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2.75 33077200.00 32872494.27 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 32000000.00 32000000.00 0.0013 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 2/28/2022 due 03/01/2022 L3I9ZG2KFGXZ61BMYR72 IIA466000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-10-31 2026-10-31 1.125 - 1.125 7371039.00 7184892.69 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 7044000.00 7044000.00 0.0003 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 2/28/2022 due 03/01/2022 L3I9ZG2KFGXZ61BMYR72 IIA400000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-10-31 2026-10-31 1.125 - 1.125 8396538.00 8184494.46 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 8024000.00 8024000.00 0.0003 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IHJ599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-12-15 2024-12-15 1 - 1 149090800.00 146880296.24 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 144000000.00 144000000.00 0.0059 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IDA489000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-10 2051-11-15 0 - 7.5 12755600.00 13267565.54 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 13000000.00 13000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IGD616000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2048-08-15 3 - 6.875 7838900.00 9211486.12 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IDE758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2051-05-15 0 - 7.625 32367800.00 31626648.08 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 31000000.00 31000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 IGC000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2050-05-15 0 - 6.25 20437200.00 18394491.24 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 18000000.00 18000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHF642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2051-08-15 0 - 6.75 95193300.00 97921655.35 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 96000000.00 96000000.00 0.0039 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHG280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2041-05-15 0.429 - 3.875 36516700.00 36720642.32 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0005 36000000.00 36000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHG865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2051-08-15 0 - 6.25 127931600.00 127748970.88 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 125000000.00 125000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHH297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2051-08-15 0 - 6.25 36987400.00 46924198.93 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 46000000.00 46000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHJ649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2041-02-15 0 - 3.875 68424100.00 68340101.29 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 67000000.00 67000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHI689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2051-08-15 0 - 6.25 102429600.00 108120618.06 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 106000000.00 106000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 IHD432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-08-15 0.125 - 6.75 123884700.00 135663434.54 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 133000000.00 133000000.00 0.0054 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 IGH981000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-08-15 0.125 - 6.75 62873000.00 61474230.82 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 60000000.00 60000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 IGJ900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-15 2044-08-15 0.125 - 6.75 99523800.00 102011392.42 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 100000000.00 100000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 IGJ346000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2041-11-15 0 - 5.25 53113100.00 63247330.46 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 62000000.00 62000000.00 0.0025 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 2/28/2022 due 03/01/2022 8NAV47T0Y26Q87Y0QP81 IIA466000_00431 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2026-08-15 1.5 - 2.875 30459845.00 30562306.66 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 29963000.00 29963000.00 0.0012 N Y Y N CIBC Bank U.S.A. 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CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IHA160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-30 2050-11-15 0.75 - 4.625 9889000.00 9180405.05 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 9000000.00 9000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 IGA770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-15 2041-02-15 0.875 - 1.875 19666600.00 18363771.94 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-25 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 18000000.00 18000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGB511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2051-02-15 0.125 - 3.375 18217400.00 18415713.07 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-06-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 18000000.00 18000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.36% 2IGI19DL77OX0HC3ZE78 IGC017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2051-02-15 0.125 - 3 17365600.00 18473745.19 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-07-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 18000000.00 18000000.00 0.0007 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2024-02-29 0 - 1.5 53138600.00 53184626.25 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 52000000.00 52000000.00 0.0021 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 2/28/2022 due 03/01/2022 1VUV7VQFKUOQSJ21A208 IIA400000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2028-08-31 0.125 - 2.375 42239127.00 41580358.83 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 40765000.00 40765000.00 0.0017 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 2/28/2022 due 03/01/2022 1VUV7VQFKUOQSJ21A208 IIA466000_02102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2028-08-31 0.125 - 2.375 40994697.00 40355337.09 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 39564000.00 39564000.00 0.0016 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 2/28/2022 due 03/01/2022 ANGGYXNX0JLX3X63JN86 IIA400000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2043-08-15 0.25 - 3.625 7010527.00 6547389.98 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 6419000.00 6419000.00 0.0003 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 2/28/2022 due 03/01/2022 ANGGYXNX0JLX3X63JN86 IIA466000_76547 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2043-08-15 0.25 - 3.625 6154280.00 5747708.76 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 5635000.00 5635000.00 0.0002 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2044-05-15 2047-11-15 2.75 - 3.375 16609000.00 18540080.47 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 18000000.00 18000000.00 0.0007 N Y Y N DNB Bank ASA DNB Bank ASA, 0.05% 549300GKFG0RYRRQ1414 IHJ607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2031-05-15 1.625 - 3.125 1955500.00 2049537.77 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 2000000.00 2000000.00 0.0001 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2049-11-15 0.125 - 2.375 11012174100.00 10894015227.68 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 10894000000.00 10894000000.00 0.4447 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.06% IHJ636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 9037100.00 9198315.19 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 9000000.00 9000000.00 0.0004 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IHJ637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 0.5 - 0.5 34239500.00 33660039.73 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 33000000.00 33000000.00 0.0013 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.06% 549300H47WTHXPU08X20 IIA342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-09-30 2027-09-30 0.375 - 0.375 108606900.00 99972754.01 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 98000000.00 98000000.00 0.0040 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05% IHJ594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 71700000.00 73442270.61 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 72000000.00 72000000.00 0.0029 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 2/28/2022 due 03/01/2022 KBVRJ5K57JZ3E2AVWX40 IIA400000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2052-02-15 0 - 4.375 6310643.00 6663833.13 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 6523000.00 6523000.00 0.0003 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2024-02-29 2.375 - 2.875 18090000.00 18367491.40 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 18000000.00 18000000.00 0.0007 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 2/28/2022 due 03/01/2022 KBVRJ5K57JZ3E2AVWX40 IIA466000_03735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2052-02-15 0 - 4.375 6868863.00 7253290.70 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 7100000.00 7100000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 2/28/2022 due 03/01/2022 ZBUT11V806EZRVTWT807 IIA400000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2022-06-21 0 - 0 25639884.00 25602116.72 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 25100000.00 25100000.00 0.0010 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 2/28/2022 due 03/01/2022 ZBUT11V806EZRVTWT807 IIA466000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2022-06-21 0 - 0 27908656.00 27867547.04 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 27321000.00 27321000.00 0.0011 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.17% 213800MBWEIJDM5CU638 IGI957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2028-09-30 1.125 - 2.375 18139700.00 18376781.53 U.S. Treasuries (including strips) Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 18000000.00 18000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.17% 213800MBWEIJDM5CU638 IGJ384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2041-05-15 1.125 - 2.25 18386700.00 18354080.66 U.S. Treasuries (including strips) Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0017 18000000.00 18000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.21% 213800MBWEIJDM5CU638 IGF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2028-09-30 0.25 - 1.125 18633000.00 18375178.96 U.S. Treasuries (including strips) Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0021 18000000.00 18000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 IHB501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 7614800.00 9181899.97 U.S. Treasuries (including strips) Y N/A N/A 2022-03-11 2022-03-11 2022-03-11 N N N 0.0007 9000000.00 9000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 IHC318000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-02-15 2.75 - 6 17780200.00 18350125.55 U.S. Treasuries (including strips) Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0007 18000000.00 18000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.19% H7FNTJ4851HG0EXQ1Z70 IHI115000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2026-02-15 2.5 - 6 17907300.00 18347579.00 U.S. Treasuries (including strips) Y N/A N/A 2022-03-28 2022-03-28 2022-03-28 N N N 0.0019 18000000.00 18000000.00 0.0007 N N N Y Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 2/28/2022 due 03/01/2022 ZOMOLU8CGIZRYZ7PFU34 IIA400000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-14 2051-05-15 0 - 4.75 25724894.00 25864335.51 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 25330000.00 25330000.00 0.0010 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 2/28/2022 due 03/01/2022 ZOMOLU8CGIZRYZ7PFU34 IIA466000_76664 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-14 2051-05-15 0 - 4.75 28001843.00 28153630.43 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 27572000.00 27572000.00 0.0011 N Y Y N Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IHJ631000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 0.375 - 0.375 67007000.00 64368136.62 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 63000000.00 63000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IHJ593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-15 2027-10-31 0.125 - 2.5 166545600.00 165205705.20 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 162000000.00 162000000.00 0.0066 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IHJ648000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 17497400.00 17335370.81 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 17000000.00 17000000.00 0.0007 N Y Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IHF697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2050-11-15 0 - 3.875 18157400.00 18361216.50 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 18000000.00 18000000.00 0.0007 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IGJ956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2052-02-15 0 - 7.625 35194400.00 36855232.35 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 36000000.00 36000000.00 0.0015 N N Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 2/28/2022 due 03/01/2022 OXTKY6Q8X53C9ILVV871 IIA466000_07426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-08 2041-08-15 0 - 6.125 272188867.00 272143523.08 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 266807000.00 266807000.00 0.0109 N Y Y N Norinchukin Bank Norinchukin Bank, 0.07% 5493007VSMFZCPV1NB83 IHG974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 18644900.00 18360241.47 U.S. Treasuries (including strips) Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0007 18000000.00 18000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IGB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 18498300.00 18236182.28 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 103900.00 125716.08 U.S. Treasuries (including strips) Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0008 18000000.00 18000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 IEE765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 103600.00 125353.09 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 10980500.00 11097213.23 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0009 11000000.00 11000000.00 0.0004 N N Y N Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 IHE326000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 18641500.00 18357624.59 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 2500.00 3024.92 U.S. Treasuries (including strips) Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0009 18000000.00 18000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.10% 5493007VSMFZCPV1NB83 IFJ956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 21900900.00 22285902.85 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 129800.00 157054.36 U.S. Treasuries (including strips) Y N/A N/A 2022-03-23 2022-03-23 2022-03-23 N N N 0.0010 22000000.00 22000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.12% 5493007VSMFZCPV1NB83 IHF651000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 15133500.00 15300648.80 U.S. Treasuries (including strips) Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0012 15000000.00 15000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.12% 5493007VSMFZCPV1NB83 IHF047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 17824900.00 18360809.62 U.S. Treasuries (including strips) Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0012 18000000.00 18000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 IFJ269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 146300.00 177018.89 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 27759700.00 27368524.96 U.S. Treasuries (including strips) Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0015 27000000.00 27000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 IHG292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 26932900.00 26521426.64 U.S. Treasuries (including strips) Y N/A N/A 2022-03-22 2022-03-22 2022-03-22 N N N 0.0018 26000000.00 26000000.00 0.0011 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.06% X574KRZ6V5A7UBU45C31 IHJ612000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2030-02-15 1.5 - 2.125 40600000.00 39838932.66 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 38998500.00 38998500.00 0.0016 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.10% X574KRZ6V5A7UBU45C31 IGH453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2036-02-15 2.5 - 5.5 78592000.00 89222001.93 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 Y PRU INS CO AMERICA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 87487400.00 87487400.00 0.0036 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2051-11-15 0.125 - 6.125 40092300.00 36984821.45 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 36000000.00 36000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGC051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-02-15 2042-02-15 0.875 - 6 37816300.00 36722645.17 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 36000000.00 36000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGH479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2051-08-15 0.25 - 6 38495800.00 37747314.82 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 37000000.00 37000000.00 0.0015 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 549300QJJX6CVVUXLE15 IIA400000_07749 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2052-02-15 0 - 6.5 286672151.00 294310422.41 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 287287000.00 287287000.00 0.0117 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2041-11-15 0.125 - 2 12119600.00 11221641.04 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 11000000.00 11000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 IEG999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2041-11-15 0.125 - 2.75 11064400.00 11221777.98 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-08 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 11000000.00 11000000.00 0.0004 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 2/28/2022 due 03/01/2022 O2RNE8IBXP4R0TD8PU41 IIA400000_00925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2050-11-15 0 - 6.125 33452797.00 32673208.84 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 32024000.00 32024000.00 0.0013 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2051-05-15 0 - 3.375 37586400.00 36722278.50 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 36000000.00 36000000.00 0.0015 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 2/28/2022 due 03/01/2022 5U0XI89JRFVHWIBS4F54 IIA400000_10193 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-02 2049-08-15 0 - 4.75 147630859.00 146315680.92 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 143431000.00 143431000.00 0.0059 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IHJ628000 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 1.5 - 1.5 11208200.00 11220024.65 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 11000000.00 11000000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796P37 US912796P377 U.S. Treasury Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0018 25192488.89 25192488.89 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912796U72 US912796U724 U.S. Treasury Debt Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0023 32986717.50 32986717.50 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912796P45 US912796P450 U.S. Treasury Debt Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0023 120897553.64 120897553.64 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.25% 912796U80 US912796U807 U.S. Treasury Debt Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0025 25987108.42 25987108.42 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0028 241166078.50 241166078.50 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796U98 US912796U989 U.S. Treasury Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0028 90744358.67 90744358.67 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0030 208360755.36 208360755.36 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796V22 US912796V227 U.S. Treasury Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0031 139697572.73 139697572.73 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0031 267799929.96 267799929.96 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796V30 US912796V300 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0035 12988498.64 12988498.64 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0035 373663774.00 373663774.00 0.0153 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.37% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0037 200792718.75 200792718.75 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% 912796V89 US912796V896 U.S. Treasury Debt Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0039 270210978.87 270210978.87 0.0110 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796J42 US912796J420 U.S. Treasury Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0040 13983199.58 13983199.58 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796V97 US912796V979 U.S. Treasury Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0045 23968639.92 23968639.92 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0045 199718062.00 199718062.00 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796W21 US912796W217 U.S. Treasury Debt Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0046 40941324.49 40941324.49 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% 912796W39 US912796W399 U.S. Treasury Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0049 104830796.70 104830796.70 0.0043 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796R68 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0051 60889657.71 60889657.71 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0053 265472572.54 265472572.54 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796S42 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0054 154670460.70 154670460.70 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.57% 912796S59 US912796S595 U.S. Treasury Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0057 173190448.09 173190448.09 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.60% 912796S67 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0060 156595882.00 156595882.00 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0063 47564961.78 47564961.78 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0067 39629542.58 39629542.58 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.72% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0072 58449143.20 58449143.20 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.73% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0073 10945848.65 10945848.65 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.89% 912796S34 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0089 167644256.65 167644256.65 0.0068 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.08% 9128286M7 254900HROIFWPRGM1V77 US9128286M72 U.S. Treasury Debt Y N/A N/A 2022-04-15 2022-04-15 2022-04-15 N N N 0.0035 126301667.94 126301667.94 0.0052 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.09% 912828WZ9 254900HROIFWPRGM1V77 US912828WZ90 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0036 152355034.00 152355034.00 0.0062 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.16% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0036 62157639.96 62157639.96 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.11% 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0033 279701211.01 279701211.01 0.0114 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y N/A N/A 2022-03-15 2022-03-15 2022-03-15 N N N 0.0028 18015582.24 18015582.24 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0023 47060599.92 47060599.92 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0024 8011138.24 8011138.24 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.13% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0049 162566650.08 162566650.08 0.0066 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0047 142876040.45 142876040.45 0.0058 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0049 61194350.88 61194350.88 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.26% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0052 125833885.38 125833885.38 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0054 164871774.80 164871774.80 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0065 320819295.28 320819295.28 0.0131 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.11% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0061 86823281.25 86823281.25 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0062 57300586.08 57300586.08 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0063 154619609.76 154619609.76 0.0063 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0057 19084609.28 19084609.28 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.09% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0065 37167656.25 37167656.25 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0072 181116984.38 181116984.38 0.0074 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0071 91928406.25 91928406.25 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.25% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0054 95386228.20 95386228.20 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.10% 91282CAG6 254900HROIFWPRGM1V77 US91282CAG69 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0071 34898828.30 34898828.30 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0071 140596093.40 140596093.40 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0076 81695702.92 81695702.92 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0077 67382109.04 67382109.04 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0077 78502734.18 78502734.18 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0084 10069140.60 10069140.60 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2022-03-01 2024-01-31 2024-01-31 N N N 0.0033 19013223.81 19013223.81 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-07-31 2023-07-31 N N N 0.0030 1349110088.97 1349110088.97 0.0551 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-04-30 2023-04-30 N N N 0.0039 409776721.45 409776721.45 0.0167 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-10-31 2023-10-31 N N N 0.0031 364657136.48 364657136.48 0.0149 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-01-31 2023-01-31 N N N 0.0039 474191320.62 474191320.62 0.0194 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-10-31 2022-10-31 N N N 0.0040 203048527.15 203048527.15 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-07-31 2022-07-31 N N N 0.0037 501373075.21 501373075.21 0.0205 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0096 4031250.00 4031250.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0102 9082968.75 9082968.75 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0100 4963671.90 4963671.90 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-04-30 2022-04-30 N N N 0.0028 612220026.24 612220026.24 0.0250 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.68% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0106 6939843.75 6939843.75 0.0003 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIA317000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0033 18000000.00 18000000.00 0.0007 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Lloyds Bank PLC Lloyds Bank PLC, 0.34% H7FNTJ4851HG0EXQ1Z70 IIA315000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0034 9000000.00 9000000.00 0.0004 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Colchester Street Trust: Treasury Portfolio 2022-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer