0001752724-23-275898.txt : 20231207 0001752724-23-275898.hdr.sgml : 20231207 20231207095919 ACCESSION NUMBER: 0001752724-23-275898 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20231207 DATE AS OF CHANGE: 20231207 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: 231471297 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 2023-11-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N N Government/Agency Exempt Government N 26 73 143790696973.70 144713324586.01 147552244551.40 146015741993.76 169938475480.51 173801866300.45 174275245372.69 172977689098.67 0.6300 0.6200 0.6300 0.6200 0.7400 0.7400 0.7400 0.7400 1243000254.63 231426482964.78 231428979285.04 3616073144.08 7510082800.30 228777969883.45 228739423188.6200 1.0000 0.0542 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 228777969883.45 228739423188.6200 1.0002 1.0002 1.0002 1.0002 23056411475.00 20531145917.76 19301059275.33 19503069417.53 24329896264.65 21791069942.59 16466676961.97 17772526884.94 89846269109.30 86284083719.62 0.0499 N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 KAW855000 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 2041-03-20 2049-11-20 3.000 - 5.000 248381022.00 186435571.01 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0519 182000000.00 182000000.00 0.0008 N N Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KBU254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2026-02-28 0.500 - 2.500 238114200.00 222388569.61 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 217000000.00 217000000.00 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-09 2024-05-09 N N N 0.0535 63996981.12 63996981.12 0.0003 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.33% FOR8UP27PHTHYVLBNG30 0000769993 KBV893000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 2052-03-01 2.000 - 5.500 56072927.00 37629123.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2029-09-30 0.250 - 3.875 713368400.00 688912778.81 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-08-01 2053-11-01 3.000 - 6.000 41614724.00 7966830.47 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-07 N N N 0.0520 720000000.00 720000000.00 0.0031 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-03-06 2024-03-06 N N N 0.0533 182998693.38 182998693.38 0.0008 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.33% KX1WK48MPD4Y2NCUIZ63 KAV969000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2053-11-15 0.250 - 5.375 723927900.00 671032424.92 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 655000000.00 655000000.00 0.0029 N N Y 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 0.0561 919697297.32 919697297.32 0.0040 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-04-29 2025-04-29 N N N 0.0544 155996613.24 155996613.24 0.0007 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 KBU175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2053-05-15 2053-05-15 3.625 256917000.00 220550095.15 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0518 214000000.00 214000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-28 2024-05-28 N N N 0.0543 615006186.90 615006186.90 0.0027 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RS0 2549001DPIFGXC1TOL40 US313384RS02 313384RS0 U.S. Government Agency Debt Y N/A N/A 2024-01-12 2024-01-12 2024-01-12 N N N 0.0512 81770400.82 81770400.82 0.0004 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-17 2024-05-17 N N N 0.0537 283996404.56 283996404.56 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 JSY318000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0540 322838761.63 322838761.63 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSK5 2549001DPIFGXC1TOL40 US3130AXSK51 0001026214 KBE446000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0552 306909907.78 306909907.78 0.0013 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.34% 549300QJJX6CVVUXLE15 KAW838000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-05-20 2053-08-20 2.000 - 6.500 392704624.00 296364048.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 2053-09-01 2.000 - 6.500 196798484.00 172828949.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-26 2053-05-15 0.000 - 5.476 518585328.00 504409695.36 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2053-08-01 1.500 - 5.500 942998691.00 217946747.49 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 1163000000.00 1163000000.00 0.0051 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130AWXM7 2549001DPIFGXC1TOL40 US3130AWXM79 0001026214 JXC950000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-16 2024-05-16 N N N 0.0537 307996522.68 307996522.68 0.0013 N N N N Societe Generale Societe Generale, 5.316915% O2RNE8IBXP4R0TD8PU41 KBW143000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2053-08-15 1.125 - 7.625 308676380.00 234905390.25 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 229158000.00 229158000.00 0.0010 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-07 2024-11-07 N N N 0.0536 311666883.01 311666883.01 0.0014 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 KAW832000 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 2053-11-15 0.625 - 5.000 144783700.00 111974153.01 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0520 109000000.00 109000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-28 2024-05-28 N N N 0.0539 337014730.27 337014730.27 0.0015 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 313384WW5 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0510 108952553.93 108952553.93 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-02 2024-05-02 N N N 0.0530 184074575.20 184074575.20 0.0008 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP, 5.31% RUC0QBLBRPRCU4W1NE59 0000772028 KBV240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2051-11-15 0.000 - 5.000 129916000.00 111310124.37 U.S. Treasuries (including strips) Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 N N N 0.0518 109000000.00 109000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-09-06 2024-09-06 N N N 0.0538 155009916.90 155009916.90 0.0007 N N N N UST BILLS UST BILLS, 0% 912797HX8 254900HROIFWPRGM1V77 US912797HX80 JXN782000 U.S. Treasury Debt Y N/A N/A 2024-01-02 2024-01-02 2024-01-02 N N N 0.0526 3190475172.18 3190475172.18 0.0139 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-06 2024-05-06 N N N 0.0533 465041822.10 465041822.10 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXMN5 2549001DPIFGXC1TOL40 US3130AXMN54 0001026214 KAP032000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-24 2025-07-24 N N N 0.0544 107013010.13 107013010.13 0.0005 N N N N UST NOTES UST NOTES, 1.5% 91282CEA5 254900HROIFWPRGM1V77 US91282CEA53 IHF765000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0536 63387500.16 63387500.16 0.0003 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-01-27 2025-01-27 N N N 0.0543 313003114.35 313003114.35 0.0014 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.316915% MBNUM2BPBDO7JBLYG310 KBW143000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-25 2053-05-15 0.000 - 4.875 444968584.00 422695407.82 U.S. Treasuries (including strips) Government National Mortgage Association 2032-06-20 2053-11-20 2.000 - 7.500 837385981.00 627447675.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0532 1028701000.00 1028701000.00 0.0045 N Y Y 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 0.0429 4692349704.32 4692349704.32 0.0205 N Y Y N UST BILLS UST BILLS, 0% 912797GC5 254900HROIFWPRGM1V77 US912797GC52 JVN364000 U.S. Treasury Debt Y N/A N/A 2024-01-11 2024-01-11 2024-01-11 N N N 0.0530 2102790837.58 2102790837.58 0.0092 N Y Y N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.35% 549300Y1PMK3RWXMWR72 KBE880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-06-15 2053-11-20 2.500 - 7.000 370868.00 390322.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2053-06-01 2.500 - 5.500 216537045.00 57564494.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 2053-05-01 2.000 - 6.500 9072054.00 6015203.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-06-15 2042-08-15 2.875 - 4.875 474000.00 490590.60 U.S. Treasuries (including strips) Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0525 63000000.00 63000000.00 0.0003 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AXTF5 2549001DPIFGXC1TOL40 US3130AXTF57 0001026214 KBI506000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-19 2025-05-19 N N N 0.0542 155019787.30 155019787.30 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-20 2025-03-20 N N N 0.0542 235527864.36 235527864.36 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AXTX6 2549001DPIFGXC1TOL40 US3130AXTX63 0001026214 KBJ276000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-17 2024-05-17 N N N 0.0526 108028397.52 108028397.52 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QL6 2549001DPIFGXC1TOL40 US313384QL67 DHF584000 U.S. Government Agency Debt Y N/A N/A 2023-12-13 2023-12-13 2023-12-13 N N N 0.0481 188677913.76 188677913.76 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-02-02 2024-02-02 N N N 0.0530 561005351.94 561005351.94 0.0025 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.33% SUVUFHICNZMP2WKHG940 KBV900000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-05-01 2053-10-01 2.000 - 6.000 605484334.00 416221615.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0533 408000000.00 408000000.00 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AVW57 2549001DPIFGXC1TOL40 US3130AVW577 0001026214 KBJ157000 U.S. Government Agency Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0559 31974229.76 31974229.76 0.0001 N N N N UST NOTES UST NOTES, 5.491423% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2023-12-01 2024-10-31 2024-10-31 N N N 0.0539 371805881.96 371805881.96 0.0016 N Y Y N UST BILLS UST BILLS, 0% 912797FU6 254900HROIFWPRGM1V77 US912797FU69 JUO624000 U.S. Treasury Debt Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0497 3294739851.56 3294739851.56 0.0144 N Y Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.4% 549300QJJX6CVVUXLE15 KBC859000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-05 2051-11-15 0.000 - 4.750 507694400.00 444345122.50 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2024-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0531 434000000.00 434000000.00 0.0019 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 313384RX9 U.S. Government Agency Debt Y N/A N/A 2024-01-17 2024-01-17 2024-01-17 N N N 0.0514 208601811.60 208601811.60 0.0009 N N Y 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 0.0570 332304158.94 332304158.94 0.0015 N N N N Bank of Nova Scotia Bank of Nova Scotia, 5.314031% L3I9ZG2KFGXZ61BMYR72 KBW304000_00324 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 2024-01-04 2042-08-15 0.000 - 4.875 45282.00 44886.62 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 44000.00 44000.00 0.0000 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.316915% ZBUT11V806EZRVTWT807 KBW143000_00267 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 2028-08-01 2033-05-01 3.000 - 4.440 10027456.00 9622550.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-18 2027-11-15 0.000 - 6.625 609365012.00 575855836.44 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-10-01 2053-09-01 1.500 - 6.500 345900987.00 236604783.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 805845000.00 805845000.00 0.0035 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-27 2025-05-27 N N N 0.0546 55996200.96 55996200.96 0.0002 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 313384VA4 U.S. Government Agency Debt Y N/A N/A 2024-04-01 2024-04-01 2024-04-01 N N N 0.0540 350641116.00 350641116.00 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AXH84 2549001DPIFGXC1TOL40 US3130AXH848 0001026214 KAC530000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-10-14 2025-10-14 N N N 0.0547 423988403.60 423988403.60 0.0019 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KBV944000 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 2052-04-20 2052-04-20 3.000 142751961.00 122418122.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2024-01-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 120000000.00 120000000.00 0.0005 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.32% KBVRJ5K57JZ3E2AVWX40 0000877559 KBV875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-15 2028-03-31 1.000 - 1.250 357250000.00 330708863.58 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 324000000.00 324000000.00 0.0014 N Y Y N UST BILLS UST BILLS, 0% 912797HS9 254900HROIFWPRGM1V77 US912797HS95 KBQ501000 U.S. Treasury Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0534 1500911563.04 1500911563.04 0.0066 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-10-03 2024-10-03 N N N 0.0544 68989903.92 68989903.92 0.0003 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.41% 2IGI19DL77OX0HC3ZE78 KBL858000 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 2047-05-01 2047-05-01 3.000 50697355.00 16307622.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 2052-03-01 3.000 50945.00 39355.11 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-22 2024-01-22 2024-01-22 N N N 0.0531 16000000.00 16000000.00 0.0001 N N N Y GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KBV198000 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 2037-12-20 2064-06-15 2.500 - 7.000 62849394.00 24497173.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-09-30 2043-02-15 0.875 - 4.500 2312514600.00 2175601393.06 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2033-05-01 5.500 15000000.00 280471.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-08-01 2053-07-01 4.000 - 6.000 12460212.00 10613012.66 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 N N N 0.0518 2167000000.00 2167000000.00 0.0095 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RK7 2549001DPIFGXC1TOL40 US313384RK75 313384RK7 U.S. Government Agency Debt Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0522 236791376.50 236791376.50 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-08-06 2024-08-06 N N N 0.0543 173028036.38 173028036.38 0.0008 N N N N BNP PARIBAS BNP PARIBAS, 5.395% R0MUWSFPU8MPRO8K5P83 JYB523000 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 2024-01-09 2052-11-15 0.000 - 5.388 640689804.00 514888012.86 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 2053-11-01 2.150 - 6.000 48011298.00 44305365.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-11-15 2053-09-20 3.500 - 7.000 141747625.00 82199796.94 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 204000.00 146043.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2053-09-01 2.000 - 5.500 7482623.00 6352850.55 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-13 2023-12-13 2023-12-13 N N N 0.0524 626000000.00 626000000.00 0.0027 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.422% 3130AXWM6 2549001DPIFGXC1TOL40 US3130AXWM61 0001026214 KBQ585000 U.S. Government Agency Debt Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0539 216033136.56 216033136.56 0.0009 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KBV914000 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 2030-04-30 1.500 - 3.500 396363700.00 380516156.60 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 373000000.00 373000000.00 0.0016 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-04-10 2025-04-10 N N N 0.0544 32006649.60 32006649.60 0.0001 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.316915% 549300QJJX6CVVUXLE15 KBW143000_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 2053-11-20 2.000 - 6.500 1277548475.00 627340371.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-07 2053-08-15 0.000 - 6.875 1691761597.00 1296056325.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 2053-08-01 2.000 - 5.500 83944169.00 20719419.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2053-11-01 2.000 - 6.500 438852518.00 128962894.36 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 2030315000.00 2030315000.00 0.0089 N Y Y 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 0.0510 5837552469.75 5837552469.75 0.0255 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 0.0575 322344222.79 322344222.79 0.0014 N N N N BNP PARIBAS BNP PARIBAS, 5.35% R0MUWSFPU8MPRO8K5P83 KAP397000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-10-01 2053-11-01 1.170 - 6.500 155233816.00 103872541.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-08-15 2053-07-20 2.500 - 7.000 138328276.00 26211066.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-07-01 2053-06-01 2.500 - 6.000 28437560.00 7920876.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2052-02-15 0.000 - 5.491 114393376.00 109297262.50 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.800 - 3.740 25000.00 19874.33 Agency Debentures and Agency Strips Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 241000000.00 241000000.00 0.0011 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.37% 2IGI19DL77OX0HC3ZE78 KAX755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-08-15 1.250 - 4.500 33071500.00 28666524.25 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2024-02-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 28000000.00 28000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-06-27 2025-06-27 N N N 0.0545 380992837.20 380992837.20 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-22 2025-05-22 N N N 0.0541 158079491.38 158079491.38 0.0007 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KAW962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2051-05-15 0.000 - 5.000 292059600.00 282733682.85 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0534 276000000.00 276000000.00 0.0012 N Y Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.31% U7M81AY481YLIOR75625 KBV294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-15 2026-04-30 0.750 - 3.875 233539700.00 221678490.54 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 217000000.00 217000000.00 0.0009 N Y Y N UST NOTES UST NOTES, 2.5% 9128285Z9 254900HROIFWPRGM1V77 US9128285Z94 EAJ551000 U.S. Treasury Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0537 35825111.28 35825111.28 0.0002 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-10 2025-03-10 N N N 0.0544 97987524.60 97987524.60 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-12-26 2024-12-26 N N N 0.0544 312977648.67 312977648.67 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-17 2024-05-17 N N N 0.0538 38994647.64 38994647.64 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXTD0 2549001DPIFGXC1TOL40 US3130AXTD00 0001026214 KBI505000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-08-18 2025-08-18 N N N 0.0542 231097902.42 231097902.42 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-28 2024-05-28 N N N 0.0538 239004952.08 239004952.08 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-08-28 2025-08-28 N N N 0.0543 66033793.32 66033793.32 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 0.0546 807512206.48 807512206.48 0.0035 N N N N FICC BONY DVP REPO (GOV REPO) FICC BONY DVP REPO (GOV REPO), 5.32% 549300H47WTHXPU08X20 KBV889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2031-08-15 0.125 - 3.250 7935428300.00 7197120047.80 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 7056000000.00 7056000000.00 0.0308 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-02-23 2024-02-23 N N N 0.0527 628027091.92 628027091.92 0.0027 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.32% KBV921000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2053-08-15 0.500 - 5.491 718981032.00 553941848.49 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 543000000.00 543000000.00 0.0024 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TH2 2549001DPIFGXC1TOL40 US313384TH29 DJI627000 U.S. Government Agency Debt Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0520 120602195.98 120602195.98 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2023-12-04 2025-09-02 2025-09-02 N N N 0.0545 437120170.63 437120170.63 0.0019 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QN2 2549001DPIFGXC1TOL40 US313384QN24 313384QN2 U.S. Government Agency Debt Y N/A N/A 2023-12-15 2023-12-15 2023-12-15 N N N 0.0486 102795246.30 102795246.30 0.0004 N N Y N UST BILLS UST BILLS, 0% 912797JB4 254900HROIFWPRGM1V77 US912797JB43 JYO345000 U.S. Treasury Debt Y N/A N/A 2024-01-30 2024-01-30 2024-01-30 N N N 0.0535 5732943567.56 5732943567.56 0.0251 N Y Y N MORGAN STANLEY & CO LLC(GOV REPO) MORGAN STANLEY and CO LLC(GOV REPO), 5.32% 9R7GPTSO7KV3UQJZQ078 0000068136 KBV871000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-04-15 2030-04-15 0.000 13843000.00 10273167.16 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-12-19 2048-02-15 0.000 - 3.000 177686000.00 174369521.34 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2033-07-15 2033-07-15 4.700 5000.00 5080.43 Agency Debentures and Agency Strips Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 181000000.00 181000000.00 0.0008 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.32% 549300HN4UKV1E2R3U73 KBV964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2027-08-31 0.500 162092100.00 140780879.06 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2024-01-02 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 138000000.00 138000000.00 0.0006 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.28% 3130AVM82 2549001DPIFGXC1TOL40 US3130AVM826 0001026214 KBI341000 U.S. Government Agency Debt Y N/A N/A 2024-05-07 2024-05-07 2024-05-07 N N N 0.0554 11885753.20 11885753.20 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-09-23 2024-09-23 N N N 0.0538 32000038.72 32000038.72 0.0001 N N N N UST NOTES UST NOTES, 5.276423% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2023-12-01 2024-04-30 2024-04-30 N N N 0.0533 1240616158.70 1240616158.70 0.0054 N Y Y N BNP PARIBAS BNP PARIBAS, 5.41% R0MUWSFPU8MPRO8K5P83 JWQ622000 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 2041-12-09 2041-12-09 2.900 1681000.00 1213108.78 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-08-15 2053-08-20 3.500 - 7.500 16426113.00 8944189.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-06-01 2053-11-01 3.000 - 7.000 8355751.00 8368252.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-05-01 2053-11-01 2.500 - 6.000 120663307.00 115679447.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-02-15 0.000 - 5.336 235657481.00 198428590.81 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0525 319000000.00 319000000.00 0.0014 N N Y N UST BILLS UST BILLS, 0% 912797FV4 254900HROIFWPRGM1V77 US912797FV43 JUU588000 U.S. Treasury Debt Y N/A N/A 2023-12-21 2023-12-21 2023-12-21 N N N 0.0511 2942365314.98 2942365314.98 0.0129 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-08-28 2024-08-28 N N N 0.0542 21995513.32 21995513.32 0.0001 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% KBV888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 2044-11-15 3.000 - 4.375 272549900.00 276460802.21 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 271000000.00 271000000.00 0.0012 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-04-09 2025-04-09 N N N 0.0543 48011628.96 48011628.96 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 JPY241000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0539 440000000.00 440000000.00 0.0019 N Y Y N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBW004000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2029-05-15 0.000 - 4.625 485125000.00 480492790.68 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0533 471000000.00 471000000.00 0.0021 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPZQ1 254900C5LP6DN9OP9V83 US3133EPZQ18 KAK230000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-25 2025-07-25 N N N 0.0543 258067430.88 258067430.88 0.0011 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.35% 549300HN4UKV1E2R3U73 KBU229000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-05-20 2050-04-20 3.000 - 6.000 200841785.00 77370813.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2053-05-01 3.000 - 5.500 26261058.00 24336104.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2052-01-01 2053-07-01 2.500 - 6.000 22822089.00 21786449.41 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2024-02-01 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 121000000.00 121000000.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPWU5 254900C5LP6DN9OP9V83 US3133EPWU56 JYI393000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-06-27 2025-06-27 N N N 0.0544 118013905.12 118013905.12 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-12 2024-11-12 N N N 0.0540 318839246.81 318839246.81 0.0014 N N N N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 KBU665000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2043-05-15 1.375 - 3.875 691024800.00 500021203.59 U.S. Treasuries (including strips) Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0518 490000000.00 490000000.00 0.0021 N N Y N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.41% VYVVCKR63DVZZN70PB21 0000276523 KBI282000 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 2024-11-01 2053-11-01 1.500 - 7.000 383414813.00 262851955.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-02-20 2053-11-20 2.000 - 6.500 1716490785.00 61307238.90 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0530 317000000.00 317000000.00 0.0014 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-10-01 2024-10-01 N N N 0.0540 173010492.45 173010492.45 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 0.0492 2550754378.76 2550754378.76 0.0111 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 0.0520 463971631.04 463971631.04 0.0020 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 KAU628000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-11-03 2025-11-03 N N N 0.0545 51014797.14 51014797.14 0.0002 N N N N UST NOTES UST NOTES, 5.336423% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2023-12-01 2024-01-31 2024-01-31 N N N 0.0526 1067888827.42 1067888827.42 0.0047 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 5.316915% 549300HN4UKV1E2R3U73 KBW143000_00431 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 2026-03-01 2053-11-01 1.500 - 6.500 167077213.00 123323870.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 2053-11-01 1.500 - 7.000 164352568.00 123463350.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-01-20 2063-05-20 1.500 - 7.000 938718573.00 242231596.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-09-30 2025-09-30 0.250 8058808.00 7430395.36 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0532 486643000.00 486643000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-04-22 2024-04-22 N N N 0.0538 276903356.03 276903356.03 0.0012 N N N N BNP PARIBAS BNP PARIBAS, 5.41% R0MUWSFPU8MPRO8K5P83 JXI202000 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 2052-08-01 2053-11-01 4.000 - 6.500 3043879.00 3075312.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-09-01 2053-11-01 2.150 - 6.500 47477782.00 39453571.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2052-11-15 0.000 - 5.551 410927333.00 285918991.99 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-06-15 2053-07-20 3.504 - 7.000 3234400.00 847569.41 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-21 2023-12-21 2023-12-21 N N N 0.0526 317000000.00 317000000.00 0.0014 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 JKG585000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-01-12 2024-01-12 N N N 0.0529 279486639.90 279486639.90 0.0012 N N N N Royal Bank of Canada Royal Bank of Canada, 5.316915% ES7IP3U3RHIGC71XBU11 KBW143000_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 2024-07-15 2053-08-15 0.250 - 4.625 581036286.00 510299650.97 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 499701000.00 499701000.00 0.0022 N Y Y N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 KBW108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2052-02-15 2.250 - 6.125 37026323200.00 28998268575.90 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0530 28994000000.00 28994000000.00 0.1267 N Y Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.4% H7FNTJ4851HG0EXQ1Z70 KAU552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-12-31 2027-12-31 3.875 183307800.00 183384334.76 U.S. Treasuries (including strips) Y N/A N/A 2023-12-20 2023-12-20 2023-12-20 N N N 0.0527 179000000.00 179000000.00 0.0008 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPB61 254900C5LP6DN9OP9V83 US3133EPB611 KAX017000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-12-10 2024-12-10 N N N 0.0536 251108976.67 251108976.67 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSU3 2549001DPIFGXC1TOL40 US3130AXSU34 0001026214 KBE451000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0548 306972250.27 306972250.27 0.0013 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 KAW865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2032-02-15 0.250 - 3.250 879683100.00 785692840.13 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 767000000.00 767000000.00 0.0034 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.53% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-12-05 2024-12-05 N N N 0.0544 64045212.16 64045212.16 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-18 2024-11-18 N N N 0.0542 317031991.64 317031991.64 0.0014 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 KBU682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-25 2047-02-15 0.000 - 4.625 33575000.00 32678573.41 U.S. Treasuries (including strips) Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0518 32000000.00 32000000.00 0.0001 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QS1 2549001DPIFGXC1TOL40 US313384QS11 313384QS1 U.S. Government Agency Debt Y N/A N/A 2023-12-19 2023-12-19 2023-12-19 N N N 0.0493 90767482.26 90767482.26 0.0004 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 5.316915% KBVRJ5K57JZ3E2AVWX40 KBW143000_03735 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 2042-03-01 2053-09-01 2.000 - 6.000 181792388.00 98291038.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2053-02-15 0.000 - 4.500 46140980.00 44255796.67 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 139715000.00 139715000.00 0.0006 N Y Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.32% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KBV910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2030-08-31 2.750 - 4.125 108129900.00 108135993.70 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 106000000.00 106000000.00 0.0005 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.316915% VYVVCKR63DVZZN70PB21 KBW143000_08395 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 2025-01-15 2031-02-06 0.000 2275893.00 2061185.89 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-04-15 2052-05-20 2.500 - 8.500 1559259651.00 300026645.96 Agency Mortgage-Backed Securities Resolution Funding Corp 2027-10-15 2030-04-15 0.000 10922940.00 8849405.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-09-15 2038-11-15 0.000 10433925.00 5215637.52 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-12-20 2050-02-03 0.550 - 5.640 116877241.00 108812488.24 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-02-21 2028-11-27 0.770 - 6.000 56598919.00 57114078.61 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2065-09-15 0.000 - 7.125 10246455.00 8933388.28 Agency Debentures and Agency Strips Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 481314000.00 481314000.00 0.0021 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.316915% CYYGQCGNHMHPSMRL3R97 KBW143000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2051-11-15 0.000 - 4.750 477601220.00 434835120.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2031-05-01 2053-06-01 1.500 - 6.000 16483481.00 7315053.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 2058-05-01 2.070 - 6.500 144986786.00 103418259.78 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 534636000.00 534636000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 JKO884000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-01-26 2024-01-26 N N N 0.0530 743992403.76 743992403.76 0.0033 N N N N UST BILLS UST BILLS, 0% 912797FW2 254900HROIFWPRGM1V77 US912797FW26 JVH116000 U.S. Treasury Debt Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0526 3402784230.53 3402784230.53 0.0149 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWSY7 2549001DPIFGXC1TOL40 US3130AWSY72 0001026214 JYP807000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-02 2025-05-02 N N N 0.0543 2120355.35 2120355.35 0.0000 N N N N Bank of America, N.A. Bank of America, N.A., 5.316915% B4TYDEB6GKMZO031MB27 KBW143000_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 2040-12-01 2051-06-01 2.000 - 4.500 1901677853.00 305445953.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-03-01 2049-05-01 3.000 - 4.000 3644995505.00 578377957.10 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 866366000.00 866366000.00 0.0038 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 5.316915% L3I9ZG2KFGXZ61BMYR72 KBW143000_00324 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 2024-01-04 2042-08-15 0.000 - 4.875 164500106.00 163064936.81 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 159844000.00 159844000.00 0.0007 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-07-12 2024-07-12 N N N 0.0541 92976418.92 92976418.92 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPYS8 254900C5LP6DN9OP9V83 US3133EPYS82 KAD692000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-17 2025-07-17 N N N 0.0544 92010609.44 92010609.44 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSX7 2549001DPIFGXC1TOL40 US3130AXSX72 0001026214 KBF186000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-08-14 2025-08-14 N N N 0.0541 308175646.24 308175646.24 0.0013 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.44% VYVVCKR63DVZZN70PB21 0000276523 KBP870000 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 2024-08-01 2053-12-01 1.500 - 7.000 889293560.00 650721829.34 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-21 2024-02-21 2024-02-21 N N N 0.0536 637000000.00 637000000.00 0.0028 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-03-14 2024-03-14 N N N 0.0530 565109220.15 565109220.15 0.0025 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-25 2025-07-25 N N N 0.0543 481296233.47 481296233.47 0.0021 N N N N BNP PARIBAS BNP PARIBAS, 5.395% R0MUWSFPU8MPRO8K5P83 JYI554000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2052-02-15 0.000 - 5.491 544842672.00 543177467.34 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-11-02 2041-02-25 2.150 - 4.250 280000.00 244832.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-07-01 2053-11-01 2.000 - 7.000 264480928.00 146388003.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 2027-07-01 2053-11-01 1.170 - 6.500 895667637.00 576956838.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-02-15 2053-09-20 2.500 - 7.000 225874977.00 35916809.91 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-20 2023-12-20 2023-12-20 N N N 0.0525 1261000000.00 1261000000.00 0.0055 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-07-26 2024-07-26 N N N 0.0540 183003134.79 183003134.79 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 0.0556 322599974.19 322599974.19 0.0014 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.35% K5HU16E3LMSVCCJJJ255 KAW862000 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 2025-12-01 2053-08-01 2.000 - 5.500 301726159.00 234303745.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2053-10-01 2.000 - 6.500 1954746002.00 883312199.53 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0525 1091000000.00 1091000000.00 0.0048 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RZ4 2549001DPIFGXC1TOL40 US313384RZ45 313384RZ4 U.S. Government Agency Debt Y N/A N/A 2024-01-19 2024-01-19 2024-01-19 N N N 0.0514 66534994.54 66534994.54 0.0003 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWQK9 2549001DPIFGXC1TOL40 US3130AWQK96 0001026214 JYP816000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-28 2025-05-28 N N N 0.0543 2110907.47 2110907.47 0.0000 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 JYU452000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-10-06 2025-10-06 N N N 0.0547 34995238.60 34995238.60 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRK0 2549001DPIFGXC1TOL40 US3130AVRK05 0001026214 JSW381000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0545 324840496.50 324840496.50 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPZV0 254900C5LP6DN9OP9V83 US3133EPZV03 KAO066000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-10-27 2025-10-27 N N N 0.0547 42999117.64 42999117.64 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 JMD400000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-01-24 2024-01-24 N N N 0.0526 119006536.67 119006536.67 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-14 2025-07-14 N N N 0.0546 61001526.22 61001526.22 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-12-26 2024-12-26 N N N 0.0546 31986117.44 31986117.44 0.0001 N N N N UST BILLS UST BILLS, 0% 912797JA6 254900HROIFWPRGM1V77 US912797JA69 JYH852000 U.S. Treasury Debt Y N/A N/A 2024-01-23 2024-01-23 2024-01-23 N N N 0.0533 4464102291.77 4464102291.77 0.0195 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVR6 2549001DPIFGXC1TOL40 US3130AXVR67 0001026214 KBP243000 U.S. Government Agency Debt Y N/A N/A 2024-06-10 2024-06-10 2024-06-10 N N N 0.0538 154980671.50 154980671.50 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-17 2025-07-17 N N N 0.0546 111993688.80 111993688.80 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPF75 254900C5LP6DN9OP9V83 US3133EPF752 KBL768000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-08-22 2025-08-22 N N N 0.0544 89012228.60 89012228.60 0.0004 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 0.0520 5447319188.61 5447319188.61 0.0238 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QC6 2549001DPIFGXC1TOL40 US313384QC68 DHF582000 U.S. Government Agency Debt Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0416 309823805.30 309823805.30 0.0014 N N Y N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.31% 6PJDTY319315T5LR2241 KBV902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-21 2053-05-15 0.000 - 5.520 727823500.00 714263631.87 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 700000000.00 700000000.00 0.0031 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133ENUG3 254900C5LP6DN9OP9V83 US3133ENUG33 JWP710000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-04-12 2024-04-12 N N N 0.0534 81995231.70 81995231.70 0.0004 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.316915% 5U0XI89JRFVHWIBS4F54 KBW143000_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 656573309.00 612260187.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 4512887364.00 1528135216.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-08-20 3.000 - 6.000 3926954646.00 2435980657.77 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 4336998000.00 4336998000.00 0.0190 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-09-13 2024-09-13 N N N 0.0544 116955144.54 116955144.54 0.0005 N N N N Nomura Securities International Nomura Securities International, 5.314031% OXTKY6Q8X53C9ILVV871 KBW304000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-15 2053-11-01 1.500 - 9.500 3176711.00 2197860.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-12-20 2065-05-15 1.500 - 9.500 2859024.00 1794959.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2062-09-01 1.500 - 7.000 9417101.00 5160306.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-19 2049-05-15 0.000 - 5.491 1466866.00 1423794.00 U.S. Treasuries (including strips) Resolution Funding Corp 2030-04-15 2030-04-15 0.000 5.00 3.77 Agency Debentures and Agency Strips Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 10368000.00 10368000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-23 2024-05-23 N N N 0.0531 312608418.75 312608418.75 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.22% 3130AVKL5 2549001DPIFGXC1TOL40 US3130AVKL50 0001026214 KBI336000 U.S. Government Agency Debt Y N/A N/A 2024-05-01 2024-05-01 2024-05-01 N N N 0.0546 36960783.70 36960783.70 0.0002 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KBV974000 Other Instrument (Forward Settling Repurchase Agreement) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0519 217000000.00 217000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.37% KBVRJ5K57JZ3E2AVWX40 0000877559 KBE196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-13 2053-02-15 0.000 - 4.750 145496900.00 141226929.03 U.S. Treasuries (including strips) Y N/A N/A 2024-01-05 2024-01-05 2024-01-05 N N N 0.0526 138000000.00 138000000.00 0.0006 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 313384TR0 U.S. Government Agency Debt Y N/A N/A 2024-02-28 2024-02-28 2024-02-28 N N N 0.0521 24268763.04 24268763.04 0.0001 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KBR026000 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 2025-08-20 2064-10-15 1.500 - 6.510 114984488.00 45089432.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2041-05-15 3.125 - 4.375 834227800.00 818721533.80 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 846000000.00 846000000.00 0.0037 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-09-17 2024-09-17 N N N 0.0544 124960567.50 124960567.50 0.0005 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 KAW923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2051-05-15 0.000 - 4.625 281674600.00 254048173.04 U.S. Treasuries (including strips) Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0521 248000000.00 248000000.00 0.0011 N N N Y BNP PARIBAS BNP PARIBAS, 5.38% 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 2024-01-31 2053-05-15 0.000 - 5.551 329597826.00 241846935.38 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-05-01 2052-09-01 4.290 - 6.000 2373083.00 2308055.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2033-11-21 2042-03-24 2.900 - 4.070 5393000.00 3864903.63 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2041-02-25 2.150 - 3.375 20000.00 14780.23 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2048-02-20 3.504 - 6.000 11583.00 1118.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 2053-11-01 2.000 - 6.500 6899744.00 6466580.62 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 245000000.00 245000000.00 0.0011 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXWG9 2549001DPIFGXC1TOL40 US3130AXWG93 0001026214 KBQ570000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-09-26 2025-09-26 N N N 0.0545 92998791.00 92998791.00 0.0004 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RA9 2549001DPIFGXC1TOL40 US313384RA93 DHF592000 U.S. Government Agency Debt Y N/A N/A 2023-12-27 2023-12-27 2023-12-27 N N N 0.0502 1156717454.13 1156717454.13 0.0051 N N Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.38% 549300QJJX6CVVUXLE15 KBD448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2053-11-20 2.000 - 6.500 387913601.00 255944437.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-05 2053-02-15 0.000 - 5.000 480327600.00 367251299.46 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2050-10-01 2.500 - 4.000 39717792.00 18723117.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 2053-09-01 2.000 - 6.500 5575329.00 3619207.45 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2024-01-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0527 630000000.00 630000000.00 0.0028 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-12-13 2024-12-13 N N N 0.0544 53512612.09 53512612.09 0.0002 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.33% K5HU16E3LMSVCCJJJ255 KAW866000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-28 2053-11-15 0.000 - 5.388 295992410.00 282728903.88 U.S. Treasuries (including strips) Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0523 276000000.00 276000000.00 0.0012 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AXSM1 2549001DPIFGXC1TOL40 US3130AXSM18 0001026214 KBE447000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0548 153986297.08 153986297.08 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-07-24 2024-07-24 N N N 0.0541 179996628.60 179996628.60 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AXHC5 2549001DPIFGXC1TOL40 US3130AXHC54 0001026214 KAD040000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-10-20 2025-10-20 N N N 0.0547 156994994.84 156994994.84 0.0007 N N N N Nomura Securities International Nomura Securities International, 5.316915% OXTKY6Q8X53C9ILVV871 KBW143000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-04-15 2030-04-15 0.000 1209.00 897.07 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-12-20 2065-05-15 1.500 - 9.500 680818776.00 427431913.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-19 2049-05-15 0.000 - 5.491 349303501.00 339046714.61 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2062-09-01 1.500 - 7.000 2242487324.00 1228818779.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-15 2053-11-01 1.500 - 9.500 756466829.00 523374537.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 2468922000.00 2468922000.00 0.0108 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-06-10 2024-06-10 N N N 0.0539 178060245.88 178060245.88 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AXJX7 2549001DPIFGXC1TOL40 US3130AXJX73 0001026214 KBP263000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-15 2024-05-15 N N N 0.0536 78998082.67 78998082.67 0.0003 N N N N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.31% E57ODZWZ7FF32TWEFA76 0000036684 KBV874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-08-20 2053-05-20 2.500 - 4.500 389856435.00 296277221.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-08-01 2053-08-01 5.000 1814920.00 1720948.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 2053-11-01 2.590 - 6.500 69025506.00 70276142.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-07 N N N 0.0518 361000000.00 361000000.00 0.0016 N N 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 0.0556 973097486.83 973097486.83 0.0043 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.5% H7FNTJ4851HG0EXQ1Z70 KBU239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.250 104756900.00 98011039.58 U.S. Treasuries (including strips) Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0543 96000000.00 96000000.00 0.0004 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-05 2025-03-05 N N N 0.0539 262131162.44 262131162.44 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-04-05 2024-04-05 N N N 0.0530 814112714.58 814112714.58 0.0036 N N N N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.316915% VJW2DOOHGDT6PR0ZRO63 KBW143000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2053-12-01 0.375 - 8.000 143620962.00 129550017.23 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2025-06-13 2.625 - 4.625 13469.00 13568.08 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-08-26 2025-11-13 3.375 - 4.875 6013218.00 6036663.69 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-15 2053-10-20 1.500 - 9.000 48146214.00 27340578.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-12-25 2053-11-01 0.375 - 9.000 160769791.00 142342624.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-08-15 0.000 - 5.336 61749.00 61972.34 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 299314000.00 299314000.00 0.0013 N Y Y N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.316915% 1VUV7VQFKUOQSJ21A208 KBW143000_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 2028-11-30 2031-02-15 1.125 - 3.625 206394654.00 180636011.26 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 177068000.00 177068000.00 0.0008 N Y Y N UST BILLS UST BILLS, 0% 912797GN1 254900HROIFWPRGM1V77 US912797GN18 JWW581000 U.S. Treasury Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0535 2081694766.15 2081694766.15 0.0091 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPC29 254900C5LP6DN9OP9V83 US3133EPC296 KAX601000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-11 2025-03-11 N N N 0.0539 32009518.72 32009518.72 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPD77 254900C5LP6DN9OP9V83 US3133EPD773 KBE353000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-04-15 2025-04-15 N N N 0.0540 81023182.20 81023182.20 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-08-19 2024-08-19 N N N 0.0536 161041125.84 161041125.84 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-02-20 2024-02-20 N N N 0.0524 605074166.95 605074166.95 0.0026 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-02-23 2024-02-23 N N N 0.0523 76012169.12 76012169.12 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-02 2025-07-02 N N N 0.0545 77999902.50 77999902.50 0.0003 N N N N UST BILLS UST BILLS, 0% 912797GM3 254900HROIFWPRGM1V77 US912797GM35 JWQ679000 U.S. Treasury Debt Y N/A N/A 2024-02-08 2024-02-08 2024-02-08 N N N 0.0533 1254572087.89 1254572087.89 0.0055 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-25 2025-07-25 N N N 0.0546 160004292.80 160004292.80 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.05% 3130AUVG6 2549001DPIFGXC1TOL40 US3130AUVG63 0001026214 JQR651000 U.S. Government Agency Debt Y N/A N/A 2023-12-13 2023-12-13 2023-12-13 N N N 0.0538 927848513.28 927848513.28 0.0041 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2023-12-04 2024-09-03 2024-09-03 N N N 0.0545 167953376.64 167953376.64 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-10-24 2024-10-24 N N N 0.0543 73986120.56 73986120.56 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 KAD688000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-10-17 2025-10-17 N N N 0.0546 43005026.70 43005026.70 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-02-24 2025-02-24 N N N 0.0537 339242171.43 339242171.43 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-01-24 2025-01-24 N N N 0.0543 262056605.10 262056605.10 0.0011 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.33% 2IGI19DL77OX0HC3ZE78 KBI288000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 2053-10-01 2.140 - 6.000 254068629.00 247497828.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 242000000.00 242000000.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-02-26 2025-02-26 N N N 0.0543 119012740.14 119012740.14 0.0005 N N N N FICC STATE STREET GC (GOV REPO) FICC STATE STREET GC (GOV REPO), 5.31% KBV890000 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 2032-09-01 2057-09-01 2.000 - 6.000 442644662.00 185498737.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-22 2024-03-26 0.000 5451800.00 5378719.46 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2053-10-01 2.500 - 6.000 351878380.00 301772598.75 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 482000000.00 482000000.00 0.0021 N Y Y N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.31% 549300H47WTHXPU08X20 KBV938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-04-30 2027-07-31 0.500 - 3.250 5606164000.00 5220479448.29 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 5106000000.00 5106000000.00 0.0223 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVVR0 2549001DPIFGXC1TOL40 US3130AVVR02 0001026214 KBQ385000 U.S. Government Agency Debt Y N/A N/A 2024-05-30 2024-05-30 2024-05-30 N N N 0.0567 61919145.18 61919145.18 0.0003 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 KAW945000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-05-20 2053-05-20 2.000 - 5.500 101306240.00 80927278.17 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0530 78997653.70 78997653.70 0.0003 N N N Y BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 KAW884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-30 2030-11-30 4.375 55212000.00 55316571.53 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0520 54000000.00 54000000.00 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-02-10 2025-02-10 N N N 0.0544 112027524.00 112027524.00 0.0005 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 JYO446000 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 2032-11-15 2063-03-20 3.000 - 7.500 263045098.00 50663432.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-12-01 2053-10-01 1.500 - 6.500 26775613.00 6055309.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-10-01 2053-08-01 2.000 - 7.000 130983447.00 66869049.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2024-01-26 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0527 120000000.00 120000000.00 0.0005 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVP0 2549001DPIFGXC1TOL40 US3130AXVP02 0001026214 KBP241000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0539 185972578.02 185972578.02 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-15 2024-11-15 N N N 0.0543 39995122.00 39995122.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2023-12-04 2024-06-03 2024-06-03 N N N 0.0539 346015113.28 346015113.28 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.28% 3130AVMG4 2549001DPIFGXC1TOL40 US3130AVMG48 0001026214 KBI344000 U.S. Government Agency Debt Y N/A N/A 2024-05-06 2024-05-06 2024-05-06 N N N 0.0535 18992720.91 18992720.91 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 0001026214 KAR482000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-27 2024-11-27 N N N 0.0541 612006052.68 612006052.68 0.0027 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.31% MBNUM2BPBDO7JBLYG310 0000315030 KBV873000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-10-31 2028-11-30 0.500 - 4.375 572800100.00 552921548.63 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0518 542000000.00 542000000.00 0.0024 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 DIG931000 U.S. Government Agency Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0517 368557647.02 368557647.02 0.0016 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.37% KBVRJ5K57JZ3E2AVWX40 0000877559 KBE197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-06 2053-11-15 0.000 - 4.750 150780700.00 141418680.25 U.S. Treasuries (including strips) Y N/A N/A 2024-01-04 2024-01-04 2024-01-04 N N N 0.0526 138000000.00 138000000.00 0.0006 N N N Y 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 0.0518 6442294156.82 6442294156.82 0.0282 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JWQ617000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-27 2052-11-15 0.000 - 5.551 203697583.00 154531276.27 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-11-02 2038-11-02 4.250 15000.00 13316.57 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-08-01 2053-11-01 3.000 - 7.000 228073270.00 84287564.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-01 2053-10-01 1.220 - 5.000 19515851.00 17820416.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-07-15 2048-11-20 4.500 - 6.000 3659842.00 273740.21 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0522 247000000.00 247000000.00 0.0011 N N Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 KAJ156000 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 2029-06-29 2029-06-29 4.470 50000000.00 49561858.33 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2053-10-01 3.000 - 6.500 17474547.00 13206700.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-01 2053-11-01 6.000 - 6.500 5137436.00 5055617.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-10-15 2053-09-20 3.500 - 8.000 15335715.00 12259948.86 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-18 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 78000000.00 78000000.00 0.0003 N N Y 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 0.0541 339772455.00 339772455.00 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 0.0561 500427201.69 500427201.69 0.0022 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KBQ399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2033-02-15 2033-02-15 3.500 149258300.00 141891713.39 U.S. Treasuries (including strips) Y N/A N/A 2024-02-26 2024-02-26 2024-02-26 N N N 0.0541 139000000.00 139000000.00 0.0006 N N N Y 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 Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 105000.00 88178.95 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-01-15 2053-10-20 2.500 - 7.000 217683838.00 23008745.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-09-01 2053-05-01 2.500 - 5.793 92835777.00 69670203.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-15 2052-11-15 0.000 - 5.491 202067667.00 199847089.17 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-11-01 2053-11-01 1.170 - 7.835 54888816.00 41875388.09 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0539 322000000.00 322000000.00 0.0014 N Y Y N UST NOTES UST NOTES, 0.25% 91282CCC3 254900HROIFWPRGM1V77 US91282CCC38 HFD690000 U.S. Treasury Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0534 20520937.50 20520937.50 0.0001 N Y Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KBV883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2030-01-31 1.375 - 4.625 814436200.00 796554337.86 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 781000000.00 781000000.00 0.0034 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-07-11 2024-07-11 N N N 0.0541 372906470.25 372906470.25 0.0016 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.37% 2IGI19DL77OX0HC3ZE78 KAW006000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2053-08-15 0.750 - 4.625 451525300.00 382106734.89 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2024-01-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 373000000.00 373000000.00 0.0016 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 JYP804000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-04-28 2025-04-28 N N N 0.0543 862258.21 862258.21 0.0000 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-25 2024-11-25 N N N 0.0536 297200567.07 297200567.07 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-03-21 2024-03-21 N N N 0.0534 145996034.64 145996034.64 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-04-03 2025-04-03 N N N 0.0543 119013067.39 119013067.39 0.0005 N N N N UST BILLS UST BILLS, 0% 912797JL2 254900HROIFWPRGM1V77 US912797JL25 KBU812000 U.S. Treasury Debt Y N/A N/A 2024-04-02 2024-04-02 2024-04-02 N N N 0.0520 217173860.15 217173860.15 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-08-09 2024-08-09 N N N 0.0544 123947205.76 123947205.76 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXR59 2549001DPIFGXC1TOL40 US3130AXR599 0001026214 KBC040000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-09 2025-05-09 N N N 0.0541 308126230.72 308126230.72 0.0013 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 313384TW9 U.S. Government Agency Debt Y N/A N/A 2024-03-04 2024-03-04 2024-03-04 N N N 0.0514 20722064.37 20722064.37 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-19 2024-11-19 N N N 0.0540 161047222.91 161047222.91 0.0007 N N N N UST NOTES UST NOTES, 2.125% 912828W48 254900HROIFWPRGM1V77 US912828W481 BEF222000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0536 194422811.52 194422811.52 0.0008 N Y Y N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.32% KX1WK48MPD4Y2NCUIZ63 KBV901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2053-11-15 1.250 - 6.375 277521100.00 221436201.85 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 217000000.00 217000000.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-01-23 2024-01-23 N N N 0.0533 200006208.00 200006208.00 0.0009 N N N N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.316915% 549300MS3WYYVQ4HXM15 KBW143000_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 2024-01-31 2050-05-15 0.250 - 5.250 546507834.00 482014459.90 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 471891000.00 471891000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-10-28 2024-10-28 N N N 0.0541 28000024.92 28000024.92 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 JPW400000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-07-23 2024-07-23 N N N 0.0530 181015973.25 181015973.25 0.0008 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TC3 2549001DPIFGXC1TOL40 US313384TC32 313384TC3 U.S. Government Agency Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0520 819095704.56 819095704.56 0.0036 N N N N UST BILLS UST BILLS, 0% 912797GP6 254900HROIFWPRGM1V77 US912797GP65 JXJ563000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0531 1391520187.50 1391520187.50 0.0061 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AXSW9 2549001DPIFGXC1TOL40 US3130AXSW99 0001026214 KBF183000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-15 2025-05-15 N N N 0.0540 308129815.84 308129815.84 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-04-26 2024-04-26 N N N 0.0538 92005042.52 92005042.52 0.0004 N N N N UST BILLS UST BILLS, 0% 912797JH1 254900HROIFWPRGM1V77 US912797JH13 KBC734000 U.S. Treasury Debt Y N/A N/A 2024-03-12 2024-03-12 2024-03-12 N N N 0.0534 1176239250.00 1176239250.00 0.0051 N Y Y N WELLS FARGO BANK NA(GOV REPO) WELLS FARGO BANK NA(GOV REPO), 5.41% KB1H1DSPRFMYMCUFXT09 0000740906 KBI253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2053-11-15 1.125 - 5.000 388392400.00 283661057.06 U.S. Treasuries (including strips) Y N/A N/A 2024-01-12 2024-01-12 2024-01-12 N N N 0.0530 276000000.00 276000000.00 0.0012 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EPSN6 254900C5LP6DN9OP9V83 US3133EPSN69 JWP895000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-03-08 2024-03-08 N N N 0.0519 31008535.85 31008535.85 0.0001 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 KBV963000 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 2026-01-01 2053-10-01 1.500 - 7.000 83528048.00 60915217.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-09-15 2053-11-20 3.500 - 8.000 954068206.00 281006213.36 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-03-01 2053-11-01 1.500 - 6.500 724100744.00 541529350.18 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2024-01-02 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0522 866000000.00 866000000.00 0.0038 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AWTW0 2549001DPIFGXC1TOL40 US3130AWTW08 0001026214 JYP826000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-06-06 2025-06-06 N N N 0.0544 2370829.12 2370829.12 0.0000 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 0.0570 323539855.20 323539855.20 0.0014 N N N N UST BILLS UST BILLS, 0% 912797HY6 254900HROIFWPRGM1V77 US912797HY63 JXT528000 U.S. Treasury Debt Y N/A N/A 2024-01-09 2024-01-09 2024-01-09 N N N 0.0528 4885737435.61 4885737435.61 0.0214 N Y Y N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 JXT458000 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 2053-05-15 0.000 - 5.521 574300864.00 539529521.53 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-04-15 2053-09-20 4.500 - 7.500 39139876.00 34712733.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-06-01 2053-11-01 2.000 - 6.500 127099341.00 69731218.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2053-11-01 3.000 - 6.500 23516022.00 10958076.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0524 632000000.00 632000000.00 0.0028 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 KAK867000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-27 2025-05-27 N N N 0.0542 170074704.80 170074704.80 0.0007 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 KAW867000 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 2053-02-15 0.250 - 4.625 239281000.00 212561469.40 U.S. Treasuries (including strips) Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0523 207000000.00 207000000.00 0.0009 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133ENXZ8 254900C5LP6DN9OP9V83 US3133ENXZ86 KBU246000 U.S. Government Agency Debt Y N/A N/A 2023-12-04 2024-06-03 2024-06-03 N N N 0.0535 38000078.66 38000078.66 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.34% 3130AVH39 2549001DPIFGXC1TOL40 US3130AVH396 0001026214 KBI337000 U.S. Government Agency Debt Y N/A N/A 2024-04-23 2024-04-23 2024-04-23 N N N 0.0546 73957963.56 73957963.56 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-02-23 2024-02-23 N N N 0.0529 365076347.05 365076347.05 0.0016 N N N N UST NOTES UST NOTES, 2.375% 9128286G0 254900HROIFWPRGM1V77 US9128286G05 ECA963000 U.S. Treasury Debt Y N/A N/A 2024-02-29 2024-02-29 2024-02-29 N N N 0.0540 138513803.55 138513803.55 0.0006 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QF9 2549001DPIFGXC1TOL40 US313384QF99 313384QF9 U.S. Government Agency Debt Y N/A N/A 2023-12-08 2023-12-08 2023-12-08 N N N 0.0455 577425213.68 577425213.68 0.0025 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-03-18 2024-03-18 N N N 0.0526 287121587.55 287121587.55 0.0013 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KAW948000 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 2049-10-20 2053-10-20 3.000 - 6.500 375286483.00 252248109.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.500 107282579.00 71463597.01 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0523 316000000.00 316000000.00 0.0014 N N N Y RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.33% 549300QJJX6CVVUXLE15 KAW837000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-26 2053-02-15 0.000 - 6.875 178269400.00 166974496.45 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 163000000.00 163000000.00 0.0007 N N Y N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.34% ES7IP3U3RHIGC71XBU11 KAW836000 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 2052-05-20 2062-09-20 2.500 - 8.000 45002513.00 42546256.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-12 2053-08-15 0.000 - 7.500 1187322300.00 1001639261.44 U.S. Treasuries (including strips) Federal National Mortgage Association 2028-07-25 2053-12-25 2.990 - 7.000 19932260.00 22092268.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-04-01 2054-09-15 1.500 - 7.000 1878587509.00 1553219487.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0521 2553000000.00 2553000000.00 0.0112 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 JYV240000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-10-06 2025-10-06 N N N 0.0547 49998556.50 49998556.50 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPE35 254900C5LP6DN9OP9V83 US3133EPE359 KBF097000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-02-20 2025-02-20 N N N 0.0533 146124665.02 146124665.02 0.0006 N N N 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 0.0568 966687411.36 966687411.36 0.0042 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-12 2025-05-12 N N N 0.0543 327111310.80 327111310.80 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXHU5 2549001DPIFGXC1TOL40 US3130AXHU52 0001026214 KAD087000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-04-14 2025-04-14 N N N 0.0543 107011789.26 107011789.26 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXQE1 2549001DPIFGXC1TOL40 US3130AXQE10 0001026214 KAV957000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-08-04 2025-08-04 N N N 0.0545 76997840.15 76997840.15 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-28 2025-03-28 N N N 0.0538 63039844.98 63039844.98 0.0003 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KBU177000 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 2027-10-20 2052-12-20 3.500 - 6.000 18700275.00 8043748.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2028-08-15 0.375 - 2.875 1064760200.00 980919396.28 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0518 969000000.00 969000000.00 0.0042 N N Y N BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 KAW789000 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 2023-12-05 2053-11-15 0.000 - 5.336 401049000.00 389576813.87 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2053-11-01 0.375 - 6.000 35835400.00 32123262.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp B1V7KEBTPIMZEU4LTD58 2023-12-04 2053-11-01 0.250 - 6.500 12906665.00 12290214.46 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2026-10-13 2026-10-13 5.180 1000.00 1000.30 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2023-12-08 3.375 255000.00 259009.62 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-08-15 2053-11-20 2.000 - 6.500 3026973.00 1173763.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0522 425000000.00 425000000.00 0.0019 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AW5W6 2549001DPIFGXC1TOL40 US3130AW5W66 0001026214 KBJ148000 U.S. Government Agency Debt Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0560 31973477.76 31973477.76 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 JPY251000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2023-12-27 2023-12-27 N N N 0.0523 140004811.80 140004811.80 0.0006 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QM4 2549001DPIFGXC1TOL40 US313384QM41 313384QM4 U.S. Government Agency Debt Y N/A N/A 2023-12-14 2023-12-14 2023-12-14 N N N 0.0484 44916928.20 44916928.20 0.0002 N N Y N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.32% RB0PEZSDGCO3JS6CEU02 KBV927000 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 687818000.00 553076696.64 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 542000000.00 542000000.00 0.0024 N Y Y N UST BILLS UST BILLS, 0% 912797GD3 254900HROIFWPRGM1V77 US912797GD36 JVW406000 U.S. Treasury Debt Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0530 620617362.50 620617362.50 0.0027 N Y Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.32% U7M81AY481YLIOR75625 KBV991000 Other Instrument (Forward Settling Repurchase Agreement) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0519 217000000.00 217000000.00 0.0009 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-01-03 2025-01-03 N N N 0.0542 50016325.00 50016325.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-10-25 2024-10-25 N N N 0.0541 234001839.24 234001839.24 0.0010 N N N N UST BILLS UST BILLS, 0% 912796Z28 254900HROIFWPRGM1V77 US912796Z285 JQX687000 U.S. Treasury Debt Y N/A N/A 2024-02-22 2024-02-22 2024-02-22 N N N 0.0537 1812202457.58 1812202457.58 0.0079 N Y Y N BNP PARIBAS BNP PARIBAS, 5.35% R0MUWSFPU8MPRO8K5P83 KAV987000 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 2023-12-31 2052-11-15 0.000 - 5.521 2715127028.00 2697117475.08 U.S. Treasuries (including strips) Government National Mortgage Association 2029-08-15 2053-09-20 2.500 - 7.000 99351258.00 80642704.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 2053-11-01 1.500 - 6.500 291582375.00 149248369.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-07-01 2053-11-01 2.000 - 7.500 462124633.00 322721432.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0522 3162000000.00 3162000000.00 0.0138 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-19 2025-05-19 N N N 0.0544 326078002.02 326078002.02 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-12-18 2024-12-18 N N N 0.0546 80966644.20 80966644.20 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-06-10 2024-06-10 N N N 0.0537 670027302.50 670027302.50 0.0029 N N N N BNP PARIBAS BNP PARIBAS, 5.395% R0MUWSFPU8MPRO8K5P83 JYG854000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2053-10-20 3.500 - 6.500 36411584.00 25042151.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-01-01 2053-07-01 3.300 - 7.500 44220887.00 19996837.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2053-11-01 2.240 - 6.500 42694652.00 33608249.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2053-02-15 0.000 - 5.551 240499499.00 247320395.01 U.S. Treasuries (including strips) Y N/A N/A 2023-12-18 2023-12-18 2023-12-18 N N N 0.0525 314000000.00 314000000.00 0.0014 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AXPQ5 2549001DPIFGXC1TOL40 US3130AXPQ58 0001026214 KAU782000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-02 2024-05-02 N N N 0.0529 244055058.60 244055058.60 0.0011 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.35% 549300Y1PMK3RWXMWR72 KAW868000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-01-01 2053-08-01 2.500 - 5.500 23404828.00 15377385.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-07-20 2063-05-20 2.500 - 6.500 491656120.00 105484893.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2053-07-01 1.500 - 5.500 89142268.00 40991524.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2042-08-15 3.375 900.00 759.69 U.S. Treasuries (including strips) Y N/A N/A 2024-01-18 2024-01-18 2024-01-18 N N N 0.0525 158000000.00 158000000.00 0.0007 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRX2 2549001DPIFGXC1TOL40 US3130AVRX26 0001026214 JSW457000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0545 324841208.25 324841208.25 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-10 2024-05-10 N N N 0.0536 269497154.08 269497154.08 0.0012 N N N N UST BILLS UST BILLS, 0% 912797JE8 254900HROIFWPRGM1V77 US912797JE81 KAI599000 U.S. Treasury Debt Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0536 1489395627.26 1489395627.26 0.0065 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 JSX072000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0573 400367318.24 400367318.24 0.0018 N N N N UST NOTES UST NOTES, 0.125% 91282CBM2 254900HROIFWPRGM1V77 US91282CBM29 HBF544000 U.S. Treasury Debt Y N/A N/A 2024-02-15 2024-02-15 2024-02-15 N N N 0.0526 49468750.00 49468750.00 0.0002 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.485% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-08-22 2025-08-22 N N N 0.0544 299070279.95 299070279.95 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-07-26 2024-07-26 N N N 0.0541 27997453.12 27997453.12 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.374% 3133ENZB9 254900C5LP6DN9OP9V83 US3133ENZB90 JWP689000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-03-22 2024-03-22 N N N 0.0531 59497299.89 59497299.89 0.0003 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.41% 549300HN4UKV1E2R3U73 KAV282000 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 2026-04-01 2053-10-01 2.000 - 6.500 17955094.00 5222922.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-10-01 2053-11-01 2.000 - 6.500 99890915.00 93617451.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-11-15 2063-09-20 3.000 - 6.500 88687164.00 62044188.25 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-01 2024-02-01 2024-02-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0530 157000000.00 157000000.00 0.0007 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-07 2025-07-07 N N N 0.0544 31761841.80 31761841.80 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-06-24 2025-06-24 N N N 0.0543 138035846.88 138035846.88 0.0006 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.314031% MBNUM2BPBDO7JBLYG310 KBW304000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-25 2053-05-15 0.000 - 4.875 123710.00 117518.00 U.S. Treasuries (including strips) Government National Mortgage Association 2032-06-20 2053-11-20 2.000 - 7.500 232808.00 174443.34 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0531 286000.00 286000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 JMC214000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-01-17 2024-01-17 N N N 0.0529 552997268.18 552997268.18 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-08 2024-11-08 N N N 0.0541 42999117.21 42999117.21 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 4.25% 3133ENP79 254900C5LP6DN9OP9V83 US3133ENP798 JLR036000 U.S. Government Agency Debt Y N/A N/A 2024-09-26 2024-09-26 2024-09-26 N N N 0.0534 21709853.91 21709853.91 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.445% 3130AWSP6 2549001DPIFGXC1TOL40 US3130AWSP65 0001026214 KAE658000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-06 2024-11-06 N N N 0.0540 8526692.21 8526692.21 0.0000 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.316915% 7TK5RJIZDFROZCA6XF66 KBW143000_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 2024-03-01 2057-06-01 1.500 - 8.500 598334867.00 352671794.08 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 2025-11-20 2030-07-08 1.400 - 5.200 15560181.00 15588338.70 Agency Debentures and Agency Strips Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 360986000.00 360986000.00 0.0016 N Y Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.31% SUVUFHICNZMP2WKHG940 KBV898000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-15 2025-04-30 2.625 - 3.875 353812600.00 347871309.70 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 341000000.00 341000000.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AXVL9 2549001DPIFGXC1TOL40 US3130AXVL97 0001026214 KBL773000 U.S. Government Agency Debt Y N/A N/A 2024-06-07 2024-06-07 2024-06-07 N N N 0.0535 77003647.49 77003647.49 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 4.55% 3130AURP1 2549001DPIFGXC1TOL40 US3130AURP19 0001026214 KBJ102000 U.S. Government Agency Debt Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0537 49730867.00 49730867.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-07-18 2024-07-18 N N N 0.0539 114499892.37 114499892.37 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384QT9 2549001DPIFGXC1TOL40 US313384QT93 DHF590000 U.S. Government Agency Debt Y N/A N/A 2023-12-20 2023-12-20 2023-12-20 N N N 0.0495 139622432.60 139622432.60 0.0006 N N Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.33% 3Y4U8VZURTYWI1W2K376 KAW869000 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 2052-04-20 2053-10-20 3.000 - 6.000 124055453.00 123949917.68 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 121000000.00 121000000.00 0.0005 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.314031% ZBUT11V806EZRVTWT807 KBW304000_00267 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 2028-08-01 2033-05-01 3.000 - 4.440 56107.00 53841.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-10-01 2053-09-01 1.500 - 6.500 1935446.00 1323891.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-18 2027-11-15 0.000 - 6.625 3409624.00 3222125.80 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 4509000.00 4509000.00 0.0000 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.43% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-08-01 2024-08-01 N N N 0.0539 36987307.86 36987307.86 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPF42 254900C5LP6DN9OP9V83 US3133EPF422 KBK839000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-22 2024-11-22 N N N 0.0539 93012547.56 93012547.56 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.49% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-15 2025-05-15 N N N 0.0545 132021675.72 132021675.72 0.0006 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 KBR069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-15 2053-08-15 0.000 - 4.875 73720800.00 66375422.33 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 65000000.00 65000000.00 0.0003 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-09-26 2024-09-26 N N N 0.0544 337761074.82 337761074.82 0.0015 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.316915% KB1H1DSPRFMYMCUFXT09 KBW143000_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 2026-01-15 2053-11-15 0.875 - 5.000 300355079.00 219336859.20 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 213970000.00 213970000.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.52% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-25 2024-11-25 N N N 0.0542 121095433.91 121095433.91 0.0005 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RQ4 2549001DPIFGXC1TOL40 US313384RQ46 DIG928000 U.S. Government Agency Debt Y N/A N/A 2024-01-10 2024-01-10 2024-01-10 N N N 0.0512 147160953.96 147160953.96 0.0006 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 DIG929000 U.S. Government Agency Debt Y N/A N/A 2024-01-24 2024-01-24 2024-01-24 N N N 0.0516 819684519.64 819684519.64 0.0036 N N Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 KBV929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2031-11-15 0.125 - 4.625 1536112600.00 1440452836.02 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 1412000000.00 1412000000.00 0.0062 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-09-15 2025-09-15 N N N 0.0547 69992981.80 69992981.80 0.0003 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% KBV887000 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 2042-07-01 2053-02-01 3.000 - 6.500 333126328.00 265357889.34 Agency Mortgage-Backed Securities Federal National Mortgage Association S6XOOCT0IEG5ABCC6L87 2026-12-01 2053-08-01 2.000 - 5.500 506612321.00 189629211.45 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 446000000.00 446000000.00 0.0019 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPYA7 254900C5LP6DN9OP9V83 US3133EPYA74 JYV262000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-10 2025-07-10 N N N 0.0542 139073001.41 139073001.41 0.0006 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KBU703000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-09-30 2029-02-15 1.500 - 4.625 1125648100.00 1012864832.68 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-07-20 2052-10-20 1.500 - 4.000 881870517.00 572213625.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-10-01 2041-10-01 2.000 20000000.00 13968808.13 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0518 1567000000.00 1567000000.00 0.0068 N N Y N UST BILLS UST BILLS, 0% 912797FT9 254900HROIFWPRGM1V77 US912797FT96 JUJ329000 U.S. Treasury Debt Y N/A N/A 2023-12-07 2023-12-07 2023-12-07 N N N 0.0460 1134886602.29 1134886602.29 0.0050 N Y Y N UST BILLS UST BILLS, 0% 912797HZ3 254900HROIFWPRGM1V77 US912797HZ39 JYA669000 U.S. Treasury Debt Y N/A N/A 2024-01-16 2024-01-16 2024-01-16 N N N 0.0532 2777145257.88 2777145257.88 0.0121 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AVSL7 2549001DPIFGXC1TOL40 US3130AVSL78 0001026214 JSX037000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-04-25 2024-04-25 N N N 0.0527 342093249.72 342093249.72 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.475% 3133EPA21 254900C5LP6DN9OP9V83 US3133EPA217 KAP519000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-30 2025-07-30 N N N 0.0543 41012794.87 41012794.87 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.52% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-22 2024-11-22 N N N 0.0542 204849715.53 204849715.53 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-12-23 2024-12-23 N N N 0.0546 116956371.87 116956371.87 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.345% 3130AXXT0 2549001DPIFGXC1TOL40 US3130AXXT06 0001026214 KBW164000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-01 2024-05-01 N N N 0.0532 305000000.00 305000000.00 0.0013 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.33% MBNUM2BPBDO7JBLYG310 0000315030 KBU231000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2051-12-01 1.500 - 4.919 361608513.00 255031915.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-09-01 2051-12-01 1.500 - 5.000 174575633.00 113188618.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2025-08-15 3.125 221700.00 217591.07 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2024-01-02 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0522 361000000.00 361000000.00 0.0016 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-01-28 2025-01-28 N N N 0.0541 68015936.48 68015936.48 0.0003 N N N N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JXP322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-05-15 1.125 - 5.521 661942600.00 573632137.80 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0538 554000000.00 554000000.00 0.0024 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.32% 1VUV7VQFKUOQSJ21A208 KAW875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2030-05-31 2.250 - 3.750 355690400.00 334969442.04 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2023-12-14 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 327000000.00 327000000.00 0.0014 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-07 2024-05-07 N N N 0.0531 310058466.00 310058466.00 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 2028-10-01 2053-11-01 2.000 - 7.000 74195245.00 65626094.81 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.900 2000.00 1443.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-03-01 2053-08-01 2.770 - 4.500 22535581.00 20846265.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2053-02-15 0.000 - 3.875 86889933.00 78919157.68 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-06-20 2053-10-20 2.500 - 7.500 102285905.00 93401694.61 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0536 249000000.00 249000000.00 0.0011 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.41% 549300HN4UKV1E2R3U73 JYP015000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-07-01 2053-11-01 1.500 - 6.500 113026673.00 76206401.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-12-15 2053-09-20 2.500 - 6.500 60258810.00 47987574.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2053-07-01 2.000 - 6.500 83746900.00 37481856.20 Agency Mortgage-Backed Securities Y N/A N/A 2024-01-25 2024-01-25 2024-01-25 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 157000000.00 157000000.00 0.0007 N N N Y 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 0.0559 648094917.58 648094917.58 0.0028 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.34% 5493007VSMFZCPV1NB83 KBU179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2043-02-15 2043-02-15 3.875 122168300.00 111229555.66 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0520 109000000.00 109000000.00 0.0005 N N Y N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBJ784000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-01 2050-07-01 3.000 - 6.500 416330.00 4646.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-05-01 2038-03-01 6.000 - 6.500 10568.00 48.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2053-02-15 0.000 - 5.520 369559984.00 325005073.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-02-20 2039-11-15 5.000 - 6.500 34959.00 118.70 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0532 317000000.00 317000000.00 0.0014 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-22 2024-11-22 N N N 0.0541 65000334.10 65000334.10 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-08 2024-05-08 N N N 0.0531 232044267.92 232044267.92 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.37% 3133ENQJ2 254900C5LP6DN9OP9V83 US3133ENQJ28 JWP705000 U.S. Government Agency Debt Y N/A N/A 2023-12-04 2024-03-04 2024-03-04 N N N 0.0526 35002054.15 35002054.15 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-02-20 2025-02-20 N N N 0.0537 79056360.97 79056360.97 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-05-24 2024-05-24 N N N 0.0542 147978255.84 147978255.84 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-02-26 2025-02-26 N N N 0.0546 206869343.67 206869343.67 0.0009 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-06-14 2024-06-14 N N N 0.0542 46000741.98 46000741.98 0.0002 N N N N BNP PARIBAS BNP PARIBAS, 5.4% R0MUWSFPU8MPRO8K5P83 KBK719000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-04-01 2050-04-01 4.500 122218.00 105989.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2052-02-15 0.000 - 5.551 358144712.00 325904461.22 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-06-01 2052-06-01 4.000 1000.00 839.97 Agency Mortgage-Backed Securities Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0532 318000000.00 318000000.00 0.0014 N N N Y LLOYDS BANK PLC. LLOYDS BANK PLC., 5.49% H7FNTJ4851HG0EXQ1Z70 KBP005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 0.750 106529200.00 102167795.05 U.S. Treasuries (including strips) Y N/A N/A 2024-02-20 2024-02-20 2024-02-20 N N N 0.0541 100000000.00 100000000.00 0.0004 N N N Y RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.38% 549300QJJX6CVVUXLE15 KBD449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-26 2053-05-15 0.000 - 4.750 589617600.00 564193208.81 U.S. Treasuries (including strips) Y N/A N/A 2023-12-07 2023-12-07 2024-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0527 551000000.00 551000000.00 0.0024 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-03-13 2024-03-13 N N N 0.0525 77012289.97 77012289.97 0.0003 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 KBV175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2033-05-15 0.250 - 5.551 563743400.00 541779845.78 U.S. Treasuries (including strips) Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 N N N 0.0518 531000000.00 531000000.00 0.0023 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384RC5 2549001DPIFGXC1TOL40 US313384RC59 313384RC5 U.S. Government Agency Debt Y N/A N/A 2023-12-29 2023-12-29 2023-12-29 N N N 0.0503 45817294.90 45817294.90 0.0002 N N Y N SUMITOMO MITSUI TRUST BK LTD (GOV REPO) SUMITOMO MITSUI TRUST BK LTD (GOV REPO), 5.38% 5493006GGLR4BTEL8O61 KBL700000 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 56271000.00 49035217.01 U.S. Treasuries (including strips) Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0527 47999750.40 47999750.40 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-21 2025-07-21 N N N 0.0546 259005527.06 259005527.06 0.0011 N N N N UST BILLS UST BILLS, 0% 912797JG3 254900HROIFWPRGM1V77 US912797JG30 KAV287000 U.S. Treasury Debt Y N/A N/A 2024-03-05 2024-03-05 2024-03-05 N N N 0.0532 1220880663.64 1220880663.64 0.0053 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.314031% 5U0XI89JRFVHWIBS4F54 KBW304000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-08-20 3.000 - 6.000 8868024.00 5501038.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 1482702.00 1382632.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 10191203.00 3450902.29 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 9794000.00 9794000.00 0.0000 N Y Y N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.46% VYVVCKR63DVZZN70PB21 0000276523 KAK710000 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 2024-09-01 2053-11-01 1.500 - 7.500 779327356.00 646693362.00 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-19 2023-12-19 2023-12-19 N N N 0.0533 630000000.00 630000000.00 0.0028 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-04-26 2024-04-26 N N N 0.0538 184010085.04 184010085.04 0.0008 N N N 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 0.0561 484299718.20 484299718.20 0.0021 N N N N UST NOTES UST NOTES, 0.875% 91282CDV0 254900HROIFWPRGM1V77 US91282CDV00 IGD152000 U.S. Treasury Debt Y N/A N/A 2024-01-31 2024-01-31 2024-01-31 N N N 0.0533 80395493.76 80395493.76 0.0004 N Y 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 0.0541 340756836.31 340756836.31 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 0.0538 115979155.96 115979155.96 0.0005 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.36% KBVRJ5K57JZ3E2AVWX40 0000877559 KAX526000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-03-15 2053-07-01 5.000 - 7.000 88184014.00 82406166.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-05-15 2051-05-20 2.000 - 5.070 217302232.00 79425691.40 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-15 2023-12-15 2023-12-15 N N N 0.0523 158000000.00 158000000.00 0.0007 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 KBJ658000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-20 2025-05-20 N N N 0.0540 45022586.85 45022586.85 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-11-21 2024-11-21 N N N 0.0536 127071564.50 127071564.50 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.48% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-05-16 2025-05-16 N N N 0.0546 113003525.60 113003525.60 0.0005 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 KBR190000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2039-10-15 2057-11-15 2.500 - 6.500 219854164.00 182601468.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2033-02-15 1.125 - 4.000 310254000.00 305174734.47 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 2047-04-01 3.500 30000000.00 4690060.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-07-01 2035-07-01 4.000 10200000.00 1723461.73 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 484000000.00 484000000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-04-12 2024-04-12 N N N 0.0537 372452476.45 372452476.45 0.0016 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.31% 1VUV7VQFKUOQSJ21A208 KBU187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2033-08-15 2033-08-15 3.875 228213700.00 222491237.75 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0518 218000000.00 218000000.00 0.0010 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.49% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-24 2025-07-24 N N N 0.0546 273007272.72 273007272.72 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-08-22 2024-08-22 N N N 0.0535 321110334.12 321110334.12 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 JLL041000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2023-12-14 2023-12-14 N N N 0.0525 872998900.02 872998900.02 0.0038 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 0.0558 324498375.50 324498375.50 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-10-21 2024-10-21 N N N 0.0543 276849388.22 276849388.22 0.0012 N N N N UST NOTES UST NOTES, 2.25% 9128286R6 254900HROIFWPRGM1V77 US9128286R69 EED423000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0537 127352226.24 127352226.24 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.475% 3130AXNH7 2549001DPIFGXC1TOL40 US3130AXNH77 0001026214 KAP667000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-07-25 2025-07-25 N N N 0.0544 78009501.18 78009501.18 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-27 2025-03-27 N N N 0.0543 380993797.32 380993797.32 0.0017 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384TD1 2549001DPIFGXC1TOL40 US313384TD15 313384TD1 U.S. Government Agency Debt Y N/A N/A 2024-02-16 2024-02-16 2024-02-16 N N N 0.0520 211668532.06 211668532.06 0.0009 N N N N UST NOTES UST NOTES, 2.5% 91282CEK3 254900HROIFWPRGM1V77 US91282CEK36 JAF079000 U.S. Treasury Debt Y N/A N/A 2024-04-30 2024-04-30 2024-04-30 N N N 0.0539 200597304.18 200597304.18 0.0009 N Y Y N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 KBU176000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-31 2032-05-15 1.125 - 4.000 497016700.00 443961785.42 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0518 435000000.00 435000000.00 0.0019 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 KBP973000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-11-28 2025-11-28 N N N 0.0543 105062372.10 105062372.10 0.0005 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.316915% 549300Y1PMK3RWXMWR72 KBW143000_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 2047-03-20 2053-02-20 2.500 - 5.000 161536297.00 91740776.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-01-01 2053-07-01 1.500 - 5.500 187768411.00 127463089.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2058-01-01 1.500 - 6.000 417435808.00 222708089.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0532 433183000.00 433183000.00 0.0019 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPYZ2 254900C5LP6DN9OP9V83 US3133EPYZ26 KAH848000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-20 2025-03-20 N N N 0.0541 136038119.44 136038119.44 0.0006 N N N N UST BILLS UST BILLS, 0% 912797GQ4 254900HROIFWPRGM1V77 US912797GQ49 JXO891000 U.S. Treasury Debt Y N/A N/A 2024-03-07 2024-03-07 2024-03-07 N N N 0.0531 669134578.66 669134578.66 0.0029 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPH73 254900C5LP6DN9OP9V83 US3133EPH733 KBU266000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-12-01 2025-12-01 N N N 0.0000 80049604.00 80049604.00 0.0003 N N N N UST NOTES UST NOTES, 5.388423% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-12-01 2024-07-31 2024-07-31 N N N 0.0537 1245041794.65 1245041794.65 0.0054 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 JKF573000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2024-01-05 2024-01-05 N N N 0.0529 928962737.81 928962737.81 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2023-12-01 2025-03-06 2025-03-06 N N N 0.0543 230999637.33 230999637.33 0.0010 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.36% 2IGI19DL77OX0HC3ZE78 KBL856000 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 2028-04-01 2053-10-01 2.000 - 6.500 162549716.00 112383758.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-07 2023-12-07 2024-01-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 110000000.00 110000000.00 0.0005 N N Y N Fidelity Government Cash Reserves 2023-12-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer