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CIBC Bank U.S.A., 4.55% 2IGI19DL77OX0HC3ZE78 JQC417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-08-15 2031-08-15 1.25 - 1.25 20571000.00 17344448.71 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 16999984.70 16999984.70 0.0027 N N Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQA696000 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 2052-02-15 0.625 - 4.125 15215700.00 13296841.39 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 13000000.00 13000000.00 0.0020 N Y Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQD472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-05-15 2042-05-15 3.25 - 3.25 10953400.00 10201251.75 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 10000000.00 10000000.00 0.0016 N Y Y N Commerz Markets LLC Commerz Markets LLC, 4.31% 549300IMBXQ8SGH3HJ31 JQB292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2041-02-15 1.875 - 3.875 12742700.00 12248825.04 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 12000000.00 12000000.00 0.0019 N N Y N Credit AG Credit AG, 4.51% 1VUV7VQFKUOQSJ21A208 JQA436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 5985200.00 5154522.06 U.S. Treasuries (including strips) Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0442 5000000.00 5000000.00 0.0008 N N N Y Deutsche Bank Securities, Inc. 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3.25 4752000.00 4099627.53 U.S. Treasuries (including strips) Y N/A N/A 2023-02-22 2023-02-22 2023-02-22 N N N 0.0438 4000000.00 4000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.59% H7FNTJ4851HG0EXQ1Z70 JPO319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2028-09-30 1.25 - 1.25 5806000.00 5112938.65 U.S. Treasuries (including strips) Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0451 5000000.00 5000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.59% H7FNTJ4851HG0EXQ1Z70 JPX328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2028-11-30 1.5 - 3.25 5737800.00 5103421.69 U.S. Treasuries (including strips) Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0452 5000000.00 5000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.60% H7FNTJ4851HG0EXQ1Z70 JPU407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-06-30 2.375 - 3.25 3122800.00 3066385.40 U.S. Treasuries (including strips) Y N/A N/A 2023-03-13 2023-03-13 2023-03-13 N N N 0.0452 3000000.00 3000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.62% H7FNTJ4851HG0EXQ1Z70 JPY552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-06-30 2.375 - 3.25 4222700.00 4080496.01 U.S. Treasuries (including strips) Y N/A N/A 2023-03-27 2023-03-27 2023-03-27 N N N 0.0455 4000000.00 4000000.00 0.0006 N N N Y Mizuho Bank, Ltd. 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2024-02-15 2042-08-15 2.25 - 2.75 3545000.00 3067006.99 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 3000000.00 3000000.00 0.0005 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.31% ES7IP3U3RHIGC71XBU11 JPT906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2042-08-15 1.125 - 2.75 3284800.00 3068060.73 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 3000000.00 3000000.00 0.0005 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.31% ES7IP3U3RHIGC71XBU11 JPU384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2049-08-15 1.125 - 2.75 2190600.00 2045193.60 U.S. 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0.0439 4000000.00 4000000.00 0.0006 N N Y N Societe Generale Societe Generale, 4.52% O2RNE8IBXP4R0TD8PU41 JQC914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2052-11-15 2052-11-15 4 - 4 13470500.00 14423703.39 U.S. Treasuries (including strips) Y N/A N/A 2023-02-10 2023-02-10 2023-02-10 N N N 0.0443 14000000.00 14000000.00 0.0022 N N N Y Federal Farm Credit Bank Federal Farm Credit Bank, 2.59% 3133ENYG9 254900C5LP6DN9OP9V83 US3133ENYG96 U.S. Government Agency Debt Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0477 991123.19 991123.19 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.31% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-03-03 2023-03-03 N N N 0.0426 1999962.32 1999962.32 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.32% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. 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Government Agency Debt Y N/A N/A 2023-02-01 2023-11-15 2023-11-15 N N N 0.0431 2000315.74 2000315.74 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.42% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-09-14 2023-09-14 N N N 0.0431 3000119.85 3000119.85 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.42% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2023-02-02 2024-05-02 2024-05-02 N N N 0.0437 5002497.25 5002497.25 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.44% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-01-23 2024-01-23 N N N 0.0441 6001374.30 6001374.30 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-07-23 2024-07-23 N N N 0.0442 5001584.80 5001584.80 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-06-10 2024-06-10 N N N 0.0443 5000740.15 5000740.15 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.45% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-03-18 2024-03-18 N N N 0.0442 8001912.72 8001912.72 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.46% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-08-06 2024-08-06 N N N 0.0448 4998689.40 4998689.40 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.49% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-11-25 2024-11-25 N N N 0.0447 4000985.04 4000985.04 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.50% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-12-05 2024-12-05 N N N 0.0447 2000969.04 2000969.04 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ARG70 2549001DPIFGXC1TOL40 US3130ARG701 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-30 2023-03-30 2023-03-30 N N N 0.0475 8958813.39 8958813.39 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.82% 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N N N 0.0382 5996261.34 5996261.34 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.02% 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y N/A N/A 2023-02-08 2023-02-08 2023-02-08 N N N 0.0402 24478630.12 24478630.12 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.22% 313384BS7 2549001DPIFGXC1TOL40 US313384BS75 U.S. Government Agency Debt Y N/A N/A 2023-02-10 2023-02-10 2023-02-10 N N N 0.0422 2996561.46 2996561.46 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.26% 313384BW8 2549001DPIFGXC1TOL40 US313384BW87 U.S. Government Agency Debt Y N/A N/A 2023-02-14 2023-02-14 2023-02-14 N N N 0.0426 6888827.04 6888827.04 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.29% 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0429 2994768.84 2994768.84 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 4999995.35 4999995.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 5000001.55 5000001.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-24 2023-04-24 N N N 0.0428 30000032.70 30000032.70 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-09-01 2023-09-01 N N N 0.0436 8998264.35 8998264.35 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 313384BV0 2549001DPIFGXC1TOL40 US313384BV05 U.S. Government Agency Debt Y N/A N/A 2023-02-13 2023-02-13 2023-02-13 N N N 0.0433 3993889.36 3993889.36 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-22 2023-05-22 N N N 0.0431 15999751.04 15999751.04 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-24 2023-05-24 N N N 0.0431 22999602.56 22999602.56 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130ATGK7 2549001DPIFGXC1TOL40 US3130ATGK77 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-03-23 2023-03-23 N N N 0.0427 50000121.50 50000121.50 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-05-26 2023-05-26 N N N 0.0431 13999728.96 13999728.96 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-16 2023-06-16 N N N 0.0433 10999588.60 10999588.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-28 2023-06-28 N N N 0.0433 15999864.16 15999864.16 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-27 2023-06-27 N N N 0.0433 11999892.24 11999892.24 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-04 2023-04-04 N N N 0.0427 8000226.56 8000226.56 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-21 2023-06-21 N N N 0.0433 2999990.64 2999990.64 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-01-05 2024-01-05 N N N 0.0438 24992442.00 24992442.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-01-12 2024-01-12 N N N 0.0438 8997168.96 8997168.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-27 2023-06-27 N N N 0.0433 10999916.29 10999916.29 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-03 2023-04-03 N N N 0.0427 13000358.02 13000358.02 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-06-02 2023-06-02 N N N 0.0432 21500000.00 21500000.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATR90 2549001DPIFGXC1TOL40 US3130ATR902 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 7000392.63 7000392.63 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-07-26 2023-07-26 N N N 0.0435 21000400.26 21000400.26 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-07-03 2023-07-03 N N N 0.0434 8000239.76 8000239.76 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-07-03 2023-07-03 N N N 0.0428 8001905.28 8001905.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATRU3 2549001DPIFGXC1TOL40 US3130ATRU31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-27 2023-04-27 N N N 0.0428 22001150.38 22001150.38 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-07-05 2023-07-05 N N N 0.0434 16000463.36 16000463.36 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-25 2023-04-25 N N N 0.0428 11000616.99 11000616.99 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-04-12 2024-04-12 N N N 0.0440 10994634.64 10994634.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.36% 313384CL1 2549001DPIFGXC1TOL40 US313384CL14 U.S. Government Agency Debt Y N/A N/A 2023-02-28 2023-02-28 2023-02-28 N N N 0.0436 10963038.13 10963038.13 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATXZ5 2549001DPIFGXC1TOL40 US3130ATXZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-04-03 2023-04-03 N N N 0.0427 13000793.78 13000793.78 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-07-03 2023-07-03 N N N 0.0434 5000254.00 5000254.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-19 2023-10-19 N N N 0.0436 999999.12 999999.12 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-02 2023-10-02 N N N 0.0437 7999768.00 7999768.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-12-01 2023-12-01 N N N 0.0437 12999208.17 12999208.17 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-11 2023-10-11 N N N 0.0436 5000024.85 5000024.85 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-20 2023-06-20 N N N 0.0433 5000267.25 5000267.25 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-11-27 2023-11-27 N N N 0.0437 10999376.85 10999376.85 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-07-11 2024-07-11 N N N 0.0442 10992199.13 10992199.13 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-30 2023-10-30 N N N 0.0436 18999159.06 18999159.06 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-07-12 2024-07-12 N N N 0.0442 2997862.32 2997862.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-24 2023-10-24 N N N 0.0436 20999157.48 20999157.48 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-06 2023-10-06 N N N 0.0436 16000150.88 16000150.88 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-30 2023-10-30 N N N 0.0436 24998887.75 24998887.75 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-04 2023-10-04 N N N 0.0436 12000132.84 12000132.84 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-12-14 2023-12-14 N N N 0.0438 24996049.25 24996049.25 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATW86 2549001DPIFGXC1TOL40 US3130ATW860 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-06-13 2023-06-13 N N N 0.0432 8000587.12 8000587.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-10 2023-10-10 N N N 0.0436 16000082.24 16000082.24 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-11-21 2023-11-21 N N N 0.0437 20999037.57 20999037.57 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-10-03 2023-10-03 N N N 0.0436 21000250.32 21000250.32 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.37% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-10-02 2023-10-02 N N N 0.0436 10000000.00 10000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-03-06 2024-03-06 N N N 0.0439 4999237.35 4999237.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-03-21 2024-03-21 N N N 0.0439 3999220.52 3999220.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-01-26 2024-01-26 N N N 0.0438 20998927.95 20998927.95 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.38% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-03 2023-11-03 2023-11-03 N N N 0.0437 43000000.00 43000000.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-02-02 2024-02-02 N N N 0.0439 17000640.39 17000640.39 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-08-28 2024-08-28 N N N 0.0443 999365.70 999365.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-08-21 2023-08-21 N N N 0.0436 16002499.52 16002499.52 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-12-27 2023-12-27 N N N 0.0438 2000146.70 2000146.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-08-17 2023-08-17 N N N 0.0436 5000784.95 5000784.95 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-08-15 2023-08-15 N N N 0.0436 21253369.40 21253369.40 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-01-17 2024-01-17 N N N 0.0438 16000086.72 16000086.72 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.39% 313384CF4 2549001DPIFGXC1TOL40 US313384CF46 U.S. Government Agency Debt Y N/A N/A 2023-02-23 2023-02-23 2023-02-23 N N N 0.0439 997261.23 997261.23 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.40% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2023-09-21 2023-09-21 N N N 0.0436 17003548.41 17003548.41 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.40% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-07-26 2024-07-26 N N N 0.0442 999667.91 999667.91 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.40% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-04-22 2024-04-22 N N N 0.0440 7999684.72 7999684.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-04-26 2024-04-26 N N N 0.0440 5000365.05 5000365.05 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-07-24 2024-07-24 N N N 0.0442 4999089.65 4999089.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-10-21 2024-10-21 N N N 0.0444 7995819.84 7995819.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-10-24 2024-10-24 N N N 0.0444 1998932.12 1998932.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.41% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-04-26 2024-04-26 N N N 0.0440 3000219.03 3000219.03 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.42% 313384CK3 2549001DPIFGXC1TOL40 US313384CK31 U.S. Government Agency Debt Y N/A N/A 2023-02-27 2023-02-27 2023-02-27 N N N 0.0442 8970876.72 8970876.72 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.45% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-02-23 2024-02-23 N N N 0.0439 11006717.26 11006717.26 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.46% 313384CN7 2549001DPIFGXC1TOL40 US313384CN79 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0446 2988960.12 2988960.12 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.48% 313384CE7 2549001DPIFGXC1TOL40 US313384CE70 U.S. Government Agency Debt Y N/A N/A 2023-02-22 2023-02-22 2023-02-22 N N N 0.0448 5983977.90 5983977.90 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.48% 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt Y N/A N/A 2023-03-08 2023-03-08 2023-03-08 N N N 0.0448 14833849.36 14833849.36 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.49% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-11-22 2024-11-22 N N N 0.0444 5003646.55 5003646.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.49% 313384CW7 2549001DPIFGXC1TOL40 US313384CW78 U.S. Government Agency Debt Y N/A N/A 2023-03-10 2023-03-10 2023-03-10 N N N 0.0449 20503329.56 20503329.56 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.50% 313384CG2 2549001DPIFGXC1TOL40 US313384CG29 U.S. Government Agency Debt Y N/A N/A 2023-02-24 2023-02-24 2023-02-24 N N N 0.0450 4985380.35 4985380.35 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.50% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2023-03-13 2023-03-13 2023-03-13 N N N 0.0450 25868121.24 25868121.24 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.51% 313384DC0 2549001DPIFGXC1TOL40 US313384DC06 U.S. Government Agency Debt Y N/A N/A 2023-03-16 2023-03-16 2023-03-16 N N N 0.0451 20885515.35 20885515.35 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2023-03-20 2023-03-20 2023-03-20 N N N 0.0452 12922555.62 12922555.62 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2023-03-21 2023-03-21 2023-03-21 N N N 0.0452 2981749.11 2981749.11 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.52% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2023-03-22 2023-03-22 2023-03-22 N N N 0.0452 11925480.36 11925480.36 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.53% 313384DK2 2549001DPIFGXC1TOL40 US313384DK22 U.S. Government Agency Debt Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0453 2980991.07 2980991.07 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.55% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 11956450.68 11956450.68 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.67% 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0467 31747409.92 31747409.92 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.68% 313384DZ9 2549001DPIFGXC1TOL40 US313384DZ90 U.S. Government Agency Debt Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0468 10908919.67 10908919.67 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.68% 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y N/A N/A 2023-04-10 2023-04-10 2023-04-10 N N N 0.0468 12885661.75 12885661.75 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.70% 313384EV7 2549001DPIFGXC1TOL40 US313384EV77 U.S. Government Agency Debt Y N/A N/A 2023-04-26 2023-04-26 2023-04-26 N N N 0.0470 14837198.10 14837198.10 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.70% 313384EX3 2549001DPIFGXC1TOL40 US313384EX34 U.S. Government Agency Debt Y N/A N/A 2023-04-28 2023-04-28 2023-04-28 N N N 0.0470 20766680.97 20766680.97 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUHE7 2549001DPIFGXC1TOL40 US3130AUHE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-07-26 2023-07-26 2023-07-26 N N N 0.0485 14999325.00 14999325.00 0.0023 N N N N Freddie Mac Freddie Mac, 4.43% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-02-01 2024-05-03 2024-05-03 N N N 0.0433 22002533.08 22002533.08 0.0034 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 4.31% JQD458000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2052-05-01 2.5 - 4.5 8693726.00 7991179.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-08-31 2027-08-31 3.125 - 3.125 26800.00 26528.62 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-01-20 2053-01-20 5.5 - 5.5 140602.00 143321.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 8000000.00 8000000.00 0.0013 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 4.3%, dated 1/31/2023 due 02/01/2023 B4TYDEB6GKMZO031MB27 JQD606000_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 2050-05-01 2051-04-01 2 - 2.5 53912794.00 30772995.22 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 30166000.00 30166000.00 0.0047 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.32% 3Y4U8VZURTYWI1W2K376 JPD987000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-07-20 2052-04-20 3 - 4.5 11019513.00 10241568.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 10000000.00 10000000.00 0.0016 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.52% 3Y4U8VZURTYWI1W2K376 JQC139000 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 2050-03-20 2050-12-20 4 - 4 4200951.00 4082558.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0444 3999965.20 3999965.20 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.30% R0MUWSFPU8MPRO8K5P83 JOK652000 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 2.93 - 2.93 4000.00 3133.31 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2048-08-15 0 - 4.614 3928703.00 3831957.51 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2037-10-01 2053-01-01 2 - 7 5002858.00 3107601.47 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 2.8 - 3.74 250000.00 205024.58 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2053-01-20 2.5 - 6 16217337.00 15425104.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-06-01 2052-10-01 2.41 - 6 18059486.00 15424136.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0421 37000000.00 37000000.00 0.0058 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.33% R0MUWSFPU8MPRO8K5P83 JPI296000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 3.375 - 3.74 50000.00 45261.89 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 2052-12-01 3 - 6 11190584.00 7169395.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2048-08-15 0 - 4.554 142500.00 65292.59 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-01-24 2.82 - 2.82 8000.00 6094.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2052-03-01 2052-12-01 3 - 6.5 11542371.00 10114919.31 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-03 2023-02-03 2023-02-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0424 17000000.00 17000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.37% R0MUWSFPU8MPRO8K5P83 JPO144000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-03-01 2052-09-01 3.5 - 5.5 3615458.00 3292247.02 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-02-03 2.82 - 2.93 7000.00 5354.30 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2053-01-01 1.96 - 6 94398.00 63986.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-12-15 2052-11-20 2.5 - 6 4250.00 1343.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2044-02-15 0.875 - 4.614 1938300.00 1753155.68 U.S. Treasuries (including strips) Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0427 5000000.00 5000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.37% R0MUWSFPU8MPRO8K5P83 JPT273000 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 2042-01-24 2042-01-24 2.82 - 2.82 4000.00 3047.32 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 2052-03-01 3 - 6 3559305.00 3040028.13 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2039-07-11 2.8 - 2.8 10000.00 8062.31 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-01-20 2053-01-20 5.5 - 5.5 1000.00 1019.34 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2041-11-15 0 - 4.75 16325.00 16376.65 U.S. Treasuries (including strips) Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0427 3000000.00 3000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.45% R0MUWSFPU8MPRO8K5P83 JPW292000 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 2038-01-01 2053-01-01 3.5 - 6.5 11448532.00 6980022.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2050-02-15 0 - 4.614 43665.00 43591.02 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-02-03 2.82 - 2.93 8000.00 6180.63 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.74 - 3.74 20000.00 18102.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2048-09-01 3.5 - 6 20910676.00 6242530.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-05-20 2052-12-20 2 - 6 11781341.00 2037954.17 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0436 15000000.00 15000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.53% R0MUWSFPU8MPRO8K5P83 JPX326000 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 2051-05-01 2052-05-01 3 - 3 2518285.00 1777740.01 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2039-07-11 2.8 - 3.375 40000.00 33240.98 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-12-01 2042-01-24 2.78 - 2.82 6000.00 4790.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 2052-01-01 2.5 - 6 1031828.00 489804.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2048-08-15 0 - 4.769 182965.00 104374.77 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-02-15 2053-01-20 2 - 6 9179085.00 5763867.86 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 8000000.00 8000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.53% R0MUWSFPU8MPRO8K5P83 JPW794000 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 2048-08-15 0 - 4.614 100100.00 99643.80 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.74 - 3.74 40000.00 36205.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-10-01 2052-12-01 4.035 - 4.5 5992755.00 3326713.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-11-20 2052-12-20 5.5 - 6 360171.00 371630.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-12-01 2049-06-01 3.397 - 4 86567332.00 25797926.13 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 29000000.00 29000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.54% R0MUWSFPU8MPRO8K5P83 JQC874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-10-15 2053-01-20 3 - 7 35170308.00 24390092.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-04-15 2048-08-15 0 - 3.375 274200.00 107698.94 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.8 - 3.74 20000.00 17113.56 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-08-01 2052-08-01 4 - 4 6452503.00 6093858.44 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0445 30000000.00 30000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.55% R0MUWSFPU8MPRO8K5P83 JPY539000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-03-01 2052-12-01 3 - 5.115 48999060.00 41574885.99 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-01-24 2.82 - 2.82 1000.00 761.83 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 3.5 - 3.5 102448.00 56503.18 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2029-11-30 3.875 - 4.614 188200.00 190153.23 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2043-06-12 3.375 - 3.74 50000.00 45266.10 Agency Debentures and Agency Strips Y N/A N/A 2023-02-07 2023-02-07 2023-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0448 41000000.00 41000000.00 0.0064 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.55% R0MUWSFPU8MPRO8K5P83 JQD494000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 2052-04-01 2.5 - 2.5 13201749.00 11220056.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 0.75 - 0.75 1500.00 1361.35 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 11000000.00 11000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.57% R0MUWSFPU8MPRO8K5P83 JQC122000 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 2032-02-15 2052-11-15 0 - 4 69500.00 30830.43 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-01 2052-03-01 3.5 - 3.5 6940416.00 6093318.87 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-07 2023-02-07 2023-03-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0450 5999993.40 5999993.40 0.0009 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.3%, dated 1/31/2023 due 02/01/2023 VJW2DOOHGDT6PR0ZRO63 JQD606000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2053-02-01 0.125 - 8 6078946.00 5694488.67 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 70.00 69.44 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-05-15 2053-01-20 1.5 - 9 1964477.00 1227001.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-02 2052-11-15 0 - 6 1668963.00 1649316.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-25 2053-02-01 0.25 - 9 7277585.00 6617454.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-02-01 2027-01-26 0.16 - 4.4 87527.00 86922.17 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-02-08 2026-11-25 0 - 5.375 125768.00 126648.17 Agency Debentures and Agency Strips Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 15098000.00 15098000.00 0.0024 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 4.3%, dated 1/31/2023 due 02/01/2023 8NAV47T0Y26Q87Y0QP81 JQD606000_00431 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 2028-03-31 2028-03-31 1.25 - 1.25 228154.00 203463.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2056-08-01 1.5 - 7 50098007.00 21410878.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0430 21188000.00 21188000.00 0.0033 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 4.51% 549300HN4UKV1E2R3U73 JQA304000 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 2029-02-15 2029-02-15 2.625 - 2.625 9600100.00 9188063.97 U.S. Treasuries (including strips) Y N/A N/A 2023-02-07 2023-02-07 2023-02-28 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0443 9000000.00 9000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.37% 2IGI19DL77OX0HC3ZE78 JOS343000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-25 2052-11-01 0 - 5 124654349.00 513367.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2051-08-01 0 - 7.5 78776119.00 292493.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-12-20 2050-10-20 0 - 2.5 62722999.00 242683.92 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0428 1000000.00 1000000.00 0.0002 N N Y N Citibank NA Citibank NA, 4.31% E57ODZWZ7FF32TWEFA76 0000036684 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 2023-11-06 2025-12-29 4.435 - 4.63 1239000.00 1246862.46 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-12 2052-12-01 0.25 - 4.5 30378.00 29458.84 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-02-17 2025-12-12 1.375 - 4.625 2905000.00 2945000.00 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2037-05-15 1.25 - 5 8571500.00 9046470.83 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2025-01-27 2025-01-27 5.125 - 5.125 2000.00 2000.07 Agency Debentures and Agency Strips Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 13000000.00 13000000.00 0.0020 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.31% MBNUM2BPBDO7JBLYG310 0000315030 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 2032-08-15 2032-08-15 2.75 - 2.75 24400.00 23206.35 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-10-20 2051-10-20 2.5 - 3 16515774.00 13260700.54 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y CITIGROUP INC 1.0000 2 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0422 13000000.00 13000000.00 0.0020 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-07-20 2052-08-20 3 - 5.5 11443830.00 11220964.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2032-08-15 2.75 - 2.75 7500.00 7133.10 U.S. Treasuries (including strips) Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0422 11000000.00 11000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 MBNUM2BPBDO7JBLYG310 JQD606000_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 2045-08-20 2053-01-20 2 - 6 33474416.00 21369518.10 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0430 20948000.00 20948000.00 0.0033 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 4.3%, dated 1/31/2023 due 02/01/2023 1VUV7VQFKUOQSJ21A208 JQD606000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2028-10-31 0.125 - 1.375 879885.00 816097.52 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 800000.00 800000.00 0.0001 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JQD351000 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 2024-06-15 2024-06-15 3.35 - 3.35 15773283.00 15451849.78 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 15000000.00 15000000.00 0.0023 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.31% 7LTWFZYICNSX8D621K86 JQB339000 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 2024-06-15 2024-06-15 3.35 - 3.35 4208727.00 4122960.16 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0422 4000000.00 4000000.00 0.0006 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.31% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-06-01 2051-03-01 2.5 - 6 48086928.00 15815369.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-12-15 2052-06-20 3 - 5.5 28788893.00 9609110.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-10-01 2052-02-01 2.5 - 4.5 19512693.00 8239549.60 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 33000000.00 33000000.00 0.0052 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 CYYGQCGNHMHPSMRL3R97 JQD606000_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 2030-06-01 2052-12-01 2.5 - 7 2243806.00 1601194.21 Agency Mortgage-Backed Securities Resolution Funding Corp 2025-07-15 2025-07-15 0 - 0 1106.00 1000.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-10-01 2053-01-01 1.5 - 6.5 3061407.00 2244685.67 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 3771000.00 3771000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 4.3%, dated 1/31/2023 due 02/01/2023 KBVRJ5K57JZ3E2AVWX40 JQD606000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-14 2052-05-15 0 - 4.5 1776824.00 1544556.95 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 1512000.00 1512000.00 0.0002 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 4.3%, dated 1/31/2023 due 02/01/2023 ZBUT11V806EZRVTWT807 JQD606000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 2061-12-01 1.5 - 7.5 32626194.00 25643822.65 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 25138000.00 25138000.00 0.0039 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.3%, dated 1/31/2023 due 02/01/2023 ZOMOLU8CGIZRYZ7PFU34 JQD606000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 2058-01-01 2 - 5.5 3840726.00 2740987.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-05-20 2072-01-20 2.5 - 6.332 471292.00 314223.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-12-01 0.25 - 5.5 2382095.00 1219099.19 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 4190000.00 4190000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.33% K5HU16E3LMSVCCJJJ255 JPT876000 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 2045-12-01 2045-12-01 4 - 4 4993.00 679.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-01 2053-01-01 1.736 - 5.832 54372040.00 18407902.69 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-08 2023-03-08 2023-03-08 N N N 0.0426 18000000.00 18000000.00 0.0028 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 7TK5RJIZDFROZCA6XF66 JQD606000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2053-01-01 2 - 6.5 2792288.00 2137155.84 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 2095000.00 2095000.00 0.0003 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 4.3%, dated 1/31/2023 due 02/01/2023 OXTKY6Q8X53C9ILVV871 JQD606000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-21 2052-02-15 0 - 7.625 19565084.00 22349585.97 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-02-15 2053-01-01 0 - 9.5 53112171.00 2336871.37 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-10-07 2028-11-16 0.65 - 3.25 210.00 202.60 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-05-16 2044-10-06 1.75 - 3.875 124.00 111.34 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2038-01-15 0 - 7.125 66.00 70.97 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-02 2059-04-01 0 - 7.604 66999219.00 15254251.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-02-15 2069-02-20 1.5 - 10 39911633.00 2948728.10 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 41897000.00 41897000.00 0.0065 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.31% 549300QJJX6CVVUXLE15 JPU392000 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 2041-09-01 2041-09-01 4.5 - 4.5 1000.00 44.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-02-01 1.875 - 3.5 42579342.00 35451220.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2052-11-15 0.125 - 4 300400.00 273243.14 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-06-20 2052-12-20 3 - 5 109289.00 65605.30 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0422 35000000.00 35000000.00 0.0055 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.3%, dated 1/31/2023 due 02/01/2023 549300QJJX6CVVUXLE15 JQD606000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2052-12-20 2 - 5.5 69338765.00 18838990.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-02-01 2 - 5.5 17807908.00 3765462.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-10-01 1.5 - 5.5 10736767.00 3464922.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2052-11-15 0 - 6.75 1035284.00 921447.71 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 26454000.00 26454000.00 0.0041 N Y Y N RBC Financial Group RBC Financial Group, 4.33% ES7IP3U3RHIGC71XBU11 JOS269000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-08-25 2052-03-01 1.86 - 4.5 4219591.00 402928.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-12-01 3 - 6.5 119791415.00 80954363.68 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2052-02-15 1 - 4.625 235700.00 294609.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-07-20 3 - 3 94300.00 71306.77 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 2 N N/A N/A N N 0.0424 79000000.00 79000000.00 0.0123 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 4.3%, dated 1/31/2023 due 02/01/2023 5U0XI89JRFVHWIBS4F54 JQD606000_10193 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 2046-10-20 2046-10-20 2.5 - 2.5 1539964.00 320669.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-09-01 2052-09-01 4.5 - 4.5 1008435.00 969470.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2048-05-15 0.25 - 4.125 23129816.00 21453360.96 U.S. Treasuries (including strips) Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 22284000.00 22284000.00 0.0035 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 4.3%, dated 1/31/2023 due 02/01/2023 5U0XI89JRFVHWIBS4F54 JQD606000_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 2052-10-20 3 - 5.5 64486780.00 16005903.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-11-01 2 - 5 103079457.00 30158107.14 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 45248000.00 45248000.00 0.0071 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.31% SUVUFHICNZMP2WKHG940 JQD454000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-01-20 2053-01-20 6 - 6 19830241.00 20402442.60 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 20000000.00 20000000.00 0.0031 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.3%, dated 1/31/2023 due 02/01/2023 VYVVCKR63DVZZN70PB21 JQD606000_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 2024-07-20 2053-01-20 2 - 7 44089122.00 17096226.55 Agency Mortgage-Backed Securities Y N/A N/A 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 16759000.00 16759000.00 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.31% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0431 11957297.52 11957297.52 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.37% 912796T33 254900HROIFWPRGM1V77 US912796T338 U.S. Treasury Debt Y N/A N/A 2023-02-23 2023-02-23 2023-02-23 N N N 0.0437 997279.03 997279.03 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.39% 912796YK9 254900HROIFWPRGM1V77 US912796YK93 U.S. Treasury Debt Y N/A N/A 2023-03-09 2023-03-09 2023-03-09 N N N 0.0439 8860239.25 8860239.25 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.59% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0459 6918449.02 6918449.02 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.17% 912828UN8 254900HROIFWPRGM1V77 US912828UN88 U.S. Treasury Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0438 4995076.10 4995076.10 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.17% to 2.18% 912828Z86 254900HROIFWPRGM1V77 US912828Z864 U.S. Treasury Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0434 4993914.25 4993914.25 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-07-31 2023-07-31 N N N 0.0463 128017497.60 128017497.60 0.0200 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-04-30 2023-04-30 N N N 0.0439 19010229.60 19010229.60 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-02-01 2023-10-31 2023-10-31 N N N 0.0463 65011456.25 65011456.25 0.0102 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.67% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-02-01 2024-07-31 2024-07-31 N N N 0.0469 47983188.96 47983188.96 0.0075 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 4.59% H7FNTJ4851HG0EXQ1Z70 JQD554000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0450 5000000.00 5000000.00 0.0008 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date Variable Insurance Products Fund V: Government Money Market Portfolio 2023-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer