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3.625 140793700.00 129662490.28 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 127000000.00 127000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 3.05% G5GSEF7VJP5I7OUK5573 JLU530000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-09-30 2027-09-30 4.125 - 4.125 92170900.00 92843655.40 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 91000000.00 91000000.00 0.0008 N Y 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 2023-05-15 2045-11-15 1.125 - 3.625 48078600.00 45135611.17 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 44000000.00 44000000.00 0.0004 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 2022-12-31 2051-02-15 0.125 - 3.875 727472000.00 684486794.55 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0238 668000000.00 668000000.00 0.0056 N Y 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 2022-10-13 2051-05-15 0 - 5.5 383067700.00 327684174.64 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 318000000.00 318000000.00 0.0027 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 2023-05-15 2050-02-15 0.125 - 5 555288900.00 518192401.61 U.S. Treasuries (including strips) Y N/A N/A 2022-10-05 2022-10-05 2022-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0242 506000000.00 506000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.99% R0MUWSFPU8MPRO8K5P83 JLO516000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-12 2048-05-15 0 - 5.25 215823200.00 193304470.86 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0295 189000000.00 189000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.01% R0MUWSFPU8MPRO8K5P83 JLI452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-28 2049-02-15 0.75 - 4.25 597584700.00 567378043.16 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0298 555000000.00 555000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.27% R0MUWSFPU8MPRO8K5P83 JLK288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2047-11-15 0 - 6 561942700.00 496808817.35 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2023-01-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0325 486000000.00 486000000.00 0.0041 N N Y N Credit AG Credit AG, 3.45% 1VUV7VQFKUOQSJ21A208 JLN682000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2032-05-15 2.875 - 2.875 103157700.00 97030055.25 U.S. Treasuries (including strips) Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0342 95000000.00 95000000.00 0.0008 N N N N Federal Reserve Bank of New York Federal Reserve Bank of New York, 3.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2051-02-15 0.125 - 4.625 75500559800.00 69506661851.85 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 69489000000.00 69489000000.00 0.5871 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 118940000.00 112138118.75 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 110000000.00 110000000.00 0.0009 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 2023-06-15 2039-11-15 0.25 - 4.375 87195500.00 92876698.62 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0254 90000000.00 90000000.00 0.0008 N N N N 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 0.25 - 3 89159100.00 89101007.84 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0258 87000000.00 87000000.00 0.0007 N N N N 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 2023-06-15 2049-08-15 0.25 - 3 120330000.00 92919821.62 U.S. Treasuries (including strips) Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0259 90000000.00 90000000.00 0.0008 N N N N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 3.26% 213800MBWEIJDM5CU638 JLJ802000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2025-07-15 0.25 - 3 96631400.00 94127599.11 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0324 92000000.00 92000000.00 0.0008 N N N 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 - 6.75 149418500.00 138578248.48 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0254 135000000.00 135000000.00 0.0011 N N N N 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 - 6.75 94546600.00 91232026.73 U.S. Treasuries (including strips) Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0255 89000000.00 89000000.00 0.0008 N N N N 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 2024-08-15 2028-11-30 0.375 - 6.75 46724900.00 45140332.33 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0260 44000000.00 44000000.00 0.0004 N N N N 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 2024-08-15 2028-11-30 0.25 - 6.75 42482000.00 37904405.91 U.S. Treasuries (including strips) Y N/A N/A 2022-11-28 2022-11-28 2022-11-28 N N N 0.0286 37000000.00 37000000.00 0.0003 N N N N Lloyds Bank PLC Lloyds Bank PLC, 2.95% H7FNTJ4851HG0EXQ1Z70 JLM283000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-07-31 0.375 - 6.75 60313400.00 57226603.31 U.S. Treasuries (including strips) Y N/A N/A 2022-10-17 2022-10-17 2022-10-17 N N N 0.0291 56000000.00 56000000.00 0.0005 N N N N Lloyds Bank PLC Lloyds Bank PLC, 3.19% H7FNTJ4851HG0EXQ1Z70 JLI474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2026-08-15 0.25 - 6.75 60667200.00 57260939.99 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0317 56000000.00 56000000.00 0.0005 N N N N Lloyds Bank PLC Lloyds Bank PLC, 3.23% H7FNTJ4851HG0EXQ1Z70 JLJ116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2028-09-30 1.125 - 6.75 96716900.00 85039779.44 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0321 83000000.00 83000000.00 0.0007 N N N N Lloyds Bank PLC Lloyds Bank PLC, 3.26% H7FNTJ4851HG0EXQ1Z70 JLJ762000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2026-08-15 1.875 - 6.75 58696300.00 56289443.00 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0324 55000000.00 55000000.00 0.0005 N N N N Lloyds Bank PLC Lloyds Bank PLC, 3.34% H7FNTJ4851HG0EXQ1Z70 JLK392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2026-08-15 1.875 - 6.75 59146000.00 57277968.91 U.S. Treasuries (including strips) Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0332 56000000.00 56000000.00 0.0005 N N N N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 3.05% U7M81AY481YLIOR75625 JLU505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-30 2031-08-15 0.625 - 3.25 406092200.00 373226650.81 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 366000000.00 366000000.00 0.0031 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 3.06% X574KRZ6V5A7UBU45C31 JLU524000 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 324306075.80 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0306 317942300.00 317942300.00 0.0027 N Y Y N Royal Bank of Canada Royal Bank of Canada, 3.05% ES7IP3U3RHIGC71XBU11 JLR396000 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 2041-02-15 1.5 - 2.5 236144300.00 230656764.13 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 226000000.00 226000000.00 0.0019 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.08% 5493006GGLR4BTEL8O61 JLS116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2052-02-15 2.25 - 3.25 22428000.00 16534227.35 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0304 16000000.00 16000000.00 0.0001 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.09% 5493006GGLR4BTEL8O61 JLQ218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2052-02-15 2.25 - 3.25 43075000.00 32030872.46 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0305 31040000.00 31040000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.09% 5493006GGLR4BTEL8O61 JLQ222000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2029-08-15 1.625 - 3.25 37965000.00 33022962.83 U.S. Treasuries (including strips) Y N/A N/A 2022-10-07 2022-10-07 2022-10-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0305 32250000.00 32250000.00 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.59% 3133ENYG9 254900C5LP6DN9OP9V83 US3133ENYG96 U.S. Government Agency Debt Y N/A N/A 2023-06-07 2023-06-07 2023-06-07 N N N 0.0426 20717445.84 20717445.84 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.97% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-03-03 2023-03-03 N N N 0.0295 47003693.73 47003693.73 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.98% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-03-07 2023-03-07 N N N 0.0297 64999663.95 64999663.95 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.02% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-09-26 2023-09-26 N N N 0.0298 42012206.04 42012206.04 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.02% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-26 2023-07-26 N N N 0.0299 78015738.06 78015738.06 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.04% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-05-28 2024-05-28 N N N 0.0303 135010835.10 135010835.10 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.05% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2022-10-04 2023-10-04 2023-10-04 N N N 0.0302 61015192.66 61015192.66 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.72% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-11-07 2022-11-07 N N N 0.0311 22012826.00 22012826.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313385J23 2549001DPIFGXC1TOL40 US313385J237 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0000 84900000.00 84900000.00 0.0007 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 0.0334 47587001.76 47587001.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 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 0.0076 459961861.40 459961861.40 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 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 0.0152 93976620.32 93976620.32 0.0008 N N Y 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 0.0353 272928503.82 272928503.82 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 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 0.0426 202744253.80 202744253.80 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0242 207807604.16 207807604.16 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 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 0.0256 365514760.86 365514760.86 0.0031 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 206708421.87 206708421.87 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.64% 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 0.0264 706929001.32 706929001.32 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.69% 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 0.0269 301047328.65 301047328.65 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.76% 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 0.0276 85800567.72 85800567.72 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.92% 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 0.0292 45883427.72 45883427.72 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.94% 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 0.0294 92748089.97 92748089.97 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.95% 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 0.0295 142600176.29 142600176.29 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.98% 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 0.0298 212330134.17 212330134.17 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.98% 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 0.0298 93696179.78 93696179.78 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.99% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-09-01 2023-09-01 N N N 0.0298 214020274.36 214020274.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-06-21 2023-06-21 N N N 0.0300 52001528.28 52001528.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-04-03 2023-04-03 N N N 0.0301 246005992.56 246005992.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-25 2023-01-25 N N N 0.0294 97014812.87 97014812.87 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-01-12 2024-01-12 N N N 0.0300 146019401.94 146019401.94 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-06-27 2023-06-27 N N N 0.0301 208999157.73 208999157.73 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-23 2023-01-23 N N N 0.0297 97004348.51 97004348.51 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-23 2023-01-23 N N N 0.0297 384018263.04 384018263.04 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-01-23 2023-01-23 N N N 0.0297 193008835.54 193008835.54 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-06-28 2023-06-28 N N N 0.0296 311105432.11 311105432.11 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-04-04 2023-04-04 N N N 0.0300 147003613.26 147003613.26 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.01% 313385P42 2549001DPIFGXC1TOL40 US313385P424 U.S. Government Agency Debt Y N/A N/A 2022-11-14 2022-11-14 2022-11-14 N N N 0.0301 204248039.50 204248039.50 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-04-12 2024-04-12 N N N 0.0301 194029552.02 194029552.02 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-04-25 2023-04-25 N N N 0.0301 196007871.36 196007871.36 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-11-18 2022-11-18 N N N 0.0296 120004521.60 120004521.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-26 2023-07-26 N N N 0.0301 391022756.20 391022756.20 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-11-23 2022-11-23 N N N 0.0296 324014790.60 324014790.60 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-12-08 2022-12-08 N N N 0.0294 480045283.20 480045283.20 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2022-12-02 2022-12-02 N N N 0.0296 242012702.58 242012702.58 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-03 2023-07-03 N N N 0.0302 152999365.05 152999365.05 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 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 0.0302 443328904.85 443328904.85 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.02% 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 0.0302 714182483.97 714182483.97 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-07-12 2024-07-12 N N N 0.0302 48007203.84 48007203.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-07-11 2024-07-11 N N N 0.0302 193028618.04 193028618.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-12-14 2023-12-14 N N N 0.0302 490023794.40 490023794.40 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-07-03 2023-07-03 N N N 0.0302 101000000.00 101000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2023-10-03 2023-10-03 N N N 0.0304 404479775.00 404479775.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.03% 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 0.0303 35855397.36 35855397.36 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-03-06 2024-03-06 N N N 0.0303 103015445.88 103015445.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-01-26 2024-01-26 N N N 0.0303 391055529.82 391055529.82 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-03-21 2024-03-21 N N N 0.0302 83768429.19 83768429.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-05 2023-07-05 2023-07-05 N N N 0.0299 306100735.20 306100735.20 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.04% 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 0.0304 61729353.88 61729353.88 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.05% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-08-28 2024-08-28 N N N 0.0304 12002539.08 12002539.08 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.05% 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 0.0305 717664243.03 717664243.03 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.06% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-10-03 2024-07-26 2024-07-26 N N N 0.0305 14752155.27 14752155.27 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.07% 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 0.0307 151243819.76 151243819.76 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 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 0.0309 292673216.22 292673216.22 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 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 0.0309 304430492.34 304430492.34 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.20% 3130ATAX5 2549001DPIFGXC1TOL40 US3130ATAX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0346 267827649.20 267827649.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.26% 3130ATC54 2549001DPIFGXC1TOL40 US3130ATC540 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0347 153906292.54 153906292.54 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.31% 313385R57 2549001DPIFGXC1TOL40 US313385R578 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0331 244628574.60 244628574.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.31% 313385R65 2549001DPIFGXC1TOL40 US313385R651 U.S. Government Agency Debt Y N/A N/A 2022-12-02 2022-12-02 2022-12-02 N N N 0.0331 212786808.32 212786808.32 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.32% 313385R99 2549001DPIFGXC1TOL40 US313385R990 U.S. Government Agency Debt Y N/A N/A 2022-12-05 2022-12-05 2022-12-05 N N N 0.0332 200797748.52 200797748.52 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.33% 313385S31 2549001DPIFGXC1TOL40 US313385S311 U.S. Government Agency Debt Y N/A N/A 2022-12-07 2022-12-07 2022-12-07 N N N 0.0333 146097405.30 146097405.30 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.33% 313385S49 2549001DPIFGXC1TOL40 US313385S493 U.S. Government Agency Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0333 268316747.10 268316747.10 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.33% 313385S56 2549001DPIFGXC1TOL40 US313385S568 U.S. Government Agency Debt Y N/A N/A 2022-12-09 2022-12-09 2022-12-09 N N N 0.0333 380079375.53 380079375.53 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.34% 313385S98 2549001DPIFGXC1TOL40 US313385S980 U.S. Government Agency Debt Y N/A N/A 2022-12-13 2022-12-13 2022-12-13 N N N 0.0334 63570881.92 63570881.92 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.34% 313385T48 2549001DPIFGXC1TOL40 US313385T483 U.S. Government Agency Debt Y N/A N/A 2022-12-16 2022-12-16 2022-12-16 N N N 0.0334 270099457.12 270099457.12 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.35% 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 0.0335 202517015.88 202517015.88 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.35% 313385T89 2549001DPIFGXC1TOL40 US313385T897 U.S. Government Agency Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0335 54595002.55 54595002.55 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.36% 313385U38 2549001DPIFGXC1TOL40 US313385U382 U.S. Government Agency Debt Y N/A N/A 2022-12-23 2022-12-23 2022-12-23 N N N 0.0336 49617714.00 49617714.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.36% 313385U87 2549001DPIFGXC1TOL40 US313385U879 U.S. Government Agency Debt Y N/A N/A 2022-12-28 2022-12-28 2022-12-28 N N N 0.0336 32732180.25 32732180.25 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.39% 313385T22 2549001DPIFGXC1TOL40 US313385T228 U.S. Government Agency Debt Y N/A N/A 2022-12-14 2022-12-14 2022-12-14 N N N 0.0339 156911037.14 156911037.14 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.55% 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 0.0355 81256188.66 81256188.66 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.56% 313384AT6 2549001DPIFGXC1TOL40 US313384AT67 U.S. Government Agency Debt Y N/A N/A 2023-01-18 2023-01-18 2023-01-18 N N N 0.0356 41557236.00 41557236.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 73212640.74 73212640.74 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 208734286.22 208734286.22 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 313384AY5 2549001DPIFGXC1TOL40 US313384AY52 U.S. Government Agency Debt Y N/A N/A 2023-01-23 2023-01-23 2023-01-23 N N N 0.0357 269988294.03 269988294.03 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 239259180.60 239259180.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.75% 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 0.0375 116469693.40 116469693.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.76% 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 0.0376 78888914.40 78888914.40 0.0007 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.61% 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y N/A N/A 2022-10-04 2022-10-04 2022-10-04 N N N 0.0061 4999664.40 4999664.40 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.25% 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0125 7698426.27 7698426.27 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0248 2993550.51 2993550.51 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.56% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0256 84769756.25 84769756.25 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.72% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0272 43851136.56 43851136.56 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.73% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0273 1991715.06 1991715.06 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.83% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0283 1037034797.06 1037034797.06 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.84% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0284 73698475.90 73698475.90 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.88% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0288 340203361.14 340203361.14 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.89% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0289 849379321.98 849379321.98 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.92% 912796YS2 254900HROIFWPRGM1V77 US912796YS20 U.S. Treasury Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0292 159240633.60 159240633.60 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.94% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0294 133134806.22 133134806.22 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.97% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0297 742994238.71 742994238.71 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.17% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0317 85334647.24 85334647.24 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.19% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0319 974161928.25 974161928.25 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.23% 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0323 833534829.86 833534829.86 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.23% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0323 108014235.61 108014235.61 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.24% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0324 875528663.27 875528663.27 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.42% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0342 417694738.33 417694738.33 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.53% 912796XT1 254900HROIFWPRGM1V77 US912796XT12 U.S. Treasury Debt Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0353 253136262.40 253136262.40 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.69% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0369 896014910.70 896014910.70 0.0076 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 0.0270 149909056.50 149909056.50 0.0013 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 0.0269 86939092.17 86939092.17 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 0.0313 17965579.50 17965579.50 0.0002 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 0.0341 140843192.74 140843192.74 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 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 0.0348 308947856.90 308947856.90 0.0026 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 0.0363 206580080.96 206580080.96 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 0.0367 43719412.88 43719412.88 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 0.0369 78385448.39 78385448.39 0.0007 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 0.0243 14993418.90 14993418.90 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.79% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0304 75864578.64 75864578.64 0.0006 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 0.0369 134150976.90 134150976.90 0.0011 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 0.0373 281515000.00 281515000.00 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-07-31 2023-07-31 N N N 0.0318 3632947724.93 3632947724.93 0.0307 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-10-31 2023-10-31 N N N 0.0323 2117125152.00 2117125152.00 0.0179 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-04-30 2023-04-30 N N N 0.0311 392983976.05 392983976.05 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.33% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-10-03 2024-07-31 2024-07-31 N N N 0.0340 656195043.60 656195043.60 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.35% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-10-03 2023-01-31 2023-01-31 N N N 0.0304 334101981.98 334101981.98 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 3.35% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-10-03 2022-10-31 2022-10-31 N N N 0.0298 74020483.20 74020483.20 0.0006 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 3.05% JLU517000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-01-01 2052-08-01 2 - 5 355571953.00 119262501.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-01-01 2052-08-01 3 - 4.5 122699540.00 85809608.45 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 201000000.00 201000000.00 0.0017 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.05%, dated 9/30/2022 due 10/03/2022 B4TYDEB6GKMZO031MB27 JLU718000_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 4783481216.00 628412388.21 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 612331000.00 612331000.00 0.0052 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.05%, dated 9/30/2022 due 10/03/2022 B4TYDEB6GKMZO031MB27 JLU789000_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 5358978.00 704016.13 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 686000.00 686000.00 0.0000 N Y 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 2052-09-20 2052-09-20 4.5 - 6 60820050.00 61451532.20 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0271 60000000.00 60000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 3.06% 3Y4U8VZURTYWI1W2K376 JLR398000 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 2052-09-20 5 - 6 74789735.00 74504231.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-10-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0302 73000000.00 73000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.03% R0MUWSFPU8MPRO8K5P83 JLI450000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-02-01 1.5 - 7.5 171766134.00 65525908.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-02-01 2052-09-01 2 - 7.5 39751671.00 19383729.18 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2032-11-29 2041-11-05 2.65 - 3.375 815000.00 709318.34 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2034-05-03 2037-04-20 4.43 - 4.49 807000.00 777898.24 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2049-05-15 0 - 5 3608548.00 3581380.62 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2052-09-20 2 - 7 467555896.00 250453647.98 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0300 333000000.00 333000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.05% R0MUWSFPU8MPRO8K5P83 JLR475000 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 2052-03-20 2 - 6.5 58527604.00 38974475.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2052-02-15 0 - 2.75 47191.00 31951.17 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-06-01 2052-09-01 1.5 - 7.5 32084915.00 13480443.52 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.65 - 3.74 505000.00 392396.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2031-01-01 2052-09-01 2.5 - 6.5 202385.00 192498.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0301 52000000.00 52000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.14% R0MUWSFPU8MPRO8K5P83 JLM175000 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 2024-02-15 2052-09-20 2 - 7 245918159.00 74828757.40 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-01 2052-02-15 0 - 2.375 10176231.00 9424709.27 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-03-10 2036-03-10 2.35 - 2.35 2000.00 1486.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2052-09-01 0 - 6.5 75445347.00 68611443.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 2052-10-01 1.86 - 6.5 303641362.00 140363356.96 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0310 287000000.00 287000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.18% R0MUWSFPU8MPRO8K5P83 JLK845000 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 2032-02-23 2039-07-26 2.35 - 3.05 1053000.00 877166.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-01-02 2052-09-01 0 - 7 69677819.00 61660017.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-15 2050-11-15 0.125 - 6 7100.00 6073.27 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-15 2052-09-20 2 - 7 183914995.00 40172447.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2052-10-01 1.5 - 6.5 139519105.00 107794072.32 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0315 206000000.00 206000000.00 0.0017 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 9/30/2022 due 10/03/2022 8NAV47T0Y26Q87Y0QP81 JLU718000_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 2025-11-15 2025-11-15 2.25 - 2.25 6017768.00 5731987.48 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-01 2052-09-01 2 - 5 325147335.00 265855924.50 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 266195000.00 266195000.00 0.0022 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 9/30/2022 due 10/03/2022 8NAV47T0Y26Q87Y0QP81 JLU789000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-01 2052-09-01 2 - 5 22233071.00 18178814.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2025-11-15 2.25 - 2.25 411486.00 391944.39 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 18202000.00 18202000.00 0.0002 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 3.05% 2IGI19DL77OX0HC3ZE78 JLQ084000 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 2027-12-01 2052-10-01 1.663 - 7.5 216407258.00 111816614.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 2 - 5 272358270.00 137295378.49 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0301 244000000.00 244000000.00 0.0021 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 3.11% 2IGI19DL77OX0HC3ZE78 JLQ083000 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 2031-05-20 2052-01-20 0.316 - 3.5 43633222.00 1050315.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-03-15 2050-06-25 3 - 4.5 26334321.00 2691543.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-11-25 2051-12-01 0 - 3.472 53649072.00 6686531.99 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 10000000.00 10000000.00 0.0001 N N N N Citibank NA Citibank NA, 3.06% 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 2023-01-12 2051-02-15 0 - 7.125 18098000.00 17306000.84 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-09-08 2052-07-01 0 - 6.25 279100.00 236763.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-11-23 2025-08-05 0.125 - 3.36 3250000.00 3269448.26 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2067-08-20 2072-05-20 2.626 - 4.494 5450.00 4835.80 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-09-15 2065-09-15 0 - 6.75 15838000.00 11285397.99 Agency Debentures and Agency Strips Resolution Funding Corp 2030-01-15 2030-01-15 0 - 8.625 279000.00 358125.62 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2036-07-15 1.1 - 5.625 18985000.00 18914347.95 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2052-10-01 0.5 - 7.25 718052.00 701476.72 Agency Debentures and Agency Strips Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0302 51000000.00 51000000.00 0.0004 N N Y N Citibank NA Citibank NA, 3.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 5493006TKFPYISY2DS54 2026-10-15 2030-04-15 0 - 0 5491000.00 4065592.33 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-12-09 2025-08-05 3.22 - 3.3 2007000.00 2012086.16 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-09-15 2067-10-20 2 - 5 14806690.00 11478877.02 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-12-30 2026-08-20 0 - 1.1 2320000.00 2065612.97 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-10-25 2050-08-15 0 - 7.625 298885600.00 282029229.15 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-06-01 2052-06-01 4.5 - 4.5 11403828.00 10959683.99 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0302 306000000.00 306000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 3.06% 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 2023-02-28 2025-04-15 0.125 - 2.625 211993300.00 208150804.95 U.S. Treasuries (including strips) Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0302 204000000.00 204000000.00 0.0017 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 3.06% 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 2048-05-15 2048-05-15 3.125 - 3.125 338100.00 299228.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2052-03-20 2 - 5.5 362574785.00 317220328.70 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-10-24 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0302 311000000.00 311000000.00 0.0026 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 MBNUM2BPBDO7JBLYG310 JLU718000_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 2022-11-15 2072-08-20 1.5 - 10 824804373.00 12747382.23 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 0 - 0 340.00 246.95 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2052-08-15 0 - 3.352 217508406.00 177425947.25 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-03-01 2052-09-01 2 - 9 9122110.00 4441698.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 2057-02-01 1.465 - 6 97243846.00 66314765.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-11-23 2024-05-06 0.125 - 3.025 3231.00 3238.02 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-07-15 2036-07-15 5.5 - 5.5 34869.00 39548.03 Agency Debentures and Agency Strips Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0305 255138000.00 255138000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.05% 7LTWFZYICNSX8D621K86 JLU520000 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 54304342.00 51513089.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 50000000.00 50000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.06% 7LTWFZYICNSX8D621K86 JLT800000 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 2029-06-30 2029-06-30 3.25 - 3.25 34782500.00 33690677.33 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 39826.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.75 - 3.75 74883561.00 71034533.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0301 102000000.00 102000000.00 0.0009 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.05% 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 2029-08-01 2052-04-01 2 - 5.66 188238638.00 85364783.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-01-16 2054-01-16 3.984 - 3.984 49987.00 66882.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2056-01-15 2056-01-15 3 - 3 144116172.00 121844305.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 202000000.00 202000000.00 0.0017 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 3.05% 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 2034-02-20 2064-06-15 1.5 - 6.5 935383473.00 685984667.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2059-08-01 2.5 - 6 161470415.00 29172735.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 0 - 0 252.00 215.82 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-12-01 2052-02-01 1.5 - 7.5 446357371.00 117444447.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0301 816000000.00 816000000.00 0.0069 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 CYYGQCGNHMHPSMRL3R97 JLU718000_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 2025-04-01 2052-08-01 1.719 - 5 103366630.00 51657501.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 2060-09-01 1.5 - 4.5 36258737.00 26434161.54 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 76541000.00 76541000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 CYYGQCGNHMHPSMRL3R97 JLU789000_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 2027-02-01 2060-09-01 1.5 - 4.5 81952.00 59747.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-04-01 2052-08-01 1.719 - 5 233633.00 116757.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 173000.00 173000.00 0.0000 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 9/30/2022 due 10/03/2022 ZBUT11V806EZRVTWT807 JLU789000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-11-20 2062-09-20 1.5 - 7.5 20670.00 13001.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-11-01 2049-03-01 2.375 - 8 61793.00 6805.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2052-09-01 2.24 - 5 592840.00 567863.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 576000.00 576000.00 0.0000 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 9/30/2022 due 10/03/2022 ZBUT11V806EZRVTWT807 JLU718000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-11-01 2049-03-01 2.375 - 8 27370751.00 3014318.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-11-20 2062-09-20 1.5 - 7.5 9154688.00 5758795.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2052-09-01 2.24 - 5 262597027.00 251533790.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 255138000.00 255138000.00 0.0022 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.05%, dated 9/30/2022 due 10/03/2022 ZOMOLU8CGIZRYZ7PFU34 JLU718000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-15 2052-08-15 0.125 - 4.25 15611432.00 14890988.42 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-09-01 0.25 - 5.5 63635466.00 28732624.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 22612270.00 9321644.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2059-04-01 2 - 12 79007647.00 33827249.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 85046000.00 85046000.00 0.0007 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.05%, dated 9/30/2022 due 10/03/2022 ZOMOLU8CGIZRYZ7PFU34 JLU789000_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 143661.00 64866.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-15 2052-08-15 0.125 - 4.25 35244.00 33617.92 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-11-01 2059-04-01 2 - 12 178367.00 76368.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 51048.00 21044.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 192000.00 192000.00 0.0000 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.08% K5HU16E3LMSVCCJJJ255 JLQ111000 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 2027-01-01 2052-09-01 2 - 5 272792737.00 144928918.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 2 - 4 16681045.00 13319871.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-21 2022-11-21 2022-11-21 N N N 0.0305 155000000.00 155000000.00 0.0013 N N N N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 7TK5RJIZDFROZCA6XF66 JLU718000_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 2030-05-15 2052-08-15 1.125 - 6.25 56178157.00 43692282.82 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 42523000.00 42523000.00 0.0004 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 7TK5RJIZDFROZCA6XF66 JLU789000_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 2030-05-15 2052-08-15 1.125 - 6.25 126826.00 98639.77 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 96000.00 96000.00 0.0000 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 3.05% 9R7GPTSO7KV3UQJZQ078 0000068136 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 2029-12-01 2052-09-01 2 - 6 31908140.00 16161192.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-12-15 2047-12-15 3.5 - 3.5 33770.00 1711.76 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-06-20 2024-06-20 4 - 4 2915000.00 2898416.89 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2029-06-18 2029-06-18 1.15 - 1.15 750000.00 622228.75 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2048-08-15 1.25 - 3 14400.00 12911.77 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-05-01 2052-10-01 2.5 - 5.5 35628607.00 31316613.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 50000000.00 50000000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 3.05%, dated 9/30/2022 due 10/03/2022 OXTKY6Q8X53C9ILVV871 JLU789000_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 S6XOOCT0IEG5ABCC6L87 2026-12-01 2052-10-01 1.5 - 7 1027844469.00 279768752.69 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2051-02-15 0.125 - 4.25 19602675.00 19617336.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-01 2061-09-01 1.5 - 7.5 2465439306.00 756536100.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-10-20 2069-07-20 2 - 6 573173868.00 156610017.68 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 1188455000.00 1188455000.00 0.0100 N Y 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 2052-03-01 2 - 5 159353479.00 57590837.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2050-11-15 0 - 6.125 187465300.00 158182055.14 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-06-20 2052-08-20 2 - 4.5 468839768.00 87719879.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2049-09-01 3 - 5.5 7101180.00 1312291.07 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0251 297000000.00 297000000.00 0.0025 N N 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 2052-03-01 2.5 - 5 21335171.00 1841463.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-10-31 2052-02-15 0 - 6.5 169575400.00 143947645.58 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2052-08-20 2 - 4.5 1374781764.00 255920622.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 2049-09-01 3 - 3.5 7947000.00 1597485.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0251 393000000.00 393000000.00 0.0033 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 3.05%, dated 9/30/2022 due 10/03/2022 549300QJJX6CVVUXLE15 JLU718000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-03-01 2050-01-01 3 - 4.5 93433390.00 20056828.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 2052-03-01 2 - 5.5 222618991.00 56901393.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2052-08-20 2 - 4.5 489231236.00 226459536.76 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-10-27 2052-02-15 0 - 6.875 62325616.00 53919119.50 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 350000000.00 350000000.00 0.0030 N Y Y N RBC Financial Group RBC Financial Group, 2.53% ES7IP3U3RHIGC71XBU11 JLG894000 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 2032-11-01 2060-07-01 1.4 - 7 474120763.00 324914006.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-06-15 2052-09-01 2 - 7 663169012.00 388091746.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2052-09-20 2.151 - 6 13821582.00 13144392.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-10-20 2051-08-15 0 - 6.125 11549500.00 10949629.20 U.S. Treasuries (including strips) Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0253 721000000.00 721000000.00 0.0061 N Y 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 2028-03-01 2052-09-01 2 - 7 592159207.00 400103878.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-25 2060-07-01 1.4 - 6.5 716096791.00 604434164.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-11-15 0.125 - 4.625 4291600.00 4251542.49 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-06-20 2052-09-20 2.5 - 4.5 8405688.00 7677984.64 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0251 992000000.00 992000000.00 0.0084 N N Y N RBC Financial Group RBC Financial Group, 3.00% ES7IP3U3RHIGC71XBU11 JBE256000 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 2031-06-15 2052-09-01 2 - 7 43461999.00 11005823.85 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-01-15 2050-11-15 0.5 - 6.125 1023400.00 687077.47 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2052-09-20 2.5 - 4.5 1114409.00 795907.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-03-01 2052-10-01 1.4 - 5.5 141268692.00 94357916.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-07 2022-10-07 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0297 103998627.20 103998627.20 0.0009 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 3.05%, dated 9/30/2022 due 10/03/2022 5U0XI89JRFVHWIBS4F54 JLU718000_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 - 3.375 44619321.00 40167584.42 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-09-20 2043-09-20 3 - 3 90240.00 15548.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 5129900.00 3716772.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 43007000.00 43007000.00 0.0004 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 3.05%, dated 9/30/2022 due 10/03/2022 5U0XI89JRFVHWIBS4F54 JLU718000_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 1143016560.00 158098691.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 2237205787.00 549988530.33 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 680367000.00 680367000.00 0.0057 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 3.05% SUVUFHICNZMP2WKHG940 JLU511000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-10-01 2052-09-01 2.5 - 5 562912392.00 493805477.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 484000000.00 484000000.00 0.0041 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 3.05%, dated 9/30/2022 due 10/03/2022 VYVVCKR63DVZZN70PB21 JLU718000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2034-10-01 2052-10-25 2 - 5.5 108921655.00 99882689.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2034-06-20 2052-09-20 1.5 - 6 62620348.00 21614244.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 119064000.00 119064000.00 0.0010 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 3.05% 2IGI19DL77OX0HC3ZE78 JLU623000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-10-07 2022-10-07 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0301 183000000.00 183000000.00 0.0015 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 2022-10-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer