0001752724-23-200470.txt : 20230908 0001752724-23-200470.hdr.sgml : 20230908 20230908091502 ACCESSION NUMBER: 0001752724-23-200470 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20230908 DATE AS OF CHANGE: 20230908 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: 231243835 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 2023-08-31 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 73 136591165282.94 134479941937.16 133155802697.58 134658757901.81 163735822692.27 162857556064.56 161223553054.61 162433246102.64 0.6100 0.6000 0.6000 0.6000 0.7300 0.7300 0.7200 0.7300 528000711.32 223249150787.81 223276409843.45 3012458632.04 7414200711.22 219402668475.59 219364257690.0900 1.0000 0.0540 1.0000 1.0000 1.0000 1.0000 C000019553 1.00 219402668475.59 219364257690.0900 1.0000 1.0000 1.0000 1.0000 21218579819.04 19798474023.33 18515713889.01 17500823720.94 17530762930.24 17799113208.52 16524343954.00 17000144354.19 83756833763.06 83356415499.34 0.0497 N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-09 2024-05-09 N N N 0.0535 63993630.08 63993630.08 0.0003 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.32% MBNUM2BPBDO7JBLYG310 0000315030 JXN086000 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 2053-03-20 2053-04-20 4.000 - 7.500 382398094.00 375360897.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 2.250 227100.00 221017.67 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0520 368000000.00 368000000.00 0.0017 N N Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.31% U7M81AY481YLIOR75625 JXO743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-31 2053-02-15 1.250 - 5.000 968974300.00 902840380.95 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 884000000.00 884000000.00 0.0040 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JXN048000 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 2048-05-15 1.125 - 4.625 121374100.00 112359744.65 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 110000000.00 110000000.00 0.0005 N Y Y N 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 2029-11-30 2029-11-30 3.875 83019000.00 82141359.42 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 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 0.0526 80000000.00 80000000.00 0.0004 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 0.0533 136883637.96 136883637.96 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 2023-09-01 2024-03-06 2024-03-06 N N N 0.0538 182999008.14 182999008.14 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 0.0579 918140263.03 918140263.03 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 2023-09-01 2024-05-28 2024-05-28 N N N 0.0541 615009821.55 615009821.55 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 2023-09-01 2023-09-26 2023-09-26 N N N 0.0521 72751129.81 72751129.81 0.0003 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.304858% MBNUM2BPBDO7JBLYG310 JXO984000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-09-20 2073-07-20 1.500 - 9.500 1650424212.00 626235676.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0530 613866000.00 613866000.00 0.0028 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 IIA373000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0533 367000000.00 367000000.00 0.0017 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-17 2024-05-17 N N N 0.0535 283995186.20 283995186.20 0.0013 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.3% JXO770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-14 2053-08-15 0.000 - 6.375 915859260.00 706964071.84 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 693000000.00 693000000.00 0.0032 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 JSY318000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0549 322536349.65 322536349.65 0.0015 N N N N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.304858% VJW2DOOHGDT6PR0ZRO63 JXO984000_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 2023-11-15 2053-07-20 1.500 - 9.000 55593135.00 34552730.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2053-09-01 1.500 - 8.000 130061794.00 115532880.46 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-09-08 2025-06-13 2.375 - 2.625 19936.00 19938.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-25 2053-09-01 1.500 - 9.000 182714730.00 162778674.11 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 306704000.00 306704000.00 0.0014 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWXM7 2549001DPIFGXC1TOL40 US3130AWXM79 0001026214 JXC950000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-16 2024-05-16 N N N 0.0535 307994948.80 307994948.80 0.0014 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 2023-09-01 2023-10-19 2023-10-19 N N N 0.0521 27001985.85 27001985.85 0.0001 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 JXD416000 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 2052-05-15 0.250 - 4.375 154539200.00 141077361.05 U.S. Treasuries (including strips) Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0523 138000000.00 138000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-07 2024-11-07 N N N 0.0535 311710187.74 311710187.74 0.0014 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 DGF640000 U.S. Government Agency Debt Y N/A N/A 2023-11-15 2023-11-15 2023-11-15 N N N 0.0524 120694436.52 120694436.52 0.0006 N N N 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 2023-09-01 2024-05-28 2024-05-28 N N N 0.0537 337022070.13 337022070.13 0.0015 N N N 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 2023-09-01 2024-05-02 2024-05-02 N N N 0.0530 184117697.44 184117697.44 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-09-06 2024-09-06 N N N 0.0539 155013770.20 155013770.20 0.0007 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 109168300.00 100861713.28 U.S. Treasuries (including strips) Y N/A N/A 2023-09-29 2023-09-29 2023-09-29 N N N 0.0521 98000000.00 98000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2023-09-06 2024-05-06 2024-05-06 N N N 0.0535 465000000.00 465000000.00 0.0021 N N N 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 2028-06-01 2053-08-01 2.140 - 7.000 14046108.00 2798222.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-05-01 2052-05-01 3.000 12442710.00 10066053.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2062-10-16 2062-10-16 1.038 63599991.00 3670752.52 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0524 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 2023-09-01 2025-01-27 2025-01-27 N N N 0.0542 313005123.81 313005123.81 0.0014 N N N N UST BILLS UST BILLS, 0% 912797HN0 254900HROIFWPRGM1V77 US912797HN09 JWO771000 U.S. Treasury Debt Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0540 1766067192.36 1766067192.36 0.0080 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPFZ3 254900C5LP6DN9OP9V83 US3133EPFZ37 JSQ689000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-18 2024-04-18 N N N 0.0544 177914853.70 177914853.70 0.0008 N N N 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 109221700.00 103714980.96 U.S. Treasuries (including strips) Y N/A N/A 2023-09-20 2023-09-20 2023-09-20 N N N 0.0523 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 2023-09-01 2024-02-02 2024-02-02 N N N 0.0535 561030002.28 561030002.28 0.0026 N N N N UST NOTES UST NOTES, 5.553067% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-10-31 2024-10-31 N N N 0.0545 371888860.20 371888860.20 0.0017 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 2023-09-01 2023-09-21 2023-09-21 N N N 0.0522 566017647.88 566017647.88 0.0026 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVNZ1 2549001DPIFGXC1TOL40 US3130AVNZ10 0001026214 JSQ211000 U.S. Government Agency Debt Y N/A N/A 2024-05-10 2024-05-10 2024-05-10 N N N 0.0581 331736953.93 331736953.93 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 2053-08-01 2.000 - 5.500 895261933.00 241564070.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-05 2050-08-15 0.000 - 6.375 378904362.00 315593805.56 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-05-20 2053-07-20 3.000 - 6.500 364877140.00 274552841.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2052-03-01 1.500 - 5.500 1135172451.00 391932720.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 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 2023-09-01 2025-05-27 2025-05-27 N N N 0.0543 56010704.40 56010704.40 0.0003 N N N N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.304858% 5U0XI89JRFVHWIBS4F54 JXO984000_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 1011785694.00 893077263.89 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 874416000.00 874416000.00 0.0040 N Y 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 2023-09-01 2023-10-10 2023-10-10 N N N 0.0526 160004859.20 160004859.20 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 2023-09-01 2024-10-03 2024-10-03 N N N 0.0544 68987873.94 68987873.94 0.0003 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXO745000 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 2032-05-01 2053-04-01 2.000 - 6.000 514067952.00 387373972.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-11-20 2052-11-20 5.500 64338944.00 62695071.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-02-01 2050-01-01 2.500 - 6.000 84576806.00 49804675.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 490000000.00 490000000.00 0.0022 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 2023-09-01 2024-08-06 2024-08-06 N N N 0.0543 173038999.39 173038999.39 0.0008 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JXN676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2052-08-15 2.250 - 3.500 40583000.00 32948707.70 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0518 32000000.00 32000000.00 0.0001 N N 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 2023-09-01 2025-04-10 2025-04-10 N N N 0.0543 32008648.00 32008648.00 0.0001 N N N N UST BILLS UST BILLS, 0% 912797HV2 254900HROIFWPRGM1V77 US912797HV25 JXC140000 U.S. Treasury Debt Y N/A N/A 2023-12-19 2023-12-19 2023-12-19 N N N 0.0547 296134470.45 296134470.45 0.0013 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 0.0580 321878789.48 321878789.48 0.0015 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 313384NX3 U.S. Government Agency Debt Y N/A N/A 2023-11-06 2023-11-06 2023-11-06 N N N 0.0522 244672457.25 244672457.25 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-05-22 2025-05-22 N N N 0.0540 158089987.32 158089987.32 0.0007 N N N N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.304858% CYYGQCGNHMHPSMRL3R97 JXO984000_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 2028-07-01 2060-07-01 1.722 - 6.500 184003999.00 104986075.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-11-01 2052-10-01 1.880 - 6.000 72751489.00 7736468.65 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 110496000.00 110496000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 3.51% 3130AT3K1 2549001DPIFGXC1TOL40 US3130AT3K19 0001026214 JVF190000 U.S. Government Agency Debt Y N/A N/A 2023-09-22 2023-09-22 2023-09-22 N N N 0.0516 84902182.85 84902182.85 0.0004 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXK041000 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 2042-11-15 2042-11-15 4.000 1040312600.00 1000632092.19 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 980000000.00 980000000.00 0.0045 N Y Y 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 2023-09-01 2023-11-03 2023-11-03 N N N 0.0521 1434177027.30 1434177027.30 0.0065 N N N 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 2023-09-05 2053-08-15 0.000 - 6.750 737412605.00 576465284.46 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0523 558000000.00 558000000.00 0.0025 N N Y N 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 0.0512 63616966.40 63616966.40 0.0003 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 313384LX5 U.S. Government Agency Debt Y N/A N/A 2023-09-19 2023-09-19 2023-09-19 N N N 0.0496 259336277.20 259336277.20 0.0012 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 JUH542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2051-02-15 0.625 - 5.582 745083500.00 577974655.11 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0537 559000000.00 559000000.00 0.0025 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-03-10 2025-03-10 N N N 0.0542 98005733.98 98005733.98 0.0004 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.304858% 549300HN4UKV1E2R3U73 JXO984000_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 870237978.00 501338036.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-11-30 2027-11-30 3.875 15569530.00 15426173.06 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0530 506557000.00 506557000.00 0.0023 N Y Y 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 2023-09-01 2024-12-26 2024-12-26 N N N 0.0542 312975222.92 312975222.92 0.0014 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 JXJ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2025-07-15 2.000 - 3.000 231571200.00 225686525.93 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 221000000.00 221000000.00 0.0010 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 2023-09-01 2024-05-17 2024-05-17 N N N 0.0537 38992161.39 38992161.39 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 0.0530 1725098084.56 1725098084.56 0.0079 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 2023-09-01 2024-05-28 2024-05-28 N N N 0.0536 239007024.21 239007024.21 0.0011 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-08-28 2025-08-28 N N N 0.0542 66038587.56 66038587.56 0.0003 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 0.0583 805215078.56 805215078.56 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 2023-09-01 2024-02-23 2024-02-23 N N N 0.0534 628054799.28 628054799.28 0.0029 N N N N JP Morgan Securities LLC JP Morgan Securities LLC, 5.304858% ZBUT11V806EZRVTWT807 JXO984000_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 2027-06-01 2053-07-01 1.500 - 6.500 385711028.00 248624285.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2037-01-01 2053-05-01 2.970 - 5.890 18893929.00 1870527.89 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 245547000.00 245547000.00 0.0011 N Y Y N UST BILLS UST BILLS, 0% 912797GU5 254900HROIFWPRGM1V77 US912797GU50 JUB145000 U.S. Treasury Debt Y N/A N/A 2023-09-26 2023-09-26 2023-09-26 N N N 0.0522 95647499.52 95647499.52 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2023-09-07 2025-09-02 2025-09-02 N N N 0.0546 437000000.00 437000000.00 0.0020 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NZ8 2549001DPIFGXC1TOL40 US313384NZ80 DGF639000 U.S. Government Agency Debt Y N/A N/A 2023-11-08 2023-11-08 2023-11-08 N N N 0.0523 152505058.86 152505058.86 0.0007 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 2024-07-01 2053-06-01 0.800 - 6.880 30708853.00 3320677.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2052-02-15 0.000 - 4.375 14432947.00 12256443.75 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-06-01 2043-06-12 2.800 - 4.150 325000.00 290066.97 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-08-15 2053-07-20 2.000 - 7.000 368437319.00 190436867.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2053-05-01 3.000 - 6.000 80078940.00 48198214.26 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 248000000.00 248000000.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-09-23 2024-09-23 N N N 0.0535 32009412.16 32009412.16 0.0001 N N N N UST NOTES UST NOTES, 5.338067% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-04-30 2024-04-30 N N N 0.0537 1240648474.34 1240648474.34 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 2027-11-30 2027-11-30 3.875 70436700.00 69788149.66 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 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 0.0521 68000000.00 68000000.00 0.0003 N N Y N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JWQ622000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-09-15 2048-04-20 3.141 - 6.000 258312.00 16096.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-10-28 2052-08-01 0.800 - 4.000 101015794.00 88613815.77 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 2053-06-01 1.500 - 5.500 114005300.00 109002121.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2046-08-15 0.000 - 5.582 155672639.00 129123112.34 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0531 319000000.00 319000000.00 0.0015 N N N Y 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 2023-09-01 2024-08-28 2024-08-28 N N N 0.0542 21994201.02 21994201.02 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 2023-09-01 2023-10-26 2023-10-26 N N N 0.0521 451037784.78 451037784.78 0.0021 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.32% VYVVCKR63DVZZN70PB21 0000276523 JXN075000 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 2032-08-20 2053-08-20 1.500 - 6.500 836154624.00 500095437.36 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0532 490000000.00 490000000.00 0.0022 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-04-09 2025-04-09 N N N 0.0542 48013616.64 48013616.64 0.0002 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 0.0529 2502793898.72 2502793898.72 0.0114 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 2023-09-01 2023-12-01 2023-12-01 N N N 0.0521 440095906.80 440095906.80 0.0020 N N N 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 2023-09-01 2024-11-12 2024-11-12 N N N 0.0538 318864259.13 318864259.13 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 2023-09-01 2024-10-01 2024-10-01 N N N 0.0539 173016388.29 173016388.29 0.0008 N N N N UST BILLS UST BILLS, 0% 912797HU4 254900HROIFWPRGM1V77 US912797HU42 JWV182000 U.S. Treasury Debt Y N/A N/A 2023-12-12 2023-12-12 2023-12-12 N N N 0.0542 288468169.60 288468169.60 0.0013 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.41% 549300HN4UKV1E2R3U73 JXN090000 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 2036-12-01 2053-09-01 1.500 - 6.500 2024090486.00 1159416519.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-10-30 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 0.0531 1136000000.00 1136000000.00 0.0052 N N Y 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 2023-09-01 2023-10-27 2023-10-27 N N N 0.0521 169014833.13 169014833.13 0.0008 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.3% G5GSEF7VJP5I7OUK5573 JXO777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-16 2033-08-15 0.000 - 4.500 2170439400.00 1981131662.94 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1942000000.00 1942000000.00 0.0089 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 JXO757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-19 2033-08-15 0.000 - 4.375 368884400.00 353992281.55 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 347000000.00 347000000.00 0.0016 N N Y 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 0.0462 228798718.16 228798718.16 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 0.0546 463346623.04 463346623.04 0.0021 N N N N UST NOTES UST NOTES, 5.398067% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-01-31 2024-01-31 N N N 0.0536 1067991486.56 1067991486.56 0.0049 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 2028-04-30 2031-08-15 1.250 - 3.625 786166200.00 715740518.15 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 698000000.00 698000000.00 0.0032 N N Y N Royal Bank of Canada Royal Bank of Canada, 5.304858% ES7IP3U3RHIGC71XBU11 JXO984000_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 - 4.375 192947727.00 180402267.84 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 176724000.00 176724000.00 0.0008 N Y Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JXO782000 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 2052-02-15 2.000 - 4.500 905814400.00 665135700.53 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 649000000.00 649000000.00 0.0030 N N Y 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 2023-09-01 2024-04-22 2024-04-22 N N N 0.0538 276910807.41 276910807.41 0.0013 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JXI202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-01 2040-07-01 5.000 - 5.500 3856.00 83.93 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-12 2052-11-15 0.000 - 5.582 437841691.00 324575036.00 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-01-20 2053-06-20 4.500 - 5.500 2591.00 1064.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-21 2023-12-21 2023-12-21 N N N 0.0532 317000000.00 317000000.00 0.0014 N N N Y 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 2023-09-01 2024-01-12 2024-01-12 N N N 0.0534 279473545.33 279473545.33 0.0013 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.304858% 7TK5RJIZDFROZCA6XF66 JXO984000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-25 2056-06-01 1.500 - 8.500 330992605.00 182489342.67 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2028-08-16 5.200 - 5.700 152484.00 152333.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2053-08-01 2.000 - 6.500 75800173.00 67853206.24 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 245547000.00 245547000.00 0.0011 N Y Y 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 2023-09-05 2024-12-05 2024-12-05 N N N 0.0542 64055716.48 64055716.48 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 2023-09-01 2024-11-18 2024-11-18 N N N 0.0540 317041812.30 317041812.30 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 0.0483 643901842.35 643901842.35 0.0029 N N Y N Bank of America, N.A. Bank of America, N.A., 5.304858% B4TYDEB6GKMZO031MB27 JXO984000_00352 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 2046-08-01 2051-05-01 1.250 - 3.500 1897408953.00 902889923.39 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 883968000.00 883968000.00 0.0040 N Y Y N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.37% 5493006GGLR4BTEL8O61 JXK080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2029-08-15 1.625 55766000.00 48309947.60 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0524 47250000.00 47250000.00 0.0002 N N Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JXO846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-11-15 2032-11-15 4.125 110855200.00 112216610.30 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 110000000.00 110000000.00 0.0005 N Y Y N UST BILLS UST BILLS, 0% 912797HA8 254900HROIFWPRGM1V77 US912797HA87 JUN217000 U.S. Treasury Debt Y N/A N/A 2023-10-10 2023-10-10 2023-10-10 N N N 0.0526 1217996319.75 1217996319.75 0.0056 N Y 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 2024-03-31 2051-08-15 0.500 - 4.125 507812100.00 415323568.75 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 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 2023-09-01 2024-01-26 2024-01-26 N N N 0.0535 744004464.00 744004464.00 0.0034 N N N 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 2023-09-01 2024-07-12 2024-07-12 N N N 0.0540 92968425.57 92968425.57 0.0004 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.33% K5HU16E3LMSVCCJJJ255 JXD412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2042-02-15 0.750 - 3.875 312618800.00 282145599.69 U.S. Treasuries (including strips) Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0523 276000000.00 276000000.00 0.0013 N N N Y NORINCHUKIN BK NORINCHUKIN BK, 5.34% 5493007VSMFZCPV1NB83 JXN703000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2053-02-15 2053-02-15 3.625 252307600.00 226667491.10 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0520 220000000.00 220000000.00 0.0010 N N Y 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 2023-09-01 2024-03-14 2024-03-14 N N N 0.0534 565207394.55 565207394.55 0.0026 N N N 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 2023-09-01 2025-07-25 2025-07-25 N N N 0.0542 481337185.81 481337185.81 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 2023-09-01 2024-07-26 2024-07-26 N N N 0.0539 183005857.83 183005857.83 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 0.0580 321834273.62 321834273.62 0.0015 N N N N ING Financial Markets LLC ING Financial Markets LLC, 5.304858% KBVRJ5K57JZ3E2AVWX40 JXO984000_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 2032-02-01 2053-08-01 1.500 - 6.000 53129246.00 29207486.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-09-01 2053-08-01 2.000 - 8.000 18455665.00 10553362.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2052-08-15 0.375 - 4.125 14236960.00 11327927.89 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-05-15 2059-02-15 3.000 - 6.000 36530481.00 11060603.99 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 60840000.00 60840000.00 0.0003 N Y Y 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 0.0580 323963906.50 323963906.50 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 2023-09-01 2024-01-24 2024-01-24 N N N 0.0531 119020992.79 119020992.79 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 2023-09-01 2025-07-14 2025-07-14 N N N 0.0545 61003026.82 61003026.82 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 2023-09-01 2024-12-26 2024-12-26 N N N 0.0544 31983269.76 31983269.76 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 2023-09-01 2025-07-17 2025-07-17 N N N 0.0545 111993726.88 111993726.88 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 0.0542 123816262.50 123816262.50 0.0006 N Y Y N FICC BONY REPO PRGM(GOV REPO) FICC BONY REPO PRGM(GOV REPO), 5.31% 549300H47WTHXPU08X20 JXO902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-10-15 2028-09-30 1.250 - 4.250 500751000.00 450840040.40 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 442000000.00 442000000.00 0.0020 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133ENUG3 254900C5LP6DN9OP9V83 US3133ENUG33 JWP710000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-12 2024-04-12 N N N 0.0535 81994652.78 81994652.78 0.0004 N N N 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 2023-09-01 2024-09-13 2024-09-13 N N N 0.0544 116942451.21 116942451.21 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 2023-09-01 2024-05-23 2024-05-23 N N N 0.0529 312659946.88 312659946.88 0.0014 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.3% JXO789000 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 2032-05-15 1.250 - 4.500 270611800.00 249896026.17 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 244960000.00 244960000.00 0.0011 N Y 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 2023-09-01 2024-09-17 2024-09-17 N N N 0.0544 124949745.00 124949745.00 0.0006 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.304858% 549300QJJX6CVVUXLE15 JXO984000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2053-07-20 2.000 - 6.500 1210069687.00 642332490.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2050-08-15 0.000 - 6.875 643959575.00 400248811.41 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2053-08-01 2.000 - 5.500 572799231.00 126486642.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1143962000.00 1143962000.00 0.0052 N Y Y N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JXI199000 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 2023-09-15 2045-08-15 0.000 - 5.582 257644276.00 249439086.22 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 10000.00 8664.31 Agency Debentures and Agency Strips Government National Mortgage Association 2053-06-20 2064-04-15 5.200 - 5.500 825301.00 814524.49 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0530 245000000.00 245000000.00 0.0011 N N Y 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 0.0536 1509745402.41 1509745402.41 0.0069 N Y Y N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.31% E57ODZWZ7FF32TWEFA76 0000036684 JXO774000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-06-02 2043-08-07 4.750 - 6.090 9926000.00 9935937.49 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-03-15 2052-08-20 2.500 - 4.500 1428548.00 974976.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-15 2053-07-01 0.000 - 5.000 39626078.00 37464657.73 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2051-02-15 0.125 - 7.625 318533200.00 322254411.22 U.S. Treasuries (including strips) Resolution Funding Corp 2030-04-15 2030-04-15 0.000 5000.00 3657.03 Agency Debentures and Agency Strips Federal National Mortgage Association 2030-08-05 2053-08-01 0.875 - 6.034 21116272.00 5401782.15 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-12 2024-03-08 2.170 - 3.250 20000.00 20086.39 Agency Debentures and Agency Strips Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 368000000.00 368000000.00 0.0017 N N 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 2023-09-01 2023-11-14 2023-11-14 N N N 0.0521 1309264418.00 1309264418.00 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 2023-09-01 2024-12-13 2024-12-13 N N N 0.0542 53518471.95 53518471.95 0.0002 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 313384PM5 U.S. Government Agency Debt Y N/A N/A 2023-11-20 2023-11-20 2023-11-20 N N N 0.0524 304485513.64 304485513.64 0.0014 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.35% K5HU16E3LMSVCCJJJ255 JXD411000 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 2040-05-01 2052-11-01 3.500 - 6.000 55177677.00 18802759.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2053-07-01 1.500 - 6.500 2359183440.00 1000404169.00 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0525 997000000.00 997000000.00 0.0045 N N N Y 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 2023-09-01 2024-07-24 2024-07-24 N N N 0.0541 179996967.00 179996967.00 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 2023-09-01 2024-06-10 2024-06-10 N N N 0.0537 178088236.38 178088236.38 0.0008 N N N N FICC SSB REPO PRGM(GOV REPO) FICC SSB REPO PRGM(GOV REPO), 5.3% 549300H47WTHXPU08X20 JXO829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2030-05-15 2030-08-31 0.625 - 4.125 5991316400.00 5651058088.62 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 5539000000.00 5539000000.00 0.0252 N Y Y 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 0.0525 342215683.60 342215683.60 0.0016 N N N N UST BILLS UST BILLS, 0% 912797FB8 254900HROIFWPRGM1V77 US912797FB88 JSR456000 U.S. Treasury Debt Y N/A N/A 2023-10-19 2023-10-19 2023-10-19 N N N 0.0531 234333445.88 234333445.88 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.2% 3130AVQV7 2549001DPIFGXC1TOL40 US3130AVQV78 0001026214 JSV702000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0577 970858895.48 970858895.48 0.0044 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2023-09-05 2025-03-05 2025-03-05 N N N 0.0538 262155667.30 262155667.30 0.0012 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 0.0537 1869145815.58 1869145815.58 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 0.0535 5183050162.50 5183050162.50 0.0236 N Y Y N Nomura Securities International Nomura Securities International, 5.304858% OXTKY6Q8X53C9ILVV871 JXO984000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-01 2062-09-01 1.500 - 8.000 4009581100.00 1233431442.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-11-01 2053-09-01 1.500 - 7.042 1675075275.00 712070831.33 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 0.000 1720.00 1258.32 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-12-21 2031-11-15 0.000 - 5.000 118813224.00 111376866.91 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-11-15 2062-11-15 3.980 - 6.000 209266875.00 199657170.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 2211966000.00 2211966000.00 0.0101 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 2023-09-01 2023-10-30 2023-10-30 N N N 0.0521 814076768.34 814076768.34 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 2023-09-01 2024-04-05 2024-04-05 N N N 0.0532 814202246.44 814202246.44 0.0037 N N N 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 2023-09-01 2024-08-19 2024-08-19 N N N 0.0536 161055628.72 161055628.72 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 2023-09-01 2024-02-20 2024-02-20 N N N 0.0530 605154341.55 605154341.55 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 0.0488 2994041820.00 2994041820.00 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 2023-09-01 2024-02-23 2024-02-23 N N N 0.0529 76024741.04 76024741.04 0.0003 N N N N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.304858% 1VUV7VQFKUOQSJ21A208 JXO984000_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 2024-01-31 2028-08-31 0.250 - 4.250 588705072.00 551851329.37 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 540951000.00 540951000.00 0.0025 N Y Y 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 2023-09-01 2025-07-25 2025-07-25 N N N 0.0545 160004865.60 160004865.60 0.0007 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JXJ366000 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 2038-11-20 2063-08-20 3.000 - 7.000 150343768.00 125608321.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 123000000.00 123000000.00 0.0006 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.05% 3130AUVG6 2549001DPIFGXC1TOL40 US3130AUVG63 0001026214 JQR651000 U.S. Government Agency Debt Y N/A N/A 2023-12-13 2023-12-13 2023-12-13 N N N 0.0563 926199475.84 926199475.84 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 2023-09-05 2024-09-03 2024-09-03 N N N 0.0544 167938965.60 167938965.60 0.0008 N N N 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 2023-09-01 2024-10-24 2024-10-24 N N N 0.0542 73983042.16 73983042.16 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-24 2025-02-24 N N N 0.0536 339289577.19 339289577.19 0.0015 N N N 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 0.0538 1349692393.39 1349692393.39 0.0062 N Y Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.42% H7FNTJ4851HG0EXQ1Z70 JXN707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2027-12-31 2.500 - 3.875 188174200.00 182570913.24 U.S. Treasuries (including strips) Y N/A N/A 2023-10-30 2023-10-30 2023-10-30 N N N 0.0532 179000000.00 179000000.00 0.0008 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-01-24 2025-01-24 N N N 0.0543 262078927.50 262078927.50 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 0.0525 972023911.11 972023911.11 0.0044 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 2028-02-01 2053-08-01 2.000 - 6.859 746869621.00 326802022.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-05 2053-08-15 0.000 - 5.582 3019642873.00 2735683244.19 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-04-20 2062-10-15 2.000 - 7.500 1788934756.00 1188052828.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2024-07-01 2053-04-01 2.000 - 6.880 145943854.00 95237209.71 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 4236000000.00 4236000000.00 0.0193 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-26 2025-02-26 N N N 0.0543 119015560.44 119015560.44 0.0005 N N N 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 0.0572 231569419.60 231569419.60 0.0011 N N N 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 2023-09-01 2025-02-10 2025-02-10 N N N 0.0545 111999454.56 111999454.56 0.0005 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JXB353000 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 2041-07-20 2051-07-20 3.000 - 5.000 107013872.00 80794342.99 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 79000000.00 79000000.00 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-15 2024-11-15 N N N 0.0542 39994204.40 39994204.40 0.0002 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 2023-09-05 2024-06-03 2024-06-03 N N N 0.0536 346022147.46 346022147.46 0.0016 N N N N UST BILLS UST BILLS, 0% 912797HW0 254900HROIFWPRGM1V77 US912797HW08 JXI268000 U.S. Treasury Debt Y N/A N/A 2023-12-26 2023-12-26 2023-12-26 N N N 0.0547 450132260.74 450132260.74 0.0021 N Y Y N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWQ617000 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 2036-12-16 2036-12-16 2.620 465000.00 359701.83 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-11-15 2052-02-15 0.000 - 5.582 46324703.00 42422367.10 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-11-02 2038-11-02 4.250 10000.00 9127.75 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-06-01 2053-08-01 3.000 - 7.000 367784047.00 187535022.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-04-01 2052-04-01 2.000 30665100.00 22921445.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-03-20 2053-06-20 4.000 - 5.500 22789.00 21048.01 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 247000000.00 247000000.00 0.0011 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXN053000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-09-30 2029-09-30 3.875 124040500.00 123527315.98 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 2051-06-01 3.000 - 5.000 2854000.00 986110.44 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 122000000.00 122000000.00 0.0006 N Y Y N 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 2023-09-01 2023-10-03 2023-10-03 N N N 0.0521 742028722.82 742028722.82 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 0.0571 339097694.40 339097694.40 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 0.0579 499579985.64 499579985.64 0.0023 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JWO029000 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 2053-06-01 2053-07-01 5.000 346453442.00 329961772.69 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 322000000.00 322000000.00 0.0015 N N N Y 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 2023-09-01 2024-07-11 2024-07-11 N N N 0.0540 372874317.65 372874317.65 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 2023-09-01 2023-11-27 2023-11-27 N N N 0.0521 352070597.12 352070597.12 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 2023-09-01 2023-10-10 2023-10-10 N N N 0.0521 535528086.98 535528086.98 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 2023-09-01 2023-10-04 2023-10-04 N N N 0.0522 111002952.60 111002952.60 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 2023-09-01 2023-09-20 2023-09-20 N N N 0.0522 989029788.68 989029788.68 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 2023-09-01 2024-11-25 2024-11-25 N N N 0.0534 297248526.63 297248526.63 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 2023-09-01 2024-03-21 2024-03-21 N N N 0.0538 145994831.60 145994831.60 0.0007 N N N 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 2023-09-01 2024-08-09 2024-08-09 N N N 0.0543 123930569.92 123930569.92 0.0006 N N N N UST NOTES UST NOTES, 5.448067% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 ICH729000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2023-10-31 2023-10-31 N N N 0.0529 246024361.38 246024361.38 0.0011 N Y Y N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% JXO785000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-12-20 2053-01-20 5.000 - 5.500 135874413.00 129029327.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-10-01 2053-02-01 3.000 - 6.500 186155697.00 160857583.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2053-08-01 2.000 - 5.500 231784935.00 172241247.20 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 453000000.00 453000000.00 0.0021 N Y Y 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 2023-09-01 2023-11-21 2023-11-21 N N N 0.0521 704124776.96 704124776.96 0.0032 N N N N FICC BONY REPO PRGM(GOV REPO) FICC BONY REPO PRGM(GOV REPO), 5.3% 549300H47WTHXPU08X20 JXO796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2051-05-15 0.000 - 2.375 4378356300.00 4237080028.32 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 4154000000.00 4154000000.00 0.0189 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 0.0546 115843656.36 115843656.36 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NE5 2549001DPIFGXC1TOL40 US313384NE51 313384NE5 U.S. Government Agency Debt Y N/A N/A 2023-10-20 2023-10-20 2023-10-20 N N N 0.0514 58588244.90 58588244.90 0.0003 N N Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JXO111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2053-02-15 2.250 - 4.000 581624000.00 507735765.15 U.S. Treasuries (including strips) Y N/A N/A 2023-09-06 2023-09-06 2023-09-06 N N N 0.0518 495000000.00 495000000.00 0.0023 N N Y 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 2023-09-01 2024-11-19 2024-11-19 N N N 0.0538 161059447.64 161059447.64 0.0007 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PJ2 2549001DPIFGXC1TOL40 US313384PJ21 313384PJ2 U.S. Government Agency Debt Y N/A N/A 2023-11-17 2023-11-17 2023-11-17 N N N 0.0524 231429479.58 231429479.58 0.0011 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 JXO957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2046-11-15 1.625 - 4.375 66851035811.00 58814657550.42 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 58806000000.00 58806000000.00 0.2680 N Y Y 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 2023-09-01 2024-01-23 2024-01-23 N N N 0.0538 200023554.00 200023554.00 0.0009 N N N N Nomura Securities International Nomura Securities International, 5.3% OXTKY6Q8X53C9ILVV871 JXP079000_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 2062-11-15 3.980 - 6.000 2365175.00 2256557.86 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 0.000 19.00 14.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-11-01 2053-09-01 1.500 - 7.042 18932008.00 8047940.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-01 2062-09-01 1.500 - 8.000 45316984.00 13940443.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-21 2031-11-15 0.000 - 5.000 1342847.00 1258799.49 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 25000000.00 25000000.00 0.0001 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXN664000 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 2025-06-01 2058-01-01 1.500 - 7.500 768886002.00 253611620.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-09-01 2053-08-01 1.500 - 6.000 814258992.00 497668778.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-07-31 2026-07-31 1.875 799975000.00 742660378.09 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0518 1464000000.00 1464000000.00 0.0067 N N Y N UST BILLS UST BILLS, 0% 912796ZD4 254900HROIFWPRGM1V77 US912796ZD42 JMV193000 U.S. Treasury Debt Y N/A N/A 2023-11-30 2023-11-30 2023-11-30 N N N 0.0541 536180273.73 536180273.73 0.0024 N Y Y 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 2023-09-01 2024-07-23 2024-07-23 N N N 0.0536 181043948.61 181043948.61 0.0008 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JXO754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-15 2026-09-30 0.875 - 4.125 576090300.00 550881327.62 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 540000000.00 540000000.00 0.0025 N N Y 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 0.0457 80919524.88 80919524.88 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 2023-09-01 2024-04-26 2024-04-26 N N N 0.0538 92009132.84 92009132.84 0.0004 N N N N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.3% 6PJDTY319315T5LR2241 JXO766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-21 2051-08-15 0.000 - 3.750 786738400.00 716739787.74 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 700000000.00 700000000.00 0.0032 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133EPSN6 254900C5LP6DN9OP9V83 US3133EPSN69 JWP895000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-03-08 2024-03-08 N N N 0.0524 31016216.41 31016216.41 0.0001 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 2023-09-01 2023-10-02 2023-10-02 N N N 0.0521 269509731.65 269509731.65 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 0.0582 323018714.16 323018714.16 0.0015 N N N N UST BILLS UST BILLS, 0% 912797HB6 254900HROIFWPRGM1V77 US912797HB60 JUT303000 U.S. Treasury Debt Y N/A N/A 2023-10-17 2023-10-17 2023-10-17 N N N 0.0530 766781712.32 766781712.32 0.0035 N Y Y 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 2023-09-01 2023-10-30 2023-10-30 N N N 0.0521 633059698.23 633059698.23 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 2023-09-01 2023-10-02 2023-10-02 N N N 0.0521 349012602.39 349012602.39 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 2023-09-01 2024-02-23 2024-02-23 N N N 0.0536 365135411.35 365135411.35 0.0017 N N N N UST BILLS UST BILLS, 0% 912796CQ0 254900HROIFWPRGM1V77 US912796CQ02 JRP473000 U.S. Treasury Debt Y N/A N/A 2023-09-14 2023-09-14 2023-09-14 N N N 0.0499 1441765373.72 1441765373.72 0.0066 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.304858% 5U0XI89JRFVHWIBS4F54 JXO984000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 667800383.00 632256986.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-08-20 3.000 - 6.000 2964820948.00 1458323468.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 4427153744.00 1514669043.71 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 3486762000.00 3486762000.00 0.0159 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 313384LY3 U.S. Government Agency Debt Y N/A N/A 2023-09-20 2023-09-20 2023-09-20 N N N 0.0497 32911084.80 32911084.80 0.0002 N N Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.31% SUVUFHICNZMP2WKHG940 JXO747000 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 2035-09-01 2053-09-01 2.000 - 7.000 1037722442.00 549861092.85 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 539000000.00 539000000.00 0.0025 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JXK037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2051-02-15 1.500 - 3.500 22132000.00 21442336.29 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 21000000.00 21000000.00 0.0001 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 0.0537 2492694918.00 2492694918.00 0.0114 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 2023-10-12 2053-08-15 0.000 - 5.613 618546100.00 576726236.32 U.S. Treasuries (including strips) Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0524 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 2023-09-01 2024-03-18 2024-03-18 N N N 0.0530 287221853.87 287221853.87 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 0.0542 2288011524.04 2288011524.04 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 0.0584 964818125.92 964818125.92 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 2042-02-01 2053-08-01 2.000 - 6.500 303726511.00 174500147.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-16 2041-12-16 2.920 1000.00 736.33 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-10-01 2053-08-01 2.000 - 6.500 1137586994.00 414197893.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-20 2053-06-20 3.000 - 7.000 279957378.00 126023423.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 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 2023-09-01 2025-05-12 2025-05-12 N N N 0.0542 327128059.74 327128059.74 0.0015 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.304858% VYVVCKR63DVZZN70PB21 JXO984000_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 2029-04-20 2053-08-20 1.500 - 7.000 925715292.00 500610406.61 Agency Mortgage-Backed Securities MLTI FMLY CONN AVE SEC 2019-01 B-10 20491025 FLT 2049-10-25 2049-10-25 10.902 392875.00 383077.68 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 491094000.00 491094000.00 0.0022 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 0.0494 997588870.00 997588870.00 0.0045 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-03-28 2025-03-28 N N N 0.0538 63046822.86 63046822.86 0.0003 N N N 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 151727800.00 144637204.14 U.S. Treasuries (including strips) Y N/A N/A 2023-10-24 2023-10-24 2023-10-24 N N N 0.0529 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 2023-09-01 2023-10-03 2023-10-03 N N N 0.0521 714027638.94 714027638.94 0.0033 N N N N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.31% RB0PEZSDGCO3JS6CEU02 JXO787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-08-15 2031-08-15 1.250 698735000.00 564280727.71 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 552000000.00 552000000.00 0.0025 N Y Y 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 2023-09-01 2023-12-27 2023-12-27 N N N 0.0531 140011884.60 140011884.60 0.0006 N N N N UST BILLS UST BILLS, 0% 912796CS6 254900HROIFWPRGM1V77 US912796CS67 JSB193000 U.S. Treasury Debt Y N/A N/A 2023-09-28 2023-09-28 2023-09-28 N N N 0.0522 1657413671.68 1657413671.68 0.0076 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 2023-09-01 2025-01-03 2025-01-03 N N N 0.0546 49987576.50 49987576.50 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 2023-09-01 2024-10-25 2024-10-25 N N N 0.0540 234003346.20 234003346.20 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 2023-09-01 2023-10-24 2023-10-24 N N N 0.0521 705555967.32 705555967.32 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 2024-02-22 2053-05-15 0.000 - 6.375 983290000.00 866436456.42 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0522 844000000.00 844000000.00 0.0038 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 2023-09-01 2025-05-19 2025-05-19 N N N 0.0543 326089066.46 326089066.46 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 2023-09-01 2024-12-18 2024-12-18 N N N 0.0544 80959653.90 80959653.90 0.0004 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.3% KBVRJ5K57JZ3E2AVWX40 0000877559 JXO769000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-15 2024-09-15 0.375 148040000.00 140869815.36 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 138000000.00 138000000.00 0.0006 N Y Y 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 2023-09-01 2024-06-10 2024-06-10 N N N 0.0535 670042578.50 670042578.50 0.0031 N N N 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 2049-07-20 2052-01-20 2.000 - 3.500 237026025.00 82036560.75 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0523 80000000.00 80000000.00 0.0004 N N N Y 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 2023-10-24 2050-08-15 0.000 - 6.875 175407100.00 172280029.03 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 168000000.00 168000000.00 0.0008 N N Y N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.3% KX1WK48MPD4Y2NCUIZ63 JXO758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-26 2053-02-15 0.000 - 6.000 311165100.00 281569062.14 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 276000000.00 276000000.00 0.0013 N Y Y N 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 0.0580 323963906.50 323963906.50 0.0015 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.32% 549300Y1PMK3RWXMWR72 JXN087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-15 2049-08-15 0.250 - 4.000 121376400.00 112291382.95 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0520 110000000.00 110000000.00 0.0005 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.31% 2IGI19DL77OX0HC3ZE78 JXN941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2049-05-15 0.750 - 4.250 305638100.00 293877022.35 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 288000000.00 288000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-10 2024-05-10 N N N 0.0535 269496386.01 269496386.01 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 JSX072000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0583 322992645.12 322992645.12 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-08-22 2025-08-22 N N N 0.0545 236996151.12 236996151.12 0.0011 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 2023-09-01 2024-07-26 2024-07-26 N N N 0.0541 27996959.48 27996959.48 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.354% 3133ENZB9 254900C5LP6DN9OP9V83 US3133ENZB90 JWP689000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-03-22 2024-03-22 N N N 0.0535 59496088.47 59496088.47 0.0003 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.31% MBNUM2BPBDO7JBLYG310 0000315030 JXO775000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2065-09-15 0.000 - 2.875 212000.00 93862.02 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-09-02 2036-09-02 2.200 5000.00 3729.15 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-11-15 2053-05-15 0.000 - 3.000 633042767.00 438102191.94 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 0.000 1000.00 713.46 Agency Debentures and Agency Strips Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0518 428000000.00 428000000.00 0.0020 N N Y 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 2023-09-01 2025-07-07 2025-07-07 N N N 0.0543 31763792.20 31763792.20 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-06-24 2025-06-24 N N N 0.0542 138041671.86 138041671.86 0.0006 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 2023-09-01 2024-01-17 2024-01-17 N N N 0.0534 553014344.82 553014344.82 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 2023-09-01 2023-09-14 2023-09-14 N N N 0.0523 3005039786.20 3005039786.20 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 0.0516 93277300.74 93277300.74 0.0004 N N Y 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 2023-09-01 2024-07-18 2024-07-18 N N N 0.0539 114501054.55 114501054.55 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 0.0538 3873848496.27 3873848496.27 0.0177 N Y Y N WELLS FARGO BANK NA(GOV REPO) WELLS FARGO BANK NA(GOV REPO), 5.36% KB1H1DSPRFMYMCUFXT09 0000740906 JWX401000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2043-02-15 2052-05-15 2.875 - 3.875 333820900.00 283730675.29 U.S. Treasuries (including strips) Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0523 276000000.00 276000000.00 0.0013 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-01 2024-08-01 N N N 0.0538 36988473.26 36988473.26 0.0002 N N N 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 2053-06-20 2053-06-20 4.500 535584574.00 510080916.25 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y WELLS FARGO SEC LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 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 2023-09-01 2023-10-04 2023-10-04 N N N 0.0521 370015051.60 370015051.60 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 2023-09-01 2025-05-15 2025-05-15 N N N 0.0543 132026782.80 132026782.80 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 2023-09-01 2024-09-26 2024-09-26 N N N 0.0543 337767431.28 337767431.28 0.0015 N N N 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 2023-09-01 2024-11-25 2024-11-25 N N N 0.0542 121090935.13 121090935.13 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 2035-02-20 2053-08-20 4.500 - 6.220 3963599.00 4000280.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-09-01 2053-09-25 2.000 - 7.000 1045066106.00 727966962.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-05 2052-02-15 0.000 - 6.375 2017882500.00 1932148596.43 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2045-04-01 4.000 - 4.230 51462147.00 21786528.97 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0521 2618000000.00 2618000000.00 0.0119 N N 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 0.0523 4419161614.80 4419161614.80 0.0201 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 2023-09-01 2024-04-25 2024-04-25 N N N 0.0528 342151588.08 342151588.08 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 2023-09-01 2024-11-22 2024-11-22 N N N 0.0541 183152742.78 183152742.78 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 2023-09-01 2024-12-23 2024-12-23 N N N 0.0544 116947421.37 116947421.37 0.0005 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 JXO780000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-15 2027-12-31 0.000 - 3.875 612353200.00 563123230.38 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 552000000.00 552000000.00 0.0025 N N Y 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 2023-09-01 2025-01-28 2025-01-28 N N N 0.0540 68019494.24 68019494.24 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 2023-09-01 2023-10-11 2023-10-11 N N N 0.0521 185009971.50 185009971.50 0.0008 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.304858% KB1H1DSPRFMYMCUFXT09 JXO984000_00412 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 2037-05-15 2052-02-15 2.250 - 5.000 84683755.00 70579874.78 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 68950000.00 68950000.00 0.0003 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PB9 2549001DPIFGXC1TOL40 US313384PB94 313384PB9 U.S. Government Agency Debt Y N/A N/A 2023-11-10 2023-11-10 2023-11-10 N N N 0.0523 57054190.43 57054190.43 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2023-09-07 2024-05-07 2024-05-07 N N N 0.0535 310000000.00 310000000.00 0.0014 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWO027000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-08-01 2053-08-01 2.000 - 6.500 78861834.00 73109441.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-04-01 2053-03-01 2.000 - 4.500 41823149.00 38636207.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2050-05-15 0.000 - 5.582 10745784.00 6031183.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-06-20 2053-06-20 2.500 - 6.500 147685115.00 137393917.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 249000000.00 249000000.00 0.0011 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVSA1 2549001DPIFGXC1TOL40 US3130AVSA14 0001026214 JSW961000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0580 646694375.58 646694375.58 0.0029 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.35% 3133ENQJ2 254900C5LP6DN9OP9V83 US3133ENQJ28 JWP705000 U.S. Government Agency Debt Y N/A N/A 2023-09-05 2024-03-04 2024-03-04 N N N 0.0535 34998631.85 34998631.85 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-20 2025-02-20 N N N 0.0536 79067450.20 79067450.20 0.0004 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JXD419000 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 2036-04-20 2052-04-20 3.000 - 6.000 148104581.00 125738103.33 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 123000000.00 123000000.00 0.0006 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 2023-09-01 2024-05-24 2024-05-24 N N N 0.0540 147967983.16 147967983.16 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 2023-09-01 2025-02-26 2025-02-26 N N N 0.0546 206846205.21 206846205.21 0.0009 N N N 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 2023-09-01 2024-06-14 2024-06-14 N N N 0.0540 46001401.16 46001401.16 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 2023-09-01 2024-03-13 2024-03-13 N N N 0.0529 77023384.90 77023384.90 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 0.0543 1237467536.34 1237467536.34 0.0056 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 2023-09-01 2025-07-21 2025-07-21 N N N 0.0545 259011313.12 259011313.12 0.0012 N N N 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 2023-09-01 2023-09-27 2023-09-27 N N N 0.0521 169003423.94 169003423.94 0.0008 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NY1 2549001DPIFGXC1TOL40 US313384NY16 313384NY1 U.S. Government Agency Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0523 152526937.64 152526937.64 0.0007 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 2023-09-01 2024-04-26 2024-04-26 N N N 0.0538 184018265.68 184018265.68 0.0008 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXO097000 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 2029-02-01 2053-03-01 3.000 - 6.500 144452210.00 78221920.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-04-01 2053-01-01 2.500 - 7.000 957472075.00 179169806.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2028-11-06 2028-11-06 6.180 1760000.00 1937254.29 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-07-15 2036-07-15 5.500 7305000.00 8124991.93 Agency Debentures and Agency Strips Government National Mortgage Association 2050-05-20 2053-07-20 3.000 - 6.500 774953386.00 232414615.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-24 2043-02-15 0.000 - 4.000 1013454300.00 992831629.37 U.S. Treasuries (including strips) Y N/A N/A 2023-09-06 2023-09-06 2023-09-06 N N N 0.0518 1463000000.00 1463000000.00 0.0067 N N 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 0.0579 483341503.70 483341503.70 0.0022 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.304858% 549300Y1PMK3RWXMWR72 JXO984000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2063-06-20 2.000 - 6.500 394959588.00 143360721.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2032-08-15 2.750 2765836.00 2487119.00 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-08 2024-03-08 4.750 4910930.00 5004554.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-18 2053-08-01 1.500 - 6.500 268071919.00 172229879.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-11-01 2058-01-01 1.500 - 6.500 457552770.00 253054840.68 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 564757000.00 564757000.00 0.0026 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.38% 549300HN4UKV1E2R3U73 JXN089000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-11-30 2027-11-30 3.875 178206400.00 176565553.37 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-10-30 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 173000000.00 173000000.00 0.0008 N N Y 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 0.0575 340002032.81 340002032.81 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.04% 3130AUWA8 2549001DPIFGXC1TOL40 US3130AUWA84 0001026214 JQS227000 U.S. Government Agency Debt Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0563 115770956.84 115770956.84 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-21 2024-11-21 N N N 0.0534 127089457.53 127089457.53 0.0006 N N N 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 2053-09-01 2.125 - 5.500 3409012.00 3343595.12 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-09-08 2023-11-17 0.000 - 2.375 6458000.00 6386563.88 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-03-15 2053-07-20 3.500 - 5.000 1284154.00 1043500.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2053-09-01 2.500 - 6.000 9287420.00 9213722.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-19 2053-08-15 0.000 - 5.398 447300500.00 421987337.77 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0523 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 2023-09-01 2025-05-16 2025-05-16 N N N 0.0544 113003943.70 113003943.70 0.0005 N N N 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 2023-09-01 2024-04-12 2024-04-12 N N N 0.0538 372427861.65 372427861.65 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 2023-09-01 2025-07-24 2025-07-24 N N N 0.0545 273009317.49 273009317.49 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 2023-09-01 2024-08-22 2024-08-22 N N N 0.0535 321147303.69 321147303.69 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 2023-09-01 2023-12-14 2023-12-14 N N N 0.0530 873021510.72 873021510.72 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 0.0578 323782888.00 323782888.00 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 2023-09-01 2024-10-21 2024-10-21 N N N 0.0542 276838744.18 276838744.18 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 2023-09-15 2047-11-15 0.000 - 5.582 223587088.00 212800118.58 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-05-17 2024-05-17 5.350 40000.00 40685.64 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-12-15 2053-07-20 2.000 - 6.500 161847197.00 91326986.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2025-07-01 2053-07-01 3.500 - 6.000 33664869.00 11414066.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2053-04-01 2.500 - 6.500 61175789.00 14081119.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-18 2023-09-18 2023-09-18 N N N 0.0519 321000000.00 321000000.00 0.0015 N N N Y 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 0.0539 2473476051.98 2473476051.98 0.0113 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 0.0546 115850295.04 115850295.04 0.0005 N N N 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 2023-09-01 2023-10-06 2023-10-06 N N N 0.0521 555024492.15 555024492.15 0.0025 N N N N UST NOTES UST NOTES, 5.450067% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-07-31 2024-07-31 N N N 0.0542 1245300231.75 1245300231.75 0.0057 N Y 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 2023-09-01 2024-01-05 2024-01-05 N N N 0.0533 928920347.54 928920347.54 0.0042 N N N N Fidelity Government Cash Reserves 2023-09-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer