, 5.09% R0MUWSFPU8MPRO8K5P83 JUY750000 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 2031-11-20 2053-06-20 2.932 - 6.000 4097654.00 1270182.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2051-02-15 0.000 - 3.875 105394685.00 58551604.55 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-09-01 2053-05-01 2.220 - 6.000 18439087.00 18158823.73 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-10-01 2053-05-01 2.170 - 7.000 100325437.00 85876965.22 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-27 2023-07-27 2023-07-27 N N N 0.0498 160000000.00 160000000.00 0.0007 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRX2 2549001DPIFGXC1TOL40 US3130AVRX26 0001026214 JSW457000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0588 323520795.00 323520795.00 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 JSX072000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0586 322711221.96 322711221.96 0.0015 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.06% 6PJDTY319315T5LR2241 JVH555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-09 2048-11-15 0.000 - 3.875 767814500.00 716743301.25 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 700000000.00 700000000.00 0.0032 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.06% 1VUV7VQFKUOQSJ21A208 JUU033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2030-05-15 0.625 - 3.875 614252900.00 572645200.27 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 560000000.00 560000000.00 0.0026 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-07-26 2024-07-26 N N N 0.0517 27995547.16 27995547.16 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.145% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 JMC214000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-01-17 2024-01-17 N N N 0.0513 553025360.58 553025360.58 0.0025 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.15% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 0001026214 JRT308000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-09-14 2023-09-14 N N N 0.0500 3005471063.80 3005471063.80 0.0138 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.07% 3Y4U8VZURTYWI1W2K376 JUU425000 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 2045-03-20 2053-06-20 2.000 - 7.000 425209731.00 256669010.71 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 251000000.00 251000000.00 0.0012 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.07% MBNUM2BPBDO7JBLYG310 0000315030 JUU378000 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 2028-09-30 1.250 1115300.00 968893.37 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-12-20 2053-02-20 2.500 - 7.500 383059066.00 382500770.66 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0496 375000000.00 375000000.00 0.0017 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.155% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-07-18 2024-07-18 N N N 0.0515 114499413.76 114499413.76 0.0005 N N N N UST BILLS UST BILLS, 0% 912797FJ1 254900HROIFWPRGM1V77 US912797FJ15 JTK613000 U.S. Treasury Debt Y N/A N/A 2023-11-09 2023-11-09 2023-11-09 N N N 0.0528 2285714230.76 2285714230.76 0.0105 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.06% ZBUT11V806EZRVTWT807 JVI342000_00267 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 2027-10-31 0.000 - 5.234 208296.00 197368.20 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-01 2053-06-01 2.000 - 6.500 184132.00 155284.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 2056-07-01 2.000 - 7.500 355415.00 216747.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 558000.00 558000.00 0.0000 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.064823% KBVRJ5K57JZ3E2AVWX40 JVI100000_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 2050-11-15 0.250 - 4.625 54235251.00 46315073.72 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 45197000.00 45197000.00 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 JPE041000 U.S. Government Agency Debt Y N/A N/A 2023-07-05 2023-10-04 2023-10-04 N N N 0.0500 370066873.80 370066873.80 0.0017 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.22% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-05-15 2025-05-15 N N N 0.0525 131923128.48 131923128.48 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.2% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-09-26 2024-09-26 N N N 0.0519 337762365.03 337762365.03 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.25% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-11-25 2024-11-25 N N N 0.0521 121054954.57 121054954.57 0.0006 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.12% H7FNTJ4851HG0EXQ1Z70 JVG320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2027-06-30 2.500 - 3.250 133562600.00 128473944.59 U.S. Treasuries (including strips) Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0501 126000000.00 126000000.00 0.0006 N N N Y UST BILLS UST BILLS, 0% 912797GV3 254900HROIFWPRGM1V77 US912797GV34 JUG943000 U.S. Treasury Debt Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0516 2141343348.90 2141343348.90 0.0098 N Y Y N FICC SSB REPO PRGM(GOV REPO) FICC SSB REPO PRGM(GOV REPO), 5.06% 549300H47WTHXPU08X20 JVG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-07-31 2028-08-15 1.000 - 2.875 1287357600.00 1148722245.69 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 1126000000.00 1126000000.00 0.0052 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 JSX037000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-04-25 2024-04-25 N N N 0.0504 342188394.12 342188394.12 0.0016 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.08% KBVRJ5K57JZ3E2AVWX40 0000877559 JUV176000 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 2032-12-01 2053-04-01 2.500 - 8.000 344920987.00 45822420.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 2053-03-01 2.000 - 5.500 227622625.00 151509825.16 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-13 2023-07-13 2023-07-13 N N N 0.0496 193000000.00 193000000.00 0.0009 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.25% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-11-22 2024-11-22 N N N 0.0519 183128650.83 183128650.83 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.175% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-12-23 2024-12-23 N N N 0.0522 116927980.65 116927980.65 0.0005 N N N N ROYAL BANK OF CAN ROYAL BANK OF CAN, 5.06% ES7IP3U3RHIGC71XBU11 JVH578000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2029-05-15 1.500 - 2.375 124088300.00 114288172.85 U.S. Treasuries (including strips) Y N/A N/A 2023-07-05 2023-07-05 2023-07-05 N N N 0.0494 112000000.00 112000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 JLX032000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-11 2023-10-11 N N N 0.0500 185035867.80 185035867.80 0.0008 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.064823% 5U0XI89JRFVHWIBS4F54 JVI100000_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 5.500 683293276.00 660972506.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 4696544878.00 1678336758.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-03-20 3.000 - 5.500 2819145349.00 1319673462.64 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 3585723000.00 3585723000.00 0.0164 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVSA1 2549001DPIFGXC1TOL40 US3130AVSA14 0001026214 JSW961000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0582 646098664.97 646098664.97 0.0030 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.06% JVH551000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2053-05-15 1.250 - 5.449 278314400.00 230617236.14 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 226000000.00 226000000.00 0.0010 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.14% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-05-24 2024-05-24 N N N 0.0517 147955039.08 147955039.08 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.165% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-02-26 2025-02-26 N N N 0.0522 206813718.63 206813718.63 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.175% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-06-14 2024-06-14 N N N 0.0517 46000203.78 46000203.78 0.0002 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.07% MBNUM2BPBDO7JBLYG310 0000315030 JVH021000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2032-02-15 1.000 - 3.125 488969400.00 444913699.45 U.S. Treasuries (including strips) Resolution Funding Corp 2027-07-15 2030-04-15 0.000 72000.00 56904.55 Agency Debentures and Agency Strips Y N/A N/A 2023-07-06 2023-07-06 2023-07-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0495 436000000.00 436000000.00 0.0020 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.115% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-03-13 2024-03-13 N N N 0.0505 77029174.53 77029174.53 0.0004 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.064823% 7TK5RJIZDFROZCA6XF66 JVI100000_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 2026-09-01 2056-08-01 1.500 - 8.500 70063939.00 58452791.24 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2026-02-23 5.200 12544.00 12679.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-09-01 2053-07-01 1.500 - 7.500 289387331.00 197533910.13 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 250874000.00 250874000.00 0.0011 N Y Y N UST BILLS UST BILLS, 0% 912797FL6 254900HROIFWPRGM1V77 US912797FL60 JTV537000 U.S. Treasury Debt Y N/A N/A 2023-11-24 2023-11-24 2023-11-24 N N N 0.0530 2105436240.50 2105436240.50 0.0096 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130AVHR6 2549001DPIFGXC1TOL40 US3130AVHR67 0001026214 JSB582000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-09-27 2023-09-27 N N N 0.0500 169022713.60 169022713.60 0.0008 N N N N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.07% E57ODZWZ7FF32TWEFA76 0000036684 JVH022000 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 2031-08-01 2031-08-01 4.158 44714.00 103.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2053-02-15 0.125 - 7.625 377751738.00 382633686.52 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-02-15 2051-06-20 4.000 - 7.000 39451.00 14245.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2033-06-01 5.150 1000.00 1030.08 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-06 2023-07-06 2023-07-06 N N N 0.0495 374000000.00 374000000.00 0.0017 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.17% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-04-26 2024-04-26 N N N 0.0515 184020760.72 184020760.72 0.0008 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.064823% 549300HN4UKV1E2R3U73 JVI100000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-01 2061-09-01 2.500 - 6.500 825632144.00 622079816.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2049-11-15 2.375 - 4.375 20496723.00 18010242.72 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0506 627185000.00 627185000.00 0.0029 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQK1 2549001DPIFGXC1TOL40 US3130AVQK14 0001026214 JSS504000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0586 482661436.70 482661436.70 0.0022 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 JQS408000 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0580 339611649.19 339611649.19 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.04% 3130AUWA8 2549001DPIFGXC1TOL40 US3130AUWA84 0001026214 JQS227000 U.S. Government Agency Debt Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0558 115716529.64 115716529.64 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.115% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 JQC441000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0511 357000000.00 357000000.00 0.0016 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.21% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2025-05-16 2025-05-16 N N N 0.0521 112997369.36 112997369.36 0.0005 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.07% FOR8UP27PHTHYVLBNG30 0000769993 JVG985000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-10-01 2056-08-01 2.000 - 7.500 307531799.00 104754453.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2052-10-01 2.500 - 8.000 352455059.00 125815769.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-03-15 2057-05-15 2.800 - 5.500 198565244.00 139279364.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-11-30 2043-02-15 0.625 - 5.250 391522600.00 393540214.07 U.S. Treasuries (including strips) Y N/A N/A 2023-07-06 2023-07-06 2023-07-06 N N N 0.0495 748000000.00 748000000.00 0.0034 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.12% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-04-12 2024-04-12 N N N 0.0514 372406159.80 372406159.80 0.0017 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.07% FOR8UP27PHTHYVLBNG30 0000769993 JVG248000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-28 2042-08-15 1.875 - 3.375 477641600.00 441048721.03 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-06-01 2053-04-01 1.500 - 7.000 486787932.00 285866741.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-02-01 2053-06-01 1.500 - 7.500 1262024033.00 793770183.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-11-15 2053-06-20 3.000 - 6.000 3958136.00 3246702.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-05 2023-07-05 2023-07-05 N N N 0.0495 1493000000.00 1493000000.00 0.0068 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-08-22 2024-08-22 N N N 0.0511 321156769.98 321156769.98 0.0015 N N N N BNP PARIBAS BNP PARIBAS, 5.07% R0MUWSFPU8MPRO8K5P83 JUU439000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2053-06-20 2.000 - 7.000 1642449563.00 997511494.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2032-12-01 2053-06-01 2.210 - 7.500 139443965.00 63390252.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2053-05-01 1.500 - 6.500 874317042.00 319743672.97 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-08-05 2042-01-24 2.580 - 5.300 1055000.00 838689.67 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-07-11 2053-02-15 0.000 - 7.500 3389473906.00 2856883875.55 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2039-07-11 2.800 40000.00 31974.54 Agency Debentures and Agency Strips Y N/A N/A 2023-07-07 2023-07-07 2023-07-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0496 4136000000.00 4136000000.00 0.0190 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.13% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 JLL041000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-12-14 2023-12-14 N N N 0.0515 872864833.41 872864833.41 0.0040 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.06% KBVRJ5K57JZ3E2AVWX40 0000877559 JVH582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-05-15 2052-11-15 3.250 - 4.000 29655700.00 27556599.58 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-07-07 N N N 0.0494 27000000.00 27000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.25% 3130AVR79 2549001DPIFGXC1TOL40 US3130AVR791 0001026214 JSV741000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0584 323342087.25 323342087.25 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.17% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-10-21 2024-10-21 N N N 0.0519 276822609.22 276822609.22 0.0013 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.06% 2IGI19DL77OX0HC3ZE78 JUU046000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2050-08-15 0.500 - 4.500 254573800.00 240308418.09 U.S. Treasuries (including strips) Y N/A N/A 2023-07-07 2023-07-07 2023-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0495 235000000.00 235000000.00 0.0011 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.03% 3130AUVS0 2549001DPIFGXC1TOL40 US3130AUVS02 0001026214 JQR650000 U.S. Government Agency Debt Y N/A N/A 2023-11-24 2023-11-24 2023-11-24 N N N 0.0550 115772943.92 115772943.92 0.0005 N N N N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.12% 5493006GGLR4BTEL8O61 JUU538000 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 - 3.250 57660000.00 50703144.08 U.S. Treasuries (including strips) Y N/A N/A 2023-07-05 2023-07-05 2023-07-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0500 49500000.00 49500000.00 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 JLX042000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2023-10-06 2023-10-06 N N N 0.0500 555101587.20 555101587.20 0.0025 N N N N UST NOTES UST NOTES, 5.337068% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-07-03 2024-07-31 2024-07-31 N N N 0.0528 1182954584.63 1182954584.63 0.0054 N Y Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.14% H7FNTJ4851HG0EXQ1Z70 JVE996000 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 2.250 - 2.500 61227700.00 57113385.59 U.S. Treasuries (including strips) Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0503 56000000.00 56000000.00 0.0003 N N N Y FICC BONY REPO PRGM(GOV REPO) FICC BONY REPO PRGM(GOV REPO), 5.06% 549300H47WTHXPU08X20 JVH560000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-21 2051-05-15 0.000 - 3.875 6590344600.00 5349900056.63 U.S. Treasuries (including strips) Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 5245000000.00 5245000000.00 0.0240 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.06% CYYGQCGNHMHPSMRL3R97 JVI342000_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 2024-06-01 2053-05-01 2.000 - 6.000 41115.00 26286.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-09-15 2063-03-15 2.450 - 6.000 2136.00 1781.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-05-01 2053-06-01 1.500 - 7.000 49781.00 41321.09 Agency Mortgage-Backed Securities Y N/A N/A 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 68000.00 68000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.11% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 JKF573000 U.S. Government Agency Debt Y N/A N/A 2023-07-03 2024-01-05 2024-01-05 N N N 0.0513 928894084.71 928894084.71 0.0043 N N N N Fidelity Government Cash Reserves 2023-07-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer