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3.625 136032700.00 130664829.54 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 128000000.00 128000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.30% G5GSEF7VJP5I7OUK5573 JLG273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-06 2032-02-15 0 - 1.875 390963000.00 376404059.55 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 369000000.00 369000000.00 0.0030 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.33% R0MUWSFPU8MPRO8K5P83 JBB223000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-16 2048-08-15 0 - 4.5 577164200.00 546853984.79 U.S. Treasuries (including strips) Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0132 533000000.00 533000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.35% R0MUWSFPU8MPRO8K5P83 JBD607000 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 2052-08-15 0.125 - 4.625 186926700.00 182345473.18 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 178000000.00 178000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.35% R0MUWSFPU8MPRO8K5P83 JBD031000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-20 2051-11-15 0 - 6.25 610619900.00 528646202.84 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 514000000.00 514000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.36% R0MUWSFPU8MPRO8K5P83 JBF013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-04 2051-05-15 0 - 6.625 614000100.00 541280064.69 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 528000000.00 528000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.41% R0MUWSFPU8MPRO8K5P83 JBG660000 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 2052-08-15 0.125 - 5.25 197883800.00 178221196.61 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0140 174000000.00 174000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 JJL611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-29 2050-08-15 0 - 6.625 48157600.00 45073270.64 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 44000000.00 44000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.31% R0MUWSFPU8MPRO8K5P83 JKV946000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2050-11-15 0.125 - 5.25 117266900.00 92958293.25 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 91000000.00 91000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.31% R0MUWSFPU8MPRO8K5P83 JKV443000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-06 2052-08-15 0 - 5.25 529797600.00 485223679.70 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 475000000.00 475000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 JKR046000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2052-08-15 0 - 6.75 699180300.00 682897915.83 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 668000000.00 668000000.00 0.0055 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 JKL456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-27 2049-11-15 0 - 5.5 334621000.00 325967398.00 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-10-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 318000000.00 318000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 JKU430000 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 2052-02-15 0.125 - 7.625 543062600.00 517596446.75 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 506000000.00 506000000.00 0.0042 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 2.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2052-08-15 2.25 - 3 355956500.00 318392579.48 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-22 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0229 309000000.00 309000000.00 0.0026 N N Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 2.30% 254900Y8NKGV541U8Q32 0001457970 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 2029-11-15 0.125 - 2.75 71401352700.00 68667386868.30 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 68663000000.00 68663000000.00 0.5668 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.30% KBVRJ5K57JZ3E2AVWX40 0000877559 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 81860000.00 75503337.44 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 74000000.00 74000000.00 0.0006 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.57% 213800MBWEIJDM5CU638 JKR888000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-07-15 2039-11-15 3 - 4.375 80190500.00 92068876.29 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0255 90000000.00 90000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.61% 213800MBWEIJDM5CU638 JKT414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2025-07-15 2.375 - 3 88981100.00 88880868.84 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0259 87000000.00 87000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.62% 213800MBWEIJDM5CU638 JKU414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-07-15 2049-08-15 2.25 - 3 112765000.00 92769640.08 U.S. Treasuries (including strips) Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0260 90000000.00 90000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.50% H7FNTJ4851HG0EXQ1Z70 JJS455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2028-11-30 0.25 - 3 56868300.00 54233161.63 U.S. Treasuries (including strips) Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0149 53000000.00 53000000.00 0.0004 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 2.57% H7FNTJ4851HG0EXQ1Z70 JKR880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2028-11-30 0.25 - 2.875 144963500.00 137933055.87 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0255 135000000.00 135000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.58% H7FNTJ4851HG0EXQ1Z70 JKP976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2028-11-30 0.25 - 2.875 92960600.00 90966106.47 U.S. Treasuries (including strips) Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0256 89000000.00 89000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.63% H7FNTJ4851HG0EXQ1Z70 JKT370000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2028-11-30 0.375 - 2.875 45862900.00 44939044.26 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0261 44000000.00 44000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.89% H7FNTJ4851HG0EXQ1Z70 JLC978000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2028-11-30 0.25 - 1.375 41606000.00 37744140.65 U.S. Treasuries (including strips) Y N/A N/A 2022-11-28 2022-11-28 2022-11-28 N N N 0.0287 37000000.00 37000000.00 0.0003 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 2.30% RB0PEZSDGCO3JS6CEU02 JLG274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2024-03-15 0.25 - 0.25 346923000.00 330679838.88 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 324000000.00 324000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 JLG232000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2052-08-15 0.125 - 3.125 799335300.00 755236363.71 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 740000000.00 740000000.00 0.0061 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 2.31% X574KRZ6V5A7UBU45C31 JLG257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2037-02-15 1.25 - 7.5 329500000.00 330980675.51 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 324662150.00 324662150.00 0.0027 N Y Y N Royal Bank of Canada Royal Bank of Canada, 2.31% ES7IP3U3RHIGC71XBU11 JLA505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2048-02-15 0.25 - 3 329004200.00 319637282.95 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 1 N N/A N/A N N 0.0228 313000000.00 313000000.00 0.0026 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.34% 5493006GGLR4BTEL8O61 JLD546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2052-02-15 2052-02-15 2.25 - 2.25 42294000.00 34069054.56 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0231 33000000.00 33000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.35% 5493006GGLR4BTEL8O61 JLB208000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2047-11-15 1.25 - 2.75 47794000.00 42315064.51 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0232 41000000.00 41000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.35% 5493006GGLR4BTEL8O61 JLB210000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2029-08-15 1.25 - 1.625 37270000.00 33719858.34 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0232 33000000.00 33000000.00 0.0003 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.71% 912796XU8 254900HROIFWPRGM1V77 US912796XU84 U.S. Treasury Debt Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 N N N 0.0171 79977692.00 79977692.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796XV6 254900HROIFWPRGM1V77 US912796XV67 U.S. Treasury Debt Y N/A N/A 2022-09-13 2022-09-13 2022-09-13 N N N 0.0205 744161336.15 744161336.15 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796U49 254900HROIFWPRGM1V77 US912796U492 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0205 13988321.62 13988321.62 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.09% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0209 102084166.52 102084166.52 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.18% 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0218 7683493.13 7683493.13 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0224 598416162.82 598416162.82 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0232 374195107.50 374195107.50 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796V63 254900HROIFWPRGM1V77 US912796V631 U.S. Treasury Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0246 249562429.53 249562429.53 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.47% 912796YE3 254900HROIFWPRGM1V77 US912796YE34 U.S. Treasury Debt Y N/A N/A 2022-10-18 2022-10-18 2022-10-18 N N N 0.0247 258163106.25 258163106.25 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.60% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0260 84587131.20 84587131.20 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.62% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0262 13938559.46 13938559.46 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.68% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0268 215804238.86 215804238.86 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.72% 912796W62 254900HROIFWPRGM1V77 US912796W621 U.S. Treasury Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0272 490174015.54 490174015.54 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.80% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0280 73535376.94 73535376.94 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.84% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0284 1315898346.36 1315898346.36 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.85% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0285 117218809.32 117218809.32 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YS2 254900HROIFWPRGM1V77 US912796YS20 U.S. Treasury Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0287 95331392.64 95331392.64 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0287 339419952.00 339419952.00 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.91% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0291 1342189049.76 1342189049.76 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.96% 912796YY9 254900HROIFWPRGM1V77 US912796YY97 U.S. Treasury Debt Y N/A N/A 2022-12-13 2022-12-13 2022-12-13 N N N 0.0296 63465315.84 63465315.84 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0305 117822866.28 117822866.28 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0305 402024217.57 402024217.57 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.05% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0305 917341661.16 917341661.16 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.07% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0307 187254312.84 187254312.84 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.10% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0310 693375342.56 693375342.56 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.10% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0310 741641782.50 741641782.50 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.13% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0313 417026280.70 417026280.70 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.24% 912796XT1 254900HROIFWPRGM1V77 US912796XT12 U.S. Treasury Debt Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0324 252725780.39 252725780.39 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.38% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0338 895048190.40 895048190.40 0.0074 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 1.18% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0211 433889312.64 433889312.64 0.0036 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 0.0226 97958164.78 97958164.78 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0220 418287762.85 418287762.85 0.0035 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 0.0226 616797025.51 616797025.51 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% to 1.52% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0268 149826348.00 149826348.00 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% to 1.37% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0268 86881788.75 86881788.75 0.0007 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 0.0282 17962972.20 17962972.20 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.71% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0304 140641616.64 140641616.64 0.0012 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 0.0306 356893883.82 356893883.82 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.68% to 0.86% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0319 206371172.92 206371172.92 0.0017 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 0.0319 43738750.00 43738750.00 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.82% 9128283U2 254900HROIFWPRGM1V77 US9128283U26 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0316 78474742.38 78474742.38 0.0006 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 0.0239 14981145.60 14981145.60 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0273 15963415.52 15963415.52 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.99% to 2.18% 912828Z86 254900HROIFWPRGM1V77 US912828Z864 U.S. Treasury Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0324 281614843.04 281614843.04 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.99% to 2.17% 912828UN8 254900HROIFWPRGM1V77 US912828UN88 U.S. Treasury Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0322 134256445.65 134256445.65 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.93% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-07-31 2023-07-31 N N N 0.0282 3632433368.90 3632433368.90 0.0300 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-04-30 2023-04-30 N N N 0.0280 392838495.93 392838495.93 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-10-31 2023-10-31 N N N 0.0287 2116642868.55 2116642868.55 0.0175 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.94% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-09-01 2024-07-31 2024-07-31 N N N 0.0301 656129409.30 656129409.30 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.95% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-09-01 2023-01-31 2023-01-31 N N N 0.0272 334076708.38 334076708.38 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.96% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-09-01 2022-10-31 2022-10-31 N N N 0.0267 74032255.12 74032255.12 0.0006 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-03-03 2023-03-03 N N N 0.0229 47003783.97 47003783.97 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.31% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-03-07 2023-03-07 N N N 0.0231 64998519.95 64998519.95 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.35% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-07-26 2023-07-26 N N N 0.0232 78014451.84 78014451.84 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.59% 3133ENYG9 254900C5LP6DN9OP9V83 US3133ENYG96 U.S. Government Agency Debt Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0360 20786789.10 20786789.10 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.18% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-07 2022-11-07 N N N 0.0254 22024936.78 22024936.78 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385E28 2549001DPIFGXC1TOL40 US313385E287 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0000 92000000.00 92000000.00 0.0008 N Y 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 0.0308 47523164.16 47523164.16 0.0004 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 0.0285 202844304.05 202844304.05 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AS5D7 2549001DPIFGXC1TOL40 US3130AS5D75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0322 272748452.94 272748452.94 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 161929001.88 161929001.88 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt Y N/A N/A 2022-09-09 2022-09-09 2022-09-09 N N N 0.0207 92952903.87 92952903.87 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 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 0.0218 351688170.24 351688170.24 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 313385G59 2549001DPIFGXC1TOL40 US313385G597 U.S. Government Agency Debt Y N/A N/A 2022-09-20 2022-09-20 2022-09-20 N N N 0.0219 896932179.22 896932179.22 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt Y N/A N/A 2022-09-21 2022-09-21 2022-09-21 N N N 0.0220 80898615.54 80898615.54 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 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 0.0220 397476948.40 397476948.40 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385H41 2549001DPIFGXC1TOL40 US313385H413 U.S. Government Agency Debt Y N/A N/A 2022-09-27 2022-09-27 2022-09-27 N N N 0.0222 164731569.75 164731569.75 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0222 231579061.52 231579061.52 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-09-01 2023-09-01 N N N 0.0231 214014965.02 214014965.02 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-01-12 2024-01-12 N N N 0.0233 146012697.62 146012697.62 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-23 2023-01-23 N N N 0.0232 193008700.44 193008700.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-04-03 2023-04-03 N N N 0.0234 246000130.38 246000130.38 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-23 2023-01-23 N N N 0.0232 384017533.44 384017533.44 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-23 2023-01-23 N N N 0.0232 97004246.66 97004246.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-01-25 2023-01-25 N N N 0.0228 97017624.90 97017624.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-04-04 2023-04-04 N N N 0.0234 147000055.86 147000055.86 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-04-12 2024-04-12 N N N 0.0234 194018703.54 194018703.54 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-04-25 2023-04-25 N N N 0.0234 196004266.92 196004266.92 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-12-08 2022-12-08 N N N 0.0229 480065088.00 480065088.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-23 2022-11-23 N N N 0.0230 324023240.52 324023240.52 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2023-07-26 2023-07-26 N N N 0.0235 391011702.63 391011702.63 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-11-18 2022-11-18 N N N 0.0230 120007903.20 120007903.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-02 2022-12-02 2022-12-02 N N N 0.0231 242019304.34 242019304.34 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-07-12 2024-07-12 N N N 0.0236 48003120.00 48003120.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-07-11 2024-07-11 N N N 0.0236 193012363.58 193012363.58 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-01-26 2024-01-26 N N N 0.0236 391034947.58 391034947.58 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-08-28 2024-08-28 N N N 0.0238 12000000.00 12000000.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-15 2022-09-15 N N N 0.0228 137004585.39 137004585.39 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2024-07-26 2024-07-26 N N N 0.0239 14750949.02 14750949.02 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-09-01 2022-09-16 2022-09-16 N N N 0.0228 110003982.00 110003982.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 313385J31 2549001DPIFGXC1TOL40 US313385J310 U.S. Government Agency Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0256 174585610.50 174585610.50 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 313385J56 2549001DPIFGXC1TOL40 US313385J567 U.S. Government Agency Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0256 93763940.62 93763940.62 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.58% 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt Y N/A N/A 2022-10-19 2022-10-19 2022-10-19 N N N 0.0258 364740074.28 364740074.28 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.58% 313385L38 2549001DPIFGXC1TOL40 US313385L381 U.S. Government Agency Debt Y N/A N/A 2022-10-20 2022-10-20 2022-10-20 N N N 0.0258 206272599.93 206272599.93 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 313385L95 2549001DPIFGXC1TOL40 US313385L951 U.S. Government Agency Debt Y N/A N/A 2022-10-26 2022-10-26 2022-10-26 N N N 0.0259 289475949.58 289475949.58 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.60% 313385K54 2549001DPIFGXC1TOL40 US313385K540 U.S. Government Agency Debt Y N/A N/A 2022-10-14 2022-10-14 2022-10-14 N N N 0.0260 351898752.96 351898752.96 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.61% 313385L46 2549001DPIFGXC1TOL40 US313385L464 U.S. Government Agency Debt Y N/A N/A 2022-10-21 2022-10-21 2022-10-21 N N N 0.0261 705433004.40 705433004.40 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.61% 313385M60 2549001DPIFGXC1TOL40 US313385M603 U.S. Government Agency Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0261 85630099.38 85630099.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385M78 2549001DPIFGXC1TOL40 US313385M785 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0287 45778469.52 45778469.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385M94 2549001DPIFGXC1TOL40 US313385M942 U.S. Government Agency Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0287 92537474.73 92537474.73 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385N28 2549001DPIFGXC1TOL40 US313385N288 U.S. Government Agency Debt Y N/A N/A 2022-11-04 2022-11-04 2022-11-04 N N N 0.0287 142277545.41 142277545.41 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.87% 313385R40 2549001DPIFGXC1TOL40 US313385R404 U.S. Government Agency Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0287 303828238.44 303828238.44 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385N69 2549001DPIFGXC1TOL40 US313385N692 U.S. Government Agency Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0288 211856820.48 211856820.48 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385N77 2549001DPIFGXC1TOL40 US313385N775 U.S. Government Agency Debt Y N/A N/A 2022-11-09 2022-11-09 2022-11-09 N N N 0.0288 71607906.00 71607906.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 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 0.0288 263431759.15 263431759.15 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385P75 2549001DPIFGXC1TOL40 US313385P754 U.S. Government Agency Debt Y N/A N/A 2022-11-17 2022-11-17 2022-11-17 N N N 0.0288 514853036.04 514853036.04 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.88% 313385P83 2549001DPIFGXC1TOL40 US313385P838 U.S. Government Agency Debt Y N/A N/A 2022-11-18 2022-11-18 2022-11-18 N N N 0.0288 35778460.32 35778460.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q41 2549001DPIFGXC1TOL40 US313385Q414 U.S. Government Agency Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0289 61598956.72 61598956.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q58 2549001DPIFGXC1TOL40 US313385Q588 U.S. Government Agency Debt Y N/A N/A 2022-11-23 2022-11-23 2022-11-23 N N N 0.0289 292075164.36 292075164.36 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0289 600943904.55 600943904.55 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.89% 313385R32 2549001DPIFGXC1TOL40 US313385R321 U.S. Government Agency Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0289 150933160.64 150933160.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.00% 313385T71 2549001DPIFGXC1TOL40 US313385T715 U.S. Government Agency Debt Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0300 202176454.20 202176454.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 313384AC3 2549001DPIFGXC1TOL40 US313384AC33 U.S. Government Agency Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0313 81136816.34 81136816.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 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 0.0314 10869355.09 10869355.09 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 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 0.0314 208476201.57 208476201.57 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 313384BB4 2549001DPIFGXC1TOL40 US313384BB41 U.S. Government Agency Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0314 238983002.94 238983002.94 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y N/A N/A 2023-02-06 2023-02-06 2023-02-06 N N N 0.0326 116360150.46 116360150.46 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y N/A N/A 2023-02-15 2023-02-15 2023-02-15 N N N 0.0326 78825376.80 78825376.80 0.0007 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 2.30% JLG248000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-08-01 2052-08-01 2.5 - 4.5 169232433.00 106155828.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 2052-08-01 2 - 4.5 291333216.00 161838961.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-06-20 2052-03-20 3 - 3.5 44141838.00 12523131.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 275000000.00 275000000.00 0.0023 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.3%, dated 8/31/2022 due 09/01/2022 B4TYDEB6GKMZO031MB27 JLG478000_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 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 4740760309.00 645852542.08 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 629246000.00 629246000.00 0.0052 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 2.3%, dated 8/31/2022 due 09/01/2022 B4TYDEB6GKMZO031MB27 JLG568000_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 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 10223682.00 1392812.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1357000.00 1357000.00 0.0000 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 JLF246000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-06-20 2052-08-20 5 - 6 71075520.00 73454688.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-09-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 72000000.00 72000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.74% 3Y4U8VZURTYWI1W2K376 JKV708000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2052-07-20 2.5 - 5 63787373.00 61302476.63 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0272 60000000.00 60000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.34% R0MUWSFPU8MPRO8K5P83 JBB221000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-02-01 2052-09-01 2.5 - 7 109236811.00 79748079.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-11-20 2052-05-20 1.75 - 6.5 387373688.00 171313119.33 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2032-11-29 2045-09-25 2.08 - 3.2 25000.00 19182.64 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2057-02-01 1.5 - 7.5 189954107.00 67038452.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-10-20 2051-11-15 0 - 4.25 7631754.00 6663559.21 U.S. Treasuries (including strips) Y N/A N/A 2022-09-06 2022-09-06 2022-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0133 317000000.00 317000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.45% R0MUWSFPU8MPRO8K5P83 JJL058000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-04-15 2051-10-20 2 - 6.5 60360679.00 42896862.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-01 2052-08-01 2.5 - 7 563468.00 429996.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-10-01 2056-06-01 2.716 - 7.5 14597227.00 906374.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-25 2051-11-15 0 - 3.5 4918448.00 4925456.38 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 48000000.00 48000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.31% R0MUWSFPU8MPRO8K5P83 JKX210000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-10-01 2052-08-01 2 - 4.5 95967325.00 85156597.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2052-08-01 2 - 5 161998548.00 112894963.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-07-20 2052-08-15 4.25 - 5.5 10892988.00 10295475.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 204000000.00 204000000.00 0.0017 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 2.3%, dated 8/31/2022 due 09/01/2022 8NAV47T0Y26Q87Y0QP81 JLG568000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2042-05-15 2048-02-15 3 - 3.25 3204314.00 3051659.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2064-10-20 2072-07-20 2.423 - 5.279 107387685.00 101234949.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-25 2052-09-01 0.01 - 5.5 593362362.00 363567696.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0227 458640000.00 458640000.00 0.0038 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.36% 2IGI19DL77OX0HC3ZE78 JKQ136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2059-07-25 1.05 - 5.5 217157986.00 38070585.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2051-06-20 1.422 - 3.5 669960.00 324677.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-02-01 2052-04-01 3 - 6.5 39392889.00 1905839.06 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0234 39000000.00 39000000.00 0.0003 N N N Y Citibank NA Citibank NA, 2.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2032-05-15 0.625 - 3.125 319060800.00 310069373.10 U.S. Treasuries (including strips) Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 2721000.00 2081018.08 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-09-28 2025-08-28 0 - 4.13 110000.00 109809.76 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 306000000.00 306000000.00 0.0025 N Y Y N Citibank NA Citibank NA, 2.31% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2041-11-15 0.125 - 3.125 34415700.00 32158057.69 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-08-28 2025-06-17 0.5 - 3.875 4000.00 3837.76 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2036-03-14 3.375 - 5.625 9290000.00 9342324.86 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-09-15 2065-09-15 0 - 5.98 14115000.00 10520432.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-09-15 2025-09-15 0 - 0 24000.00 21568.61 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 51000000.00 51000000.00 0.0004 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 2.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-01-15 2032-01-15 0.125 - 0.125 206592800.00 210214416.14 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0228 204000000.00 204000000.00 0.0017 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 MBNUM2BPBDO7JBLYG310 JLG478000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-09-20 2052-08-20 1.5 - 10 1483856227.00 267446880.17 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0228 262186000.00 262186000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.30% 7LTWFZYICNSX8D621K86 JLG263000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.75 - 3.75 54656090.00 52533356.78 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 51000000.00 51000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.31% 7LTWFZYICNSX8D621K86 JLD457000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 107617187.00 105107087.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 102000000.00 102000000.00 0.0008 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.30% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-01 2052-09-01 1.5 - 7 129887827.00 92502805.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-01 2052-02-01 2 - 4.5 169629054.00 115590489.11 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 204000000.00 204000000.00 0.0017 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.30% 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 549300M8ZYFG0OCMTT87 2035-08-15 2064-06-15 2.5 - 5.5 1530135704.00 833712688.24 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 817000000.00 817000000.00 0.0067 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 CYYGQCGNHMHPSMRL3R97 JLG568000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2052-04-01 2.5 - 4 147616.00 93566.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-10-01 2052-07-01 2 - 5 85766.00 74416.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-02-15 2047-08-20 3 - 3.5 27080.00 5428.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 170000.00 170000.00 0.0000 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 CYYGQCGNHMHPSMRL3R97 JLG478000_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 S6XOOCT0IEG5ABCC6L87 2028-10-01 2052-07-01 2 - 5 39682672.00 34431154.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-04-01 2052-04-01 2.5 - 4 68299135.00 43291592.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-02-15 2047-08-20 3 - 3.5 12529631.00 2511498.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 78656000.00 78656000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.3%, dated 8/31/2022 due 09/01/2022 ZBUT11V806EZRVTWT807 JLG478000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.5 - 6 122293449.00 103990644.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2052-06-01 2.375 - 6 9427424.00 5696962.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 107530000.00 107530000.00 0.0009 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.3%, dated 8/31/2022 due 09/01/2022 ZBUT11V806EZRVTWT807 JLG568000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.5 - 6 53757710.00 45712171.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-01-01 2052-06-01 2.375 - 6 4144105.00 2504268.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 47268000.00 47268000.00 0.0004 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 2.3%, dated 8/31/2022 due 09/01/2022 ZOMOLU8CGIZRYZ7PFU34 JLG568000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.73 - 5 276384.00 132151.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2052-07-20 2.5 - 4 11333.00 11216.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2047-02-15 0.125 - 3.125 33405.00 30721.93 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 68054.00 17705.54 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 188000.00 188000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 2.3%, dated 8/31/2022 due 09/01/2022 ZOMOLU8CGIZRYZ7PFU34 JLG478000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 31636168.00 8230719.73 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2047-02-15 0.125 - 3.125 15529476.00 14281613.50 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2052-07-20 2.5 - 4 5268608.00 5214265.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2052-08-01 1.73 - 5 128482468.00 61432939.89 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 87395000.00 87395000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.33% K5HU16E3LMSVCCJJJ255 JLG284000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2044-06-01 2044-06-01 4 - 4 3697.00 359.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 2052-08-01 2 - 4.5 172245348.00 157089964.80 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0231 154000000.00 154000000.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 7TK5RJIZDFROZCA6XF66 JLG568000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 2052-05-01 4 - 4 36143.00 34879.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-15 2052-05-15 0.25 - 2.875 64842.00 61208.58 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 94000.00 94000.00 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 7TK5RJIZDFROZCA6XF66 JLG478000_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 254900HROIFWPRGM1V77 2024-05-15 2052-05-15 0.25 - 2.875 30143072.00 28454177.83 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 2052-05-01 4 - 4 16801663.00 16214330.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 43698000.00 43698000.00 0.0004 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.30% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2025-06-16 2025-06-16 2.35 - 2.35 147000.00 142837.52 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-09-13 2024-09-13 2.875 - 2.875 200000.00 200452.93 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-08-15 2057-08-15 2.5 - 6 24968900.00 22381381.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-08-01 2052-08-01 2.5 - 6.5 18587787.00 9593739.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-12-01 2052-08-01 1.5 - 6.5 38519485.00 18684847.11 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 50000000.00 50000000.00 0.0004 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.32% 549300Y1PMK3RWXMWR72 JLF812000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-11-01 2051-05-01 1.73 - 4.5 272679845.00 105023481.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-15 2048-05-15 0.25 - 3.625 70900.00 50069.76 U.S. Treasuries (including strips) Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0230 103000000.00 103000000.00 0.0009 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.3%, dated 8/31/2022 due 09/01/2022 OXTKY6Q8X53C9ILVV871 JLG568000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 259.00 360.93 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-01 2059-04-01 1.5 - 7.51 2711311914.00 855161881.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-29 2051-11-15 0 - 3.25 432554621.00 260271852.88 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-07-20 2069-11-20 1.625 - 5.5 170340519.00 33367551.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-12-01 2052-09-01 1.5 - 8 702304537.00 175933326.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 1296203000.00 1296203000.00 0.0107 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.30% 549300QJJX6CVVUXLE15 JLD411000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2052-03-01 2 - 3.5 202884466.00 125081106.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 2049-10-01 3 - 3.5 5260471.00 926245.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2049-05-15 0 - 3.125 3567000.00 1584283.38 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-02-20 2052-08-20 2 - 4.5 825616204.00 445919917.49 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 562000000.00 562000000.00 0.0046 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.54% 549300QJJX6CVVUXLE15 JKS849000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-02-20 2052-08-20 2 - 4.5 453721166.00 86631008.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2052-08-15 0 - 4.25 365251000.00 313350808.39 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 2052-03-01 2.5 - 5 5841775.00 1125599.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-09-01 3 - 3.5 5493000.00 1026087.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0252 393000000.00 393000000.00 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.54% 549300QJJX6CVVUXLE15 JKS028000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2050-08-15 0 - 3.375 304005300.00 244059283.24 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2052-02-01 2 - 3 45186000.00 35264266.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-06-20 2052-08-20 2 - 4.5 53411531.00 23778323.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2049-09-01 3 - 5.5 5245456.00 977691.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0252 297000000.00 297000000.00 0.0025 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 549300QJJX6CVVUXLE15 JLG478000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-05-20 2052-08-20 2 - 4.5 371783319.00 167141048.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2049-09-01 3 - 3.5 70748427.00 12071432.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2052-08-15 0 - 6.375 587724026.00 284626473.56 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2052-03-01 2 - 3.5 65061669.00 48412123.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 500000000.00 500000000.00 0.0041 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.3%, dated 8/31/2022 due 09/01/2022 549300QJJX6CVVUXLE15 JLG568000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-05-20 2052-08-20 2 - 4.5 128098683.00 57588782.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2052-08-15 0 - 6.375 202501490.00 98068620.72 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2052-03-01 2 - 3.5 22417130.00 16680494.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 2049-09-01 3 - 3.5 24376512.00 4159236.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 172276000.00 172276000.00 0.0014 N Y Y N RBC Financial Group RBC Financial Group, 1.28% ES7IP3U3RHIGC71XBU11 JBB889000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2051-05-15 0.25 - 3.75 8167600.00 7395815.73 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-01-20 2051-03-20 2.5 - 4.5 4047373.00 3234470.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-05-01 2052-08-01 2 - 6 864364804.00 383198963.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2058-01-01 1.9 - 5.5 367790110.00 307886914.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0127 685000000.00 685000000.00 0.0057 N Y Y N RBC Financial Group RBC Financial Group, 2.33% ES7IP3U3RHIGC71XBU11 JBE256000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2052-01-20 2.5 - 3.5 731349.00 478847.77 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2051-05-15 0.25 - 4.375 8388412.00 7061560.16 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-06-01 2052-08-01 2 - 6 19357011.00 12812019.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2052-08-01 1.5 - 5.5 120068982.00 86309436.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0231 104000655.20 104000655.20 0.0009 N N Y N RBC Financial Group RBC Financial Group, 2.54% ES7IP3U3RHIGC71XBU11 JKR879000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 2052-08-01 2 - 6 301762764.00 282089639.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-08-31 2051-05-15 1 - 4.5 5407771.00 4968175.36 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-01-20 2051-03-20 2.5 - 4.5 6828769.00 5378158.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2056-08-01 1.9 - 5.5 1101254584.00 721653230.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-07 2022-09-07 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0252 992000000.00 992000000.00 0.0082 N N Y N Societe Generale In a joint trading account with Societe Generale at 2.3%, dated 8/31/2022 due 09/01/2022 O2RNE8IBXP4R0TD8PU41 JLG568000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-01-01 2052-08-01 2.105 - 5 27287676.00 3776796.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-04-20 2072-07-20 0.5 - 7 8145034.00 5805242.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 2052-09-01 2.05 - 6 21447195.00 6689512.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2047-11-15 2.25 - 3 19709544.00 17200027.05 U.S. Treasuries (including strips) Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 32715000.00 32715000.00 0.0003 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.3%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG568000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 2.875 206419.00 192015.24 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-11-01 2047-11-01 3.5 - 3.5 1157.00 199.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 49880.00 38360.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 226000.00 226000.00 0.0000 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.3%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG478000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2052-02-15 0.25 - 2.875 96480935.00 89748433.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-11-01 2047-11-01 3.5 - 3.5 540784.00 93433.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 23313939.00 17929781.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 105633000.00 105633000.00 0.0009 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.3%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG478000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-08-01 2 - 4.5 2640940473.00 789991932.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 1055331074.00 155933190.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 926390000.00 926390000.00 0.0076 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.3%, dated 8/31/2022 due 09/01/2022 5U0XI89JRFVHWIBS4F54 JLG568000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 408969.00 60428.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-08-01 2 - 4.5 1023434.00 306142.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 359000.00 359000.00 0.0000 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.08% 5493006GGLR4BTEL8O61 JJV797000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 3 - 3 225641000.00 44351843.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 800000.00 785051.99 U.S. Treasuries (including strips) Y N/A N/A 2022-09-07 2022-09-07 2022-09-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0206 44000000.00 44000000.00 0.0004 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.30% SUVUFHICNZMP2WKHG940 JLG270000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-01-01 2052-08-01 2.5 - 5.5 1017264732.00 497791801.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0227 488000000.00 488000000.00 0.0040 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.3%, dated 8/31/2022 due 09/01/2022 VYVVCKR63DVZZN70PB21 JLG478000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-03-15 2023-03-15 0 - 0 40726.00 40089.97 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-25 2042-06-25 2.389 - 14.208 323610.00 192288.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-08-01 1.5 - 5.012 40479952.00 35427135.68 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-17 2036-09-02 1 - 2.35 2098.00 1984.22 Agency Debentures and Agency Strips Y N/A N/A 2022-09-01 2022-09-01 2022-09-01 N N N 0.0228 34958000.00 34958000.00 0.0003 N Y Y N Fidelity Colchester Street Trust: Government Portfolio 2022-09-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer