N-MFP2 0000823535 XXXXXXXX 2023-02-28 0000823535 549300GBOACVX8TTUG24 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N Y Exempt Government Government/Agency N 5 54 4566357622.15 4617492457.60 4544212014.48 4583518341.92 5238571970.89 5364948616.39 5297146613.78 5319728435.35 0.7100 0.7000 0.7000 0.7000 0.8100 0.8200 0.8100 0.8100 226.21 6574278391.28 6574362461.14 51977533.13 66423215.89 6559917004.59 6559481013.90 1.0000 0.0464 1.0001 1.0001 1.0001 1.0001 C000048773 1.00 1873421839.64 1873535139.33 0.9999 0.9999 0.9999 0.9999 42932120.96 68748702.75 152186795.22 24371491.98 35028777.95 58182140.32 21718479.75 24451294.99 245050147.74 167495045.53 0.0434 N C000048775 1.00 1823683308.88 1823735484.63 1.0000 1.0000 1.0000 1.0000 34367493.29 17038816.32 30148090.68 32026348.35 19982990.99 18299796.95 26659324.84 9415039.09 130902827.85 78636037.36 0.0423 N C000048776 1.00 253885772.11 253889074.84 1.0000 1.0000 1.0000 1.0000 7325553.54 1370512.33 6580985.63 3110841.60 2501376.10 6746854.82 6671109.22 1339954.89 24072998.27 12546066.96 0.0407 N C000048774 1.00 2608926083.96 2608321315.10 1.0002 1.0002 1.0002 1.0002 11865634.79 25475459.12 4822574.06 9499125.72 6579927.85 16382243.68 34967429.72 473961.79 70036718.68 41185604.85 0.0431 N ABN AMRO Bank NV ABN AMRO Bank NV, 4.55% JRI201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-15 2028-05-31 0.5 - 2.875 16030900.00 14281820.82 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 14000000.00 14000000.00 0.0021 N Y Y N Barclays Bank PLC Barclays Bank PLC, 4.55% G5GSEF7VJP5I7OUK5573 JRI195000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2026-05-31 0.75 - 0.75 53830700.00 47946110.66 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 47000000.00 47000000.00 0.0072 N Y Y N CIBC Bank U.S.A. 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Mizuho Bank, Ltd., 4.55% RB0PEZSDGCO3JS6CEU02 JRI203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2024-03-15 0.25 - 0.25 17168000.00 16342694.05 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 16000000.00 16000000.00 0.0024 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.55% U7M81AY481YLIOR75625 JRI163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-07-31 2031-08-15 1.25 - 2.875 33614600.00 31616251.35 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 31000000.00 31000000.00 0.0047 N Y Y N Natixis SA Natixis SA, 4.55% KX1WK48MPD4Y2NCUIZ63 JQE830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2052-08-15 0.5 - 6 10066600.00 9298194.32 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 9000000.00 9000000.00 0.0014 N N Y N RBS Securities, Inc. RBS Securities, Inc., 4.56% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2041-02-15 4.75 - 6.625 1870100.00 2041348.92 U.S. Treasuries (including strips) Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 N N N 0.0446 2000000.00 2000000.00 0.0003 N N Y N Royal Bank of Canada Royal Bank of Canada, 4.56% ES7IP3U3RHIGC71XBU11 JQE826000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2042-08-15 1.25 - 2.75 1229000.00 1027099.94 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-03-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 1000000.00 1000000.00 0.0002 N N Y N Societe Generale Societe Generale, 4.55% O2RNE8IBXP4R0TD8PU41 JRD544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2042-11-15 4 - 4 5139900.00 5103932.06 U.S. Treasuries (including strips) Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0445 5000000.00 5000000.00 0.0008 N N Y N Societe Generale Societe Generale, 4.55% O2RNE8IBXP4R0TD8PU41 JRE054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2042-11-15 2 - 4 17307400.00 14289105.47 U.S. Treasuries (including strips) Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 N N N 0.0445 14000000.00 14000000.00 0.0021 N N Y N Societe Generale Societe Generale, 4.55% O2RNE8IBXP4R0TD8PU41 JRI092000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2042-11-15 4 - 4 4109300.00 4080543.98 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-03-07 N N N 0.0445 4000000.00 4000000.00 0.0006 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 4.59% H7FNTJ4851HG0EXQ1Z70 JQD554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2027-06-30 2.375 - 3.25 5240900.00 5117312.66 U.S. Treasuries (including strips) Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0449 5000000.00 5000000.00 0.0008 N N Y N 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 0.0498 992797.19 992797.19 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.56% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-03 2023-03-03 N N N 0.0445 2000001.68 2000001.68 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 4.57% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-07 2023-03-07 N N N 0.0448 2999995.14 2999995.14 0.0005 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 4.61% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-09-26 2023-09-26 N N N 0.0456 2000487.52 2000487.52 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.61% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-07-26 2023-07-26 N N N 0.0455 4000589.88 4000589.88 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.62% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-02-23 2024-02-23 N N N 0.0461 2000242.52 2000242.52 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.62% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-04 2023-10-04 N N N 0.0456 3000810.96 3000810.96 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.63% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-05-28 2024-05-28 N N N 0.0460 7001751.47 7001751.47 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.64% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-01-24 2024-01-24 N N N 0.0459 4001435.48 4001435.48 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.65% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-10 2023-10-10 N N N 0.0459 5001266.50 5001266.50 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.65% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-07-18 2024-07-18 N N N 0.0461 3001354.98 3001354.98 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.65% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-07-26 2024-07-26 N N N 0.0462 5001956.95 5001956.95 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.65% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 U.S. Government Agency Debt Y N/A N/A 2023-03-03 2024-09-03 2024-09-03 N N N 0.0465 4999707.45 4999707.45 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.66% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-11-15 2023-11-15 N N N 0.0454 2000235.80 2000235.80 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.67% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-05-02 2024-05-02 N N N 0.0462 5002470.15 5002470.15 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.67% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-09-14 2023-09-14 N N N 0.0455 3000030.33 3000030.33 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.69% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-01-23 2024-01-23 N N N 0.0466 6001349.34 6001349.34 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.70% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-06-10 2024-06-10 N N N 0.0467 5000918.70 5000918.70 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.70% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-07-23 2024-07-23 N N N 0.0466 5001531.85 5001531.85 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.70% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-03-18 2024-03-18 N N N 0.0467 8002052.48 8002052.48 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.71% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-08-06 2024-08-06 N N N 0.0472 4998919.20 4998919.20 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.71% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2025-02-10 2025-02-10 N N N 0.0468 4001470.92 4001470.92 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.72% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2025-01-24 2025-01-24 N N N 0.0470 8002141.68 8002141.68 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.74% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-11-25 2024-11-25 N N N 0.0466 4004676.32 4004676.32 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.75% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-12-05 2024-12-05 N N N 0.0469 2001988.74 2001988.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 12000000.00 12000000.00 0.0018 N Y Y 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 0.0488 8979277.05 8979277.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 2999632.65 2999632.65 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 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 0.0388 11989718.16 11989718.16 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.08% 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 0.0408 10987619.72 10987619.72 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 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 0.0409 25961822.12 25961822.12 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.16% 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 0.0416 20961462.06 20961462.06 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.22% 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 0.0422 997676.06 997676.06 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.23% 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 0.0423 2992661.67 2992661.67 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.33% 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 0.0433 2991759.87 2991759.87 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.57% 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 0.0457 31863940.80 31863940.80 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-25 2023-04-25 N N N 0.0451 4999952.10 4999952.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-24 2023-04-24 N N N 0.0451 29999779.80 29999779.80 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-25 2023-04-25 N N N 0.0451 4999958.85 4999958.85 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-09-01 2023-09-01 N N N 0.0461 8998692.93 8998692.93 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.58% 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 0.0458 10948987.61 10948987.61 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-22 2023-05-22 N N N 0.0453 15999976.96 15999976.96 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-16 2023-06-16 N N N 0.0455 10999762.29 10999762.29 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-24 2023-05-24 N N N 0.0454 22999975.85 22999975.85 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-05-26 2023-05-26 N N N 0.0454 13999989.08 13999989.08 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 3130ATGK7 2549001DPIFGXC1TOL40 US3130ATGK77 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-03-23 2023-03-23 N N N 0.0450 49999917.00 49999917.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-28 2023-06-28 N N N 0.0456 15999986.72 15999986.72 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-03 2023-04-03 N N N 0.0451 13000121.81 13000121.81 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-21 2023-06-21 N N N 0.0456 3000015.78 3000015.78 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-04 2023-04-04 N N N 0.0451 8000080.80 8000080.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-27 2023-06-27 N N N 0.0456 11000007.48 11000007.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-01-05 2024-01-05 N N N 0.0463 24993411.00 24993411.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-01-12 2024-01-12 N N N 0.0463 8997491.79 8997491.79 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-27 2023-06-27 N N N 0.0456 12000015.24 12000015.24 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.60% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2023-06-02 2023-06-02 N N N 0.0451 21502368.87 21502368.87 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-07-03 2023-07-03 N N N 0.0451 8001585.28 8001585.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-07-03 2023-07-03 N N N 0.0457 8000218.96 8000218.96 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-04-12 2024-04-12 N N N 0.0465 10995147.79 10995147.79 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-25 2023-04-25 N N N 0.0451 11000309.87 11000309.87 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-07-05 2023-07-05 N N N 0.0457 16000387.20 16000387.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATR90 2549001DPIFGXC1TOL40 US3130ATR902 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-25 2023-04-25 N N N 0.0451 7000197.19 7000197.19 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130ATRU3 2549001DPIFGXC1TOL40 US3130ATRU31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-27 2023-04-27 N N N 0.0452 22000601.92 22000601.92 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.61% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-07-26 2023-07-26 N N N 0.0459 21000282.24 21000282.24 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATW86 2549001DPIFGXC1TOL40 US3130ATW860 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-13 2023-06-13 N N N 0.0455 8000564.48 8000564.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-02 2023-10-02 N N N 0.0461 8000220.00 8000220.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-06 2023-10-06 N N N 0.0461 16000315.52 16000315.52 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-24 2023-10-24 N N N 0.0461 20999365.59 20999365.59 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-11 2023-10-11 N N N 0.0461 5000082.95 5000082.95 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-11-21 2023-11-21 N N N 0.0461 20999666.10 20999666.10 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-07-03 2023-07-03 N N N 0.0457 5000221.90 5000221.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-06-20 2023-06-20 N N N 0.0456 5000267.00 5000267.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-30 2023-10-30 N N N 0.0461 18999307.64 18999307.64 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-07-12 2024-07-12 N N N 0.0466 2998076.76 2998076.76 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-19 2023-10-19 N N N 0.0461 1000007.89 1000007.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-30 2023-10-30 N N N 0.0461 24999142.75 24999142.75 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-04 2023-10-04 N N N 0.0461 12000280.80 12000280.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-11-27 2023-11-27 N N N 0.0461 10999786.16 10999786.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-12-01 2023-12-01 N N N 0.0461 12999730.38 12999730.38 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-02 2023-10-02 N N N 0.0459 10001212.70 10001212.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-07-11 2024-07-11 N N N 0.0466 10992994.54 10992994.54 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-10 2023-10-10 N N N 0.0461 16000263.20 16000263.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-03 2023-10-03 N N N 0.0461 21000507.99 21000507.99 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATXZ5 2549001DPIFGXC1TOL40 US3130ATXZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-04-03 2023-04-03 N N N 0.0451 13000357.37 13000357.37 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-12-14 2023-12-14 N N N 0.0463 24997193.00 24997193.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.62% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-10-03 2023-10-03 N N N 0.0457 22005036.90 22005036.90 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.63% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-01-26 2024-01-26 N N N 0.0463 20999326.74 20999326.74 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.63% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-11-03 2023-11-03 N N N 0.0460 43004919.63 43004919.63 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.63% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-03-06 2024-03-06 N N N 0.0464 4999483.35 4999483.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.63% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-03-21 2024-03-21 N N N 0.0464 3999414.60 3999414.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.63% 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 0.0463 14891931.45 14891931.45 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-08-15 2023-08-15 N N N 0.0460 21253124.81 21253124.81 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-08-28 2024-08-28 N N N 0.0468 999465.09 999465.09 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-01-17 2024-01-17 N N N 0.0463 16000371.84 16000371.84 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-12-27 2023-12-27 N N N 0.0461 4000703.32 4000703.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-08-17 2023-08-17 N N N 0.0460 5000742.80 5000742.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-05-28 2024-05-28 N N N 0.0463 9999983.10 9999983.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-08-21 2023-08-21 N N N 0.0460 16002421.28 16002421.28 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-02-02 2024-02-02 N N N 0.0463 17001060.29 17001060.29 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-02 2024-06-03 2024-06-03 N N N 0.0463 11000000.00 11000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.64% 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 0.0464 20843320.89 20843320.89 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.65% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2023-09-21 2023-09-21 N N N 0.0461 17003457.46 17003457.46 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.65% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-07-26 2024-07-26 N N N 0.0467 999714.31 999714.31 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.65% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-04-22 2024-04-22 N N N 0.0465 7999893.04 7999893.04 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-04-26 2024-04-26 N N N 0.0465 5000452.50 5000452.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-07-24 2024-07-24 N N N 0.0467 4999280.05 4999280.05 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-04-26 2024-04-26 N N N 0.0465 3000271.50 3000271.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-10-21 2024-10-21 N N N 0.0469 7996306.48 7996306.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-10-24 2024-10-24 N N N 0.0469 1999051.22 1999051.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-10-01 2024-10-01 N N N 0.0465 5000000.00 5000000.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.70% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-02-23 2024-02-23 N N N 0.0463 11007714.52 11007714.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.74% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-11-22 2024-11-22 N N N 0.0469 5003832.60 5003832.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.76% 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y N/A N/A 2023-05-24 2023-05-24 2023-05-24 N N N 0.0476 25712887.72 25712887.72 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.76% 313384GB9 2549001DPIFGXC1TOL40 US313384GB95 U.S. Government Agency Debt Y N/A N/A 2023-05-26 2023-05-26 2023-05-26 N N N 0.0476 19773915.80 19773915.80 0.0030 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 0.0519 14984070.45 14984070.45 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.00% 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y N/A N/A 2023-08-09 2023-08-09 2023-08-09 N N N 0.0500 978099.74 978099.74 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0538 9977955.40 9977955.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0536 9980998.40 9980998.40 0.0015 N N N N Freddie Mac Freddie Mac, 4.68% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-03-01 2024-05-03 2024-05-03 N N N 0.0456 22001586.20 22001586.20 0.0034 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 4.55% JRI200000 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 2027-05-15 2.25 - 2.375 4048000.00 3797483.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 2052-05-01 4 - 4.5 8005567.00 7424029.61 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 11000000.00 11000000.00 0.0017 N Y Y N Bank of America, N.A. In a joint trading account with Bank of America, N.A. at 4.55%, dated 2/28/2023 due 03/01/2023 B4TYDEB6GKMZO031MB27 JRI354000_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 2051-04-01 2 - 3.5 65538325.00 30548780.54 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 29946000.00 29946000.00 0.0046 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 4.55%, dated 2/28/2023 due 03/01/2023 L3I9ZG2KFGXZ61BMYR72 JRI354000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-11 2023-07-31 0 - 2.75 5777026.00 5723943.63 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 5611000.00 5611000.00 0.0009 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.56% 3Y4U8VZURTYWI1W2K376 JRH485000 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 2047-06-20 2053-01-20 3 - 6 6297356.00 6121550.86 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 6000000.00 6000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.56% 3Y4U8VZURTYWI1W2K376 JQE769000 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 2050-01-20 2050-12-20 3.5 - 4 8192226.00 7164419.01 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 7000000.00 7000000.00 0.0011 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 2519197.00 1720681.20 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2040-03-19 2.59 - 3.375 50000.00 39302.35 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2050-11-15 0 - 4.845 986498.00 844077.65 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-02-15 2051-10-20 2 - 6 9190958.00 5585015.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2053-02-01 2.5 - 6 12234.00 8282.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-12-01 2042-01-24 2.78 - 4.49 7000.00 5600.28 Agency Debentures and Agency Strips Y N/A N/A 2023-03-07 2023-03-07 2023-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0444 8000000.00 8000000.00 0.0012 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-10-01 2040-03-01 2.77 - 4.035 2643908.00 53479.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 2052-07-01 2 - 4.5 86589939.00 24986092.22 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-30 2053-02-15 0 - 4.842 5454078.00 4702011.33 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-04-04 2042-04-04 4 - 4 2000.00 1774.21 Agency Debentures and Agency Strips Y N/A N/A 2023-03-07 2023-03-07 2023-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0444 29000000.00 29000000.00 0.0044 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 Farm Credit Bank 254900C5LP6DN9OP9V83 2042-04-04 2042-04-04 4 - 4 1000.00 887.10 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 2052-12-01 2.5 - 5.115 1657280.00 1296767.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-27 2049-02-15 0 - 3.5 46464861.00 40141003.40 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-12-01 2052-12-01 5 - 5 319102.00 309446.57 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.74 - 3.74 315000.00 272806.87 Agency Debentures and Agency Strips Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 41000000.00 41000000.00 0.0063 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.56% R0MUWSFPU8MPRO8K5P83 JQF396000 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 2023-04-30 2051-05-15 0 - 4.842 3122715.00 1902508.96 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.8 - 3.74 155000.00 133336.83 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 2053-02-01 3 - 6 10303763.00 5345082.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-01-20 2051-01-20 2 - 2 34885.00 22282.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2052-03-01 2052-12-01 3 - 6.5 5405229.00 4893619.23 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0446 12000000.00 12000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.56% R0MUWSFPU8MPRO8K5P83 JQQ484000 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 2053-02-15 0 - 4.845 22554736.00 24460037.89 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.74 - 3.74 10000.00 8660.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-03-01 2052-08-01 2.77 - 4.5 19991.00 15503.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 2050-09-01 2.5 - 4 23804271.00 7190657.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-12-15 2047-10-15 2.5 - 6 165748.00 60126.41 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-02-03 2.82 - 2.93 4376000.00 3278363.59 Agency Debentures and Agency Strips Y N/A N/A 2023-03-06 2023-03-06 2023-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0446 34000000.00 34000000.00 0.0052 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.56% R0MUWSFPU8MPRO8K5P83 JQR479000 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 2040-03-19 2043-06-12 2.59 - 3.74 725000.00 626505.83 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-04-06 2052-05-15 0 - 4.845 4471120.00 4470525.46 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-09-01 2053-02-01 2.5 - 5 26492.00 16769.98 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0446 5000000.00 5000000.00 0.0008 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 Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-03-24 2.93 - 3.7 2000.00 1608.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-03-01 2053-03-01 1.5 - 6.5 1951212.00 2049792.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-07-01 2052-09-01 2.5 - 5 1093484.00 1014850.63 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2040-03-19 2040-03-19 2.59 - 2.59 10000.00 7277.54 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-08-17 2052-05-15 0 - 4.948 5698754.00 2976759.03 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-04-15 2051-01-20 2 - 6 309042.00 120168.95 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0448 6000000.00 6000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.75% R0MUWSFPU8MPRO8K5P83 JRI217000 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 2051-12-01 2053-01-01 2.5 - 4.356 8039842.00 7845935.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-10-15 2052-12-20 3 - 7 31523618.00 20480507.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2052-05-15 0 - 4.845 7742634.00 6553208.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2052-08-01 2.5 - 4 6457307.00 5928611.41 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-04-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0467 40000000.00 40000000.00 0.0061 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.80% R0MUWSFPU8MPRO8K5P83 JQY077000 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 2046-05-01 2053-01-01 3.5 - 6.5 8686209.00 3981395.89 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.74 - 3.74 340000.00 294458.21 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-05-20 2051-06-20 2 - 6 11725610.00 1946066.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-01-24 2.82 - 2.82 2000.00 1471.08 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 2048-09-01 3.5 - 6.5 20900574.00 6054858.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2051-05-15 0 - 4.845 4454417.00 3075457.38 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0474 15000000.00 15000000.00 0.0023 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 4.55%, dated 2/28/2023 due 03/01/2023 VJW2DOOHGDT6PR0ZRO63 JRI354000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-05-15 2053-01-20 1.5 - 9 1385739.00 709944.32 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-02 2026-03-13 0 - 4.875 152601.00 153286.28 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-03-06 2025-06-16 0.125 - 4.875 50549.00 50694.17 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-03-02 2053-02-15 0 - 6.125 2537006.00 2462921.97 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-25 2053-03-01 0.25 - 9 8346753.00 7457871.05 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 406.00 398.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2023-03-25 2053-03-01 0.125 - 8 7320643.00 6778585.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 17266000.00 17266000.00 0.0026 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 4.75% 549300HN4UKV1E2R3U73 JRI262000 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 2025-10-15 2026-09-30 0.875 - 4.25 10203200.00 9181282.65 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-05-04 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 0.0468 9000000.00 9000000.00 0.0014 N N Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 8NAV47T0Y26Q87Y0QP81 JRI354000_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 2023-04-01 2058-05-01 1.5 - 9 33703737.00 10690100.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2029-08-31 2029-08-31 3.125 - 3.125 68546.00 64639.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 8086044.00 6229386.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0455 16649000.00 16649000.00 0.0025 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.56% 2IGI19DL77OX0HC3ZE78 JQX179000 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 2049-09-20 2052-05-20 3.5 - 4.5 3409496.00 3221617.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-02-28 2048-05-15 1.875 - 3.125 3391500.00 2909567.06 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2052-01-01 2.5 - 2.5 32661.00 27100.97 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 6000000.00 6000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.62% 2IGI19DL77OX0HC3ZE78 JQE030000 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 2043-05-20 2069-08-20 0.509 - 5.648 3093118.00 454620.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-02-28 2048-05-15 1.875 - 3.125 2500.00 2212.54 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 2060-07-01 2 - 6 2974376.00 436425.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-09-01 2052-12-01 2.5 - 6 164296.00 135183.95 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-23 2023-03-23 2023-03-23 N N N 0.0453 1000000.00 1000000.00 0.0002 N N N Y Citibank NA Citibank NA, 4.56% E57ODZWZ7FF32TWEFA76 0000036684 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 2047-02-15 0.5 - 5 8714100.00 9021520.04 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-22 2025-04-22 0.625 - 0.625 2000.00 1834.63 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-10-27 2025-12-29 4.575 - 4.88 1272000.00 1284475.10 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-09-18 2043-03-13 3.37 - 4.75 1950000.00 1955209.51 Agency Debentures and Agency Strips Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0446 12000000.00 12000000.00 0.0018 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.56% 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 2026-11-30 2026-11-30 1.625 - 1.625 45600.00 41522.94 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-10-20 2052-03-20 2.5 - 5.5 14880342.00 12240396.84 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 Y CITIGROUP INC 1.0000 1 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0456 12000000.00 12000000.00 0.0018 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.56% 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 2026-11-30 2026-11-30 1.625 - 1.625 7600.00 6920.49 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-08-20 2052-08-20 4 - 5.5 10658384.00 10200891.55 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0446 10000000.00 10000000.00 0.0015 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 MBNUM2BPBDO7JBLYG310 JRI354000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-05-01 2053-02-01 2 - 9 1071376.00 903074.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2053-03-01 2.5 - 6.5 3442723.00 3098205.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-03-20 2073-01-20 1.5 - 9.5 35838552.00 17213326.79 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0455 20796000.00 20796000.00 0.0032 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.56% 7LTWFZYICNSX8D621K86 JRI094000 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 2046-11-15 3.35 - 3.75 16214699.00 15451957.37 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 15000000.00 15000000.00 0.0023 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 4.56% 7LTWFZYICNSX8D621K86 JRD545000 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 2046-11-15 2046-11-15 3.75 - 3.75 4328159.00 4123131.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0446 4000000.00 4000000.00 0.0006 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.56% 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 2037-05-01 2052-12-01 3 - 4.5 66435816.00 23366637.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-05-20 2057-03-15 2.5 - 4.5 26669995.00 11602370.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-01-01 2052-05-01 2 - 5.5 23687151.00 2804454.58 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 37000000.00 37000000.00 0.0056 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.56% FOR8UP27PHTHYVLBNG30 0000769993 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 2044-04-01 2053-02-01 3 - 4 519228.00 306828.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-05-20 2052-10-20 3.5 - 5 15386964.00 8254697.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 2051-10-01 2.33 - 2.5 50714000.00 46553358.64 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-03 2023-03-03 2023-03-03 N N N 0.0446 54000000.00 54000000.00 0.0082 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.56% 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 2038-02-01 2052-02-01 2.5 - 5 1281985.00 526195.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-11-01 2042-11-01 3.5 - 3.5 46162432.00 9035480.56 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-11 2023-05-11 0 - 0 2384400.00 2362489.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-11-20 2060-06-15 3.12 - 6 17375182.00 5418031.98 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-07 N N N 0.0446 17000000.00 17000000.00 0.0026 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 CYYGQCGNHMHPSMRL3R97 JRI354000_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 2026-03-01 2052-10-01 1 - 5.5 4434513.00 2795022.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-05-01 2053-03-01 3.538 - 6.5 1282910.00 1023320.10 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 3743000.00 3743000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 4.55%, dated 2/28/2023 due 03/01/2023 KBVRJ5K57JZ3E2AVWX40 JRI354000_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 2023-03-23 2052-08-15 0 - 5.375 1958604.00 1528472.75 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 1496000.00 1496000.00 0.0002 N Y Y N JP Morgan Securities LLC In a joint trading account with JP Morgan Securities LLC at 4.55%, dated 2/28/2023 due 03/01/2023 ZBUT11V806EZRVTWT807 JRI354000_00267 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 2026-07-20 2026-07-20 2.625 - 2.625 40285.00 21.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-25 2052-10-01 2.5 - 7.5 3742376.00 264733.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-25 2053-01-01 2 - 8.75 18465922.00 8220341.56 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-20 2053-02-15 0 - 7.625 319.00 290.92 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-07-17 2025-08-25 0.61 - 2.875 50.00 45.65 Agency Debentures and Agency Strips Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 8318000.00 8318000.00 0.0013 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.58% K5HU16E3LMSVCCJJJ255 JQX048000 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 2030-09-01 2052-01-01 2 - 4.5 8476909.00 6130277.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-01 2033-01-01 2.5 - 2.5 2000.00 622.66 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-26 2023-04-26 2023-04-26 N N N 0.0451 6000000.00 6000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.58% K5HU16E3LMSVCCJJJ255 JRI213000 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 2052-09-01 2.5 - 5.5 120925721.00 28563633.61 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-26 2023-04-26 2023-04-26 N N N 0.0451 28000000.00 28000000.00 0.0043 N N N Y Mitsubishi UFJ Securities Holdings Ltd In a joint trading account with Mitsubishi UFJ Securities Holdings Ltd at 4.55%, dated 2/28/2023 due 03/01/2023 ZOMOLU8CGIZRYZ7PFU34 JRI354000_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 2041-09-01 2058-01-01 2 - 5.5 2369713.00 1741972.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-07-20 2052-08-20 2.5 - 4.5 5260303.00 744105.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2053-02-01 0.25 - 5.5 2347173.00 1452521.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2049-08-15 0.25 - 4.75 316211.00 304251.41 U.S. Treasuries (including strips) Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 4159000.00 4159000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 7TK5RJIZDFROZCA6XF66 JRI354000_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 2028-01-01 2053-03-01 1.5 - 8 3047366.00 2121868.15 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 2080000.00 2080000.00 0.0003 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 4.55%, dated 2/28/2023 due 03/01/2023 OXTKY6Q8X53C9ILVV871 JRI354000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 8.00 10.67 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-25 2053-03-01 0.5 - 9 96348213.00 19704275.53 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-07-26 2028-03-10 0 - 5.125 55025.00 53975.18 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-03-21 2052-08-15 0 - 5.008 6776113.00 2948918.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2025-06-15 2071-10-20 1.5 - 7 3308265.00 1359781.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-30 2053-03-01 0.375 - 6 3325034.00 1408769.39 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2038-01-15 0 - 7.125 9133.00 8462.75 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-20 2044-10-06 0 - 6.98 374.00 344.86 Agency Debentures and Agency Strips Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 24955000.00 24955000.00 0.0038 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.56% 549300QJJX6CVVUXLE15 JQE801000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-02-01 1.875 - 3 41271233.00 33152168.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2052-08-20 3 - 4.5 350150.00 335933.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-09-01 2041-09-01 4.5 - 4.5 1495.00 63.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-07-15 2049-08-15 0 - 4.5 1415800.00 1311632.79 U.S. Treasuries (including strips) Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0447 34000000.00 34000000.00 0.0052 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.55%, dated 2/28/2023 due 03/01/2023 549300QJJX6CVVUXLE15 JRI354000_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 70776673.00 14777606.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-10-01 1.5 - 5.5 10580469.00 3729336.20 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-28 2052-11-15 0 - 6.375 9189551.00 8933064.23 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2052-02-01 2 - 5.5 20239089.00 3992970.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 30781000.00 30781000.00 0.0047 N Y Y N RBC Financial Group RBC Financial Group, 4.56% ES7IP3U3RHIGC71XBU11 JQE747000 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 2024-03-15 2048-02-15 0.25 - 6 10838000.00 10784031.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 2053-02-01 1.707 - 6.5 35524617.00 31978651.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-03-01 2054-09-15 3.5 - 6.5 26588513.00 24378723.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-07-20 2053-02-20 4.5 - 6 10005751.00 9875268.77 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-07 2023-03-07 2023-03-23 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0447 75000000.00 75000000.00 0.0114 N N Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 4.55%, dated 2/28/2023 due 03/01/2023 5U0XI89JRFVHWIBS4F54 JRI354000_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 2052-12-20 3 - 5.5 74616238.00 25980185.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-02-01 2 - 5.5 125054102.00 38512382.06 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 63220000.00 63220000.00 0.0096 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 4.55%, dated 2/28/2023 due 03/01/2023 5U0XI89JRFVHWIBS4F54 JRI354000_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 2047-03-20 2051-06-20 2 - 3.5 96314.00 20925.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2044-08-15 0.25 - 3.125 31908554.00 29576466.22 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2052-09-01 2.5 - 4.5 1206758.00 1071033.86 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 30050000.00 30050000.00 0.0046 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.56% SUVUFHICNZMP2WKHG940 JRI210000 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 2052-10-20 2052-10-20 4.5 - 4.5 19048288.00 18362325.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0456 18000000.00 18000000.00 0.0027 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.55%, dated 2/28/2023 due 03/01/2023 VYVVCKR63DVZZN70PB21 JRI354000_08395 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 2023-03-15 2052-11-25 0 - 7.042 1661134.00 1516906.42 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-03 2036-07-15 0 - 5.5 13661360.00 13438621.87 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2024-12-05 2024-12-05 5.08 - 5.08 10648.00 10748.29 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2031-09-15 2036-04-01 1.5 - 5.88 637331.00 696669.35 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-06 2038-08-06 0 - 7.125 1066935.00 971730.87 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-05-10 2050-02-03 0.125 - 5.125 4501278.00 4324665.33 Agency Debentures and Agency Strips Resolution Funding Corp 2023-07-15 2029-07-15 0 - 0 317821.00 255540.90 Agency Debentures and Agency Strips Y N/A N/A 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 20796000.00 20796000.00 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0220 11998542.24 11998542.24 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.62% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0462 6942415.41 6942415.41 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.73% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-04-30 2024-04-30 N N N 0.0486 32950014.90 32950014.90 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.79% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-01-31 2024-01-31 N N N 0.0481 23995350.00 23995350.00 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.83% 912828ZP8 254900HROIFWPRGM1V77 US912828ZP81 U.S. Treasury Debt Y N/A N/A 2023-05-15 2023-05-15 2023-05-15 N N N 0.0479 3961188.52 3961188.52 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-03-01 2023-07-31 2023-07-31 N N N 0.0488 50987221.44 50987221.44 0.0078 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-03-01 2023-10-31 2023-10-31 N N N 0.0488 60982585.72 60982585.72 0.0093 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-07-31 2024-07-31 N N N 0.0487 47983562.88 47983562.88 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.84% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-03-01 2023-04-30 2023-04-30 N N N 0.0463 19004230.73 19004230.73 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.95% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2023-03-01 2024-10-31 2024-10-31 N N N 0.0490 16011945.44 16011945.44 0.0024 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2023-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer