N-MFP2 0000823535 XXXXXXXX 2023-08-31 0000823535 549300GBOACVX8TTUG24 S000017648 4 N N 033-17704 Fidelity Management & Research Company LLC 801-07884 Fidelity Management & Research (Hong Kong) Limited 801-69507 FMR Investment Management (UK) Limited 801-28773 Fidelity Management & Research (Japan) Limited 801-69571 PricewaterhouseCoopers LLP Boston MA Fidelity Service Company Fidelity Investments Institutional Operations Company LLC 0000862124 084-01839 N N Y Government/Agency Exempt Government N 24 69 4608768214.16 4592011977.53 4574317158.75 4708409903.55 5334098226.55 5355622274.06 5332690264.72 5457797809.53 0.6500 0.6400 0.6400 0.6500 0.7500 0.7500 0.7500 0.7500 16000435.93 7213066033.64 7213788134.44 53950846.39 257854416.37 7025885000.39 7025450723.1500 1.0000 0.0541 1.0000 1.0000 1.0000 1.0000 C000048776 1.00 287042628.68 287030969.8300 0.9999 1.0000 1.0000 1.0000 34827860.60 4331945.22 4818072.99 2276250.30 3559466.87 13944034.01 3622886.03 3174712.13 22748841.02 25331024.09 0.0485 N C000048775 1.00 1919767300.09 1919845813.0300 0.9999 0.9999 0.9999 0.9999 46878603.82 30078287.47 51874347.91 41302399.20 28030808.71 19357492.07 43654499.88 25067164.10 174791197.52 146174951.51 0.0501 N C000048774 1.00 2900352253.00 2899700994.3400 1.0001 1.0001 1.0002 1.0001 19435123.70 9703688.10 62046066.95 3794656.73 20570381.35 3769846.15 22942365.24 5970490.33 136977034.95 29977400.10 0.0507 N C000048773 1.00 1918722818.62 1918872945.9500 0.9998 0.9998 0.9998 0.9998 76474248.38 23165121.89 20961844.44 6537453.88 19103561.47 9757854.37 53824234.19 18714031.83 160428847.06 73373556.05 0.0510 N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 JUU700000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-09 2024-05-09 N N N 0.0535 1999800.94 1999800.94 0.0003 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 5.304827% 5U0XI89JRFVHWIBS4F54 JXO977000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-04-01 5.500 21744160.00 20586836.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-05-01 2.000 - 5.500 144151974.00 49318940.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-08-20 3.000 - 6.000 96537147.00 47484279.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 113532000.00 113532000.00 0.0162 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.32% MBNUM2BPBDO7JBLYG310 0000315030 JXN086000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-03-20 2053-03-20 5.000 - 7.500 12251157.00 12240984.42 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 2.250 6500.00 6325.91 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0520 12000000.00 12000000.00 0.0017 N N Y N MUFG SECS EMEA PLC (GOV REPO) MUFG SECS EMEA PLC (GOV REPO), 5.31% U7M81AY481YLIOR75625 JXO743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-31 2025-08-31 5.000 29515000.00 29579564.06 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 29000000.00 29000000.00 0.0041 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JXN048000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2042-02-15 0.125 - 3.125 6632200.00 4082425.74 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 4000000.00 4000000.00 0.0006 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.37% 549300HN4UKV1E2R3U73 JWB966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2032-05-15 2.875 2237700.00 2053558.55 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-10-18 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0526 2000000.00 2000000.00 0.0003 N N Y N UST BILLS UST BILLS, 0% 912797FC6 254900HROIFWPRGM1V77 US912797FC61 JSX636000 U.S. Treasury Debt Y N/A N/A 2023-10-26 2023-10-26 2023-10-26 N N N 0.0533 3967641.68 3967641.68 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 JLH097000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-03-06 2024-03-06 N N N 0.0538 4999972.90 4999972.90 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 JSB641000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0579 27920637.92 27920637.92 0.0040 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AWAM2 2549001DPIFGXC1TOL40 US3130AWAM27 0001026214 JUB460000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-28 2024-05-28 N N N 0.0541 20000319.40 20000319.40 0.0028 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 JLP105000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-26 2023-09-26 N N N 0.0521 2000031.06 2000031.06 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.33% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 IIA373000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0533 9000000.00 9000000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWX96 2549001DPIFGXC1TOL40 US3130AWX961 0001026214 JXC294000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-17 2024-05-17 N N N 0.0535 8999847.45 8999847.45 0.0013 N N N N FICC GC BNP REPO PRGM(GOV RP) FICC GC BNP REPO PRGM(GOV RP), 5.3% JXO770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2052-02-15 0.750 - 5.582 30137586.00 23463478.36 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 23000000.00 23000000.00 0.0033 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT69 2549001DPIFGXC1TOL40 US3130AVT698 0001026214 JSY318000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0549 9985645.50 9985645.50 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWXM7 2549001DPIFGXC1TOL40 US3130AWXM79 0001026214 JXC950000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-16 2024-05-16 N N N 0.0535 9999836.00 9999836.00 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 JPW398000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-19 2023-10-19 N N N 0.0521 1000073.55 1000073.55 0.0001 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.33% 549300Y1PMK3RWXMWR72 JXD416000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2052-05-15 1.500 - 4.625 4943600.00 4089387.54 U.S. Treasuries (including strips) Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0523 4000000.00 4000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.425% 3130AWTB6 2549001DPIFGXC1TOL40 US3130AWTB60 0001026214 JWP901000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-07 2024-11-07 N N N 0.0535 10006747.60 10006747.60 0.0014 N N N N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc., 5.304827% 7TK5RJIZDFROZCA6XF66 JXO977000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-12-01 2053-08-01 2.000 - 6.500 2468049.00 2209297.54 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2026-02-23 2028-08-16 5.200 - 5.700 4965.00 4959.98 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-25 2056-06-01 1.500 - 8.500 10777110.00 5941845.33 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 7995000.00 7995000.00 0.0011 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 DGF640000 U.S. Government Agency Debt Y N/A N/A 2023-11-15 2023-11-15 2023-11-15 N N N 0.0524 3957194.64 3957194.64 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 JRH760000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-28 2024-05-28 N N N 0.0537 10000654.90 10000654.90 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 JMH440000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-02 2024-05-02 N N N 0.0530 5003198.30 5003198.30 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AVBG6 2549001DPIFGXC1TOL40 US3130AVBG66 0001026214 JXJ659000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-09-06 2024-09-06 N N N 0.0539 5000444.20 5000444.20 0.0007 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.33% H7FNTJ4851HG0EXQ1Z70 JVH091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-06-15 2.500 - 2.875 3191200.00 3094722.66 U.S. Treasuries (including strips) Y N/A N/A 2023-09-29 2023-09-29 2023-09-29 N N N 0.0521 3000000.00 3000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AX4J4 2549001DPIFGXC1TOL40 US3130AX4J47 0001026214 JXO970000 U.S. Government Agency Debt Y N/A N/A 2023-09-06 2024-05-06 2024-05-06 N N N 0.0535 15000000.00 15000000.00 0.0021 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.36% 2IGI19DL77OX0HC3ZE78 JWI945000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2053-07-01 2.170 - 6.000 164217.00 143248.81 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-11-17 2036-11-17 2.580 1000.00 774.71 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-09-20 2063-05-16 0.934 - 5.500 1114362.00 881909.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0524 1000000.00 1000000.00 0.0001 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 0001026214 JWH809000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-01-27 2025-01-27 N N N 0.0542 10000163.70 10000163.70 0.0014 N N N N UST BILLS UST BILLS, 0% 912797HN0 254900HROIFWPRGM1V77 US912797HN09 JWO771000 U.S. Treasury Debt Y N/A N/A 2023-12-05 2023-12-05 2023-12-05 N N N 0.0540 56203355.46 56203355.46 0.0080 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPFZ3 254900C5LP6DN9OP9V83 US3133EPFZ37 JSQ689000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-18 2024-04-18 N N N 0.0544 4997608.25 4997608.25 0.0007 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.35% H7FNTJ4851HG0EXQ1Z70 JWC533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-06-15 2.500 - 2.875 3181900.00 3085719.29 U.S. Treasuries (including strips) Y N/A N/A 2023-09-20 2023-09-20 2023-09-20 N N N 0.0523 3000000.00 3000000.00 0.0004 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 JQA414000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-02-02 2024-02-02 N N N 0.0535 17000909.16 17000909.16 0.0024 N N N N UST NOTES UST NOTES, 5.553067% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 JME917000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-10-31 2024-10-31 N N N 0.0545 9009420.57 9009420.57 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 JMR792000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-21 2023-09-21 N N N 0.0522 17000530.06 17000530.06 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVNZ1 2549001DPIFGXC1TOL40 US3130AVNZ10 0001026214 JSQ211000 U.S. Government Agency Debt Y N/A N/A 2024-05-10 2024-05-10 2024-05-10 N N N 0.0581 9965063.20 9965063.20 0.0014 N N N N RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.32% 549300QJJX6CVVUXLE15 JWJ513000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2052-02-01 2.000 - 3.500 86013635.00 19998244.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-19 2049-05-15 0.000 - 3.000 3633100.00 2692892.70 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2053-07-20 3.000 - 6.500 50164.00 46790.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2052-02-01 1.500 - 4.000 31673712.00 15204373.58 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 37000000.00 37000000.00 0.0053 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 JWD539000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-05-27 2025-05-27 N N N 0.0543 2000382.30 2000382.30 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 JML880000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-10 2023-10-10 N N N 0.0526 5000151.85 5000151.85 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.435% 3133EPNQ4 254900C5LP6DN9OP9V83 US3133EPNQ46 JVB493000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-10-03 2024-10-03 N N N 0.0544 1999648.52 1999648.52 0.0003 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXO745000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-04-01 2051-12-01 2.000 - 5.000 19478372.00 16322407.73 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 16000000.00 16000000.00 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 JNB488000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-06 2024-08-06 N N N 0.0543 5001127.15 5001127.15 0.0007 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JXN676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2052-02-15 0.625 - 4.750 1107600.00 1021695.14 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0518 1000000.00 1000000.00 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 JSK883000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-04-10 2025-04-10 N N N 0.0543 2000540.50 2000540.50 0.0003 N N N N UST BILLS UST BILLS, 0% 912797HV2 254900HROIFWPRGM1V77 US912797HV25 JXC140000 U.S. Treasury Debt Y N/A N/A 2023-12-19 2023-12-19 2023-12-19 N N N 0.0547 8854519.05 8854519.05 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQA3 2549001DPIFGXC1TOL40 US3130AVQA32 0001026214 JSS282000 U.S. Government Agency Debt Y N/A N/A 2024-05-13 2024-05-13 2024-05-13 N N N 0.0580 9965287.60 9965287.60 0.0014 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 313384NX3 U.S. Government Agency Debt Y N/A N/A 2023-11-06 2023-11-06 2023-11-06 N N N 0.0522 7924614.00 7924614.00 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWXT2 2549001DPIFGXC1TOL40 US3130AWXT23 0001026214 JXD699000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-05-22 2025-05-22 N N N 0.0540 5002847.70 5002847.70 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 3.51% 3130AT3K1 2549001DPIFGXC1TOL40 US3130AT3K19 0001026214 JVF190000 U.S. Government Agency Debt Y N/A N/A 2023-09-22 2023-09-22 2023-09-22 N N N 0.0516 2996547.63 2996547.63 0.0004 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXK041000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-06-30 2030-06-30 3.750 33366400.00 32673711.36 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 32000000.00 32000000.00 0.0046 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.385% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 JQD623000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-11-03 2023-11-03 N N N 0.0521 43005308.35 43005308.35 0.0061 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 5.304827% MBNUM2BPBDO7JBLYG310 JXO977000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-09-20 2073-07-20 1.500 - 9.500 53739239.00 20390767.20 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N Y Citigroup Global Markets, Inc. 1.0000 N/A N/A N 0.0530 19988000.00 19988000.00 0.0028 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JUM462000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2053-08-15 0.375 - 5.613 20817495.00 18594899.49 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0523 18000000.00 18000000.00 0.0026 N N Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384MX4 2549001DPIFGXC1TOL40 US313384MX42 313384MX4 U.S. Government Agency Debt Y N/A N/A 2023-10-13 2023-10-13 2023-10-13 N N N 0.0512 1988030.20 1988030.20 0.0003 N N Y N BofA Securities, Inc. BofA Securities, Inc., 5.304827% 549300HN4UKV1E2R3U73 JXO977000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-11-01 2061-03-01 1.500 - 6.500 28335813.00 16324065.36 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-11-30 2027-11-30 3.875 506959.00 502291.55 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N Y BofA Securities, Inc. 1.0000 N/A N/A N 0.0530 16494000.00 16494000.00 0.0023 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 313384LX5 U.S. Government Agency Debt Y N/A N/A 2023-09-19 2023-09-19 2023-09-19 N N N 0.0496 7979577.76 7979577.76 0.0011 N N Y N BNP PARIBAS BNP PARIBAS, 5.37% R0MUWSFPU8MPRO8K5P83 JUH542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2049-08-15 0.375 - 5.582 21802500.00 18605025.23 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0537 18000000.00 18000000.00 0.0026 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 JRN658000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-03-10 2025-03-10 N N N 0.0542 3000175.53 3000175.53 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWQB9 2549001DPIFGXC1TOL40 US3130AWQB97 0001026214 JWH811000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-12-26 2024-12-26 N N N 0.0542 9999208.40 9999208.40 0.0014 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 JXJ464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-02-15 2032-02-15 1.875 8492300.00 7148497.28 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 7000000.00 7000000.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.36% 3133EPJZ9 254900C5LP6DN9OP9V83 US3133EPJZ90 JTU978000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-17 2024-05-17 N N N 0.0537 999799.01 999799.01 0.0001 N N N N UST BILLS UST BILLS, 0% 912797HC4 254900HROIFWPRGM1V77 US912797HC44 JUY847000 U.S. Treasury Debt Y N/A N/A 2023-10-24 2023-10-24 2023-10-24 N N N 0.0530 56259669.50 56259669.50 0.0080 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 JLQ839000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-28 2024-05-28 N N N 0.0536 7000205.73 7000205.73 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPUJ2 254900C5LP6DN9OP9V83 US3133EPUJ20 JXI262000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-08-28 2025-08-28 N N N 0.0542 2001169.32 2001169.32 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVT44 2549001DPIFGXC1TOL40 US3130AVT441 0001026214 JSY305000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0583 24921543.75 24921543.75 0.0035 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AW3T5 2549001DPIFGXC1TOL40 US3130AW3T55 0001026214 JTU431000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-02-23 2024-02-23 N N N 0.0534 20001745.20 20001745.20 0.0028 N N N N UST BILLS UST BILLS, 0% 912797GU5 254900HROIFWPRGM1V77 US912797GU50 JUB145000 U.S. Treasury Debt Y N/A N/A 2023-09-26 2023-09-26 2023-09-26 N N N 0.0522 2988984.36 2988984.36 0.0004 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 0001026214 JXO969000 U.S. Government Agency Debt Y N/A N/A 2023-09-07 2025-09-02 2025-09-02 N N N 0.0546 14000000.00 14000000.00 0.0020 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NZ8 2549001DPIFGXC1TOL40 US313384NZ80 DGF639000 U.S. Government Agency Debt Y N/A N/A 2023-11-08 2023-11-08 2023-11-08 N N N 0.0523 4951462.95 4951462.95 0.0007 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWI120000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-10-28 2040-07-13 0.800 - 6.000 24764.00 13312.93 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2030-07-31 2052-02-15 0.000 - 4.000 12639644.00 8176061.61 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2053-06-20 2.500 - 5.500 7719.00 5598.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2040-09-01 4.450 - 5.500 7169065.00 67417.83 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0525 8000000.00 8000000.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 JXD667000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-09-23 2024-09-23 N N N 0.0535 1000294.13 1000294.13 0.0001 N N N N UST NOTES UST NOTES, 5.338067% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 JAE853000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-04-30 2024-04-30 N N N 0.0537 32990652.42 32990652.42 0.0047 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.34% 549300HN4UKV1E2R3U73 JWE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 2028-08-31 4.375 2041800.00 2052613.37 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0521 2000000.00 2000000.00 0.0003 N N Y N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JWQ622000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-09-15 2053-06-20 2.500 - 6.000 5107.00 2386.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2052-05-15 0.000 - 5.582 13882355.00 10331206.13 U.S. Treasuries (including strips) Y N/A N/A 2023-12-04 2023-12-04 2023-12-04 N N N 0.0531 10000000.00 10000000.00 0.0014 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 JLG480000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-28 2024-08-28 N N N 0.0542 999736.41 999736.41 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 JSB239000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-26 2023-10-26 N N N 0.0521 14001172.92 14001172.92 0.0020 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.32% VYVVCKR63DVZZN70PB21 0000276523 JXN075000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 3.500 107791569.00 16329646.97 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0532 16000000.00 16000000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AWUC2 2549001DPIFGXC1TOL40 US3130AWUC25 0001026214 JWR430000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-04-09 2025-04-09 N N N 0.0542 2000567.36 2000567.36 0.0003 N N N N UST BILLS UST BILLS, 0% 912797FA0 254900HROIFWPRGM1V77 US912797FA06 JSM562000 U.S. Treasury Debt Y N/A N/A 2023-10-12 2023-10-12 2023-10-12 N N N 0.0529 84486688.40 84486688.40 0.0120 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC, 5.304827% ZBUT11V806EZRVTWT807 JXO977000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-01-01 2053-05-01 2.970 - 5.890 615184.00 60904.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 2053-07-01 1.500 - 6.500 12558742.00 8095196.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 7995000.00 7995000.00 0.0011 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 JPY241000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-12-01 2023-12-01 N N N 0.0521 13002833.61 13002833.61 0.0019 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC, 5.304827% VYVVCKR63DVZZN70PB21 JXO977000_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 2029-04-20 2053-08-20 1.500 - 7.000 30141253.00 16299853.80 Agency Mortgage-Backed Securities MLTI FMLY CONN AVE SEC 2019-01 B-10 20491025 FLT 2049-10-25 2049-10-25 10.902 12792.00 12472.99 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 15990000.00 15990000.00 0.0023 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVYA4 2549001DPIFGXC1TOL40 US3130AVYA40 0001026214 JTO293000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-12 2024-11-12 N N N 0.0538 10003584.60 10003584.60 0.0014 N N N N BNY Mellon Capital Markets LLC BNY Mellon Capital Markets LLC, 5.304827% VJW2DOOHGDT6PR0ZRO63 JXO977000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2053-09-01 1.500 - 8.000 4235121.00 3762020.96 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-09-08 2025-06-13 2.375 - 2.625 649.00 649.26 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-25 2053-09-01 1.500 - 9.000 5949641.00 5300454.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-11-15 2053-07-20 1.500 - 9.000 1810253.00 1125117.76 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 9987000.00 9987000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., 5.304827% CYYGQCGNHMHPSMRL3R97 JXO977000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2060-07-01 1.722 - 6.500 5991588.00 3418584.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-11-01 2052-10-01 1.880 - 6.000 2368953.00 251916.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 3598000.00 3598000.00 0.0005 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.415% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 JRI350000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-10-01 2024-10-01 N N N 0.0539 5000473.65 5000473.65 0.0007 N N N N UST BILLS UST BILLS, 0% 912797HU4 254900HROIFWPRGM1V77 US912797HU42 JWV182000 U.S. Treasury Debt Y N/A N/A 2023-12-12 2023-12-12 2023-12-12 N N N 0.0542 9258743.47 9258743.47 0.0013 N Y Y N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.41% 549300HN4UKV1E2R3U73 JXN090000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 39857100.00 37762709.04 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-10-30 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0531 37000000.00 37000000.00 0.0053 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 JSB581000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-27 2023-10-27 N N N 0.0521 5000438.85 5000438.85 0.0007 N N N N Royal Bank of Canada Royal Bank of Canada, 5.304827% ES7IP3U3RHIGC71XBU11 JXO977000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-10-12 2046-08-15 0.000 - 4.375 6282235.00 5873761.62 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 5754000.00 5754000.00 0.0008 N Y Y N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.3% G5GSEF7VJP5I7OUK5573 JXO777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 0.250 69736700.00 64269511.16 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 63000000.00 63000000.00 0.0090 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.31% 3Y4U8VZURTYWI1W2K376 JXO757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 4.375 11260600.00 11221741.63 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 11000000.00 11000000.00 0.0016 N N Y N UST BILLS UST BILLS, 0% 912796YH6 254900HROIFWPRGM1V77 US912796YH64 JLH028000 U.S. Treasury Debt Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0462 7992968.32 7992968.32 0.0011 N Y Y N UST NOTES UST NOTES, 5.398067% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 IGD167000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-01-31 2024-01-31 N N N 0.0536 27001807.38 27001807.38 0.0038 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK, 5.31% 1VUV7VQFKUOQSJ21A208 JWI947000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 2028-08-31 4.375 22440400.00 22559244.36 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 22000000.00 22000000.00 0.0031 N N Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JXO782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2024-02-29 1.500 21841900.00 21423190.78 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 21000000.00 21000000.00 0.0030 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 JME809000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-22 2024-04-22 N N N 0.0538 8000312.24 8000312.24 0.0011 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JXI202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-10-28 2026-10-28 0.800 3000.00 2662.82 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2052-02-15 0.000 - 4.000 15550363.00 10310055.08 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-06-20 2053-06-20 5.500 1039.00 1028.00 Agency Mortgage-Backed Securities Y N/A N/A 2023-12-21 2023-12-21 2023-12-21 N N N 0.0532 10000000.00 10000000.00 0.0014 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 JKG585000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-01-12 2024-01-12 N N N 0.0534 8999148.15 8999148.15 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.51% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 JMX819000 U.S. Government Agency Debt Y N/A N/A 2023-09-05 2024-12-05 2024-12-05 N N N 0.0542 2001741.14 2001741.14 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 0001026214 JTO617000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-18 2024-11-18 N N N 0.0540 10001319.00 10001319.00 0.0014 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 313384LR8 U.S. Government Agency Debt Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0483 20465097.32 20465097.32 0.0029 N N Y N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JXO846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-11-15 2040-11-15 4.250 4043100.00 4080647.57 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 4000000.00 4000000.00 0.0006 N Y Y N UST BILLS UST BILLS, 0% 912797HA8 254900HROIFWPRGM1V77 US912797HA87 JUN217000 U.S. Treasury Debt Y N/A N/A 2023-10-10 2023-10-10 2023-10-10 N N N 0.0526 38777025.69 38777025.69 0.0055 N Y Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.31% 2IGI19DL77OX0HC3ZE78 JWI940000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-09-15 2051-08-15 1.125 - 4.125 13544800.00 13330581.07 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 13000000.00 13000000.00 0.0019 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 JKO884000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-01-26 2024-01-26 N N N 0.0535 21000126.00 21000126.00 0.0030 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 JKH766000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-07-12 2024-07-12 N N N 0.0540 2998981.47 2998981.47 0.0004 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.33% K5HU16E3LMSVCCJJJ255 JXD412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2026-05-31 0.750 10187200.00 9200439.75 U.S. Treasuries (including strips) Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0523 9000000.00 9000000.00 0.0013 N N N Y NORINCHUKIN BK NORINCHUKIN BK, 5.34% 5493007VSMFZCPV1NB83 JXN703000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2053-02-15 2053-02-15 3.625 8028000.00 7212175.21 U.S. Treasuries (including strips) Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0520 7000000.00 7000000.00 0.0010 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 JRT306000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-03-14 2024-03-14 N N N 0.0534 18006607.26 18006607.26 0.0026 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 0001026214 JWC140000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-07-25 2025-07-25 N N N 0.0542 15010515.15 15010515.15 0.0021 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 JMF002000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-07-26 2024-07-26 N N N 0.0539 5000160.05 5000160.05 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVT51 2549001DPIFGXC1TOL40 US3130AVT516 0001026214 JSY316000 U.S. Government Agency Debt Y N/A N/A 2024-05-22 2024-05-22 2024-05-22 N N N 0.0580 9963909.40 9963909.40 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRK0 2549001DPIFGXC1TOL40 US3130AVRK05 0001026214 JSW381000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0580 9968120.20 9968120.20 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.395% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 JMD400000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-01-24 2024-01-24 N N N 0.0531 4000705.64 4000705.64 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWNG1 2549001DPIFGXC1TOL40 US3130AWNG12 0001026214 JVW457000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-07-14 2025-07-14 N N N 0.0545 2000099.24 2000099.24 0.0003 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 JSQ675000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-12-26 2024-12-26 N N N 0.0544 999477.18 999477.18 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPQL2 254900C5LP6DN9OP9V83 US3133EPQL22 JVX030000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-07-17 2025-07-17 N N N 0.0545 2999831.97 2999831.97 0.0004 N N N N UST BILLS UST BILLS, 0% 912796ZN2 254900HROIFWPRGM1V77 US912796ZN24 JOY726000 U.S. Treasury Debt Y N/A N/A 2023-12-28 2023-12-28 2023-12-28 N N N 0.0542 3930675.00 3930675.00 0.0006 N Y Y N FICC BONY REPO PRGM(GOV REPO) FICC BONY REPO PRGM(GOV REPO), 5.31% 549300H47WTHXPU08X20 JXO902000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2032-05-15 2.750 - 2.875 15405400.00 14280043.29 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 14000000.00 14000000.00 0.0020 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.4% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 JRO196000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-09-13 2024-09-13 N N N 0.0544 3998032.52 3998032.52 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130AW5G1 2549001DPIFGXC1TOL40 US3130AW5G17 0001026214 JTU980000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-23 2024-05-23 N N N 0.0529 10005118.30 10005118.30 0.0014 N N N N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.3% JXO789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2024-11-30 4.500 8145900.00 8161218.16 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 8000000.00 8000000.00 0.0011 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPJW6 254900C5LP6DN9OP9V83 US3133EPJW69 JTP908000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-09-17 2024-09-17 N N N 0.0544 3998391.84 3998391.84 0.0006 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JXI199000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2050-05-15 0.000 - 5.582 2103200.00 2006821.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-10-28 2026-10-28 0.800 2000.00 1775.21 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-06-20 2053-06-20 5.500 1000.00 989.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-07-01 2053-07-01 5.000 6388480.00 6161386.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0530 8000000.00 8000000.00 0.0011 N N Y N UST BILLS UST BILLS, 0% 912796YT0 254900HROIFWPRGM1V77 US912796YT03 JMI121000 U.S. Treasury Debt Y N/A N/A 2023-11-02 2023-11-02 2023-11-02 N N N 0.0536 49148970.83 49148970.83 0.0070 N Y Y N CITIBANK NA (GOV REPO) CITIBANK NA (GOV REPO), 5.31% E57ODZWZ7FF32TWEFA76 0000036684 JXO774000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-07-07 2026-05-28 4.750 - 5.460 23000.00 23038.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 0.000 132000.00 87305.86 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-09-05 2051-02-15 0.000 - 5.500 15581800.00 11356617.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 2053-08-01 4.000 - 5.500 756860.00 750018.16 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-12 2027-02-10 0.830 - 2.170 30000.00 27615.30 Agency Debentures and Agency Strips Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 12000000.00 12000000.00 0.0017 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.405% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 JRT305000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-11-14 2023-11-14 N N N 0.0521 41008282.00 41008282.00 0.0058 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.485% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 JUO625000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-12-13 2024-12-13 N N N 0.0542 2000690.54 2000690.54 0.0003 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 313384PM5 U.S. Government Agency Debt Y N/A N/A 2023-11-20 2023-11-20 2023-11-20 N N N 0.0524 9885893.30 9885893.30 0.0014 N N N N MITSUBISHI UFJ SECS (USA) INC MITSUBISHI UFJ SECS (USA) INC, 5.35% K5HU16E3LMSVCCJJJ255 JXD411000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-02-01 2051-05-01 2.500 - 5.000 51749695.00 32712760.02 Agency Mortgage-Backed Securities Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0525 32000000.00 32000000.00 0.0046 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 JMF598000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-07-24 2024-07-24 N N N 0.0541 4999915.75 4999915.75 0.0007 N N N N Sumitomo Mitsui Banking Corp. NY Sumitomo Mitsui Banking Corp. NY, 5.304827% 5U0XI89JRFVHWIBS4F54 JXO977000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2049-05-15 0.250 - 5.250 34409803.00 30372650.63 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 29738000.00 29738000.00 0.0042 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.455% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 JMM606000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-06-10 2024-06-10 N N N 0.0537 5002478.55 5002478.55 0.0007 N N N N FICC SSB REPO PRGM(GOV REPO) FICC SSB REPO PRGM(GOV REPO), 5.3% 549300H47WTHXPU08X20 JXO829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2030-04-30 2030-05-15 0.625 - 3.500 194454800.00 183678220.41 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 180000000.00 180000000.00 0.0256 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 DGF643000 U.S. Government Agency Debt Y N/A N/A 2023-11-22 2023-11-22 2023-11-22 N N N 0.0525 10871363.03 10871363.03 0.0015 N N N N UST BILLS UST BILLS, 0% 912797FB8 254900HROIFWPRGM1V77 US912797FB88 JSR456000 U.S. Treasury Debt Y N/A N/A 2023-10-19 2023-10-19 2023-10-19 N N N 0.0531 42696348.19 42696348.19 0.0061 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.2% 3130AVQV7 2549001DPIFGXC1TOL40 US3130AVQV78 0001026214 JSV702000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0577 29880243.00 29880243.00 0.0043 N N N N Mitsubishi UFJ Securities Holdings Ltd Mitsubishi UFJ Securities Holdings Ltd, 5.304827% 549300Y1PMK3RWXMWR72 JXO977000_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 2031-11-01 2058-01-01 1.500 - 6.500 14898334.00 8239695.06 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2032-08-15 2.750 90058.00 80982.85 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-08 2024-03-08 4.750 159904.00 162952.83 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2063-06-20 2.000 - 6.500 12860242.00 4667955.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-18 2053-08-01 1.500 - 6.500 8728662.00 5607961.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 18389000.00 18389000.00 0.0026 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPVD4 254900C5LP6DN9OP9V83 US3133EPVD41 JXN769000 U.S. Government Agency Debt Y N/A N/A 2023-09-05 2025-03-05 2025-03-05 N N N 0.0538 9005347.35 9005347.35 0.0013 N N N N UST BILLS UST BILLS, 0% 912797HJ9 254900HROIFWPRGM1V77 US912797HJ96 JVL807000 U.S. Treasury Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0537 45052780.96 45052780.96 0.0064 N Y Y N UST BILLS UST BILLS, 0% 912797HD2 254900HROIFWPRGM1V77 US912797HD27 JVF845000 U.S. Treasury Debt Y N/A N/A 2023-10-31 2023-10-31 2023-10-31 N N N 0.0535 141743387.50 141743387.50 0.0202 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 JPY164000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-30 2023-10-30 N N N 0.0521 25002357.75 25002357.75 0.0036 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 JRK045000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-05 2024-04-05 N N N 0.0532 25006211.50 25006211.50 0.0036 N N N N Bank of America, N.A. Bank of America, N.A., 5.304827% B4TYDEB6GKMZO031MB27 JXO977000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2051-05-01 1.250 - 3.500 61781785.00 29399119.27 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 28783000.00 28783000.00 0.0041 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AW2Z2 2549001DPIFGXC1TOL40 US3130AW2Z25 0001026214 JTT738000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-19 2024-08-19 N N N 0.0536 5001727.60 5001727.60 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AW3L2 2549001DPIFGXC1TOL40 US3130AW3L20 0001026214 JTT821000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-02-20 2024-02-20 N N N 0.0530 19004847.09 19004847.09 0.0027 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.38% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 JQY130000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-02-23 2024-02-23 N N N 0.0529 2000651.08 2000651.08 0.0003 N N N N Credit Agricole CIB New York Branch Credit Agricole CIB New York Branch, 5.304827% 1VUV7VQFKUOQSJ21A208 JXO977000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2028-08-31 0.250 - 4.250 19168931.00 17968927.53 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 17614000.00 17614000.00 0.0025 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQJ2 2549001DPIFGXC1TOL40 US3130AWQJ24 0001026214 JWI412000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-07-25 2025-07-25 N N N 0.0545 5000152.05 5000152.05 0.0007 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JXJ366000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-11-20 2041-11-20 4.500 4502436.00 4084823.92 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 4000000.00 4000000.00 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 JRI378000 U.S. Government Agency Debt Y N/A N/A 2023-09-05 2024-09-03 2024-09-03 N N N 0.0544 4998183.50 4998183.50 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 JMF131000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-10-24 2024-10-24 N N N 0.0542 1999541.68 1999541.68 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 0001026214 JXC927000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-24 2025-02-24 N N N 0.0536 11009396.31 11009396.31 0.0016 N N N N UST BILLS UST BILLS, 0% 912797FK8 254900HROIFWPRGM1V77 US912797FK87 JTP930000 U.S. Treasury Debt Y N/A N/A 2023-11-16 2023-11-16 2023-11-16 N N N 0.0538 60063239.78 60063239.78 0.0085 N Y Y N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.42% H7FNTJ4851HG0EXQ1Z70 JXN707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.500 6348100.00 6129366.55 U.S. Treasuries (including strips) Y N/A N/A 2023-10-30 2023-10-30 2023-10-30 N N N 0.0532 6000000.00 6000000.00 0.0009 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.48% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 JQY113000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-01-24 2025-01-24 N N N 0.0543 8002410.00 8002410.00 0.0011 N N N N UST BILLS UST BILLS, 0% 912796YJ2 254900HROIFWPRGM1V77 US912796YJ21 JLT943000 U.S. Treasury Debt Y N/A N/A 2023-10-05 2023-10-05 2023-10-05 N N N 0.0525 20681054.96 20681054.96 0.0029 N Y Y N BNP PARIBAS BNP PARIBAS, 5.33% R0MUWSFPU8MPRO8K5P83 JWJ488000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-01 2053-01-01 3.000 - 6.500 42143671.00 20644984.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2052-02-15 0.000 - 5.582 47760259.00 35688305.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2053-06-20 2.500 - 6.000 241055947.00 67311950.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-10-28 2049-11-01 0.800 - 5.000 57304849.00 12833526.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0521 133000000.00 133000000.00 0.0189 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPNK7 254900C5LP6DN9OP9V83 US3133EPNK75 JXN234000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-26 2025-02-26 N N N 0.0543 4000523.04 4000523.04 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.465% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 JQF546000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-10 2025-02-10 N N N 0.0545 3999980.52 3999980.52 0.0006 N N N N Wells Fargo Bank National Asso Wells Fargo Bank National Asso, 5.304827% KB1H1DSPRFMYMCUFXT09 JXO977000_00412 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2037-05-15 2052-02-15 2.250 - 5.000 4374815.00 3646200.35 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 3562000.00 3562000.00 0.0005 N Y Y N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JXB353000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2047-03-20 3.500 - 4.500 3807581.00 3068140.13 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 3000000.00 3000000.00 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPTG0 254900C5LP6DN9OP9V83 US3133EPTG00 JWW566000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-15 2024-11-15 N N N 0.0542 999855.11 999855.11 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 JRI365000 U.S. Government Agency Debt Y N/A N/A 2023-09-05 2024-06-03 2024-06-03 N N N 0.0536 11000704.11 11000704.11 0.0016 N N N N UST BILLS UST BILLS, 0% 912797HW0 254900HROIFWPRGM1V77 US912797HW08 JXI268000 U.S. Treasury Debt Y N/A N/A 2023-12-26 2023-12-26 2023-12-26 N N N 0.0547 14742322.95 14742322.95 0.0021 N Y Y N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWQ617000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2052-02-15 0.000 - 5.582 10722646.00 8241862.99 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-08-01 2053-08-01 7.000 1000.00 1033.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2051-06-20 2.500 45570.00 30211.48 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 8000000.00 8000000.00 0.0011 N N Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXN053000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2030-01-20 2043-07-15 3.000 - 4.000 42649462.00 4082407.24 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 4000000.00 4000000.00 0.0006 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 JLU656000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-03 2023-10-03 N N N 0.0521 21000812.91 21000812.91 0.0030 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.16% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 JQS934000 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0571 9973461.60 9973461.60 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVJM5 2549001DPIFGXC1TOL40 US3130AVJM52 0001026214 JSE718000 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0579 15954650.24 15954650.24 0.0023 N N N N BNP PARIBAS BNP PARIBAS, 5.39% R0MUWSFPU8MPRO8K5P83 JWO029000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 10000.00 8664.31 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-01-15 2053-07-20 4.500 - 7.000 41670330.00 3542831.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-11-01 2052-07-01 5.000 - 6.000 44934529.00 2311986.45 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2045-08-15 0.000 - 5.582 7391360.00 3197399.16 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 2053-04-01 3.000 - 6.000 1579601.00 1210440.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 3000.00 2207.87 Agency Debentures and Agency Strips Y N/A N/A 2023-12-01 2023-12-01 2023-12-01 N N N 0.0531 10000000.00 10000000.00 0.0014 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 JKG591000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-07-11 2024-07-11 N N N 0.0540 10996293.55 10996293.55 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 JPY165000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-11-27 2023-11-27 N N N 0.0521 11002206.16 11002206.16 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 JPP170000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-10 2023-10-10 N N N 0.0521 16000839.20 16000839.20 0.0023 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.375% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 JLT169000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-04 2023-10-04 N N N 0.0522 3000079.80 3000079.80 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 JRV565000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-20 2023-09-20 N N N 0.0522 31000933.72 31000933.72 0.0044 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW5H9 2549001DPIFGXC1TOL40 US3130AW5H99 0001026214 JTU979000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-25 2024-11-25 N N N 0.0534 9007531.11 9007531.11 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.39% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 JLO587000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-03-21 2024-03-21 N N N 0.0538 3999858.40 3999858.40 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.385% 3133EPJJ5 254900C5LP6DN9OP9V83 US3133EPJJ58 JTO234000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-09 2024-08-09 N N N 0.0543 3997760.32 3997760.32 0.0006 N N N N UST NOTES UST NOTES, 5.448067% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 ICH729000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2023-10-31 2023-10-31 N N N 0.0529 52005149.56 52005149.56 0.0074 N Y Y N ABN AMRO BK NV (GOV REPO) ABN AMRO BK NV (GOV REPO), 5.31% JXO785000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-12-20 2053-01-20 4.500 - 5.500 4391.00 4232.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2024-11-30 4.500 1142800.00 1144949.01 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2053-05-01 3.000 - 6.500 8015545.00 6683740.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2053-08-01 2.500 - 6.000 13420090.00 7469358.99 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 15000000.00 15000000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 JPY171000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-11-21 2023-11-21 N N N 0.0521 21003722.04 21003722.04 0.0030 N N N N FICC BONY REPO PRGM(GOV REPO) FICC BONY REPO PRGM(GOV REPO), 5.3% 549300H47WTHXPU08X20 JXO796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2027-07-31 2.750 146117000.00 137700014.39 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 135000000.00 135000000.00 0.0192 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NE5 2549001DPIFGXC1TOL40 US313384NE51 313384NE5 U.S. Government Agency Debt Y N/A N/A 2023-10-20 2023-10-20 2023-10-20 N N N 0.0514 1986042.20 1986042.20 0.0003 N N Y N SOCIETE GENERALE NY (GOV REPO) SOCIETE GENERALE NY (GOV REPO), 5.31% O2RNE8IBXP4R0TD8PU41 JXO111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2027-10-31 1.500 - 4.125 16294300.00 16324902.05 U.S. Treasuries (including strips) Y N/A N/A 2023-09-06 2023-09-06 2023-09-06 N N N 0.0518 16000000.00 16000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.43% 3130AW3A6 2549001DPIFGXC1TOL40 US3130AW3A64 0001026214 JTT739000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-19 2024-11-19 N N N 0.0538 5001846.20 5001846.20 0.0007 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PJ2 2549001DPIFGXC1TOL40 US313384PJ21 313384PJ2 U.S. Government Agency Debt Y N/A N/A 2023-11-17 2023-11-17 2023-11-17 N N N 0.0524 7912118.96 7912118.96 0.0011 N N N N FEDERAL RESERVE BANK OF NY(GOV REPO BNY) FEDERAL RESERVE BANK OF NY(GOV REPO BNY), 5.3% 254900Y8NKGV541U8Q32 0001457970 JXO957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2040-08-15 0.250 - 3.875 2430854500.00 2299338508.87 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 2299000000.00 2299000000.00 0.3272 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 JMS532000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-01-23 2024-01-23 N N N 0.0538 6000706.62 6000706.62 0.0009 N N N N ING Financial Markets LLC ING Financial Markets LLC, 5.304827% KBVRJ5K57JZ3E2AVWX40 JXO977000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-02-01 2053-08-01 1.500 - 6.000 1729932.00 951019.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-09-01 2053-08-01 2.000 - 8.000 600929.00 343626.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2052-08-15 0.375 - 4.125 463566.00 368846.57 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-05-15 2059-02-15 3.000 - 6.000 1189462.00 360142.28 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1981000.00 1981000.00 0.0003 N Y Y N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXN664000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-25 2036-06-01 2.000 - 8.000 256350039.00 225511.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-09-01 2052-11-01 2.500 - 9.000 149702069.00 48049495.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-10-15 2064-10-15 2.000 - 8.500 89200413.00 705654.71 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-11-18 2024-11-18 4.500 1000.00 1003.52 Agency Debentures and Agency Strips Y N/A N/A 2023-09-05 2023-09-05 2023-09-05 N N N 0.0518 48000000.00 48000000.00 0.0068 N N Y N UST BILLS UST BILLS, 0% 912796ZD4 254900HROIFWPRGM1V77 US912796ZD42 JMV193000 U.S. Treasury Debt Y N/A N/A 2023-11-30 2023-11-30 2023-11-30 N N N 0.0541 17760929.94 17760929.94 0.0025 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 JPW400000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-07-23 2024-07-23 N N N 0.0536 5001214.05 5001214.05 0.0007 N N N N NATWEST MARKETS SECURITIES (GOV REPO) NATWEST MARKETS SECURITIES (GOV REPO), 5.31% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 JXO754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2051-08-15 2.000 - 3.375 26927000.00 18494180.72 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N N N 0.0518 18000000.00 18000000.00 0.0026 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 JMG232000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-26 2024-04-26 N N N 0.0538 3000297.81 3000297.81 0.0004 N N N N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc., 5.304827% 549300QJJX6CVVUXLE15 JXO977000_07749 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 2036-03-01 2053-08-01 2.000 - 5.500 18650642.00 4118471.11 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-30 2050-08-15 0.000 - 6.875 20967662.00 13032310.28 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-01-20 2053-07-20 2.000 - 6.500 39400497.00 20914681.25 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 37248000.00 37248000.00 0.0053 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 JPD618000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-02 2023-10-02 N N N 0.0521 8000288.88 8000288.88 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSP8 2549001DPIFGXC1TOL40 US3130AVSP82 0001026214 JSX074000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0582 9969713.40 9969713.40 0.0014 N N N N UST BILLS UST BILLS, 0% 912797HB6 254900HROIFWPRGM1V77 US912797HB60 JUT303000 U.S. Treasury Debt Y N/A N/A 2023-10-17 2023-10-17 2023-10-17 N N N 0.0530 21851292.32 21851292.32 0.0031 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 JPY168000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-30 2023-10-30 N N N 0.0521 19001791.89 19001791.89 0.0027 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 JQD620000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-02 2023-10-02 N N N 0.0521 10000361.10 10000361.10 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 JMR720000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-02-23 2024-02-23 N N N 0.0536 11004080.89 11004080.89 0.0016 N N N N UST BILLS UST BILLS, 0% 912796CQ0 254900HROIFWPRGM1V77 US912796CQ02 JRP473000 U.S. Treasury Debt Y N/A N/A 2023-09-14 2023-09-14 2023-09-14 N N N 0.0499 30841502.28 30841502.28 0.0044 N Y Y N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 313384LY3 U.S. Government Agency Debt Y N/A N/A 2023-09-20 2023-09-20 2023-09-20 N N N 0.0497 997305.60 997305.60 0.0001 N N Y N TD SECURITIES (USA) (GOV REPO) TD SECURITIES (USA) (GOV REPO), 5.31% SUVUFHICNZMP2WKHG940 JXO747000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-04-20 2053-04-20 5.500 18509460.00 18362708.65 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 18000000.00 18000000.00 0.0026 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.31% KBVRJ5K57JZ3E2AVWX40 0000877559 JXK037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2051-02-15 0.750 - 4.125 1087900.00 1021063.99 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 1000000.00 1000000.00 0.0001 N Y Y N UST BILLS UST BILLS, 0% 912797HK6 254900HROIFWPRGM1V77 US912797HK69 JVU781000 U.S. Treasury Debt Y N/A N/A 2023-11-14 2023-11-14 2023-11-14 N N N 0.0537 80122336.65 80122336.65 0.0114 N Y Y N BNP PARIBAS BNP PARIBAS, 5.38% R0MUWSFPU8MPRO8K5P83 JUT792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-05 2050-08-15 0.000 - 6.375 18705300.00 17536779.99 U.S. Treasuries (including strips) Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0524 17000000.00 17000000.00 0.0024 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 JMQ167000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-03-18 2024-03-18 N N N 0.0530 8006184.08 8006184.08 0.0011 N N N N UST BILLS UST BILLS, 0% 912797HM2 254900HROIFWPRGM1V77 US912797HM26 JWI309000 U.S. Treasury Debt Y N/A N/A 2023-11-28 2023-11-28 2023-11-28 N N N 0.0542 73042645.72 73042645.72 0.0104 N Y Y N FED HOME LN MTG CORP MTN FED HOME LN MTG CORP MTN, 5.42% 3134GYSD5 S6XOOCT0IEG5ABCC6L87 US3134GYSD59 JTQ684000 U.S. Government Agency Debt Y N/A N/A 2024-06-12 2024-06-12 2024-06-12 N N N 0.0584 29901388.20 29901388.20 0.0043 N N N N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.32% 2IGI19DL77OX0HC3ZE78 JWI946000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2053-05-01 2.000 - 6.000 7905810.00 6806906.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 2053-08-01 2.000 - 6.000 35319874.00 15295302.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-15 2053-06-20 3.500 - 6.500 909225.00 457171.85 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 22000000.00 22000000.00 0.0031 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYD8 2549001DPIFGXC1TOL40 US3130AVYD88 0001026214 JTO297000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-05-12 2025-05-12 N N N 0.0542 10003916.20 10003916.20 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.44% 3130AWYZ7 2549001DPIFGXC1TOL40 US3130AWYZ73 0001026214 JXI349000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-03-28 2025-03-28 N N N 0.0538 2001486.44 2001486.44 0.0003 N N N N LLOYDS BANK PLC. LLOYDS BANK PLC., 5.39% H7FNTJ4851HG0EXQ1Z70 JWH630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2033-02-15 2.500 - 3.500 4326100.00 4121694.36 U.S. Treasuries (including strips) Y N/A N/A 2023-10-24 2023-10-24 2023-10-24 N N N 0.0529 4000000.00 4000000.00 0.0006 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 JQE998000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-03 2023-10-03 N N N 0.0521 22000851.62 22000851.62 0.0031 N N N N MIZUHO BK LTD NY BRH (GOV RP) MIZUHO BK LTD NY BRH (GOV RP), 5.31% RB0PEZSDGCO3JS6CEU02 JXO787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2031-05-15 1.625 21845000.00 18385713.65 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 18000000.00 18000000.00 0.0026 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 JPY251000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-12-27 2023-12-27 N N N 0.0531 4000339.56 4000339.56 0.0006 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.46% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 JSF356000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-01-03 2025-01-03 N N N 0.0546 1999503.06 1999503.06 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AWPY0 2549001DPIFGXC1TOL40 US3130AWPY00 0001026214 JWE348000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-10-25 2024-10-25 N N N 0.0540 7000100.10 7000100.10 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 JPX622000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-24 2023-10-24 N N N 0.0521 21001665.93 21001665.93 0.0030 N N N N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.34% KX1WK48MPD4Y2NCUIZ63 JWI926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-03-15 2051-11-15 0.250 - 6.000 28182800.00 26663458.21 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0522 26000000.00 26000000.00 0.0037 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AVYT3 2549001DPIFGXC1TOL40 US3130AVYT31 0001026214 JTO599000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-05-19 2025-05-19 N N N 0.0543 10002732.10 10002732.10 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.42% 3133EPGB5 254900C5LP6DN9OP9V83 US3133EPGB59 JSQ681000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-12-18 2024-12-18 N N N 0.0544 1999003.80 1999003.80 0.0003 N N N N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.3% KBVRJ5K57JZ3E2AVWX40 0000877559 JXO769000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-12-15 2025-12-15 4.000 5150000.00 5105627.86 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 5000000.00 5000000.00 0.0007 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 JRO800000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-06-10 2024-06-10 N N N 0.0535 21001334.55 21001334.55 0.0030 N N N N UST BILLS UST BILLS, 0% 912796ZY8 254900HROIFWPRGM1V77 US912796ZY88 JPX427000 U.S. Treasury Debt Y N/A N/A 2024-01-25 2024-01-25 2024-01-25 N N N 0.0548 68500002.20 68500002.20 0.0097 N Y Y N ING FINANCIAL MARKETS LLC(GOV RP JPM) ING FINANCIAL MARKETS LLC(GOV RP JPM), 5.35% KBVRJ5K57JZ3E2AVWX40 0000877559 JWJ505000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-09-20 2052-09-20 4.500 - 5.500 3349212.00 3076371.32 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0523 3000000.00 3000000.00 0.0004 N N N Y RBC DOMINION SECS (GOV REPO) RBC DOMINION SECS (GOV REPO), 5.32% 549300QJJX6CVVUXLE15 JWJ512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-09-14 2050-08-15 0.000 - 6.875 5350600.00 5127308.66 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 5000000.00 5000000.00 0.0007 N N Y N NATIXIS SA (GOV REPO) NATIXIS SA (GOV REPO), 5.3% KX1WK48MPD4Y2NCUIZ63 JXO758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2053-08-15 1.250 - 4.750 9596800.00 9181623.96 U.S. Treasuries (including strips) Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 9000000.00 9000000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.35% 3130AVRX2 2549001DPIFGXC1TOL40 US3130AVRX26 0001026214 JSW457000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0580 9968120.20 9968120.20 0.0014 N N N N MUFG SEC CDA LTD (GOV RP) MUFG SEC CDA LTD (GOV RP), 5.32% 549300Y1PMK3RWXMWR72 JXN087000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2052-05-15 0.375 - 4.625 4561300.00 4082494.01 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0520 4000000.00 4000000.00 0.0006 N N Y N CANADIAN IMPERIAL BK OF COMM (GOV REPO) CANADIAN IMPERIAL BK OF COMM (GOV REPO), 5.31% 2IGI19DL77OX0HC3ZE78 JXN941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2049-02-15 1.875 - 4.250 9236800.00 9182767.07 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 9000000.00 9000000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.375% 3130AWXZ8 2549001DPIFGXC1TOL40 US3130AWXZ82 0001026214 JXD674000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-10 2024-05-10 N N N 0.0535 8999879.31 8999879.31 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVSN3 2549001DPIFGXC1TOL40 US3130AVSN35 0001026214 JSX072000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0583 9968908.80 9968908.80 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.465% 3130AWXD7 2549001DPIFGXC1TOL40 US3130AWXD70 0001026214 JXC922000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-08-22 2025-08-22 N N N 0.0545 7999870.08 7999870.08 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 JKO974000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-07-26 2024-07-26 N N N 0.0541 999891.41 999891.41 0.0001 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC., 5.31% MBNUM2BPBDO7JBLYG310 0000315030 JXO775000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2052-07-20 3.000 - 5.000 17429360.00 14280771.87 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 2.250 1400.00 1362.50 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0518 14000000.00 14000000.00 0.0020 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 JVW459000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-07-07 2025-07-07 N N N 0.0543 1000434.40 1000434.40 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.45% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 JXE271000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-06-24 2025-06-24 N N N 0.0542 4001207.88 4001207.88 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.395% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 JMC214000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-01-17 2024-01-17 N N N 0.0534 16000415.04 16000415.04 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.4% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 0001026214 JRT308000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-14 2023-09-14 N N N 0.0523 94001244.56 94001244.56 0.0134 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 DFF441000 U.S. Government Agency Debt Y N/A N/A 2023-10-25 2023-10-25 2023-10-25 N N N 0.0516 1984623.42 1984623.42 0.0003 N N Y N Nomura Securities International Nomura Securities International, 5.304827% OXTKY6Q8X53C9ILVV871 JXO977000_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 2023-12-21 2031-11-15 0.000 - 5.000 3868687.00 3626550.98 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-01 2062-09-01 1.500 - 8.000 130556266.00 40161858.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-11-01 2053-09-01 1.500 - 7.042 54542242.00 23185794.70 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 0.000 56.00 40.97 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-11-15 2062-11-15 3.980 - 6.000 6813956.00 6501052.93 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 72024000.00 72024000.00 0.0103 N Y Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.405% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 JMA896000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-07-18 2024-07-18 N N N 0.0539 3000027.63 3000027.63 0.0004 N N N N UST BILLS UST BILLS, 0% 912797FJ1 254900HROIFWPRGM1V77 US912797FJ15 JTK613000 U.S. Treasury Debt Y N/A N/A 2023-11-09 2023-11-09 2023-11-09 N N N 0.0538 84831689.31 84831689.31 0.0121 N Y Y N WELLS FARGO BANK NA(GOV REPO) WELLS FARGO BANK NA(GOV REPO), 5.36% KB1H1DSPRFMYMCUFXT09 0000740906 JWX401000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2051-02-15 1.125 - 2.750 9996000.00 9204656.35 U.S. Treasuries (including strips) Y N/A N/A 2023-09-13 2023-09-13 2023-09-13 N N N 0.0523 9000000.00 9000000.00 0.0013 N N N Y FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.41% 3133END98 254900C5LP6DN9OP9V83 US3133END984 JXJ698000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-01 2024-08-01 N N N 0.0538 1000093.91 1000093.91 0.0001 N N N N WELLS FARGO SECURITIES, LLC(GOV REPO) WELLS FARGO SECURITIES, LLC(GOV REPO), 5.36% VYVVCKR63DVZZN70PB21 0000276523 JWD469000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-06-20 2053-06-20 4.500 17242160.00 16421116.66 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y WELLS FARGO SEC LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0523 16000000.00 16000000.00 0.0023 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 JPE041000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-04 2023-10-04 N N N 0.0521 12000488.16 12000488.16 0.0017 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.47% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 JTO600000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-05-15 2025-05-15 N N N 0.0543 4000811.60 4000811.60 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.45% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 JSB276000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-09-26 2024-09-26 N N N 0.0543 10000516.10 10000516.10 0.0014 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.5% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 JMS524000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-25 2024-11-25 N N N 0.0542 4003006.12 4003006.12 0.0006 N N N N ROYAL BANK OF CAN NYC (GOV RP) ROYAL BANK OF CAN NYC (GOV RP), 5.33% ES7IP3U3RHIGC71XBU11 JWJ480000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2053-05-20 2053-08-20 6.000 - 7.000 6274648.00 6398092.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-05-01 2053-07-01 2.000 - 7.000 7739603.00 6310388.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2025-04-30 3.875 58660700.00 58324149.86 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2053-08-01 2.500 - 7.000 15883879.00 13089658.34 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0521 82000000.00 82000000.00 0.0117 N N Y N UST BILLS UST BILLS, 0% 912797GV3 254900HROIFWPRGM1V77 US912797GV34 JUG943000 U.S. Treasury Debt Y N/A N/A 2023-10-03 2023-10-03 2023-10-03 N N N 0.0523 107493120.36 107493120.36 0.0153 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.5% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 JMS523000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-22 2024-11-22 N N N 0.0541 5004173.30 5004173.30 0.0007 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPKH7 254900C5LP6DN9OP9V83 US3133EPKH73 JUC731000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-12-23 2024-12-23 N N N 0.0544 3998202.44 3998202.44 0.0006 N N N N BARCLAYS BANK PLC (GOV REPO) BARCLAYS BANK PLC (GOV REPO), 5.32% G5GSEF7VJP5I7OUK5573 JXO780000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-02-15 2032-02-15 1.875 21814700.00 18362790.24 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-09-21 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0520 18000000.00 18000000.00 0.0026 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.44% 3133EPRM9 254900C5LP6DN9OP9V83 US3133EPRM95 JWH808000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-01-28 2025-01-28 N N N 0.0540 2000573.36 2000573.36 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 JLX032000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-11 2023-10-11 N N N 0.0521 5000269.50 5000269.50 0.0007 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384PB9 2549001DPIFGXC1TOL40 US313384PB94 313384PB9 U.S. Government Agency Debt Y N/A N/A 2023-11-10 2023-11-10 2023-11-10 N N N 0.0523 1980017.02 1980017.02 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130AX4P0 2549001DPIFGXC1TOL40 US3130AX4P07 0001026214 JXO900000 U.S. Government Agency Debt Y N/A N/A 2023-09-07 2024-05-07 2024-05-07 N N N 0.0535 10000000.00 10000000.00 0.0014 N N N N BNP PARIBAS BNP PARIBAS, 5.36% R0MUWSFPU8MPRO8K5P83 JWO027000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2053-08-01 3.500 - 7.000 5829212.00 4411253.02 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-02-03 2042-02-03 2.930 1000.00 735.96 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2030-07-31 2043-08-15 0.000 - 4.000 88040.00 73732.09 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2037-02-20 2053-06-20 2.500 - 5.500 4868476.00 3712116.53 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0528 8000000.00 8000000.00 0.0011 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVSA1 2549001DPIFGXC1TOL40 US3130AVSA14 0001026214 JSW961000 U.S. Government Agency Debt Y N/A N/A 2024-05-20 2024-05-20 2024-05-20 N N N 0.0580 19928948.40 19928948.40 0.0028 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.435% 3130AWWU0 2549001DPIFGXC1TOL40 US3130AWWU05 0001026214 JXC242000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-20 2025-02-20 N N N 0.0536 3002561.40 3002561.40 0.0004 N N N N BMO CHICAGO BRH IL (GOV REPO) BMO CHICAGO BRH IL (GOV REPO), 5.32% 3Y4U8VZURTYWI1W2K376 JXD419000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-11-20 2041-11-20 4.500 4507088.00 4089044.43 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-07 2023-09-07 2023-09-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0519 4000000.00 4000000.00 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.39% 3133EPKQ7 254900C5LP6DN9OP9V83 US3133EPKQ72 JVB303000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-05-24 2024-05-24 N N N 0.0540 2999351.01 2999351.01 0.0004 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.415% 3133EPGY5 254900C5LP6DN9OP9V83 US3133EPGY52 JTO296000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-02-26 2025-02-26 N N N 0.0546 6994799.21 6994799.21 0.0010 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.425% 3133EPMT9 254900C5LP6DN9OP9V83 US3133EPMT93 JVB169000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-06-14 2024-06-14 N N N 0.0540 1000030.46 1000030.46 0.0001 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS, 5.365% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 JRO186000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-03-13 2024-03-13 N N N 0.0529 2000607.40 2000607.40 0.0003 N N N N UST BILLS UST BILLS, 0% 912797FL6 254900HROIFWPRGM1V77 US912797FL60 JTV537000 U.S. Treasury Debt Y N/A N/A 2023-11-24 2023-11-24 2023-11-24 N N N 0.0543 12838849.14 12838849.14 0.0018 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 0001026214 JVW541000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-07-21 2025-07-21 N N N 0.0545 8000349.44 8000349.44 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130AVHR6 2549001DPIFGXC1TOL40 US3130AVHR67 0001026214 JSB582000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-09-27 2023-09-27 N N N 0.0521 5000101.30 5000101.30 0.0007 N N N N FEDERAL HOME LOAN BK FEDERAL HOME LOAN BK, 0% 313384NY1 2549001DPIFGXC1TOL40 US313384NY16 313384NY1 U.S. Government Agency Debt Y N/A N/A 2023-11-07 2023-11-07 2023-11-07 N N N 0.0523 4952173.30 4952173.30 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 JMG223000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-26 2024-04-26 N N N 0.0538 5000496.35 5000496.35 0.0007 N N N N GOLDMAN SACHS & CO LLC (GOV REPO) GOLDMAN SACHS and CO LLC (GOV REPO), 5.31% FOR8UP27PHTHYVLBNG30 0000769993 JXO097000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2053-08-01 2.000 - 6.500 81322293.00 38783071.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-07-01 2052-04-01 2.000 - 6.000 56879961.00 10191371.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-06 2023-09-06 2023-09-06 N N N 0.0518 48000000.00 48000000.00 0.0068 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.3% 3130AVQK1 2549001DPIFGXC1TOL40 US3130AVQK14 0001026214 JSS504000 U.S. Government Agency Debt Y N/A N/A 2024-05-15 2024-05-15 2024-05-15 N N N 0.0579 14948706.30 14948706.30 0.0021 N N N N BOFA SECS INC (GOV REPO) BOFA SECS INC (GOV REPO), 5.38% 549300HN4UKV1E2R3U73 JXN089000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 2028-08-31 4.375 6091400.00 6123660.05 U.S. Treasuries (including strips) Y N/A N/A 2023-09-07 2023-09-07 2023-10-30 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0528 6000000.00 6000000.00 0.0009 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.14% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 JQS408000 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0575 9970734.10 9970734.10 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130AWWC0 2549001DPIFGXC1TOL40 US3130AWWC07 0001026214 JXB534000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-11-21 2024-11-21 N N N 0.0534 4002817.56 4002817.56 0.0006 N N N N BNY MELLON CAPITAL MARKETS LLC(GOV REPO) BNY MELLON CAPITAL MARKETS LLC(GOV REPO), 5.35% VJW2DOOHGDT6PR0ZRO63 JWJ489000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2053-08-01 1.750 - 5.500 201874.00 193907.09 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-11-15 2023-11-15 0.000 693000.00 685438.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2052-02-01 2.500 - 3.000 12163.00 9382.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-09-19 2031-02-15 0.000 - 5.398 13728700.00 13467759.88 U.S. Treasuries (including strips) Y N/A N/A 2023-09-21 2023-09-21 2023-09-21 N N N 0.0523 14000000.00 14000000.00 0.0020 N N N Y FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.46% 3130AW3R9 2549001DPIFGXC1TOL40 US3130AW3R99 0001026214 JTT847000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-05-16 2025-05-16 N N N 0.0544 4000139.60 4000139.60 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.37% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 JKG581000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-04-12 2024-04-12 N N N 0.0538 10997869.74 10997869.74 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.47% 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 0001026214 JWH810000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2025-07-24 2025-07-24 N N N 0.0545 9000307.17 9000307.17 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.41% 3130AW5J5 2549001DPIFGXC1TOL40 US3130AW5J55 0001026214 JTU989000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-08-22 2024-08-22 N N N 0.0535 10004588.90 10004588.90 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 JLL041000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-12-14 2023-12-14 N N N 0.0530 25000616.00 25000616.00 0.0036 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.25% 3130AVR79 2549001DPIFGXC1TOL40 US3130AVR791 0001026214 JSV741000 U.S. Government Agency Debt Y N/A N/A 2024-05-17 2024-05-17 2024-05-17 N N N 0.0578 9962550.40 9962550.40 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.42% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 JME992000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-10-21 2024-10-21 N N N 0.0542 7998230.24 7998230.24 0.0011 N N N N BNP PARIBAS BNP PARIBAS, 5.31% R0MUWSFPU8MPRO8K5P83 JWB276000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2050-05-15 0.000 - 5.582 11319403.00 10134525.19 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-01-24 2042-01-24 2.820 1000.00 722.42 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-01-20 2053-06-20 2.500 - 6.000 1901111.00 73787.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-04-01 2052-04-01 2.000 1000.00 747.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-05-01 2052-12-01 3.590 - 4.818 67415.00 60328.84 Agency Mortgage-Backed Securities Y N/A N/A 2023-09-18 2023-09-18 2023-09-18 N N N 0.0519 10000000.00 10000000.00 0.0014 N N N Y UST BILLS UST BILLS, 0% 912797HL4 254900HROIFWPRGM1V77 US912797HL43 JWC071000 U.S. Treasury Debt Y N/A N/A 2023-11-21 2023-11-21 2023-11-21 N N N 0.0539 79148862.16 79148862.16 0.0113 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.38% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 JLX042000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2023-10-06 2023-10-06 N N N 0.0521 16000706.08 16000706.08 0.0023 N N N N UST NOTES UST NOTES, 5.450067% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 JKN555000 U.S. Treasury Debt Y N/A N/A 2023-09-01 2024-07-31 2024-07-31 N N N 0.0542 50012057.50 50012057.50 0.0071 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK, 5.36% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 JKF573000 U.S. Government Agency Debt Y N/A N/A 2023-09-01 2024-01-05 2024-01-05 N N N 0.0533 24997856.50 24997856.50 0.0036 N N N N VIP Government Money Market Portfolio 2023-09-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer