N-MFP2 0000035315 XXXXXXXX 2023-09-30 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 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 29 71 3480570059.01 3307682818.77 3224177960.26 3226709078.81 3267753814.80 3990515679.16 3973506688.91 3866030464.82 3768413209.27 3850950428.30 0.6700 0.6400 0.6400 0.6500 0.6500 0.7700 0.7700 0.7700 0.7600 0.7600 28000063.63 4963453730.50 4963607095.51 48130376.12 277298800.11 4762438735.15 4762430270.4300 1.0000 0.0541 0.9999 0.9999 0.9999 0.9999 0.9999 C000168450 1.00 4762438735.15 4762430270.4300 0.9999 0.9999 0.9999 0.9999 0.9999 112932190.78 31795154.36 3831322.27 15514612.14 3462743.59 139682175.65 15627304.01 28585266.23 3605672.72 8237911.52 131825206.50 210071148.99 0.0541 N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-09 2024-05-09 N N N 0.0537 999906.82 999906.82 0.0002 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.37% 549300HN4UKV1E2R3U73 JWB966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2029-03-31 2.375 2285900.00 2062995.28 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-10-18 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0524 2000000.00 2000000.00 0.0004 N N Y N UST BILLS UST BILLS, 0% 912797FC6 254900HROIFWPRGM1V77 US912797FC61 JSX636000 U.S. Treasury Debt Y N/A N/A 2023-10-26 2023-10-26 2023-10-26 N N N 0.0479 41852066.76 41852066.76 0.0088 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-03-06 2024-03-06 N N N 0.0538 1999954.40 1999954.40 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 JSB641000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0578 16959071.14 16959071.14 0.0036 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.445% 3133EPXC4 254900C5LP6DN9OP9V83 US3133EPXC40 JYJ779000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-04-29 2025-04-29 N N N 0.0529 3006497.07 3006497.07 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-28 2024-05-28 N N N 0.0542 12999962.04 12999962.04 0.0027 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JYC181000 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 2051-09-01 2051-09-01 2.500 7377575.00 5113566.60 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-10-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 5000000.00 5000000.00 0.0010 N N Y N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.32% VYVVCKR63DVZZN70PB21 0000276523 JYQ661000 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 2047-01-20 2047-01-20 3.500 12882019.00 11224974.55 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-10-06 N N N 0.0519 11000000.00 11000000.00 0.0023 N N Y 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 0.0515 1971054.64 1971054.64 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-17 2024-05-17 N N N 0.0537 6999825.21 6999825.21 0.0015 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.3% KX1WK48MPD4Y2NCUIZ63 JYQ442000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-09-15 2047-08-15 1.250 - 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3.000 6031.00 4578.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-03-15 2048-03-15 5.000 3572.00 300.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2046-02-15 0.000 - 5.000 10219600.00 9949655.90 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2053-09-01 1.750 - 5.000 276801.00 262224.32 Agency Debentures and Agency Strips Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0524 10000000.00 10000000.00 0.0021 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-02 2024-05-02 N N N 0.0532 3001697.16 3001697.16 0.0006 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 JYI874000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2026-02-28 0.500 19286800.00 17368271.64 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 17000000.00 17000000.00 0.0036 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-09-06 2024-09-06 N N N 0.0539 4000255.56 4000255.56 0.0008 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 0.0532 13810413.54 13810413.54 0.0029 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-06 2024-05-06 N N N 0.0534 11001400.19 11001400.19 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-01-27 2025-01-27 N N N 0.0543 7000142.24 7000142.24 0.0015 N N N N UST BILLS UST BILLS, 0% 912797HN0 254900HROIFWPRGM1V77 US912797HN09 JWO771000 U.S. Treasury Debt Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0521 40117211.82 40117211.82 0.0084 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JYO178000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2051-05-01 2.500 42285731.00 26354646.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2039-05-15 2041-08-15 1.750 - 4.250 7539600.00 6314241.44 U.S. Treasuries (including strips) Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0518 32000000.00 32000000.00 0.0067 N N Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JYO206000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-12 2053-02-15 0.000 - 4.125 1030600.00 1021015.97 U.S. Treasuries (including strips) Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0518 1000000.00 1000000.00 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPFZ3 254900C5LP6DN9OP9V83 US3133EPFZ37 JSQ689000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-04-18 2024-04-18 N N N 0.0546 3998354.48 3998354.48 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.505% 3133EPLU7 254900C5LP6DN9OP9V83 US3133EPLU75 JYP821000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-06-02 2025-06-02 N N N 0.0547 1727900.29 1727900.29 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXAS7 2549001DPIFGXC1TOL40 US3130AXAS79 0001026214 JYC512000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-20 2025-03-20 N N N 0.0543 5000690.95 5000690.95 0.0011 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 0.0505 3959048.44 3959048.44 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-02-02 2024-02-02 N N N 0.0534 10000390.60 10000390.60 0.0021 N N N N UST NOTES UST NOTES, 5.54279% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2023-10-02 2024-10-31 2024-10-31 N N N 0.0543 8009006.80 8009006.80 0.0017 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 0.0523 11871033.36 11871033.36 0.0025 N Y 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 0.0579 6979071.26 6979071.26 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-05-27 2025-05-27 N N N 0.0546 999917.31 999917.31 0.0002 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.3% KBVRJ5K57JZ3E2AVWX40 0000877559 JYQ462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-11-30 2027-11-30 3.875 2080000.00 2041646.45 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 2000000.00 2000000.00 0.0004 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 JML880000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-10 2023-10-10 N N N 0.0526 3000011.70 3000011.70 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2023-10-03 2024-10-03 2024-10-03 N N N 0.0545 999853.77 999853.77 0.0002 N N N 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 0.0513 4932569.10 4932569.10 0.0010 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.31% 1VUV7VQFKUOQSJ21A208 JYP572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-07-31 2028-07-31 1.000 6033800.00 5103088.97 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 5000000.00 5000000.00 0.0010 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-08-06 2024-08-06 N N N 0.0544 3000614.91 3000614.91 0.0006 N N N N BNP PARIBAS BNP PARIBAS, 5.375% 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 2025-04-30 2053-02-15 0.000 - 5.572 8699779.00 4876250.65 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2053-09-01 3.590 - 4.000 2105.00 1847.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2053-08-20 3.141 - 6.500 4404008.00 4440877.64 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-08-26 2024-08-26 5.660 5000000.00 5032938.89 Agency Debentures and Agency Strips Y N/A N/A 2023-12-13 2023-12-13 2023-12-13 N N N 0.0529 14000000.00 14000000.00 0.0029 N N N Y SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JYO190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2052-08-15 2052-08-15 3.000 15443300.00 11340068.91 U.S. Treasuries (including strips) Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0518 11000000.00 11000000.00 0.0023 N N Y N FICC BONY DVP REPO (GOV REPO) FICC BONY DVP REPO (GOV REPO), 5.31% 549300H47WTHXPU08X20 JYQ478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-10-31 2029-06-30 1.375 - 3.250 91575800.00 85680021.72 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 84000000.00 84000000.00 0.0176 N Y Y N SMBC NIKKO SEC AM INC(GOV RP) SMBC NIKKO SEC AM INC(GOV RP), 5.3% 6PJDTY319315T5LR2241 JYQ431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2051-05-15 0.000 - 4.125 224180100.00 204362918.33 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 200000000.00 200000000.00 0.0420 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.31% MBNUM2BPBDO7JBLYG310 0000315030 JYP526000 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 2040-08-15 2040-08-15 0.000 10575.00 4502.90 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-09-20 2053-09-20 5.500 - 6.500 9417885.00 9180957.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0518 9000000.00 9000000.00 0.0019 N N 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 0.0526 7908003.36 7908003.36 0.0017 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 0.0578 6979092.47 6979092.47 0.0015 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 313384NX3 U.S. Government Agency Debt Y N/A N/A 2023-11-06 2023-11-06 2023-11-06 N N N 0.0484 5970143.22 5970143.22 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AXD54 2549001DPIFGXC1TOL40 US3130AXD540 0001026214 JYN695000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-06-27 2025-06-27 N N N 0.0545 8999965.17 8999965.17 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-05-22 2025-05-22 N N N 0.0541 4002140.80 4002140.80 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 JQD623000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-11-03 2023-11-03 N N N 0.0521 26001460.94 26001460.94 0.0055 N N N N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.31% U7M81AY481YLIOR75625 JYQ445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2025-02-15 2.000 23411500.00 22433529.12 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 22000000.00 22000000.00 0.0046 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384MX4 2549001DPIFGXC1TOL40 US313384MX42 313384MX4 U.S. Government Agency Debt Y N/A N/A 2023-10-13 2023-10-13 2023-10-13 N N N 0.0410 998434.85 998434.85 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-10 2025-03-10 N N N 0.0545 1999697.50 1999697.50 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-12-26 2024-12-26 N N N 0.0543 6999534.22 6999534.22 0.0015 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-17 2024-05-17 N N N 0.0538 999811.42 999811.42 0.0002 N N N N UST BILLS UST BILLS, 0% 912797HC4 254900HROIFWPRGM1V77 US912797HC44 JUY847000 U.S. Treasury Debt Y N/A N/A 2023-10-24 2023-10-24 2023-10-24 N N N 0.0474 39771347.24 39771347.24 0.0084 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-28 2024-05-28 N N N 0.0538 3000033.90 3000033.90 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-08-28 2025-08-28 N N N 0.0543 2001099.98 2001099.98 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVT44 2549001DPIFGXC1TOL40 US3130AVT441 0001026214 JSY305000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0583 16952824.15 16952824.15 0.0036 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-02-23 2024-02-23 N N N 0.0533 13000770.12 13000770.12 0.0027 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.36% 2IGI19DL77OX0HC3ZE78 JYI560000 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 2049-12-25 2053-02-01 3.000 - 5.929 1159766.00 1022266.10 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0525 1000000.00 1000000.00 0.0002 N N N Y 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 2940202.20 2940202.20 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-09-02 2025-09-02 N N N 0.0545 10002802.10 10002802.10 0.0021 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NZ8 2549001DPIFGXC1TOL40 US313384NZ80 DGF639000 U.S. Government Agency Debt Y N/A N/A 2023-11-08 2023-11-08 2023-11-08 N N N 0.0486 3978961.08 3978961.08 0.0008 N N Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.304448% 7TK5RJIZDFROZCA6XF66 JYR037000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-11-01 2053-10-01 1.500 - 7.000 7833447.00 5363662.85 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2032-04-27 1.150 - 5.200 145180.00 143713.08 Agency Debentures and Agency Strips Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 5397000.00 5397000.00 0.0011 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.32% 1VUV7VQFKUOQSJ21A208 JYI967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-07-31 2028-07-31 1.000 2416000.00 2043333.05 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 2000000.00 2000000.00 0.0004 N N Y 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 0.0505 2968437.69 2968437.69 0.0006 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWI120000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-06-01 2053-08-01 5.000 242313.00 223531.23 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.900 205000.00 143322.08 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2042-02-15 0.000 - 5.440 6787676.00 5338436.46 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2053-08-20 3.000 - 7.000 236262.00 206582.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2053-09-01 3.590 - 7.000 1680008.00 270810.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0524 6000000.00 6000000.00 0.0013 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 0.0538 50098922.31 50098922.31 0.0105 N Y Y N Nomura Securities International Nomura Securities International, 5.304448% OXTKY6Q8X53C9ILVV871 JYR037000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2053-08-15 0.125 - 4.375 7665190.00 7592394.70 U.S. Treasuries (including strips) Government National Mortgage Association 2037-10-20 2065-05-15 2.000 - 7.000 7745551.00 6653279.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-15 2062-09-01 0.000 - 8.000 27571415.00 22218520.69 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-02-26 2044-10-06 0.250 - 6.220 691.00 593.60 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2065-09-15 0.000 - 7.125 15387.00 11843.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-01 2053-09-01 0.000 - 7.000 16968769.00 13192603.21 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-11-07 2037-03-16 0.900 - 5.800 3430.00 3306.84 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 0.000 11.00 7.79 Agency Debentures and Agency Strips Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 48658000.00 48658000.00 0.0102 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-09-23 2024-09-23 N N N 0.0539 1000012.97 1000012.97 0.0002 N N N N UST NOTES UST NOTES, 5.32779% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2023-10-02 2024-04-30 2024-04-30 N N N 0.0538 26991578.70 26991578.70 0.0057 N Y Y N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JWQ622000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.900 1000.00 699.13 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-08-15 2053-09-20 3.000 - 7.500 172656.00 162879.77 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-06-01 2053-09-01 2.070 - 5.000 2000.00 1667.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-08-15 0.000 - 5.572 6998400.00 7037801.98 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0530 7000000.00 7000000.00 0.0015 N N N Y 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 0.0527 3952768.88 3952768.88 0.0008 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JYP550000 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 2039-08-15 2039-08-15 4.500 11507200.00 11226697.24 U.S. Treasuries (including strips) Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0518 11000000.00 11000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 JSB239000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-26 2023-10-26 N N N 0.0521 9000270.18 9000270.18 0.0019 N N N N BofA Securities, Inc. BofA Securities, Inc., 5.304448% 549300HN4UKV1E2R3U73 JYR037000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-08-01 2053-09-01 5.500 - 6.000 11235024.00 11023619.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2024-08-15 0.375 355264.00 340117.36 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0530 11136000.00 11136000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-04-09 2025-04-09 N N N 0.0543 1000288.36 1000288.36 0.0002 N N N N UST BILLS UST BILLS, 0% 912797FA0 254900HROIFWPRGM1V77 US912797FA06 JSM562000 U.S. Treasury Debt Y N/A N/A 2023-10-12 2023-10-12 2023-10-12 N N N 0.0413 60910575.83 60910575.83 0.0128 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 JPY241000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-12-01 2023-12-01 N N N 0.0521 8001053.68 8001053.68 0.0017 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133EPWU5 254900C5LP6DN9OP9V83 JYI393000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-06-27 2025-06-27 N N N 0.0544 2000290.12 2000290.12 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-12 2024-11-12 N N N 0.0539 7002319.03 7002319.03 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-10-01 2024-10-01 N N N 0.0541 4000389.92 4000389.92 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 0.0523 6629834.25 6629834.25 0.0014 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.41% 549300HN4UKV1E2R3U73 JXN090000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2027-03-31 0.625 30562400.00 26659548.62 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-10-30 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0529 26000000.00 26000000.00 0.0055 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 JSB581000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-27 2023-10-27 N N N 0.0521 3000098.13 3000098.13 0.0006 N N N N UST NOTES UST NOTES, 5.38779% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2023-10-02 2024-01-31 2024-01-31 N N N 0.0532 21001295.07 21001295.07 0.0044 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-04-22 2024-04-22 N N N 0.0540 4000157.36 4000157.36 0.0008 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JXI202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-07-14 2041-12-09 2.310 - 2.900 16000.00 11252.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-05-01 2053-06-01 5.500 - 6.000 972538.00 4874.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-07-01 2053-09-01 2.500 - 6.859 62756.00 7396.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2052-05-15 0.000 - 5.572 6867876.00 7069961.40 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-03-20 2053-06-20 3.000 - 7.000 670339.00 93037.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-21 2023-12-21 2023-12-21 N N N 0.0531 7000000.00 7000000.00 0.0015 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 JKG585000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-01-12 2024-01-12 N N N 0.0532 3999740.96 3999740.96 0.0008 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-12-05 2024-12-05 N N N 0.0543 1000800.43 1000800.43 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-18 2024-11-18 N N N 0.0541 7000798.07 7000798.07 0.0015 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.33% ES7IP3U3RHIGC71XBU11 JYI557000 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 2053-09-01 3.500 - 7.000 61167026.00 20752858.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-25 2053-10-01 2.000 - 6.500 27413192.00 16253684.22 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-06-15 2052-05-15 0.250 - 6.625 22991700.00 20563171.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-09-20 2063-09-20 2.500 - 7.000 732889.00 694491.62 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0522 57000000.00 57000000.00 0.0120 N N Y N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.34% KX1WK48MPD4Y2NCUIZ63 JYI571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-15 2052-05-15 0.250 - 4.500 19904700.00 18390402.93 U.S. Treasuries (including strips) Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0523 18000000.00 18000000.00 0.0038 N N N Y ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% JYQ452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.250 9693500.00 6182740.73 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 6000000.00 6000000.00 0.0013 N Y Y N UST BILLS UST BILLS, 0% 912797HA8 254900HROIFWPRGM1V77 US912797HA87 JUN217000 U.S. Treasury Debt Y N/A N/A 2023-10-10 2023-10-10 2023-10-10 N N N 0.0389 27967271.08 27967271.08 0.0059 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 JKO884000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-01-26 2024-01-26 N N N 0.0534 8000045.20 8000045.20 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-07-12 2024-07-12 N N N 0.0541 999703.00 999703.00 0.0002 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% JYQ451000 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 2032-11-15 2046-08-15 2.250 - 4.125 272700.00 223113.89 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-01-20 2053-01-20 5.500 672754.00 637754.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2051-07-01 3.000 2179860.00 1599687.55 Agency Mortgage-Backed Securities Federal National Mortgage Association S6XOOCT0IEG5ABCC6L87 2051-02-01 2053-03-01 2.000 - 5.000 9635409.00 7744851.04 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 10000000.00 10000000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-03-14 2024-03-14 N N N 0.0535 11003342.24 11003342.24 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-25 2025-07-25 N N N 0.0542 11007665.35 11007665.35 0.0023 N N N N BNP PARIBAS BNP PARIBAS, 5.375% 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 2030-06-30 2052-08-15 0.000 - 3.875 4225425.00 2500395.07 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-06-01 2053-06-01 5.000 9206528.00 8491599.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-04-01 5.000 14868151.00 13726524.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2053-09-20 2053-09-20 7.000 3769298.00 3897425.65 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-20 2023-12-20 2023-12-20 N N N 0.0530 28000000.00 28000000.00 0.0059 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-07-26 2024-07-26 N N N 0.0540 3000101.73 3000101.73 0.0006 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 0.0578 6978281.24 6978281.24 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRK0 2549001DPIFGXC1TOL40 US3130AVRK05 0001026214 JSW381000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0577 6981572.43 6981572.43 0.0015 N N N N SOCIETE GENERALE (GOV REPO) SOCIETE GENERALE (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JYP563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-28 2051-11-15 0.625 - 3.375 16622200.00 15309033.64 U.S. Treasuries (including strips) Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0518 15000000.00 15000000.00 0.0031 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 JMD400000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-01-24 2024-01-24 N N N 0.0530 2000287.82 2000287.82 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-14 2025-07-14 N N N 0.0546 1000059.25 1000059.25 0.0002 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JYP528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2053-05-15 2.875 - 3.625 15365700.00 12315044.56 U.S. Treasuries (including strips) Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0518 12000000.00 12000000.00 0.0025 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-12-26 2024-12-26 N N N 0.0545 999518.18 999518.18 0.0002 N N N N UST NOTES UST NOTES, 2.75% 912828WE6 254900HROIFWPRGM1V77 US912828WE61 912828WE6 U.S. Treasury Debt Y N/A N/A 2023-11-15 2023-11-15 2023-11-15 N N N 0.0528 16944235.75 16944235.75 0.0036 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-17 2025-07-17 N N N 0.0546 2999877.39 2999877.39 0.0006 N N N N JP Morgan Securities LLC JP Morgan Securities LLC, 5.304448% ZBUT11V806EZRVTWT807 JYR037000_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 2035-10-01 2035-10-01 4.375 665226.00 7845.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2053-09-01 1.500 - 6.500 8291017.00 5698797.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2026-09-15 0.000 - 4.625 4907509.00 4741754.35 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 10239000.00 10239000.00 0.0021 N Y Y 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 0.0530 26652869.91 26652869.91 0.0056 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 0.0502 7927155.68 7927155.68 0.0017 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-09-13 2024-09-13 N N N 0.0545 1999073.06 1999073.06 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-23 2024-05-23 N N N 0.0531 7003149.37 7003149.37 0.0015 N N N N 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 978948.46 978948.46 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-09-17 2024-09-17 N N N 0.0545 2998875.06 2998875.06 0.0006 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JXI199000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-26 2053-02-15 0.000 - 5.572 8374427.00 6064265.70 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2040-08-27 2042-02-03 2.000 - 2.930 29000.00 20189.04 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-06-01 2038-06-01 4.150 10000.00 8701.03 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-07-20 2053-06-20 2.500 - 7.000 57046.00 53429.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 2053-09-01 6.000 291985.00 45794.16 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 6000000.00 6000000.00 0.0013 N N Y N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.31% RB0PEZSDGCO3JS6CEU02 JYQ501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-04-30 2028-04-30 3.500 12659000.00 12266416.20 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 12000000.00 12000000.00 0.0025 N Y Y 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 0.0509 20743456.02 20743456.02 0.0044 N N N N NORINCHUKIN BK NORINCHUKIN BK, 5.35% 5493007VSMFZCPV1NB83 JYO222000 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 2053-02-15 3.625 - 3.875 2495700.00 2060548.30 U.S. Treasuries (including strips) Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0521 2000000.00 2000000.00 0.0004 N N Y N UST BILLS UST BILLS, 0% 912796YT0 254900HROIFWPRGM1V77 US912796YT03 JMI121000 U.S. Treasury Debt Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0495 66097529.41 66097529.41 0.0139 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 JRT305000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-11-14 2023-11-14 N N N 0.0521 26002771.08 26002771.08 0.0055 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-12-13 2024-12-13 N N N 0.0543 1000303.47 1000303.47 0.0002 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 313384PM5 U.S. Government Agency Debt Y N/A N/A 2023-11-20 2023-11-20 2023-11-20 N N N 0.0496 6951282.52 6951282.52 0.0015 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-07-24 2024-07-24 N N N 0.0541 2999963.94 2999963.94 0.0006 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.33% 549300HN4UKV1E2R3U73 JYI904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2029-05-31 2.750 1115900.00 1021690.73 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 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 1000000.00 1000000.00 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-06-10 2024-06-10 N N N 0.0538 3001302.66 3001302.66 0.0006 N N N N BNP PARIBAS BNP PARIBAS, 5.32% R0MUWSFPU8MPRO8K5P83 JYI556000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-21 2052-11-15 0.000 - 5.572 89787293.00 69534608.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-04-01 2052-05-01 3.000 - 4.500 655622.00 507701.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-07-20 2053-07-20 2.500 - 7.000 1197303.00 753178.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 2053-03-01 2.500 - 7.000 2963348.00 1875604.45 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 71000000.00 71000000.00 0.0149 N N Y N FICC STATE STREET DVP (GOV REPO) FICC STATE STREET DVP (GOV REPO), 5.31% 549300H47WTHXPU08X20 JYQ497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-28 2027-03-31 0.625 - 1.125 142686200.00 124462636.92 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 122000000.00 122000000.00 0.0256 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 DGF643000 U.S. Government Agency Debt Y N/A N/A 2023-11-22 2023-11-22 2023-11-22 N N N 0.0497 6949301.31 6949301.31 0.0015 N N Y N UST BILLS UST BILLS, 0% 912797FB8 254900HROIFWPRGM1V77 US912797FB88 JSR456000 U.S. Treasury Debt Y N/A N/A 2023-10-19 2023-10-19 2023-10-19 N N N 0.0458 16957532.98 16957532.98 0.0036 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.2% 3130AVQV7 2549001DPIFGXC1TOL40 US3130AVQV78 0001026214 JSV702000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0577 20925126.60 20925126.60 0.0044 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-05 2025-03-05 N N N 0.0539 6003282.30 6003282.30 0.0013 N N N N UST BILLS UST BILLS, 0% 912797HJ9 254900HROIFWPRGM1V77 US912797HJ96 JVL807000 U.S. Treasury Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0501 33721135.13 33721135.13 0.0071 N Y Y N UST BILLS UST BILLS, 0% 912797HD2 254900HROIFWPRGM1V77 US912797HD27 JVF845000 U.S. Treasury Debt Y N/A N/A 2023-10-31 2023-10-31 2023-10-31 N N N 0.0491 98579518.29 98579518.29 0.0207 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 JPY164000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-30 2023-10-30 N N N 0.0521 15000592.65 15000592.65 0.0031 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-04-05 2024-04-05 N N N 0.0533 16003703.84 16003703.84 0.0034 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 JYQ925000 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 2041-05-15 1.625 - 2.250 1099668400.00 992438174.18 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 992000000.00 992000000.00 0.2083 N Y Y N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 JYI931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2052-05-15 1.750 - 6.375 2123900.00 2044304.62 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0522 2000000.00 2000000.00 0.0004 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-08-19 2024-08-19 N N N 0.0537 3000921.69 3000921.69 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-02-20 2024-02-20 N N N 0.0529 13002637.05 13002637.05 0.0027 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-02-23 2024-02-23 N N N 0.0529 2000519.46 2000519.46 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.455% 3130AXED6 2549001DPIFGXC1TOL40 US3130AXED64 0001026214 JYQ059000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-02 2025-07-02 N N N 0.0546 1999987.40 1999987.40 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-25 2025-07-25 N N N 0.0546 4000167.20 4000167.20 0.0008 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.315% 2IGI19DL77OX0HC3ZE78 JYI559000 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 2036-03-01 2053-08-01 2.500 - 6.500 27728341.00 15324847.77 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-10-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 15000000.00 15000000.00 0.0031 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JYN163000 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 2028-11-15 2028-11-15 3.125 8660200.00 8168463.72 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 8000000.00 8000000.00 0.0017 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-09-03 2024-09-03 N N N 0.0544 2998938.06 2998938.06 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-10-24 2024-10-24 N N N 0.0544 999789.80 999789.80 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-02-24 2025-02-24 N N N 0.0537 8006390.08 8006390.08 0.0017 N N N N UST BILLS UST BILLS, 0% 912797FK8 254900HROIFWPRGM1V77 US912797FK87 JTP930000 U.S. Treasury Debt Y N/A N/A 2023-11-16 2023-11-16 2023-11-16 N N N 0.0511 41722012.50 41722012.50 0.0088 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.304448% 5U0XI89JRFVHWIBS4F54 JYR037000_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 65100333.00 31019251.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 101092501.00 33814419.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 14707798.00 13550767.59 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 75563000.00 75563000.00 0.0159 N Y Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.42% H7FNTJ4851HG0EXQ1Z70 JXN707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-12-31 2.375 - 3.875 4219700.00 4104771.05 U.S. Treasuries (including strips) Y N/A N/A 2023-10-30 2023-10-30 2023-10-30 N N N 0.0530 4000000.00 4000000.00 0.0008 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-01-24 2025-01-24 N N N 0.0543 5001407.00 5001407.00 0.0011 N N N N UST BILLS UST BILLS, 0% 912796YJ2 254900HROIFWPRGM1V77 US912796YJ21 JLT943000 U.S. Treasury Debt Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0268 14693544.20 14693544.20 0.0031 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-02-26 2025-02-26 N N N 0.0544 2000222.82 2000222.82 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-02-10 2025-02-10 N N N 0.0544 4001128.24 4001128.24 0.0008 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.37% 549300HN4UKV1E2R3U73 JYO446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2029-03-31 2.375 3393200.00 3062319.26 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 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 0.0532 3000000.00 3000000.00 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-15 2024-11-15 N N N 0.0543 999857.32 999857.32 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-06-03 2024-06-03 N N N 0.0538 7000278.53 7000278.53 0.0015 N N N N UST BILLS UST BILLS, 0% 912797HW0 254900HROIFWPRGM1V77 US912797HW08 JXI268000 U.S. Treasury Debt Y N/A N/A 2023-12-26 2023-12-26 2023-12-26 N N N 0.0528 11849479.20 11849479.20 0.0025 N Y Y N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWQ617000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 1000.00 699.17 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2044-02-15 0.000 - 5.572 12024656.00 6208613.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-01 2053-03-01 2.070 - 4.000 3000.00 2390.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-06-20 2053-06-20 4.000 - 7.000 156701.00 20344.89 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0527 6000000.00 6000000.00 0.0013 N N Y N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.32% 549300QJJX6CVVUXLE15 JYI954000 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 2050-07-20 2053-07-20 4.000 - 6.500 1071756.00 1053837.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-14 2023-12-28 0.000 - 2.750 386700.00 383904.35 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2053-06-01 1.500 - 7.000 39451889.00 24866076.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2053-09-01 2.000 - 7.000 262376.00 259336.07 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 26000000.00 26000000.00 0.0055 N N Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.304448% 549300QJJX6CVVUXLE15 JYR037000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-17 2053-05-15 0.000 - 6.875 15216804.00 8612792.24 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2053-08-20 2.000 - 7.500 29660050.00 14931283.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2053-09-01 2.000 - 7.000 14901684.00 4078775.19 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 27029000.00 27029000.00 0.0057 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 JLU656000 U.S. Government Agency Debt Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0524 8500000.00 8500000.00 0.0018 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 0.0554 6989377.43 6989377.43 0.0015 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.304448% VYVVCKR63DVZZN70PB21 JYR037000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-05-20 2053-09-20 1.500 - 7.000 15161424.00 11015772.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 10795000.00 10795000.00 0.0023 N Y Y 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 0.0578 9975924.20 9975924.20 0.0021 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JWO029000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-08-15 2053-09-20 3.000 - 7.500 12052661.00 352310.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-01 2052-11-01 2.000 - 5.000 11073029.00 4947637.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2052-11-15 0.000 - 5.603 3753522.00 1879185.52 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2053-03-01 2.500 - 7.000 51674.00 42898.58 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 1000.00 699.17 Agency Debentures and Agency Strips Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0530 7000000.00 7000000.00 0.0015 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-07-11 2024-07-11 N N N 0.0541 3998823.64 3998823.64 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 JPY165000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-11-27 2023-11-27 N N N 0.0521 6000708.66 6000708.66 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 JPP170000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-10 2023-10-10 N N N 0.0521 10000100.40 10000100.40 0.0021 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 JLT169000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-04 2023-10-04 N N N 0.0523 1000000.62 1000000.62 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-25 2024-11-25 N N N 0.0535 6004636.80 6004636.80 0.0013 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.31% 2IGI19DL77OX0HC3ZE78 JYI564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-06-30 2046-11-15 2.000 - 4.375 7462896.00 7151623.68 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-10-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0518 7000000.00 7000000.00 0.0015 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-03-21 2024-03-21 N N N 0.0539 1999942.98 1999942.98 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPXN0 254900C5LP6DN9OP9V83 US3133EPXN05 JYO897000 U.S. Government Agency Debt Y N/A N/A 2023-10-03 2025-04-03 2025-04-03 N N N 0.0543 3000444.21 3000444.21 0.0006 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.32% 549300QJJX6CVVUXLE15 JYI953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2053-08-15 0.375 - 6.875 4815925.00 4086667.13 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 4000000.00 4000000.00 0.0008 N N Y N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.3% JYQ444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2053-05-15 1.250 - 5.603 21684600.00 15306777.59 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 15000000.00 15000000.00 0.0031 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-08-09 2024-08-09 N N N 0.0544 2998443.96 2998443.96 0.0006 N N N N UST NOTES UST NOTES, 5.43779% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 ICH729000 U.S. Treasury Debt Y N/A N/A 2023-10-02 2023-10-31 2023-10-31 N N N 0.0530 39000484.77 39000484.77 0.0082 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 JPY171000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-11-21 2023-11-21 N N N 0.0521 13001292.20 13001292.20 0.0027 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NE5 2549001DPIFGXC1TOL40 US313384NE51 313384NE5 U.S. Government Agency Debt Y N/A N/A 2023-10-20 2023-10-20 2023-10-20 N N N 0.0447 997440.12 997440.12 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-19 2024-11-19 N N N 0.0539 3001005.87 3001005.87 0.0006 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PJ2 2549001DPIFGXC1TOL40 US313384PJ21 313384PJ2 U.S. Government Agency Debt Y N/A N/A 2023-11-17 2023-11-17 2023-11-17 N N N 0.0494 5960790.42 5960790.42 0.0013 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-01-23 2024-01-23 N N N 0.0536 3000292.11 3000292.11 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 0001026214 JYJ753000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-10-28 2024-10-28 N N N 0.0541 1000017.26 1000017.26 0.0002 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 JYI937000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2052-05-15 0.250 - 6.375 5349400.00 5108571.08 U.S. Treasuries (including strips) Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 N N N 0.0524 5000000.00 5000000.00 0.0010 N N N Y UST NOTES UST NOTES, 0.25% 91282CAW1 254900HROIFWPRGM1V77 US91282CAW10 GIA899000 U.S. Treasury Debt Y N/A N/A 2023-11-15 2023-11-15 2023-11-15 N N N 0.0512 1987623.22 1987623.22 0.0004 N Y Y N UST BILLS UST BILLS, 0% 912796ZD4 254900HROIFWPRGM1V77 US912796ZD42 JMV193000 U.S. Treasury Debt Y N/A N/A 2023-11-30 2023-11-30 2023-11-30 N N N 0.0520 12886441.36 12886441.36 0.0027 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 JPW400000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-07-23 2024-07-23 N N N 0.0534 3000593.13 3000593.13 0.0006 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 0.0519 19615347.80 19615347.80 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-04-26 2024-04-26 N N N 0.0540 1000090.74 1000090.74 0.0002 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.43% H7FNTJ4851HG0EXQ1Z70 JYP636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-15 2025-06-15 2.875 2104400.00 2042678.48 U.S. Treasuries (including strips) Y N/A N/A 2023-11-29 2023-11-29 2023-11-29 N N N 0.0533 2000000.00 2000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 JPD618000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0539 5000000.00 5000000.00 0.0010 N Y Y 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 0.0580 6982141.95 6982141.95 0.0015 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 0.0534 57154650.00 57154650.00 0.0120 N Y Y N UST BILLS UST BILLS, 0% 912797HB6 254900HROIFWPRGM1V77 US912797HB60 JUT303000 U.S. Treasury Debt Y N/A N/A 2023-10-17 2023-10-17 2023-10-17 N N N 0.0448 15964849.92 15964849.92 0.0034 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% 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 2049-08-15 0.000 - 5.603 16403277.00 13387198.64 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-01-20 2053-08-20 6.500 - 7.000 52616.00 50421.09 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-06-01 2038-06-01 4.150 10000.00 8701.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-06-01 2053-09-01 2.000 - 7.128 14588494.00 1915806.27 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.900 1000.00 699.13 Agency Debentures and Agency Strips Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0529 15000000.00 15000000.00 0.0031 N N N Y LLOYDS BANK PLC. LLOYDS BANK PLC., 5.43% H7FNTJ4851HG0EXQ1Z70 JYH716000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-11-15 0.750 - 2.375 2146500.00 2043850.59 U.S. Treasuries (including strips) Y N/A N/A 2023-11-20 2023-11-20 2023-11-20 N N N 0.0533 2000000.00 2000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 JPY168000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-30 2023-10-30 N N N 0.0521 12000474.12 12000474.12 0.0025 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 JQD620000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0539 6000000.00 6000000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-02-23 2024-02-23 N N N 0.0533 5001921.20 5001921.20 0.0011 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.315% 2IGI19DL77OX0HC3ZE78 JYI569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-06-30 2046-11-15 2.875 - 4.375 5330469.00 5108340.51 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-11-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 5000000.00 5000000.00 0.0010 N N Y N UST BILLS UST BILLS, 0% 912797HK6 254900HROIFWPRGM1V77 US912797HK69 JVU781000 U.S. Treasury Debt Y N/A N/A 2023-11-14 2023-11-14 2023-11-14 N N N 0.0508 110696572.50 110696572.50 0.0232 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 0.0503 12876105.84 12876105.84 0.0027 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-03-18 2024-03-18 N N N 0.0531 4002641.44 4002641.44 0.0008 N N N N UST BILLS UST BILLS, 0% 912797HM2 254900HROIFWPRGM1V77 US912797HM26 JWI309000 U.S. Treasury Debt Y N/A N/A 2023-11-28 2023-11-28 2023-11-28 N N N 0.0522 106097432.53 106097432.53 0.0223 N Y Y N FED HOME LN MTG CORP MTN FED HOME LN MTG CORP MTN, 5.42% 3134GYSD5 S6XOOCT0IEG5ABCC6L87 US3134GYSD59 JTQ684000 U.S. Government Agency Debt Y N/A N/A 2024-06-12 2024-06-12 2024-06-12 N N N 0.0583 21936014.10 21936014.10 0.0046 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-05-12 2025-05-12 N N N 0.0543 7002580.41 7002580.41 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-28 2025-03-28 N N N 0.0539 1000723.13 1000723.13 0.0002 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 JWH630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2025-01-31 2.375 - 2.500 3166700.00 3090416.51 U.S. Treasuries (including strips) Y N/A N/A 2023-10-24 2023-10-24 2023-10-24 N N N 0.0527 3000000.00 3000000.00 0.0006 N N N Y HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.304448% CYYGQCGNHMHPSMRL3R97 JYR037000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-03-01 2053-09-01 2.000 - 6.500 2948416.00 2205394.52 Agency Mortgage-Backed Securities Resolution Funding Corp 2026-10-15 2026-10-15 0.000 5.00 4.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-01-01 2053-09-01 2.000 - 7.500 442402.00 273234.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-06-15 2024-06-15 4.000 12952.00 41.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 2429000.00 2429000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 JQE998000 U.S. Government Agency Debt Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0524 14000000.00 14000000.00 0.0029 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 JPY251000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-12-27 2023-12-27 N N N 0.0530 2000138.92 2000138.92 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2023-10-03 2025-01-03 2025-01-03 N N N 0.0543 1000299.61 1000299.61 0.0002 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.32% MBNUM2BPBDO7JBLYG310 0000315030 JYI915000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-07-01 2038-07-01 3.500 - 5.650 9025237.00 8160859.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2040-08-15 0.000 29419.00 12526.93 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-10-23 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0520 8000000.00 8000000.00 0.0017 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-10-25 2024-10-25 N N N 0.0541 5000093.75 5000093.75 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 JPX622000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-24 2023-10-24 N N N 0.0521 13000354.64 13000354.64 0.0027 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-05-19 2025-05-19 N N N 0.0544 7001769.46 7001769.46 0.0015 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JYQ512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-15 2042-11-15 0.250 - 4.000 3217600.00 3061386.74 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-10-06 N N N 0.0518 3000000.00 3000000.00 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-12-18 2024-12-18 N N N 0.0545 1999061.12 1999061.12 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-06-10 2024-06-10 N N N 0.0536 13000596.05 13000596.05 0.0027 N N N N UST BILLS UST BILLS, 0% 912796ZY8 254900HROIFWPRGM1V77 US912796ZY88 JPX427000 U.S. Treasury Debt Y N/A N/A 2024-01-25 2024-01-25 2024-01-25 N N N 0.0538 49151475.50 49151475.50 0.0103 N Y Y N BNP PARIBAS BNP PARIBAS, 5.375% 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 2051-10-20 2051-10-20 2.500 10064871.00 6974871.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-01 2053-09-01 2.070 - 7.000 5023.00 4276.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2051-11-15 0.000 - 5.572 224069.00 176394.36 U.S. Treasuries (including strips) Y N/A N/A 2023-12-18 2023-12-18 2023-12-18 N N N 0.0529 7000000.00 7000000.00 0.0015 N N N Y BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 JYP621000 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 2023-12-28 0.000 8271400.00 8164814.74 U.S. Treasuries (including strips) Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0518 8000000.00 8000000.00 0.0017 N N Y N Bank of America, N.A. Bank of America, N.A., 5.304448% B4TYDEB6GKMZO031MB27 JYR037000_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 2047-05-01 2051-02-25 1.250 - 3.500 44021746.00 19851623.53 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 19431000.00 19431000.00 0.0041 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.304448% MBNUM2BPBDO7JBLYG310 JYR037000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-08-20 2053-09-20 2.500 - 5.500 15597410.00 13768950.07 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0530 13493000.00 13493000.00 0.0028 N Y Y N FICC STATE STREET GC (GOV REPO) FICC STATE STREET GC (GOV REPO), 5.31% JYQ439000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-08-01 2053-07-01 5.000 - 6.500 8960506.00 8457937.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 8000000.00 8000000.00 0.0017 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRX2 2549001DPIFGXC1TOL40 US3130AVRX26 0001026214 JSW457000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0577 6981572.43 6981572.43 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-10 2024-05-10 N N N 0.0537 5999904.42 5999904.42 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 JSX072000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0582 6981171.61 6981171.61 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-08-22 2025-08-22 N N N 0.0546 5999908.08 5999908.08 0.0013 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.36% VYVVCKR63DVZZN70PB21 0000276523 JYI999000 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 2042-05-20 2052-05-20 4.000 66207345.00 11238363.45 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-11-21 Y WELLS FARGO SEC LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0526 11000000.00 11000000.00 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-07 2025-07-07 N N N 0.0544 1000436.49 1000436.49 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-06-24 2025-06-24 N N N 0.0543 3000890.19 3000890.19 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 JMC214000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-01-17 2024-01-17 N N N 0.0533 9000265.95 9000265.95 0.0019 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 DFF441000 U.S. Government Agency Debt Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0462 1993460.40 1993460.40 0.0004 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 0001026214 JYO793000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-08 2024-11-08 N N N 0.0541 999981.58 999981.58 0.0002 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-07-18 2024-07-18 N N N 0.0539 2000036.06 2000036.06 0.0004 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 0.0507 3955089.48 3955089.48 0.0008 N N N N UST BILLS UST BILLS, 0% 912797FJ1 254900HROIFWPRGM1V77 US912797FJ15 JTK613000 U.S. Treasury Debt Y N/A N/A 2023-11-09 2023-11-09 2023-11-09 N N N 0.0504 112070100.54 112070100.54 0.0235 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-08-01 2024-08-01 N N N 0.0539 1000087.07 1000087.07 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 JPE041000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-04 2023-10-04 N N N 0.0524 6000003.66 6000003.66 0.0013 N N Y N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.35% K5HU16E3LMSVCCJJJ255 JYI945000 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 2050-10-01 2053-06-01 2.500 - 6.500 23661538.00 22476683.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 N N N 0.0526 22000000.00 22000000.00 0.0046 N N N Y Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.304448% 549300Y1PMK3RWXMWR72 JYR037000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-18 2053-08-01 1.500 - 6.000 6111436.00 3493345.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2072-01-20 2.000 - 7.008 5688993.00 1712073.68 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-08 2024-03-08 4.750 107948.00 107857.46 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-01 2058-01-01 1.500 - 6.500 15063565.00 7353920.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.250 1089.00 681.68 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 12414000.00 12414000.00 0.0026 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-05-15 2025-05-15 N N N 0.0545 3000549.96 3000549.96 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-09-26 2024-09-26 N N N 0.0544 6000332.22 6000332.22 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-25 2024-11-25 N N N 0.0541 2001850.84 2001850.84 0.0004 N N N N ROYAL BANK OF CAN ROYAL BANK OF CAN, 5.31% ES7IP3U3RHIGC71XBU11 JYQ479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-05-15 2048-05-15 3.125 2705000.00 2060987.73 U.S. Treasuries (including strips) Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0518 2000000.00 2000000.00 0.0004 N N Y 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 0.0514 2957427.24 2957427.24 0.0006 N N N N UST BILLS UST BILLS, 0% 912797GV3 254900HROIFWPRGM1V77 US912797GV34 JUG943000 U.S. Treasury Debt Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0134 76988746.45 76988746.45 0.0162 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPWB7 254900C5LP6DN9OP9V83 US3133EPWB75 JYB484000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-09-15 2025-09-15 N N N 0.0547 1999779.46 1999779.46 0.0004 N N N N Royal Bank of Canada Royal Bank of Canada, 5.304448% ES7IP3U3RHIGC71XBU11 JYR037000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-12 2053-08-15 0.000 - 4.625 7141997.00 6337478.84 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 6206000.00 6206000.00 0.0013 N Y 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 0.0522 21389525.93 21389525.93 0.0045 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 0.0539 5905792.50 5905792.50 0.0012 N Y Y N WELLS FARGO BANK NA(GOV REPO) WELLS FARGO BANK NA(GOV REPO), 5.36% KB1H1DSPRFMYMCUFXT09 0000740906 JYB480000 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 2052-05-15 1.250 - 4.250 8604100.00 6137796.87 U.S. Treasuries (including strips) Y N/A N/A 2023-10-11 2023-10-11 2023-10-11 N N N 0.0523 6000000.00 6000000.00 0.0013 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-22 2024-11-22 N N N 0.0541 3002750.46 3002750.46 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-12-23 2024-12-23 N N N 0.0545 1999166.48 1999166.48 0.0004 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.33% K5HU16E3LMSVCCJJJ255 JYI933000 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 2031-11-15 1.250 - 4.500 6984900.00 6129977.91 U.S. Treasuries (including strips) Y N/A N/A 2023-12-06 2023-12-06 2023-12-06 N N N 0.0524 6000000.00 6000000.00 0.0013 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-01-28 2025-01-28 N N N 0.0541 2000552.44 2000552.44 0.0004 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 0.750 - 5.572 15937899.00 13390728.19 U.S. Treasuries (including strips) Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0529 13000000.00 13000000.00 0.0027 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 JLX032000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-11 2023-10-11 N N N 0.0522 3000027.75 3000027.75 0.0006 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PB9 2549001DPIFGXC1TOL40 US313384PB94 313384PB9 U.S. Government Agency Debt Y N/A N/A 2023-11-10 2023-11-10 2023-11-10 N N N 0.0488 994456.75 994456.75 0.0002 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-07 2024-05-07 N N N 0.0532 7001815.24 7001815.24 0.0015 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 2035-03-01 2053-01-01 2.500 - 6.000 15774916.00 4160720.52 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 1000.00 699.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-09-01 2037-09-01 6.000 6858449.00 138929.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2052-08-15 0.000 - 5.603 1455054.00 508634.37 U.S. Treasuries (including strips) Government National Mortgage Association 2034-05-15 2053-07-20 3.000 - 7.000 2609317.00 1372190.71 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-06 2023-10-06 2023-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0527 6000000.00 6000000.00 0.0013 N N Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.39% 549300HN4UKV1E2R3U73 JYP015000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2029-03-31 2.375 3392700.00 3061868.02 U.S. Treasuries (including strips) 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 0.0534 3000000.00 3000000.00 0.0006 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 0.0578 13957080.34 13957080.34 0.0029 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPWQ4 254900C5LP6DN9OP9V83 JYH775000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-22 2024-11-22 N N N 0.0541 1999994.04 1999994.04 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AX4S4 2549001DPIFGXC1TOL40 US3130AX4S46 0001026214 JXP753000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-08 2024-05-08 N N N 0.0532 5001298.75 5001298.75 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-02-20 2025-02-20 N N N 0.0537 2001602.08 2001602.08 0.0004 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.34% KBVRJ5K57JZ3E2AVWX40 0000877559 JYI941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2047-02-15 0.750 - 4.000 6830700.00 6131393.54 U.S. Treasuries (including strips) Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0523 6000000.00 6000000.00 0.0013 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.31% 1VUV7VQFKUOQSJ21A208 JYO235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-07-31 2028-07-31 1.000 6035500.00 5104526.75 U.S. Treasuries (including strips) Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0518 5000000.00 5000000.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-05-24 2024-05-24 N N N 0.0541 1999586.28 1999586.28 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-02-26 2025-02-26 N N N 0.0546 4996405.65 4996405.65 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-06-14 2024-06-14 N N N 0.0541 1000020.54 1000020.54 0.0002 N N N N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.304448% 5U0XI89JRFVHWIBS4F54 JYR037000_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 2024-03-31 2050-05-15 0.250 - 5.250 20412858.00 17417533.07 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 17051000.00 17051000.00 0.0036 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-03-13 2024-03-13 N N N 0.0530 2000501.24 2000501.24 0.0004 N N N N UST BILLS UST BILLS, 0% 912797FL6 254900HROIFWPRGM1V77 US912797FL60 JTV537000 U.S. Treasury Debt Y N/A N/A 2023-11-24 2023-11-24 2023-11-24 N N N 0.0518 9921843.40 9921843.40 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-21 2025-07-21 N N N 0.0546 6000314.88 6000314.88 0.0013 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 JYI938000 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 2051-05-20 2.000 3320149.00 2043334.83 Agency Mortgage-Backed Securities Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0524 2000000.00 2000000.00 0.0004 N N N Y FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NY1 2549001DPIFGXC1TOL40 US313384NY16 313384NY1 U.S. Government Agency Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0485 3979528.24 3979528.24 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-04-26 2024-04-26 N N N 0.0540 3000272.22 3000272.22 0.0006 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 0.0575 9971652.40 9971652.40 0.0021 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.38% 549300HN4UKV1E2R3U73 JXN089000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2029-05-31 2.750 4479600.00 4101412.14 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-10-30 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0526 4000000.00 4000000.00 0.0008 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 JQS408000 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0570 6984658.80 6984658.80 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-11-21 2024-11-21 N N N 0.0535 3001946.67 3001946.67 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-05-16 2025-05-16 N N N 0.0545 2000049.18 2000049.18 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-04-12 2024-04-12 N N N 0.0540 3999369.00 3999369.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-07-24 2025-07-24 N N N 0.0546 6000262.38 6000262.38 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-08-22 2024-08-22 N N N 0.0536 7002868.60 7002868.60 0.0015 N N N N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.31% SUVUFHICNZMP2WKHG940 JYQ438000 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 2053-08-01 2053-08-01 6.000 12498669.00 12245416.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 12000000.00 12000000.00 0.0025 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 JLL041000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-12-14 2023-12-14 N N N 0.0527 10000491.70 10000491.70 0.0021 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 0.0577 6976968.32 6976968.32 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-10-21 2024-10-21 N N N 0.0544 3999199.24 3999199.24 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AXD21 2549001DPIFGXC1TOL40 US3130AXD219 0001026214 JYN688000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-27 2025-03-27 N N N 0.0544 8999989.29 8999989.29 0.0019 N N N N UST BILLS UST BILLS, 0% 912797HL4 254900HROIFWPRGM1V77 US912797HL43 JWC071000 U.S. Treasury Debt Y N/A N/A 2023-11-21 2023-11-21 2023-11-21 N N N 0.0516 83379917.04 83379917.04 0.0175 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 5.304448% KBVRJ5K57JZ3E2AVWX40 JYR037000_03735 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 2049-03-20 2053-08-20 2.000 - 6.000 4820381.00 2203154.47 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 2159000.00 2159000.00 0.0005 N Y Y 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 0.0519 4903136.75 4903136.75 0.0010 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JYO759000 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 2025-08-31 2025-08-31 5.000 4604000.00 4613242.61 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2051-05-01 2.500 45007240.00 28050830.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-04 2023-10-04 2023-10-04 N N N 0.0518 32000000.00 32000000.00 0.0067 N N Y 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 0.0540 15238278.12 15238278.12 0.0032 N Y Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.3% G5GSEF7VJP5I7OUK5573 JYQ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2026-02-28 0.500 16997600.00 15306786.71 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 15000000.00 15000000.00 0.0031 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 JLX042000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2023-10-06 2023-10-06 N N N 0.0522 9000043.38 9000043.38 0.0019 N N Y N UST NOTES UST NOTES, 5.43979% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-10-02 2024-07-31 2024-07-31 N N N 0.0540 22004806.12 22004806.12 0.0046 N Y Y N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.304448% VJW2DOOHGDT6PR0ZRO63 JYR037000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-10-25 2053-10-01 1.500 - 9.000 4223515.00 3701645.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2053-10-01 1.500 - 8.000 2931832.00 2539366.40 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2025-06-13 2025-06-13 2.625 102.00 98.09 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-11-20 2023-11-20 2.300 20.00 20.39 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-11-15 2053-07-20 1.500 - 9.000 1132715.00 642250.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-09 2024-03-28 0.000 - 5.388 26225.00 26094.64 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 6771000.00 6771000.00 0.0014 N Y Y N NORINCHUKIN BK NORINCHUKIN BK, 5.34% 5493007VSMFZCPV1NB83 JYN263000 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 2053-02-15 3.625 - 3.875 2493500.00 2060520.65 U.S. Treasuries (including strips) Y N/A N/A 2023-10-02 2023-10-02 2023-10-02 N N N 0.0534 2000000.00 2000000.00 0.0004 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JYQ520000 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 2026-11-30 2028-12-31 0.750 - 1.375 47502100.00 40818098.76 U.S. Treasuries (including strips) Y N/A N/A 2023-10-06 2023-10-06 2023-10-06 N N N 0.0518 40000000.00 40000000.00 0.0084 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 JKF573000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2024-01-05 2024-01-05 N N N 0.0531 9499524.62 9499524.62 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AX4V7 2549001DPIFGXC1TOL40 US3130AX4V74 0001026214 JXT535000 U.S. Government Agency Debt Y N/A N/A 2023-10-02 2025-03-06 2025-03-06 N N N 0.0544 5999894.16 5999894.16 0.0013 N N N N Fidelity Series Government Money Market Fund 2023-10-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer