0001752724-23-170354.txt : 20230807 0001752724-23-170354.hdr.sgml : 20230807 20230807142146 ACCESSION NUMBER: 0001752724-23-170354 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230807 DATE AS OF CHANGE: 20230807 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: 231147017 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 2023-07-31 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 71 133065928964.95 137486669479.40 136572802289.55 135262606076.33 158477788673.28 158520941941.70 166609723370.17 161937165214.16 0.6000 0.6200 0.6100 0.6100 0.7100 0.7100 0.7500 0.7300 528000493.20 221883092879.44 221921684255.58 3169584694.35 6591204543.75 219028064899.38 218989655559.7500 1.0000 0.0533 1.0000 1.0000 1.0000 1.0000 C000019553 1.00 219028064899.38 218989655559.7500 1.0000 1.0000 1.0000 1.0000 15853222160.55 14637046103.98 16960969537.02 17778726159.26 18101685838.31 18538456846.44 17510605319.07 17486681784.90 72955705972.62 72123991006.16 0.0493 N BofA Securities, Inc. BofA Securities, Inc., 5.3% 549300HN4UKV1E2R3U73 JWO257000_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 2034-11-01 2061-03-01 1.500 - 6.500 1774274.00 885769.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-11-15 2031-11-15 1.375 25751.00 21143.69 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0530 889000.00 889000.00 0.0000 N Y Y N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 JWJ523000 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 2045-08-15 0.375 - 4.625 149682000.00 142910411.32 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0523 140000000.00 140000000.00 0.0006 N N N Y BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.37% 549300HN4UKV1E2R3U73 JWB966000 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 2025-06-15 2032-02-15 1.875 - 2.875 92207800.00 81764661.45 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-10-18 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 80000000.00 80000000.00 0.0004 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JWJ989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2043-05-15 1.125 - 2.875 27966300.00 22453264.10 U.S. Treasuries (including strips) Y N/A N/A 2023-08-04 2023-08-04 2023-08-04 N N N 0.0518 22000000.00 22000000.00 0.0001 N N Y N UST BILLS UST BILLS, 0% 912797FC6 254900HROIFWPRGM1V77 US912797FC61 JSX636000 U.S. Treasury Debt Y N/A N/A 2023-10-26 2023-10-26 2023-10-26 N N N 0.0536 136265046.06 136265046.06 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-03-06 2024-03-06 N N N 0.0538 182994925.41 182994925.41 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 0.0596 916680082.44 916680082.44 0.0042 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-28 2024-05-28 N N N 0.0541 615002816.70 615002816.70 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 JLP105000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-26 2023-09-26 N N N 0.0522 72754559.24 72754559.24 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 IIA373000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-01 2023-09-01 N N N 0.0526 366985958.58 366985958.58 0.0017 N N N 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 0.0591 321426637.93 321426637.93 0.0015 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 JWO203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2046-11-15 1.375 - 3.750 105239825200.00 85015514354.42 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 85003000000.00 85003000000.00 0.3881 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.365% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 0001026214 JSB583000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-28 2023-08-28 N N N 0.0525 399995128.00 399995128.00 0.0018 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 JPW398000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-19 2023-10-19 N N N 0.0522 27004310.01 27004310.01 0.0001 N N N N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.31% E57ODZWZ7FF32TWEFA76 0000036684 JWJ474000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-04-15 2030-04-15 0.000 5000.00 3690.73 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2030-05-01 2030-05-01 7.125 74000.00 86809.81 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-15 2051-06-20 2.500 - 7.500 235108743.00 1311208.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-15 2053-08-01 0.000 - 6.000 188130801.00 168443680.09 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-12 2028-06-09 2.170 - 4.375 690000.00 693443.95 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2053-08-01 2.000 - 6.000 245437415.00 180002202.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2051-02-15 0.125 - 7.625 23382900.00 29376246.71 U.S. Treasuries (including strips) Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0517 372000000.00 372000000.00 0.0017 N N Y N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.3% JWN934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2052-11-15 0.000 - 5.541 864386416.00 717165651.53 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 703000000.00 703000000.00 0.0032 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-28 2024-05-28 N N N 0.0537 337020560.37 337020560.37 0.0015 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% JWN917000 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 2048-10-01 2053-02-01 3.000 - 6.500 186154712.00 163392250.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-10-01 2.000 - 5.500 226452030.00 139744933.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-08-20 2053-01-20 5.000 - 5.500 171409290.00 167152173.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 461000000.00 461000000.00 0.0021 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2023-08-02 2024-05-02 2024-05-02 N N N 0.0530 184138399.28 184138399.28 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 107543300.00 100465219.56 U.S. Treasuries (including strips) Y N/A N/A 2023-09-29 2023-09-29 2023-09-29 N N N 0.0524 98000000.00 98000000.00 0.0004 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC, 5.304331% ZBUT11V806EZRVTWT807 JWO213000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2053-07-01 2.000 - 7.000 320232915.00 255362969.82 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 250319000.00 250319000.00 0.0011 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.36% 2IGI19DL77OX0HC3ZE78 JWI945000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-07-25 2050-04-01 0.000 - 4.500 45728670.00 16624944.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2037-10-15 0.000 - 7.000 25626697.00 12047.08 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0526 16000000.00 16000000.00 0.0001 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-01-27 2025-01-27 N N N 0.0543 313012097.45 313012097.45 0.0014 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JWJ494000 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 2039-01-20 2057-12-15 2.000 - 6.000 173420231.00 155594818.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2052-09-01 1.500 - 5.000 864236885.00 777224347.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2040-11-15 1.375 - 3.875 54159800.00 46653957.99 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2052-10-01 1.500 - 6.500 685241630.00 542468483.33 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 1491000000.00 1491000000.00 0.0068 N Y Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.35% K5HU16E3LMSVCCJJJ255 JWJ519000 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 2024-03-01 2053-08-01 2.000 - 6.500 1753012642.00 790488908.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-01 2053-06-01 1.500 - 6.000 480929006.00 239455829.24 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0525 1009000000.00 1009000000.00 0.0046 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPFZ3 254900C5LP6DN9OP9V83 US3133EPFZ37 JSQ689000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-18 2024-04-18 N N N 0.0544 177904750.42 177904750.42 0.0008 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.3% KBVRJ5K57JZ3E2AVWX40 0000877559 JWN900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-12-31 2029-12-31 3.875 145520000.00 143883024.25 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 141000000.00 141000000.00 0.0006 N Y Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.35% H7FNTJ4851HG0EXQ1Z70 JWC533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2025-01-31 0.750 - 2.500 109166700.00 103183516.58 U.S. Treasuries (including strips) Y N/A N/A 2023-09-20 2023-09-20 2023-09-20 N N N 0.0525 101000000.00 101000000.00 0.0005 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2023-08-02 2024-02-02 2024-02-02 N N N 0.0537 561051022.95 561051022.95 0.0026 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.33% KBVRJ5K57JZ3E2AVWX40 0000877559 JWJ508000 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 2050-11-15 1.125 - 4.125 167642700.00 143284739.56 U.S. Treasuries (including strips) Y N/A N/A 2023-08-28 2023-08-28 2023-08-28 N N N 0.0521 140000000.00 140000000.00 0.0006 N N N Y UST NOTES UST NOTES, 5.491423% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2023-08-01 2024-10-31 2024-10-31 N N N 0.0537 651336094.16 651336094.16 0.0030 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 JMR792000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-21 2023-09-21 N N N 0.0521 566067235.14 566067235.14 0.0026 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.33% K5HU16E3LMSVCCJJJ255 JWJ515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-13 2033-02-15 0.000 - 4.125 308310500.00 286832420.02 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0523 281000000.00 281000000.00 0.0013 N N N Y 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 0.0595 331247620.89 331247620.89 0.0015 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.32% 549300QJJX6CVVUXLE15 JWJ513000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-01 2052-02-01 2.000 - 4.500 1204264381.00 343795645.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-19 2052-11-15 0.000 - 4.750 119778468.00 110523526.80 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-05-20 2053-07-20 3.000 - 6.000 401764574.00 265306247.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2052-03-01 1.500 - 5.500 1825130070.00 498142876.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 1193000000.00 1193000000.00 0.0054 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-05-27 2025-05-27 N N N 0.0543 56010385.20 56010385.20 0.0003 N N N N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.31% RB0PEZSDGCO3JS6CEU02 JWN949000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2031-05-15 1.625 681160000.00 576299767.75 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 564000000.00 564000000.00 0.0026 N Y Y N FICC BONY REPO PRGM(GOV REPO) FICC BONY REPO PRGM(GOV REPO), 5.3% 549300H47WTHXPU08X20 JWN948000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2048-08-15 0.125 - 3.000 3538661500.00 3442500043.82 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 3375000000.00 3375000000.00 0.0154 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.32% 549300HN4UKV1E2R3U73 JWI966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2029-04-30 2.875 190759600.00 179652717.67 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-08-28 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0520 176000000.00 176000000.00 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 JML880000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-10 2023-10-10 N N N 0.0526 160014009.60 160014009.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-10-03 2024-10-03 N N N 0.0543 68986936.92 68986936.92 0.0003 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JWJ495000 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 2053-07-20 2.000 - 7.000 322088250.00 254167663.14 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-08-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 249000000.00 249000000.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-08-06 2024-08-06 N N N 0.0543 173046033.57 173046033.57 0.0008 N N N N FICC SSB REPO PRGM(GOV REPO) FICC SSB REPO PRGM(GOV REPO), 5.3% 549300H47WTHXPU08X20 JWO093000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-12-31 2030-02-28 3.500 - 4.000 1449164900.00 1435982015.93 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 1407000000.00 1407000000.00 0.0064 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-04-10 2025-04-10 N N N 0.0543 32009617.28 32009617.28 0.0001 N N N N UST BILLS UST BILLS, 0% 912796Z44 254900HROIFWPRGM1V77 US912796Z442 JQX684000 U.S. Treasury Debt Y N/A N/A 2023-08-24 2023-08-24 2023-08-24 N N N 0.0509 2172667962.40 2172667962.40 0.0099 N Y 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 0.0595 321380280.97 321380280.97 0.0015 N N N 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 0.0556 84733569.20 84733569.20 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 JQD623000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-03 2023-11-03 N N N 0.0522 1434323123.22 1434323123.22 0.0065 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.3% 6PJDTY319315T5LR2241 JWN912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2049-05-15 2.875 - 4.500 797423600.00 717994144.99 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 700000000.00 700000000.00 0.0032 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JUM462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-08 2053-05-15 0.000 - 7.500 637331013.00 574621484.85 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0526 558000000.00 558000000.00 0.0025 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384MX4 2549001DPIFGXC1TOL40 US313384MX42 313384MX4 U.S. Government Agency Debt Y N/A N/A 2023-10-13 2023-10-13 2023-10-13 N N N 0.0515 63339992.96 63339992.96 0.0003 N N N 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 0.0512 258202180.60 258202180.60 0.0012 N N Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JUH542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-18 2053-05-15 0.000 - 5.510 653105100.00 576311736.61 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0525 559000000.00 559000000.00 0.0026 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-03-10 2025-03-10 N N N 0.0548 97924513.54 97924513.54 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-26 2024-12-26 N N N 0.0543 312971463.79 312971463.79 0.0014 N N N 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 0.0453 34960594.20 34960594.20 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-17 2024-05-17 N N N 0.0537 38991278.82 38991278.82 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 0.0533 81292785.44 81292785.44 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 JMP190000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-15 2023-08-15 N N N 0.0525 716254075.46 716254075.46 0.0033 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.304331% VYVVCKR63DVZZN70PB21 JWO213000_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 2029-04-20 2053-07-20 1.500 - 6.500 790567463.00 510020136.88 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 499946000.00 499946000.00 0.0023 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-28 2024-05-28 N N N 0.0537 239005193.47 239005193.47 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 0.0594 804310745.90 804310745.90 0.0037 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-02-23 2024-02-23 N N N 0.0533 628064834.72 628064834.72 0.0029 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.31% 2IGI19DL77OX0HC3ZE78 JWI944000 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 2051-08-15 1.500 - 6.625 333127700.00 299728295.93 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-08-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 293000000.00 293000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 JMQ277000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-17 2023-08-17 N N N 0.0525 179000869.94 179000869.94 0.0008 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWI120000 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 2037-06-01 2037-06-01 5.500 2177.00 38.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-03 2052-11-15 0.000 - 4.375 196910473.00 192822922.63 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-12 2023-10-12 2.170 9880000.00 9880941.34 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-08-15 2064-03-15 2.000 - 7.000 50206411.00 48612481.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 4.590 3002160.00 2993838.01 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 248000000.00 248000000.00 0.0011 N N 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 0.0516 313710994.80 313710994.80 0.0014 N Y Y N UST NOTES UST NOTES, 5.276423% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2023-08-01 2024-04-30 2024-04-30 N N N 0.0529 1240679598.62 1240679598.62 0.0057 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 JWE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-11-15 2031-11-15 1.375 84607600.00 69469780.64 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 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 0.0523 68000000.00 68000000.00 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-08-28 2024-08-28 N N N 0.0541 21993370.96 21993370.96 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 JSB239000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-26 2023-10-26 N N N 0.0522 451078519.10 451078519.10 0.0021 N N N N UST BILLS UST BILLS, 0% 912797FA0 254900HROIFWPRGM1V77 US912797FA06 JSM562000 U.S. Treasury Debt Y N/A N/A 2023-10-12 2023-10-12 2023-10-12 N N N 0.0534 277047400.00 277047400.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 JPY241000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-12-01 2023-12-01 N N N 0.0524 440128453.60 440128453.60 0.0020 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JWJ498000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-28 2023-12-14 0.000 569875400.00 561413798.36 U.S. Treasuries (including strips) Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0517 550000000.00 550000000.00 0.0025 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-11-12 2024-11-12 N N N 0.0538 318875922.19 318875922.19 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-10-01 2024-10-01 N N N 0.0539 173017760.18 173017760.18 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 JSB581000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-27 2023-10-27 N N N 0.0522 169030218.89 169030218.89 0.0008 N N N N UST BILLS UST BILLS, 0% 912796YH6 254900HROIFWPRGM1V77 US912796YH64 JLH028000 U.S. Treasury Debt Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0527 227761116.87 227761116.87 0.0010 N Y Y 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 0.0537 463346572.00 463346572.00 0.0021 N N N N UST NOTES UST NOTES, 5.336423% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2023-08-01 2024-01-31 2024-01-31 N N N 0.0531 938006954.56 938006954.56 0.0043 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.31% 1VUV7VQFKUOQSJ21A208 JWI947000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-15 2032-05-15 0.375 - 3.875 748395900.00 712485149.26 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 698000000.00 698000000.00 0.0032 N N 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 0.0459 92154509.44 92154509.44 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-22 2024-04-22 N N N 0.0538 276917740.98 276917740.98 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 JKG585000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-12 2024-01-12 N N N 0.0536 279469500.96 279469500.96 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-05 2024-12-05 N N N 0.0542 64058448.00 64058448.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-11-18 2024-11-18 N N N 0.0540 317045201.03 317045201.03 0.0014 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 0.0511 641084482.35 641084482.35 0.0029 N N Y N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.25% 5493006GGLR4BTEL8O61 JVW384000 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 58370000.00 51261671.12 U.S. Treasuries (including strips) Y N/A N/A 2023-08-02 2023-08-02 2023-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0512 50000000.00 50000000.00 0.0002 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.31% 2IGI19DL77OX0HC3ZE78 JWI940000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2051-08-15 0.500 - 6.625 487583700.00 413425667.74 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 405000000.00 405000000.00 0.0018 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 JKO884000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-26 2024-01-26 N N N 0.0537 744021196.56 744021196.56 0.0034 N N N N Royal Bank of Canada Royal Bank of Canada, 5.304331% ES7IP3U3RHIGC71XBU11 JWO213000_07750 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 2023-10-12 2046-08-15 0.000 - 4.000 146008058.00 138072108.31 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 135282000.00 135282000.00 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-07-12 2024-07-12 N N N 0.0541 92965912.71 92965912.71 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-03-14 2024-03-14 N N N 0.0538 565106485.55 565106485.55 0.0026 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.32% MBNUM2BPBDO7JBLYG310 0000315030 JWJ490000 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 2025-11-15 2.250 294100.00 279492.61 U.S. Treasuries (including strips) Government National Mortgage Association 2053-04-20 2053-05-20 4.500 - 7.500 373576709.00 379440937.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-08-28 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0520 372000000.00 372000000.00 0.0017 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-07-25 2025-07-25 N N N 0.0542 481362433.50 481362433.50 0.0022 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-07-26 2024-07-26 N N N 0.0539 183010182.12 183010182.12 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 0.0591 321431211.61 321431211.61 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 0.0594 323507720.25 323507720.25 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 JMD400000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-24 2024-01-24 N N N 0.0533 119028709.94 119028709.94 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-07-14 2025-07-14 N N N 0.0546 61003666.10 61003666.10 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-26 2024-12-26 N N N 0.0545 31981952.64 31981952.64 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-07-17 2025-07-17 N N N 0.0546 111994792.00 111994792.00 0.0005 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 0.0543 123254953.92 123254953.92 0.0006 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-09-13 2024-09-13 N N N 0.0544 116935412.49 116935412.49 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-23 2024-05-23 N N N 0.0530 312679618.75 312679618.75 0.0014 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.31% MBNUM2BPBDO7JBLYG310 0000315030 JWJ475000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2025-07-15 2030-01-15 0.000 2658000.00 2063895.45 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-09-15 2065-09-15 0.000 121000.00 40240.15 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2053-05-15 0.000 - 4.000 630022614.00 443161306.84 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-15 2028-07-15 0.000 26000.00 21172.34 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-07-24 2030-07-29 1.230 - 5.410 201000.00 201847.34 Agency Debentures and Agency Strips Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0517 435000000.00 435000000.00 0.0020 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-09-17 2024-09-17 N N N 0.0544 124943742.50 124943742.50 0.0006 N N N N UST BILLS UST BILLS, 0% 912796YT0 254900HROIFWPRGM1V77 US912796YT03 JMI121000 U.S. Treasury Debt Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0542 1478145548.66 1478145548.66 0.0067 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 JRT305000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-14 2023-11-14 N N N 0.0522 1309409834.81 1309409834.81 0.0060 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-13 2024-12-13 N N N 0.0542 53519905.21 53519905.21 0.0002 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.27% O2RNE8IBXP4R0TD8PU41 JWI723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2042-05-15 1.750 - 3.250 721318300.00 517594234.19 U.S. Treasuries (including strips) Y N/A N/A 2023-08-02 2023-08-02 2023-08-02 N N N 0.0514 507000000.00 507000000.00 0.0023 N N Y 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 0.0523 303174410.00 303174410.00 0.0014 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JWJ997000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-09-01 2053-05-01 2.000 - 6.000 182357328.00 168360135.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 2053-07-20 3.500 - 6.000 2918516.00 2825066.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-25 2042-05-15 0.000 - 3.000 486614900.00 453653371.69 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 2052-10-01 1.500 - 4.500 520351294.00 391680819.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-04 2023-08-04 2023-08-04 N N N 0.0518 996000000.00 996000000.00 0.0045 N N Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 JWI962000 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 2053-04-20 2053-06-20 5.000 - 5.500 927805131.00 916639337.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-08-28 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0522 898000000.00 898000000.00 0.0041 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-07-24 2024-07-24 N N N 0.0541 179999627.40 179999627.40 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-06-10 2024-06-10 N N N 0.0537 178095970.48 178095970.48 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 0.0523 340742925.06 340742925.06 0.0016 N N N 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 0.0592 969298964.06 969298964.06 0.0044 N N N N UST BILLS UST BILLS, 0% 912797HJ9 254900HROIFWPRGM1V77 US912797HJ96 JVL807000 U.S. Treasury Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0541 1860618848.15 1860618848.15 0.0085 N Y Y 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 0.0539 2395701699.96 2395701699.96 0.0109 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 JPY164000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-30 2023-10-30 N N N 0.0522 814154147.18 814154147.18 0.0037 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-05 2024-04-05 N N N 0.0531 814239014.82 814239014.82 0.0037 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.3% G5GSEF7VJP5I7OUK5573 JWN951000 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 2032-11-15 0.250 - 4.250 2467273200.00 2296358082.00 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 2251000000.00 2251000000.00 0.0103 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-08-19 2024-08-19 N N N 0.0536 161060917.57 161060917.57 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-02-20 2024-02-20 N N N 0.0530 605188167.10 605188167.10 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 0.0511 2980943940.00 2980943940.00 0.0136 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-02-23 2024-02-23 N N N 0.0529 76029381.60 76029381.60 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-07-25 2025-07-25 N N N 0.0546 160008289.60 160008289.60 0.0007 N N N 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 0.0554 926086918.72 926086918.72 0.0042 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-09-03 2024-09-03 N N N 0.0544 167929860.00 167929860.00 0.0008 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.3% KX1WK48MPD4Y2NCUIZ63 JWN923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-02-15 2052-11-15 1.125 - 5.375 288006200.00 287924480.80 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 280000000.00 280000000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-10-24 2024-10-24 N N N 0.0542 73982855.68 73982855.68 0.0003 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.304331% 7TK5RJIZDFROZCA6XF66 JWO213000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-01 2053-08-01 1.500 - 6.500 358690232.00 255325491.68 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2040-09-28 2.120 - 5.200 50064.00 37478.05 Agency Debentures and Agency Strips Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 250319000.00 250319000.00 0.0011 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.3% SUVUFHICNZMP2WKHG940 JWN967000 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 2053-07-01 2.000 - 6.000 1338106519.00 716145417.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 702000000.00 702000000.00 0.0032 N Y Y N UST BILLS UST BILLS, 0% 912797FK8 254900HROIFWPRGM1V77 US912797FK87 JTP930000 U.S. Treasury Debt Y N/A N/A 2023-11-16 2023-11-16 2023-11-16 N N N 0.0542 173246474.72 173246474.72 0.0008 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-01-24 2025-01-24 N N N 0.0543 262092265.92 262092265.92 0.0012 N N N N UST BILLS UST BILLS, 0% 912796YJ2 254900HROIFWPRGM1V77 US912796YJ21 JLT943000 U.S. Treasury Debt Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0532 917109310.96 917109310.96 0.0042 N Y Y N BNP PARIBAS BNP PARIBAS, 5.33% R0MUWSFPU8MPRO8K5P83 JWJ488000 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 2024-03-01 2053-07-01 1.500 - 7.000 1880258239.00 839371093.29 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-05-08 2025-05-08 5.500 130000.00 131369.36 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-08-17 2053-02-15 0.000 - 4.000 1351034500.00 1276894171.64 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2058-06-15 2.000 - 7.500 4143178787.00 1992659287.55 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-07-14 2036-07-14 2.310 1000.00 739.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-07-01 2053-07-01 2.000 - 7.000 369957095.00 215118315.78 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 4236000000.00 4236000000.00 0.0193 N N 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 0.0560 231540939.28 231540939.28 0.0011 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JWJ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-08-15 2052-05-15 1.875 - 4.500 801437900.00 677515662.09 U.S. Treasuries (including strips) Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0517 661000000.00 661000000.00 0.0030 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-02-10 2025-02-10 N N N 0.0545 112000791.84 112000791.84 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 JMQ283000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-21 2023-08-21 N N N 0.0525 537004376.55 537004376.55 0.0025 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-06-03 2024-06-03 N N N 0.0537 346017888.20 346017888.20 0.0016 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.35% H7FNTJ4851HG0EXQ1Z70 JWJ520000 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 - 3.250 196253100.00 185780143.04 U.S. Treasuries (including strips) Y N/A N/A 2023-08-29 2023-08-29 2023-08-29 N N N 0.0523 182000000.00 182000000.00 0.0008 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 JLU656000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-03 2023-10-03 N N N 0.0522 742079735.32 742079735.32 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 0.0588 338719777.60 338719777.60 0.0015 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 0.0596 498785469.78 498785469.78 0.0023 N N N N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JWO029000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0533 322000000.00 322000000.00 0.0015 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-07-11 2024-07-11 N N N 0.0541 372863847.54 372863847.54 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 JPY165000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-27 2023-11-27 N N N 0.0523 352096641.60 352096641.60 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 JPP170000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-10 2023-10-10 N N N 0.0522 535569186.60 535569186.60 0.0024 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 JLT169000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-04 2023-10-04 N N N 0.0523 111009205.23 111009205.23 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 JRV565000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-20 2023-09-20 N N N 0.0522 989113161.38 989113161.38 0.0045 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-11-25 2024-11-25 N N N 0.0534 297265262.58 297265262.58 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-03-21 2024-03-21 N N N 0.0538 145992994.92 145992994.92 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 0.0523 223271083.84 223271083.84 0.0010 N Y Y N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.304331% 5U0XI89JRFVHWIBS4F54 JWO213000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2049-05-15 0.250 - 5.250 832287511.00 732546859.07 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 716971000.00 716971000.00 0.0033 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-08-09 2024-08-09 N N N 0.0543 123925518.16 123925518.16 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 JPY171000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-11-21 2023-11-21 N N N 0.0523 704181913.60 704181913.60 0.0032 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.304331% 5U0XI89JRFVHWIBS4F54 JWO213000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-03-20 3.000 - 5.500 2860500751.00 1347855979.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 674432289.00 647137064.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 4597653202.00 1613441065.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 3499625000.00 3499625000.00 0.0160 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 0.0536 115841697.12 115841697.12 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-11-19 2024-11-19 N N N 0.0538 161063847.77 161063847.77 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-23 2024-01-23 N N N 0.0540 200033662.00 200033662.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 JPW400000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-07-23 2024-07-23 N N N 0.0540 181038312.27 181038312.27 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 0.0509 80565306.21 80565306.21 0.0004 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-26 2024-04-26 N N N 0.0538 92012410.80 92012410.80 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 JPD618000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-02 2023-10-02 N N N 0.0522 269528437.64 269528437.64 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 0.0593 322630234.92 322630234.92 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 JPY168000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-30 2023-10-30 N N N 0.0522 633119871.21 633119871.21 0.0029 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 JQD620000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-02 2023-10-02 N N N 0.0522 349036826.48 349036826.48 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-02-23 2024-02-23 N N N 0.0536 365161508.85 365161508.85 0.0017 N N N 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 0.0513 32767174.77 32767174.77 0.0001 N N Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JWN940000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2025-03-31 3.875 112921400.00 112216619.90 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 110000000.00 110000000.00 0.0005 N Y Y N UST BILLS UST BILLS, 0% 912797HK6 254900HROIFWPRGM1V77 US912797HK69 JVU781000 U.S. Treasury Debt Y N/A N/A 2023-11-14 2023-11-14 2023-11-14 N N N 0.0542 2481274681.20 2481274681.20 0.0113 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JUT792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2053-05-15 1.250 - 5.541 593852600.00 574866606.58 U.S. Treasuries (including strips) Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0526 557500000.00 557500000.00 0.0025 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-03-18 2024-03-18 N N N 0.0529 287258248.34 287258248.34 0.0013 N N N N UST BILLS UST BILLS, 0% 912797HM2 254900HROIFWPRGM1V77 US912797HM26 JWI309000 U.S. Treasury Debt Y N/A N/A 2023-11-28 2023-11-28 2023-11-28 N N N 0.0546 2277466547.98 2277466547.98 0.0104 N Y 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 0.0599 963372388.88 963372388.88 0.0044 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 JWI946000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-06-01 2053-05-01 2.000 - 6.000 566999777.00 341357360.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 2053-05-01 2.000 - 5.000 1038096701.00 297962065.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-08-20 2053-06-20 3.000 - 6.500 135152923.00 72145880.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 697000000.00 697000000.00 0.0032 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-05-12 2025-05-12 N N N 0.0542 327137794.53 327137794.53 0.0015 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.3% JWN918000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-08-15 2041-08-15 1.750 200332800.00 139624922.28 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 136867000.00 136867000.00 0.0006 N Y Y 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 0.0512 993225950.00 993225950.00 0.0045 N N Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 JWH630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2027-06-30 0.750 - 3.250 151583800.00 143979525.55 U.S. Treasuries (including strips) Y N/A N/A 2023-10-24 2023-10-24 2023-10-24 N N N 0.0531 141000000.00 141000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 JQE998000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-03 2023-10-03 N N N 0.0522 714076726.44 714076726.44 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 JPY251000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-12-27 2023-12-27 N N N 0.0534 140015250.20 140015250.20 0.0006 N N N N Nomura Securities International Nomura Securities International, 5.3% OXTKY6Q8X53C9ILVV871 JWO257000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2047-11-15 2064-10-15 2.500 - 5.500 2332248.00 2108912.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2053-08-01 0.000 - 7.500 14026771.00 7089155.58 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-01-29 2037-12-11 0.000 - 5.500 13123.00 13022.79 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-09-07 2053-02-15 0.000 - 5.541 2236993.00 2205503.69 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-06-15 2060-09-15 0.000 - 7.125 318.00 300.09 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-05 2044-10-06 0.000 - 5.105 2139.00 1738.31 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-08-25 2062-09-01 0.000 - 9.000 48491527.00 13178573.24 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-04-15 0.000 6.00 5.12 Agency Debentures and Agency Strips Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 24111000.00 24111000.00 0.0001 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-01-03 2025-01-03 N N N 0.0547 49986776.00 49986776.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-10-25 2024-10-25 N N N 0.0540 234008168.94 234008168.94 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 JPX622000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-24 2023-10-24 N N N 0.0522 705618552.22 705618552.22 0.0032 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.34% KX1WK48MPD4Y2NCUIZ63 JWI926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-10 2053-05-15 0.000 - 6.375 1009736600.00 863496090.27 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0524 844000000.00 844000000.00 0.0039 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-05-19 2025-05-19 N N N 0.0543 326093487.02 326093487.02 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-18 2024-12-18 N N N 0.0545 80955851.76 80955851.76 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-06-10 2024-06-10 N N N 0.0535 670037164.90 670037164.90 0.0031 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.36% 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 314533000.00 277371535.57 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-08-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 269000000.00 269000000.00 0.0012 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 JWJ505000 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 2049-04-20 2052-10-20 2.500 - 6.000 307319571.00 81660633.39 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0525 80000000.00 80000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 JRY569000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-08-22 2023-08-22 N N N 0.0526 658994701.64 658994701.64 0.0030 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.24% KBVRJ5K57JZ3E2AVWX40 0000877559 JWI114000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-15 2052-02-15 0.750 - 3.375 47560800.00 34018276.23 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0524 33000000.00 33000000.00 0.0002 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.32% 549300QJJX6CVVUXLE15 JWJ512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2051-08-15 0.000 - 4.125 175065900.00 171487147.96 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 168000000.00 168000000.00 0.0008 N N Y N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.304331% 549300Y1PMK3RWXMWR72 JWO213000_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 2024-06-18 2053-08-01 1.500 - 6.000 319128323.00 203034681.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-06-20 2073-06-20 2.500 - 6.500 58757408.00 29792524.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2045-02-15 0.125 - 4.625 20782570.00 23750414.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-01 2058-01-01 1.500 - 6.000 402286468.00 198160742.96 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-08 2024-03-08 4.750 5006389.00 5078876.67 Agency Debentures and Agency Strips Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 450575000.00 450575000.00 0.0021 N Y Y N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.35% 5493006GGLR4BTEL8O61 JWK262000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-08-07 2023-08-07 2023-08-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0522 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. 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 0.0594 323507720.25 323507720.25 0.0015 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.32% 549300Y1PMK3RWXMWR72 JWJ510000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2052-05-15 0.250 - 4.750 140198000.00 114781687.85 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-08-28 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0520 112000000.00 112000000.00 0.0005 N N Y 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 0.0594 322628258.52 322628258.52 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-07-26 2024-07-26 N N N 0.0541 27997207.56 27997207.56 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-07-07 2025-07-07 N N N 0.0543 31764602.14 31764602.14 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 JMC214000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-17 2024-01-17 N N N 0.0536 553027622.35 553027622.35 0.0025 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 0001026214 JRT308000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-14 2023-09-14 N N N 0.0521 3005251788.95 3005251788.95 0.0137 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 DFF441000 U.S. Government Agency Debt Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0517 92872222.78 92872222.78 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-07-18 2024-07-18 N N N 0.0539 114502784.64 114502784.64 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 0.0542 2732348596.44 2732348596.44 0.0125 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.304331% KBVRJ5K57JZ3E2AVWX40 JWO213000_03735 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 2033-07-01 2053-07-01 1.500 - 6.000 214891618.00 133597458.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-02-15 0.375 - 4.250 49722142.00 43689823.13 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-09-01 2053-08-01 2.000 - 7.000 39880927.00 22193080.18 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 195286000.00 195286000.00 0.0009 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.304331% MBNUM2BPBDO7JBLYG310 JWO213000_00137 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 2053-07-01 2053-07-01 5.000 90503892.00 88244003.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-08-20 2073-06-20 1.500 - 9.500 1393451164.00 549281677.42 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0530 624933000.00 624933000.00 0.0029 N Y Y N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.36% VYVVCKR63DVZZN70PB21 0000276523 JWD469000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-04-20 2053-07-20 1.500 - 7.000 1476171851.00 507745189.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y WELLS FARGO SEC LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 497000000.00 497000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 JPE041000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-04 2023-10-04 N N N 0.0522 370041728.60 370041728.60 0.0017 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-05-15 2025-05-15 N N N 0.0548 131934813.12 131934813.12 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-09-26 2024-09-26 N N N 0.0543 337766728.76 337766728.76 0.0015 N N N N Bank of America, N.A. Bank of America, N.A., 5.304331% B4TYDEB6GKMZO031MB27 JWO213000_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 5335692284.00 918122908.21 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 899988000.00 899988000.00 0.0041 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-11-25 2024-11-25 N N N 0.0544 121067688.61 121067688.61 0.0006 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.33% ES7IP3U3RHIGC71XBU11 JWJ480000 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 2049-08-20 2053-07-20 2.500 - 7.500 232750725.00 230514102.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-04-01 2053-07-01 2.500 - 7.000 273313155.00 178599513.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2053-05-15 0.000 - 7.625 2339156943.00 2171864309.36 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-06-01 2053-07-01 2.500 - 7.000 119814935.00 100166980.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-09-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0523 2618000000.00 2618000000.00 0.0120 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 JWJ497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2031-08-15 0.125 - 4.000 382834500.00 360325569.09 U.S. Treasuries (including strips) Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0517 353000000.00 353000000.00 0.0016 N N Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 JWJ436000 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 2029-12-31 0.000 - 3.875 600987700.00 573663639.62 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-08-31 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 562000000.00 562000000.00 0.0026 N N Y N BofA Securities, Inc. BofA Securities, Inc., 5.304331% 549300HN4UKV1E2R3U73 JWO213000_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 2034-11-01 2061-03-01 1.500 - 6.500 1279357907.00 638691850.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-11-15 2031-11-15 1.375 18567983.00 15245837.03 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0530 641021000.00 641021000.00 0.0029 N Y Y N 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 0.0529 2084724730.00 2084724730.00 0.0095 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 JSX037000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-25 2024-04-25 N N N 0.0527 342180028.80 342180028.80 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-11-22 2024-11-22 N N N 0.0541 183163415.34 183163415.34 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-12-23 2024-12-23 N N N 0.0545 116942884.11 116942884.11 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-01-28 2025-01-28 N N N 0.0541 68022202.00 68022202.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 JLX032000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-11 2023-10-11 N N N 0.0522 185024630.90 185024630.90 0.0008 N N N N BNP PARIBAS BNP PARIBAS, 5.35% R0MUWSFPU8MPRO8K5P83 JWO027000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-08-07 2023-08-07 2023-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0530 249000000.00 249000000.00 0.0011 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. 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 0.0591 645897494.44 645897494.44 0.0029 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JWN943000 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 2032-07-19 2032-07-19 3.050 265000.00 237905.25 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 2053-05-01 2.500 - 5.500 171047024.00 64171888.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-11-01 2053-07-01 2.500 - 6.000 264683271.00 178590967.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2047-03-20 3.000 33000.00 25952.27 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.750 274006000.00 265008211.82 U.S. Treasuries (including strips) Y N/A N/A 2023-08-07 2023-08-07 2023-08-07 N N N 0.0518 498000000.00 498000000.00 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-05-24 2024-05-24 N N N 0.0540 147963011.84 147963011.84 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-02-26 2025-02-26 N N N 0.0546 206834878.17 206834878.17 0.0009 N N N N Nomura Securities International Nomura Securities International, 5.304331% OXTKY6Q8X53C9ILVV871 JWO213000_07426 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 2023-09-07 2053-02-15 0.000 - 5.541 162570698.00 160282151.67 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-06-15 2060-09-15 0.000 - 7.125 23279.00 21808.82 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-11-15 2064-10-15 2.500 - 5.500 169493099.00 153262518.68 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-04-15 0.000 500.00 371.77 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-01-29 2037-12-11 0.000 - 5.500 953715.00 946414.36 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-08-25 2062-09-01 0.000 - 9.000 3524064783.00 957735907.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2053-08-01 0.000 - 7.500 1019378910.00 515195289.07 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-05 2044-10-06 0.000 - 5.105 155449.00 126329.15 Agency Debentures and Agency Strips Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 1752236000.00 1752236000.00 0.0080 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-06-14 2024-06-14 N N N 0.0540 46000925.98 46000925.98 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-03-13 2024-03-13 N N N 0.0529 77026551.14 77026551.14 0.0004 N N N 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 0.0540 833798645.76 833798645.76 0.0038 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.304331% CYYGQCGNHMHPSMRL3R97 JWO213000_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 2029-09-01 2053-07-01 1.000 - 6.500 117001488.00 92513431.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-12-01 2053-08-01 1.500 - 7.000 26610154.00 22241252.15 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 112488000.00 112488000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-07-21 2025-07-21 N N N 0.0546 259015801.59 259015801.59 0.0012 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.304331% 549300QJJX6CVVUXLE15 JWO213000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-02-01 2.000 - 5.500 488657556.00 94789995.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2053-07-20 2.000 - 6.000 1106844652.00 604530227.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-31 2053-02-15 0.000 - 6.625 502035806.00 427685386.20 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 1103909000.00 1103909000.00 0.0050 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JWJ496000 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 2024-02-15 2030-04-30 0.125 - 4.000 528035800.00 507313912.01 U.S. Treasuries (including strips) Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 N N N 0.0517 497000000.00 497000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AVHR6 2549001DPIFGXC1TOL40 US3130AVHR67 0001026214 JSB582000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-09-27 2023-09-27 N N N 0.0522 169012808.51 169012808.51 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-26 2024-04-26 N N N 0.0538 184024821.60 184024821.60 0.0008 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.275% FOR8UP27PHTHYVLBNG30 0000769993 JWI733000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-02-01 2053-06-01 1.500 - 6.000 1062264287.00 573307176.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-02-01 2053-07-01 1.500 - 6.000 777502821.00 652694296.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-12-31 2033-02-15 3.500 - 4.125 191043900.00 189358876.85 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-01-20 2064-03-15 2.500 - 6.000 572432320.00 109859395.91 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-02 2023-08-02 2023-08-02 N N N 0.0514 1494000000.00 1494000000.00 0.0068 N N Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.304331% VJW2DOOHGDT6PR0ZRO63 JWO213000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-09-15 2053-06-20 1.500 - 9.000 52817832.00 31519730.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2053-08-01 1.500 - 8.000 148510472.00 135072103.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-08-25 2053-08-01 0.375 - 9.000 169038175.00 151315198.49 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-06-13 2025-06-13 2.625 4674.00 4491.80 Agency Debentures and Agency Strips Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 311632000.00 311632000.00 0.0014 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 0.0593 482624402.10 482624402.10 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 0.0591 339625913.22 339625913.22 0.0016 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.19% 3Y4U8VZURTYWI1W2K376 JVM440000 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 2041-04-20 2051-07-20 3.000 - 5.000 96289097.00 81917628.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-08-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0507 80000000.00 80000000.00 0.0004 N N Y 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 0.0554 115755741.12 115755741.12 0.0005 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.17% 3Y4U8VZURTYWI1W2K376 JWB264000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-03-20 2050-10-20 3.000 - 4.500 81973994.00 65420624.27 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0504 64000000.00 64000000.00 0.0003 N N Y N BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 JWJ489000 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 2026-04-24 2051-10-01 2.125 - 2.500 27092.00 21796.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-03-15 2048-03-15 5.000 11233.00 975.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-11-01 2053-08-01 4.349 - 6.000 10149263.00 10275026.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-17 2029-04-15 0.000 - 5.326 449398300.00 429658486.58 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0525 431000000.00 431000000.00 0.0020 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-05-16 2025-05-16 N N N 0.0544 113004591.19 113004591.19 0.0005 N N N N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.304331% 1VUV7VQFKUOQSJ21A208 JWO213000_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 2024-06-15 2032-02-15 0.250 - 4.625 230237316.00 216436092.31 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 212161000.00 212161000.00 0.0010 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-04-12 2024-04-12 N N N 0.0538 372420735.73 372420735.73 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2025-07-24 2025-07-24 N N N 0.0546 273014979.51 273014979.51 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-08-22 2024-08-22 N N N 0.0535 321160246.41 321160246.41 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 JLL041000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-12-14 2023-12-14 N N N 0.0530 873101879.10 873101879.10 0.0040 N N N 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 0.0592 323293792.25 323293792.25 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-10-21 2024-10-21 N N N 0.0542 276837583.97 276837583.97 0.0013 N N N N BNP PARIBAS BNP PARIBAS, 5.31% R0MUWSFPU8MPRO8K5P83 JWB276000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2052-02-15 0.000 - 4.500 236531547.00 205307845.68 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-05-08 2025-05-08 5.500 1330000.00 1344009.63 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-12-15 2053-07-15 2.500 - 6.500 298002913.00 102820351.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-09-01 2052-09-01 3.985 - 6.000 16351736.00 15104484.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2040-12-01 2.610 - 6.500 31167217.00 3730240.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-18 2023-09-18 2023-09-18 N N N 0.0521 321000000.00 321000000.00 0.0015 N N N Y MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.3% U7M81AY481YLIOR75625 JWN899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-10 2030-11-15 0.000 - 4.125 1237126400.00 1149839513.03 U.S. Treasuries (including strips) Y N/A N/A 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 1127000000.00 1127000000.00 0.0051 N Y Y N UST BILLS UST BILLS, 0% 912797HL4 254900HROIFWPRGM1V77 US912797HL43 JWC071000 U.S. Treasury Debt Y N/A N/A 2023-11-21 2023-11-21 2023-11-21 N N N 0.0544 2462100234.55 2462100234.55 0.0112 N Y 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 0.0536 115847200.16 115847200.16 0.0005 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.32% VYVVCKR63DVZZN70PB21 0000276523 JWN982000 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 2053-06-20 2053-06-20 4.500 527666594.00 508035065.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-07 2023-08-07 2023-08-07 N N N 0.0519 498000000.00 498000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 JLX042000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2023-10-06 2023-10-06 N N N 0.0522 555065490.00 555065490.00 0.0025 N N N N UST NOTES UST NOTES, 5.388423% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-08-01 2024-07-31 2024-07-31 N N N 0.0534 1183381564.82 1183381564.82 0.0054 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.24% 3Y4U8VZURTYWI1W2K376 JWH650000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-03-20 2053-06-20 3.000 - 5.000 183129360.00 163390037.90 Agency Mortgage-Backed Securities Y N/A N/A 2023-08-03 2023-08-03 2023-08-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0511 160000000.00 160000000.00 0.0007 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 JKF573000 U.S. Government Agency Debt Y N/A N/A 2023-08-01 2024-01-05 2024-01-05 N N N 0.0535 928904833.24 928904833.24 0.0042 N N N N Fidelity Government Cash Reserves 2023-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer