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C000013081 1000000.00 3930499199.79 3928423486.14 1.0002 1.0002 1.0002 1.0002 1.0002 179049496.97 253525440.05 116503467.81 140113012.19 297514139.30 147761480.32 217099375.91 149361628.69 232178603.16 151583822.68 900149069.90 732898482.91 0.0001 Y Fidelity Investments, Reimbursement and Distribution Fees, -454887.89; C000013082 1000000.00 286777902.80 286735162.79 0.9998 0.9998 0.9999 0.9998 0.9998 179555353.56 6362258.47 7281758.26 4280803.07 21833407.95 19348353.23 24269421.89 37738666.31 20847112.39 24319409.23 80093245.49 86033895.86 0.0011 Y Fidelity Investments, Reimbursement Fees, -7284.09; C000141704 10000000.00 84545425107.73 84546253657.91 0.9996 0.9997 0.9997 0.9996 0.9997 10705967719.86 13171662473.76 7443916040.66 7000096774.89 4652067135.88 8565266727.53 8325165994.35 10894725589.10 8740303446.70 8343731585.74 31019447012.83 38557761325.11 0.0020 Y Fidelity Investments, Reimbursement Fees, -2629348.14; ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% JAI185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-25 2045-08-15 0 - 6.625 166716200.00 163310605.57 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 160000000.00 160000000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.30% G5GSEF7VJP5I7OUK5573 JAI199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-14 2051-05-15 0 - 4.5 717687100.00 728382890.91 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 713000000.00 713000000.00 0.0060 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.30% R0MUWSFPU8MPRO8K5P83 JAD247000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-03 2051-08-15 0 - 6.75 543482700.00 502286627.36 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0030 492000000.00 492000000.00 0.0041 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.30% R0MUWSFPU8MPRO8K5P83 IID649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-15 2046-05-15 0 - 6.375 589108800.00 570696358.66 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 559000000.00 559000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.31% R0MUWSFPU8MPRO8K5P83 IIE936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-26 2050-05-15 0 - 6.375 507525400.00 496469578.30 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 484000000.00 484000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.33% R0MUWSFPU8MPRO8K5P83 IIF618000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-06-16 2051-08-15 0 - 6.375 575334000.00 542083872.14 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0033 531000000.00 531000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.36% R0MUWSFPU8MPRO8K5P83 IIH092000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-06-30 2051-05-15 0 - 6.75 598075100.00 561274952.79 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 550000000.00 550000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.40% R0MUWSFPU8MPRO8K5P83 IIH731000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-06-16 2051-02-15 0 - 6.75 370654900.00 340526760.77 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 333000000.00 333000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.06% R0MUWSFPU8MPRO8K5P83 JAI274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-31 2051-02-15 0 - 6.75 708414800.00 673568207.70 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 660000000.00 660000000.00 0.0056 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 2022-07-31 2051-05-15 0.125 - 4.625 123427700.00 97014288.53 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-06-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 95000000.00 95000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.31% 2IGI19DL77OX0HC3ZE78 IIE399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-14 2051-05-15 0 - 4.625 161572200.00 141989054.02 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 139000000.00 139000000.00 0.0012 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 2023-04-30 2051-05-15 0.125 - 3.125 102967200.00 97339596.74 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-07-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 95000000.00 95000000.00 0.0008 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-28 2023-02-15 0 - 7.125 268051000.00 267272256.54 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CITIGROUP INC 1.0000 6 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 262000000.00 262000000.00 0.0022 N N Y N DNB Bank ASA DNB Bank ASA, 0.30% 549300GKFG0RYRRQ1414 JAI192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2030-08-15 2031-02-15 0.625 - 1.125 141358000.00 118323011.18 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 116000000.00 116000000.00 0.0010 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.30% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2023-02-28 2026-10-31 0.125 - 2.875 53567568900.00 53175329392.14 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 53174000000.00 53174000000.00 0.4478 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.30% JAI229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2030-05-15 2030-05-15 0.625 - 0.625 54562000.00 45944887.32 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 45000000.00 45000000.00 0.0004 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.30% 549300H47WTHXPU08X20 JAI649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2028-01-15 2030-01-15 0.125 - 1.75 124018500.00 181560069.42 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 178000000.00 178000000.00 0.0015 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.30% JAI172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2024-02-15 -0.015 - 2.75 360831000.00 363085948.25 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 356000000.00 356000000.00 0.0030 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-03 2029-08-15 0 - 7.125 581131600.00 532458124.43 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 522000000.00 522000000.00 0.0044 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-21 2022-07-21 0 - 0 91050000.00 90879964.13 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 89000000.00 89000000.00 0.0007 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIA317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2041-05-15 0.5 - 2.25 97804600.00 98984072.18 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0033 97000000.00 97000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIB107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2041-05-15 0.5 - 2.25 102778000.00 99980354.70 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0033 98000000.00 98000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.03% 213800MBWEIJDM5CU638 JAH007000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2031-02-15 1 - 2.75 91322200.00 90748451.49 U.S. Treasuries (including strips) Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0103 89000000.00 89000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.05% 213800MBWEIJDM5CU638 JAH006000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-06-30 2028-07-31 0.875 - 1 98261400.00 90742178.13 U.S. Treasuries (including strips) Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0105 89000000.00 89000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.09% 213800MBWEIJDM5CU638 JAH645000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-07-31 2042-08-15 1 - 4.375 81446000.00 90996852.33 U.S. Treasuries (including strips) Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0109 89000000.00 89000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.34% H7FNTJ4851HG0EXQ1Z70 IIA315000 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 43627000.00 48969519.37 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0034 48000000.00 48000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.35% H7FNTJ4851HG0EXQ1Z70 III896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-08-15 2.75 - 6.75 47645600.00 47943472.73 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0035 47000000.00 47000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.36% H7FNTJ4851HG0EXQ1Z70 IIB952000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2028-11-30 1.375 - 6.75 104638300.00 97939182.45 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0036 96000000.00 96000000.00 0.0008 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 0.47% H7FNTJ4851HG0EXQ1Z70 IID666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2026-02-15 0.25 - 6 59354800.00 57140096.80 U.S. Treasuries (including strips) Y N/A N/A 2022-06-08 2022-06-08 2022-06-08 N N N 0.0047 56000000.00 56000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.04% H7FNTJ4851HG0EXQ1Z70 JAH010000 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 90677200.00 90710387.98 U.S. Treasuries (including strips) Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0104 89000000.00 89000000.00 0.0007 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.30% RB0PEZSDGCO3JS6CEU02 JAI204000 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 - 1.625 349787000.00 318109596.00 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 312000000.00 312000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 JAI177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-15 2030-08-15 0.125 - 6.25 953940400.00 908591542.02 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 891000000.00 891000000.00 0.0075 N Y Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAD296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2031-05-15 2031-05-15 0 - 0 474600.00 427685.79 U.S. Treasuries (including strips) UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.25 94226300.00 89341362.53 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0036 88000000.00 88000000.00 0.0007 N N Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAE774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.375 161778300.00 159607849.04 U.S. Treasuries (including strips) UNITED STATES OF A 2031-05-15 2031-05-15 0 - 0 604800.00 545015.52 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0036 157000000.00 157000000.00 0.0013 N N Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAB446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2031-02-15 2031-02-15 5.375 - 5.375 332500.00 401025.12 U.S. Treasuries (including strips) UNITED STATES OF A 2026-08-15 2027-11-15 1.5 - 2.375 190017000.00 182373385.56 U.S. Treasuries (including strips) UNITED STATES OF A 2031-05-15 2031-05-15 0 - 0 948800.00 855011.12 U.S. Treasuries (including strips) Y N/A N/A 2022-05-04 2022-05-04 2022-05-04 N N N 0.0036 180000000.00 180000000.00 0.0015 N N Y N Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 JAA344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2026-08-15 2031-02-15 5.375 - 6.75 468400.00 562126.83 U.S. Treasuries (including strips) UNITED STATES OF A 2025-06-30 2027-11-15 1.5 - 2.75 140263400.00 138006559.16 U.S. Treasuries (including strips) UNITED STATES OF A 2030-08-15 2031-05-15 0 - 0.625 201000.00 176369.22 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0036 136000000.00 136000000.00 0.0011 N N Y N Norinchukin Bank Norinchukin Bank, 0.53% 5493007VSMFZCPV1NB83 JAG536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2030-08-15 2030-08-15 0.625 - 0.625 156132500.00 130916022.37 U.S. Treasuries (including strips) UNITED STATES OF A 2026-08-15 2027-02-15 1.5 - 2.25 688300.00 669853.56 U.S. Treasuries (including strips) Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0053 129000000.00 129000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.56% 5493007VSMFZCPV1NB83 JAH651000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 2027-02-15 2027-02-15 2.25 - 2.25 375200.00 365998.26 U.S. Treasuries (including strips) UNITED STATES OF A 2031-02-15 2031-02-15 5.375 - 5.375 52131300.00 62875070.89 U.S. Treasuries (including strips) Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0056 62000000.00 62000000.00 0.0005 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.31% X574KRZ6V5A7UBU45C31 JAI193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2037-02-15 1.25 - 6.625 177100000.00 179000266.67 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 175649750.00 175649750.00 0.0015 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.35% X574KRZ6V5A7UBU45C31 JAC572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2031-02-15 1.75 - 7.5 331695000.00 338300451.69 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 Y PRU INS CO AMERICA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0035 331764900.00 331764900.00 0.0028 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-07-14 2051-02-15 0 - 4.625 203503200.00 193738859.34 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 189000000.00 189000000.00 0.0016 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 JAF683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2051-05-15 0.125 - 2.75 28436300.00 27655298.14 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 27000000.00 27000000.00 0.0002 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 JAG954000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2049-08-15 0.125 - 2.75 246906100.00 232737606.53 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 227000000.00 227000000.00 0.0019 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 III821000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-11-15 2051-05-15 0.5 - 3.125 49716600.00 48205352.36 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 47000000.00 47000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 III822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-08-15 2051-05-15 0.125 - 2.75 47738900.00 47960139.61 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 47000000.00 47000000.00 0.0004 N N Y N Societe Generale Societe Generale, 0.30% O2RNE8IBXP4R0TD8PU41 JAH615000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2022-05-17 2043-05-15 0 - 2.875 107303800.00 88848941.37 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 87000000.00 87000000.00 0.0007 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0009 453766557.80 453766557.80 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796U98 US912796U989 U.S. Treasury Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0016 115590969.33 115590969.33 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0019 984297730.68 984297730.68 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0029 890007977.72 890007977.72 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796V30 US912796V300 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0030 315915359.40 315915359.40 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0030 487061450.06 487061450.06 0.0041 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 975494191.50 975494191.50 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.41% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0041 588230166.87 588230166.87 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.42% 912796V97 US912796V979 U.S. Treasury Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0042 31982895.68 31982895.68 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796W21 US912796W217 U.S. Treasury Debt Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0054 93926671.54 93926671.54 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.56% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0056 363974817.55 363974817.55 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.71% 912796R68 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0071 130823326.85 130823326.85 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.76% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0076 1559513592.78 1559513592.78 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.77% 912796X20 US912796X207 U.S. Treasury Debt Y N/A N/A 2022-07-19 2022-07-19 2022-07-19 N N N 0.0077 88846697.50 88846697.50 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.80% 912796S42 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0080 1083012844.20 1083012844.20 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.80% 912796S59 US912796S595 U.S. Treasury Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0080 315300114.56 315300114.56 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% 912796S67 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0090 1099359585.96 1099359585.96 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.96% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0096 432292547.79 432292547.79 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.03% 912796T58 US912796T585 U.S. Treasury Debt Y N/A N/A 2022-08-25 2022-08-25 2022-08-25 N N N 0.0103 55894238.49 55894238.49 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.05% 912796XN4 US912796XN42 U.S. Treasury Debt Y N/A N/A 2022-08-23 2022-08-23 2022-08-23 N N N 0.0105 67772503.96 67772503.96 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.06% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0106 161383944.78 161383944.78 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.09% 912796U49 US912796U492 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0109 394378086.96 394378086.96 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.11% 912796U56 US912796U567 U.S. Treasury Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0111 591392749.86 591392749.86 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.18% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0118 302147060.42 302147060.42 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.42% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0142 92333641.05 92333641.05 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% 912796S34 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0165 996757157.24 996757157.24 0.0084 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.09% 912810EM6 254900HROIFWPRGM1V77 US912810EM63 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0128 28495468.68 28495468.68 0.0002 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 0.0059 340772727.61 340772727.61 0.0029 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 0.0060 745828425.10 745828425.10 0.0063 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 0.0044 647819246.88 647819246.88 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.24% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0064 430620888.09 430620888.09 0.0036 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 0.0073 726717691.75 726717691.75 0.0061 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.67% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0090 526389039.70 526389039.70 0.0044 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 0.0102 1344352500.00 1344352500.00 0.0113 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 0.0102 308673750.00 308673750.00 0.0026 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 0.0114 677714025.13 677714025.13 0.0057 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 0.0088 72132187.68 72132187.68 0.0006 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 0.0115 168236250.00 168236250.00 0.0014 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 0.0120 577811406.25 577811406.25 0.0049 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 0.0118 432995626.08 432995626.08 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.23% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0072 91661046.41 91661046.41 0.0008 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 0.0111 166445508.23 166445508.23 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 0.0131 667468981.04 667468981.04 0.0056 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 0.0133 159279491.79 159279491.79 0.0013 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 0.0129 377149415.01 377149415.01 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 1.09% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0133 597350309.52 597350309.52 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0145 61166797.18 61166797.18 0.0005 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 0.0142 29065702.98 29065702.98 0.0002 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 0.0160 18041484.42 18041484.42 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.67% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0176 400953124.00 400953124.00 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.65% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0174 98925781.00 98925781.00 0.0008 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 0.0185 54291015.90 54291015.90 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.77% 912828P38 254900HROIFWPRGM1V77 US912828P386 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0183 76951875.00 76951875.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.92% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-07-31 2023-07-31 N N N 0.0079 3634614247.19 3634614247.19 0.0306 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.93% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-04-30 2023-04-30 N N N 0.0080 392976447.90 392976447.90 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.93% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-10-31 2023-10-31 N N N 0.0080 2118892805.55 2118892805.55 0.0178 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.94% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-05-02 2023-01-31 2023-01-31 N N N 0.0079 334146391.01 334146391.01 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.95% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-05-02 2022-10-31 2022-10-31 N N N 0.0075 74071619.42 74071619.42 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.95% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-05-02 2022-07-31 2022-07-31 N N N 0.0075 448225783.04 448225783.04 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.07% 912828YK0 254900HROIFWPRGM1V77 US912828YK04 U.S. Treasury Debt Y N/A N/A 2022-10-15 2022-10-15 2022-10-15 N N N 0.0139 14998828.20 14998828.20 0.0001 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% JAI184000 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 2051-09-20 2051-09-20 2.5 - 2.5 62998478.00 56504584.19 Agency Mortgage-Backed Securities United States Treasury 2022-08-31 2027-02-15 0.125 - 6.625 4996200.00 5448533.52 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2035-01-01 2051-07-01 2 - 4.5 166749088.00 108377289.36 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-10-01 2052-01-01 2 - 4.5 204343131.00 97936364.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 263000000.00 263000000.00 0.0022 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.3%, dated 4/29/2022 due 05/02/2022 B4TYDEB6GKMZO031MB27 JAI672000_00352 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 2039-12-20 2050-06-20 3 - 5.25 4404137040.00 647039870.26 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 630078000.00 630078000.00 0.0053 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.32% 3Y4U8VZURTYWI1W2K376 III859000 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 2052-04-20 2057-05-15 2.3 - 3 57884.00 53287.10 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-11-01 2052-04-01 2.5 - 3.936 555379.00 502731.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2051-11-01 2052-04-01 2.5 - 4 75729280.00 72913541.22 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 72000000.00 72000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.30% R0MUWSFPU8MPRO8K5P83 JAG975000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2026-02-15 2052-02-15 0 - 2.375 445967245.00 326056995.61 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 317000000.00 317000000.00 0.0027 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.3%, dated 4/29/2022 due 05/02/2022 8NAV47T0Y26Q87Y0QP81 JAI672000_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 2032-04-01 2061-01-01 1.5 - 5 716594897.00 265399850.58 Agency Mortgage-Backed Securities United States Treasury 2040-08-15 2046-05-15 1.125 - 2.5 13654873.00 10751825.05 U.S. Treasuries (including strips) Government National Mortgage Association 2061-06-20 2072-03-20 1.565 - 5.39 83976835.00 80945663.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0030 350043000.00 350043000.00 0.0029 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.3%, dated 4/29/2022 due 05/02/2022 8NAV47T0Y26Q87Y0QP81 JAI786000_00431 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 2061-06-20 2072-03-20 1.565 - 5.39 37043388.00 35706296.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-04-01 2061-01-01 1.5 - 5 316100314.00 117071689.84 Agency Mortgage-Backed Securities United States Treasury 2040-08-15 2046-05-15 1.125 - 2.5 6023361.00 4742784.61 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0030 154409000.00 154409000.00 0.0013 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGI031000 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 2040-02-01 2052-04-01 3 - 4.5 30568136.00 21588875.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-20 2047-07-20 3.5 - 3.5 27956521.00 5560418.69 Agency Mortgage-Backed Securities United States Treasury 2022-12-31 2030-08-15 0.125 - 2.25 213900.00 190991.96 U.S. Treasuries (including strips) Federal National Mortgage Association 2028-10-01 2060-07-01 2 - 4.06 65036711.00 19609872.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-05-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 46000000.00 46000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.29% 2IGI19DL77OX0HC3ZE78 IGI032000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-07-14 2030-08-15 0 - 2.25 25200.00 24868.64 U.S. Treasuries (including strips) Federal National Mortgage Association 2030-09-01 2052-03-01 2.26 - 4.06 32080449.00 25030748.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2036-04-01 2052-03-01 2 - 3.5 16477102.00 11690709.29 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-05-23 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0029 36000000.00 36000000.00 0.0003 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.31% 2IGI19DL77OX0HC3ZE78 JAE987000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-12-31 2030-08-15 0.125 - 2.25 371100.00 328617.57 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-11-01 2052-03-01 3 - 3.5 39723116.00 15693949.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-07-01 2052-01-01 2.61 - 3.96 55862543.00 52323318.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 67000000.00 67000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.31% 2IGI19DL77OX0HC3ZE78 JAB703000 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 2047-07-20 2050-03-20 3 - 3.5 29668361.00 12314829.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 2031-01-01 2060-07-01 2.5 - 4 109442972.00 72147537.35 Agency Mortgage-Backed Securities United States Treasury 2023-02-15 2030-08-15 0.625 - 2.25 327100.00 285947.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2047-07-01 2047-07-01 4 - 4 5209211.00 1964907.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0030 85000000.00 85000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.35% 2IGI19DL77OX0HC3ZE78 IGE657000 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 2031-02-01 2052-03-01 2.087 - 4.5 40155488.00 31189549.63 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2037-03-25 2037-03-25 3.49 - 3.49 125000.00 117993.01 Agency Debentures and Agency Strips United States Treasury 2027-01-15 2030-08-15 0.375 - 0.625 58000.00 48523.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2036-04-01 2052-03-01 2 - 3.5 719026.00 293757.58 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-07-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 31000000.00 31000000.00 0.0003 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.38% 2IGI19DL77OX0HC3ZE78 IGE658000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-12-31 2030-08-15 0.125 - 0.625 25900.00 21613.70 U.S. Treasuries (including strips) Federal National Mortgage Association 2030-09-01 2052-03-01 2.5 - 4.5 11282456.00 10188830.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-07-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 10000000.00 10000000.00 0.0001 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.40% 2IGI19DL77OX0HC3ZE78 III424000 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 2023-10-15 2052-03-01 3 - 7.5 61596894.00 4712004.43 Agency Collateralized Mortgage Obligation United States Treasury 2025-01-15 2051-05-15 0.625 - 2.375 139900.00 119535.20 U.S. Treasuries (including strips) Government National Mortgage Association 2031-05-20 2063-09-16 1.059 - 3.5 4939018.00 270655.14 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 2042-04-04 2042-04-04 4 - 4 126000.00 119798.38 Agency Debentures and Agency Strips Federal National Mortgage Association 2030-09-01 2052-04-01 1.772 - 10.872 255244661.00 38157395.88 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0040 42000000.00 42000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2023-10-12 2023-10-12 2.17 - 2.17 1090000.00 1085720.36 Agency Debentures and Agency Strips Government National Mortgage Association 2039-08-15 2052-03-20 2.5 - 4 3896246.00 3528299.98 Agency Mortgage-Backed Securities Federal National Mortgage Association 2023-11-27 2045-08-01 0.25 - 1.84 45051.00 42563.63 Agency Mortgage-Backed Securities United States Treasury 2022-07-21 2051-08-15 0 - 7.5 300607801.00 294252823.08 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0031 293000000.00 293000000.00 0.0025 N N Y N Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2023-08-24 2032-07-15 0 - 6.75 867000.00 644964.31 Agency Debentures and Agency Strips Federal Home Loan Banks 2022-09-09 2023-12-08 1.375 - 3.375 23925000.00 23831563.07 Agency Debentures and Agency Strips Government National Mortgage Association 2051-07-20 2052-03-20 2.5 - 2.5 2435.00 2243.66 Agency Mortgage-Backed Securities Tennessee Valley Authority 2025-05-15 2065-09-15 0 - 0.75 231000.00 182279.43 Agency Debentures and Agency Strips United States Treasury 2022-05-15 2052-02-15 0 - 7.5 21337467.00 23825456.10 U.S. Treasuries (including strips) Federal Farm Credit Bank 2023-04-13 2037-01-05 0.52 - 2.68 26000.00 25359.78 Agency Debentures and Agency Strips Federal National Mortgage Association 2023-01-19 2030-11-15 0.625 - 6.625 1635000.00 1540803.74 Agency Debentures and Agency Strips Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0031 49000000.00 49000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-10-13 2029-02-15 0 - 5.25 196505700.00 198910330.06 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 195000000.00 195000000.00 0.0016 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 MBNUM2BPBDO7JBLYG310 JAI672000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2026-10-15 2026-10-15 0.125 - 0.125 2738167.00 2938056.99 U.S. Treasuries (including strips) Government National Mortgage Association 2050-09-20 2072-03-20 1.5 - 6 331925241.00 264881046.64 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0030 262533000.00 262533000.00 0.0022 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 4/29/2022 due 05/02/2022 1VUV7VQFKUOQSJ21A208 JAI786000_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 2023-07-31 2030-08-15 0.125 - 2.875 101649925.00 94315896.73 U.S. Treasuries (including strips) Government National Mortgage Association 2051-01-20 2051-01-20 2 - 2 53958864.00 41347499.89 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 133000000.00 133000000.00 0.0011 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 4/29/2022 due 05/02/2022 1VUV7VQFKUOQSJ21A208 JAI672000_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 2023-07-31 2030-08-15 0.125 - 2.875 46818579.00 43440625.58 U.S. Treasuries (including strips) Government National Mortgage Association 2051-01-20 2051-01-20 2 - 2 24852723.00 19044098.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 61258000.00 61258000.00 0.0005 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.3%, dated 4/29/2022 due 05/02/2022 ANGGYXNX0JLX3X63JN86 JAI786000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-03 2041-08-15 0 - 7.625 29755128.00 28315920.67 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 27760000.00 27760000.00 0.0002 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.30% 7LTWFZYICNSX8D621K86 JAI186000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2040-08-15 2040-08-15 3.875 - 3.875 20628600.00 23015209.92 U.S. Treasuries (including strips) Government National Mortgage Association 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 43210.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-11-15 2046-11-15 3.75 - 3.75 26638621.00 27186781.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 49000000.00 49000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.30% 7LTWFZYICNSX8D621K86 JAH647000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2046-11-15 2046-11-15 3.75 - 3.75 97898802.00 99913330.91 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 97000000.00 97000000.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2025-02-15 2031-02-15 0 - 1.875 82354800.00 71094417.15 U.S. Treasuries (including strips) Government National Mortgage Association 2054-01-16 2054-01-16 3.968 - 3.968 49987.00 77039.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2056-01-15 2056-01-15 3 - 3 140830385.00 129285979.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 195000000.00 195000000.00 0.0016 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 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 2035-11-20 2052-02-20 3 - 6 2315250487.00 596730332.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0030 585000000.00 585000000.00 0.0049 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 CYYGQCGNHMHPSMRL3R97 JAI672000_03556 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 2025-06-01 2042-04-01 2 - 4.5 13318056.00 11864425.25 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-06-01 2052-04-01 2 - 4.5 85702980.00 68472783.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 78760000.00 78760000.00 0.0007 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 4/29/2022 due 05/02/2022 KBVRJ5K57JZ3E2AVWX40 JAI786000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-07-21 2051-11-15 0 - 4.375 34710994.00 33283002.02 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 32495000.00 32495000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.3%, dated 4/29/2022 due 05/02/2022 ZBUT11V806EZRVTWT807 JAI786000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-31 2026-02-28 0 - 7.25 628414125.00 612715048.75 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 600686000.00 600686000.00 0.0051 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 4/29/2022 due 05/02/2022 ZOMOLU8CGIZRYZ7PFU34 JAI672000_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 2028-12-01 2052-04-01 2 - 5 278095448.00 103928062.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2022-06-08 2052-04-01 0.125 - 5 119773824.00 46283356.29 Agency Mortgage-Backed Securities United States Treasury 2022-06-16 2052-02-15 0 - 4.75 179131657.00 176003333.39 U.S. Treasuries (including strips) Government National Mortgage Association 2040-12-20 2052-01-20 2.5 - 5.5 77159035.00 39988829.39 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 358795000.00 358795000.00 0.0030 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 4/29/2022 due 05/02/2022 ZOMOLU8CGIZRYZ7PFU34 JAI786000_76664 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 2040-12-20 2052-01-20 2.5 - 5.5 31288552.00 16215763.16 Agency Mortgage-Backed Securities United States Treasury 2022-06-16 2052-02-15 0 - 4.75 72639195.00 71370640.58 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2022-06-08 2052-04-01 0.125 - 5 48569163.00 18768239.92 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-12-01 2052-04-01 2 - 5 112769740.00 42143590.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 145494000.00 145494000.00 0.0012 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.31% K5HU16E3LMSVCCJJJ255 JAA969000 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 2025-09-01 2052-04-01 2 - 5.5 230011118.00 153025708.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2052-03-01 2052-03-01 2 - 2 1000.00 886.88 Agency Mortgage-Backed Securities Y N/A N/A 2022-06-13 2022-06-13 2022-06-13 N N N 0.0031 150000000.00 150000000.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 7TK5RJIZDFROZCA6XF66 JAI672000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-06-14 2050-11-15 0 - 3.5 45986070.00 43433170.99 U.S. Treasuries (including strips) Government National Mortgage Association 2051-01-20 2051-01-20 2 - 2 1640469.00 1257055.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 43756000.00 43756000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 4/29/2022 due 05/02/2022 OXTKY6Q8X53C9ILVV871 JAI672000_07426 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 2050-01-01 2052-04-01 2 - 3.5 24843658.00 21403739.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-08-01 2060-01-01 2.5 - 5 165382865.00 75478244.91 Agency Mortgage-Backed Securities United States Treasury 2022-05-03 2040-08-15 0 - 7.125 153706723.00 151269861.60 U.S. Treasuries (including strips) Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 243280000.00 243280000.00 0.0020 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 4/29/2022 due 05/02/2022 OXTKY6Q8X53C9ILVV871 JAI786000_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 2022-05-03 2040-08-15 0 - 7.125 591220589.00 581847385.24 U.S. Treasuries (including strips) Federal National Mortgage Association 2040-08-01 2060-01-01 2.5 - 5 636131936.00 290321012.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2050-01-01 2052-04-01 2 - 3.5 95559142.00 82327765.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 935757000.00 935757000.00 0.0079 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III824000 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 2052-03-20 2 - 5 71116903.00 9760536.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2036-03-01 2036-03-01 5.5 - 5.5 850706.00 10589.27 Agency Mortgage-Backed Securities United States Treasury 2025-10-15 2052-02-15 0 - 2.25 291323600.00 179747970.82 U.S. Treasuries (including strips) Federal National Mortgage Association 2040-10-01 2051-12-01 2 - 5 30736288.00 24468410.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 208000000.00 208000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III834000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-05-15 2052-02-15 0 - 2.5 9940300.00 8673167.87 U.S. Treasuries (including strips) Federal National Mortgage Association 2040-10-01 2051-12-01 2 - 5 29468407.00 6113466.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2036-03-01 2052-04-01 3 - 5.5 77139722.00 2505535.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-11-20 2052-03-20 2 - 5 190749457.00 141967670.40 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0031 156000000.00 156000000.00 0.0013 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 549300QJJX6CVVUXLE15 JAI786000_07749 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 2036-02-01 2051-12-01 2 - 5 77549117.00 19844438.92 Agency Mortgage-Backed Securities United States Treasury 2022-05-15 2052-02-15 0 - 7.25 311717119.00 288828511.90 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2036-03-01 2050-12-01 3 - 5.5 77421380.00 16432822.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-11-20 2052-03-20 2 - 5 335532412.00 211259854.95 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 523877000.00 523877000.00 0.0044 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.3%, dated 4/29/2022 due 05/02/2022 549300QJJX6CVVUXLE15 JAI672000_07749 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 2036-02-01 2051-12-01 2 - 5 42260424.00 10814235.66 Agency Mortgage-Backed Securities United States Treasury 2022-05-15 2052-02-15 0 - 7.25 169870376.00 157397223.73 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2036-03-01 2050-12-01 3 - 5.5 42190815.00 8955073.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-11-20 2052-03-20 2 - 5 182848534.00 115126150.24 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 285487000.00 285487000.00 0.0024 N Y Y N RBC Financial Group RBC Financial Group, 0.30% ES7IP3U3RHIGC71XBU11 IIA333000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-07-05 2041-02-15 0 - 3.5 114064300.00 116043516.39 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2030-05-01 2052-04-01 2 - 7.5 6403837.00 1624049.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 2051-05-01 2051-05-01 2 - 2 126915.00 103896.75 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-05-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0030 115000000.00 115000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 0.33% ES7IP3U3RHIGC71XBU11 III296000 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 2049-01-20 2052-03-20 4 - 4.5 2639077.00 2670555.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2052-01-01 2052-01-01 3.5 - 3.5 334728.00 331323.40 Agency Mortgage-Backed Securities Federal National Mortgage Association 2052-04-01 2052-04-01 4.5 - 4.5 3420337.00 3536389.03 Agency Mortgage-Backed Securities United States Treasury 2022-05-31 2051-02-15 0 - 3.75 736870300.00 744072043.71 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 N N/A N/A N N 0.0033 734000000.00 734000000.00 0.0062 N N Y N RBC Financial Group RBC Financial Group, 1.04% ES7IP3U3RHIGC71XBU11 JAH765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-10-20 2050-02-15 0 - 3.75 1035795700.00 998610999.25 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0104 975000000.00 975000000.00 0.0082 N N Y N Societe Generale Societe Generale, 0.30% O2RNE8IBXP4R0TD8PU41 JAH616000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2022-06-30 2049-05-15 0 - 7.25 78199178.00 74715206.53 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2044-03-01 2052-03-01 3 - 3.83 17095966.00 16076527.77 Agency Mortgage-Backed Securities Federal National Mortgage Association 2050-08-01 2052-04-01 2.5 - 3 10326424.00 8152886.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 97000000.00 97000000.00 0.0008 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.3%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI672000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp 2046-08-01 2049-09-01 3.5 - 3.5 149878236.00 30083858.54 Agency Mortgage-Backed Securities United States Treasury 2022-07-14 2051-02-15 0 - 3 955248187.00 902237500.10 U.S. Treasuries (including strips) Federal National Mortgage Association 2046-12-01 2052-04-01 2.5 - 4 495498175.00 249613563.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-02-20 2051-06-20 2 - 4.5 114480141.00 14871861.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1173250000.00 1173250000.00 0.0099 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.3%, dated 4/29/2022 due 05/02/2022 5U0XI89JRFVHWIBS4F54 JAI672000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-10-20 2046-03-20 3 - 3.5 991016817.00 160034065.43 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-12-01 2050-06-01 2 - 4 2621220798.00 686420001.64 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 822602000.00 822602000.00 0.0069 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 5493006GGLR4BTEL8O61 IGG247000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 10800000.00 10683730.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2049-08-01 2049-08-01 3.5 - 3.5 307945000.00 48363106.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-11-01 2047-11-01 3.5 - 3.5 52155000.00 10383237.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 3 N N/A N/A N N 0.0022 68000000.00 68000000.00 0.0006 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.52% 5493006GGLR4BTEL8O61 IHE575000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 9050000.00 8951533.64 U.S. Treasuries (including strips) Government National Mortgage Association 2051-04-20 2051-04-20 2.5 - 2.5 115000000.00 90876048.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-05-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0052 97750000.00 97750000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.55% 5493006GGLR4BTEL8O61 IIJ008000 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 2046-10-20 2046-10-20 3 - 3 191111000.00 40890388.82 Agency Mortgage-Backed Securities United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 3050000.00 3016611.06 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-06-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0055 43000000.00 43000000.00 0.0004 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.75% 5493006GGLR4BTEL8O61 IJE261000 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 2047-07-01 2052-01-01 2.5 - 3.5 55412000.00 30532270.22 Agency Mortgage-Backed Securities United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 1200000.00 1186676.02 U.S. Treasuries (including strips) Y N/A N/A 2022-05-06 2022-05-06 2022-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0075 31000000.00 31000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.88% 5493006GGLR4BTEL8O61 JAA405000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 2023-03-15 2023-07-31 0.5 - 1.25 750000.00 741488.46 U.S. Treasuries (including strips) Federal National Mortgage Association 2049-07-01 2049-07-01 3.5 - 3.5 375652000.00 54376578.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-06 2022-05-06 2022-07-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0088 54000000.00 54000000.00 0.0005 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.31% SUVUFHICNZMP2WKHG940 JAH715000 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 2048-12-01 2052-03-01 2 - 3.5 527364848.00 477376177.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0030 468000000.00 468000000.00 0.0039 N N Y N Fannie Mae Fannie Mae, 0.40% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-07-29 2022-07-29 N N N 0.0030 117029275.74 117029275.74 0.0010 N N N N Fannie Mae Fannie Mae, 0.47% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-19 2022-05-19 N N N 0.0033 299822335.10 299822335.10 0.0025 N N N N Fannie Mae Fannie Mae, 0.47% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-04 2022-07-06 2022-07-06 N N N 0.0029 594198241.56 594198241.56 0.0050 N N N N Fannie Mae Fannie Mae, 0.48% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-06-17 2022-06-17 N N N 0.0032 461098432.72 461098432.72 0.0039 N N N N Fannie Mae Fannie Mae, 0.48% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-06-24 2022-06-24 N N N 0.0029 439125900.81 439125900.81 0.0037 N N N N Fannie Mae Fannie Mae, 0.55% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-04 2022-05-04 N N N 0.0044 431006546.89 431006546.89 0.0036 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ENCW8 US3133ENCW84 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0065 58316288.27 58316288.27 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EKTG1 US3133EKTG13 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0074 22038021.50 22038021.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ENFU9 US3133ENFU91 U.S. Government Agency Debt Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0080 89822238.30 89822238.30 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ENQB9 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2023-03-03 2023-03-03 N N N 0.0031 46993040.24 46993040.24 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.30% 3133ENQT0 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2023-03-07 2023-03-07 N N N 0.0031 64991649.45 64991649.45 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.31% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-11-07 2022-11-07 N N N 0.0078 22060122.04 22060122.04 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APQ24 2549001DPIFGXC1TOL40 US3130APQ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0006 89000000.00 89000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AQ3J0 2549001DPIFGXC1TOL40 US3130AQ3J00 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0057 114957068.20 114957068.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AQJL8 2549001DPIFGXC1TOL40 US3130AQJL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0054 49987716.50 49987716.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% to 0.12% 3130AQGL1 2549001DPIFGXC1TOL40 US3130AQGL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0058 101963652.30 101963652.30 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AQGC1 2549001DPIFGXC1TOL40 US3130AQGC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0058 228918395.85 228918395.85 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.31% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2023-09-01 2023-09-01 N N N 0.0031 213999845.92 213999845.92 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-12-02 2022-12-02 N N N 0.0030 242061211.48 242061211.48 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-17 2022-05-17 N N N 0.0032 75000658.50 75000658.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-11-18 2022-11-18 N N N 0.0030 120028776.00 120028776.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-12-08 2022-12-08 N N N 0.0029 480146851.20 480146851.20 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-11-23 2022-11-23 N N N 0.0030 324078660.72 324078660.72 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-26 2022-05-26 N N N 0.0032 273009625.98 273009625.98 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-08-12 2022-08-12 N N N 0.0029 243054723.60 243054723.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 313385WS1 2549001DPIFGXC1TOL40 US313385WS12 U.S. Government Agency Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0037 21497140.29 21497140.29 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-09-15 2022-09-15 N N N 0.0029 137043567.37 137043567.37 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.38% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-09-16 2022-09-16 N N N 0.0029 110035294.60 110035294.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313385WW2 2549001DPIFGXC1TOL40 US313385WW24 U.S. Government Agency Debt Y N/A N/A 2022-05-16 2022-05-16 2022-05-16 N N N 0.0040 104980449.00 104980449.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 313385WX0 2549001DPIFGXC1TOL40 US313385WX07 U.S. Government Agency Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0040 108978254.50 108978254.50 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WZ5 2549001DPIFGXC1TOL40 US313385WZ54 U.S. Government Agency Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0041 217950710.20 217950710.20 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385XA9 2549001DPIFGXC1TOL40 US313385XA94 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0041 225945895.60 225945895.60 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385XD3 2549001DPIFGXC1TOL40 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0042 34990224.85 34990224.85 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.42% 313385XE1 2549001DPIFGXC1TOL40 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0042 199141716.07 199141716.07 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313385XF8 2549001DPIFGXC1TOL40 US313385XF81 U.S. Government Agency Debt Y N/A N/A 2022-05-25 2022-05-25 2022-05-25 N N N 0.0043 31689303.59 31689303.59 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 313385XH4 2549001DPIFGXC1TOL40 US313385XH48 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0043 420859714.38 420859714.38 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.44% 313385XM3 2549001DPIFGXC1TOL40 US313385XM33 U.S. Government Agency Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0044 109957576.30 109957576.30 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AQP23 2549001DPIFGXC1TOL40 US3130AQP233 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0183 47543489.28 47543489.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385XN1 2549001DPIFGXC1TOL40 US313385XN16 U.S. Government Agency Debt Y N/A N/A 2022-06-01 2022-06-01 2022-06-01 N N N 0.0066 93943819.02 93943819.02 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385XP6 2549001DPIFGXC1TOL40 US313385XP63 U.S. Government Agency Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0066 320601877.13 320601877.13 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385XT8 2549001DPIFGXC1TOL40 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2022-06-06 2022-06-06 2022-06-06 N N N 0.0067 228840329.75 228840329.75 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385XU5 2549001DPIFGXC1TOL40 US313385XU58 U.S. Government Agency Debt Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0067 360741105.24 360741105.24 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385XW1 2549001DPIFGXC1TOL40 US313385XW15 U.S. Government Agency Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0067 158879638.59 158879638.59 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YA8 2549001DPIFGXC1TOL40 US313385YA85 U.S. Government Agency Debt Y N/A N/A 2022-06-13 2022-06-13 2022-06-13 N N N 0.0068 11989960.32 11989960.32 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YB6 2549001DPIFGXC1TOL40 US313385YB68 U.S. Government Agency Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0068 48958029.05 48958029.05 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YD2 2549001DPIFGXC1TOL40 US313385YD25 U.S. Government Agency Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0068 52952492.39 52952492.39 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N N N 0.0068 11989004.64 11989004.64 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt Y N/A N/A 2022-06-24 2022-06-24 2022-06-24 N N N 0.0069 163327402.86 163327402.86 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YR1 2549001DPIFGXC1TOL40 US313385YR11 U.S. Government Agency Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0069 40853567.46 40853567.46 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YS9 2549001DPIFGXC1TOL40 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2022-06-29 2022-06-29 2022-06-29 N N N 0.0069 32562341.13 32562341.13 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 313385YT7 2549001DPIFGXC1TOL40 US313385YT76 U.S. Government Agency Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0069 110869174.29 110869174.29 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0086 23964054.00 23964054.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 313385ZX7 2549001DPIFGXC1TOL40 US313385ZX79 U.S. Government Agency Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0087 471378231.87 471378231.87 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0087 95789975.04 95789975.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ARG70 2549001DPIFGXC1TOL40 US3130ARG701 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-30 2023-03-30 2023-03-30 N N N 0.0141 204272910.10 204272910.10 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 313385E93 2549001DPIFGXC1TOL40 US313385E931 U.S. Government Agency Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0120 91604350.32 91604350.32 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0121 82623730.29 82623730.29 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 313385G75 2549001DPIFGXC1TOL40 US313385G753 U.S. Government Agency Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0121 62699732.55 62699732.55 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313385P59 2549001DPIFGXC1TOL40 US313385P598 U.S. Government Agency Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0145 192488728.36 192488728.36 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 U.S. Government Agency Debt Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0166 10869657.92 10869657.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384AV1 2549001DPIFGXC1TOL40 US313384AV14 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0166 208490207.75 208490207.75 0.0018 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-08-18 2022-08-18 N N N 0.0031 207039623.94 207039623.94 0.0017 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-05-03 2022-08-03 2022-08-03 N N N 0.0030 244042138.80 244042138.80 0.0021 N N N N Freddie Mac Freddie Mac, 0.38% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-07-29 2022-07-29 N N N 0.0030 320061334.40 320061334.40 0.0027 N N N N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.39% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0039 20800000.00 20800000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.39% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 US64986MJ710 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2036-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0039 14500000.00 14500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.40% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0040 26600000.00 26600000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.40% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0040 13300000.00 13300000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.39% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 10300000.00 10300000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.42% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 US64970HBA14 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2034-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0042 20000000.00 20000000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.38% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0038 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.39% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 8900000.00 8900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.39% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 30200000.00 30200000.00 0.0003 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.39% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 12700000.00 12700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.40% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0040 7900000.00 7900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.40% 64986M4E2 US64986M4E25 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2039-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0040 12500000.00 12500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.46% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0046 65700000.00 65700000.00 0.0006 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.46% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0046 11340000.00 11340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.46% 64986MG41 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0046 15500000.00 15500000.00 0.0001 N N Y N Arlington County Indl. Dev. Auth. Multi-family Hsg. Rev. FHLMC Arlington County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.47% 04144PDU4 US04144PDU49 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2047-08-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0047 17150000.00 17150000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.39% 93978PER4 US93978PER47 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2039-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0039 12000000.00 12000000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.39% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-05-06 2022-05-06 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0039 8600000.00 8600000.00 0.0001 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.15% H7FNTJ4851HG0EXQ1Z70 JAI527000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-08-03 2022-08-03 2022-08-03 N N N 0.0115 45000000.00 45000000.00 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.13% 5493006GGLR4BTEL8O61 JAG568000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-06 2022-05-06 2022-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0113 54965000.00 54965000.00 0.0005 N N Y N 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: Government Portfolio 2022-05-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer