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CIBC Bank U.S.A., 3.05% 2IGI19DL77OX0HC3ZE78 JLU623000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2051-08-15 0.125 - 3.875 216273300.00 187129305.56 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 183000000.00 183000000.00 0.0015 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 2023-10-05 2023-10-05 0 - 0 101504500.00 97299371.57 U.S. Treasuries (including strips) Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0341 95000000.00 95000000.00 0.0008 N N N Y 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 2023-05-31 2041-05-15 0.25 - 4.5 69155757700.00 70621982776.56 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 70616000000.00 70616000000.00 0.5716 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 2023-07-31 2023-07-31 1.25 - 1.25 19810000.00 19392132.81 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 19000000.00 19000000.00 0.0002 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 2031-02-15 2031-02-15 1.125 - 1.125 114607800.00 92367891.69 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 0.0007 N N Y 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 89179100.00 89298120.11 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 Y 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 126346000.00 93036687.14 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 0.0007 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 96850400.00 94250086.21 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0323 92000000.00 92000000.00 0.0007 N N N Y 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 2024-01-15 2028-11-30 0.125 - 6.75 150420500.00 138522571.41 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 Y 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 2024-01-15 2028-11-30 0.125 - 6.75 46793900.00 45150580.01 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 Y 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 2024-01-15 2028-11-30 0.125 - 6.75 42571000.00 37926763.21 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 Y 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 2024-01-15 2027-07-31 0.125 - 6.75 60841200.00 57370869.06 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0316 56000000.00 56000000.00 0.0005 N N N Y 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 2024-01-15 2028-09-30 0.125 - 6.75 97523900.00 85047117.20 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0320 83000000.00 83000000.00 0.0007 N N N Y 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 2024-01-15 2027-05-15 0.125 - 2.5 60344900.00 56347363.46 U.S. Treasuries (including strips) Y N/A N/A 2023-01-09 2023-01-09 2023-01-09 N N N 0.0323 55000000.00 55000000.00 0.0004 N N N Y 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 2024-01-15 2027-07-31 0.125 - 6.75 59314000.00 57354894.65 U.S. Treasuries (including strips) Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0331 56000000.00 56000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 3.68% H7FNTJ4851HG0EXQ1Z70 JMC724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2027-07-31 0.375 - 2.75 62819400.00 56160098.82 U.S. Treasuries (including strips) Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0363 55000000.00 55000000.00 0.0004 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 3.05% RB0PEZSDGCO3JS6CEU02 JMJ661000 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 357146000.00 336556150.81 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 330000000.00 330000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 3.05% U7M81AY481YLIOR75625 JMJ590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2052-08-15 0.25 - 3.25 549794400.00 481591096.23 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 472000000.00 472000000.00 0.0038 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 3.06% X574KRZ6V5A7UBU45C31 JMJ629000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2037-02-15 1.25 - 7.5 329000000.00 321389665.65 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 315099500.00 315099500.00 0.0026 N Y Y N Royal Bank of Canada Royal Bank of Canada, 3.05% ES7IP3U3RHIGC71XBU11 JMH340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2042-08-15 0.375 - 2.75 239120300.00 199001174.51 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 195000000.00 195000000.00 0.0016 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.38% 5493006GGLR4BTEL8O61 JME806000 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 42435000.00 28894381.47 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-08 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0333 28000000.00 28000000.00 0.0002 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 3.44% 5493006GGLR4BTEL8O61 JMF567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-15 2029-08-15 1.625 - 1.625 37006000.00 31693312.65 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0338 31000000.00 31000000.00 0.0003 N N Y N Fannie Mae Fannie Mae, 3.65% 313589R47 B1V7KEBTPIMZEU4LTD58 US313589R476 U.S. Government Agency Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0365 25922405.60 25922405.60 0.0002 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 0.0472 20695622.85 20695622.85 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.06% 3133ENQB9 254900C5LP6DN9OP9V83 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-03-03 2023-03-03 N N N 0.0303 47003014.58 47003014.58 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.07% 3133ENQT0 254900C5LP6DN9OP9V83 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-03-07 2023-03-07 N N N 0.0305 64999712.70 64999712.70 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.11% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-09-26 2023-09-26 N N N 0.0307 42011253.48 42011253.48 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.11% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-26 2023-07-26 N N N 0.0307 78014780.22 78014780.22 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.12% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-04 2023-10-04 N N N 0.0308 61018684.30 61018684.30 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.13% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-05-28 2024-05-28 N N N 0.0312 135011780.10 135011780.10 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.14% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-24 2024-01-24 N N N 0.0310 67022463.09 67022463.09 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.14% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2022-11-02 2024-05-02 2024-05-02 N N N 0.0311 103035682.29 103035682.29 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.15% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-18 2024-07-18 N N N 0.0312 63021070.98 63021070.98 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 3.15% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-26 2024-07-26 N N N 0.0313 102026273.16 102026273.16 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.53% 3133EK6W1 254900C5LP6DN9OP9V83 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-07 2022-11-07 N N N 0.0393 22002139.28 22002139.28 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 46000000.00 46000000.00 0.0004 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 0.0408 47620783.20 47620783.20 0.0004 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 0.0442 273022537.88 273022537.88 0.0022 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 0.0477 202682233.10 202682233.10 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 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 0.0253 92980831.77 92980831.77 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.84% 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 0.0284 142955792.98 142955792.98 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.08% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-09-01 2023-09-01 N N N 0.0311 213940009.38 213940009.38 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATRT6 2549001DPIFGXC1TOL40 US3130ATRT67 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-24 2023-01-24 N N N 0.0307 257999233.74 257999233.74 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATS24 2549001DPIFGXC1TOL40 US3130ATS249 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-27 2023-01-27 N N N 0.0307 154999826.40 154999826.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATR74 2549001DPIFGXC1TOL40 US3130ATR746 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-30 2023-01-30 N N N 0.0307 276998994.49 276998994.49 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASRP6 2549001DPIFGXC1TOL40 US3130ASRP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-25 2023-01-25 N N N 0.0302 97011480.92 97011480.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASSV2 2549001DPIFGXC1TOL40 US3130ASSV22 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0305 384014415.36 384014415.36 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASSH3 2549001DPIFGXC1TOL40 US3130ASSH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0305 97003588.03 97003588.03 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-04 2023-04-04 N N N 0.0307 147012669.93 147012669.93 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-12 2024-01-12 N N N 0.0309 146019666.20 146019666.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-27 2023-06-27 N N N 0.0305 209066806.85 209066806.85 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-28 2023-06-28 N N N 0.0305 311098888.67 311098888.67 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASRN1 2549001DPIFGXC1TOL40 US3130ASRN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-01-23 2023-01-23 N N N 0.0305 193007139.07 193007139.07 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-21 2023-06-21 N N N 0.0304 52017366.44 52017366.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-03 2023-04-03 N N N 0.0307 246021200.28 246021200.28 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-08 2022-12-08 N N N 0.0304 480014328.00 480014328.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATR90 2549001DPIFGXC1TOL40 US3130ATR902 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-25 2023-04-25 N N N 0.0305 138933488.79 138933488.79 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-18 2022-11-18 N N N 0.0304 120001450.80 120001450.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-26 2023-07-26 N N N 0.0310 391011421.11 391011421.11 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATRU3 2549001DPIFGXC1TOL40 US3130ATRU31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-27 2023-04-27 N N N 0.0305 413101560.83 413101560.83 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-04-25 2023-04-25 N N N 0.0301 196086984.80 196086984.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-12 2024-04-12 N N N 0.0315 193883603.88 193883603.88 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-02 2022-12-02 N N N 0.0304 242005614.40 242005614.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-11-23 2022-11-23 N N N 0.0304 324005184.00 324005184.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-05 2023-07-05 N N N 0.0305 306113149.62 306113149.62 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-03 2023-07-03 N N N 0.0305 153056958.84 153056958.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-12 2024-07-12 N N N 0.0316 47966199.84 47966199.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-06 2023-10-06 N N N 0.0312 301998332.96 301998332.96 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-12-14 2023-12-14 N N N 0.0311 490025563.30 490025563.30 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-11 2024-07-11 N N N 0.0316 192864639.45 192864639.45 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-11 2023-10-11 N N N 0.0308 101039967.72 101039967.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-06-20 2023-06-20 N N N 0.0307 103024838.45 103024838.45 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-10-03 2023-10-03 N N N 0.0312 404500250.79 404500250.79 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.12% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-07-03 2023-07-03 N N N 0.0305 101041282.74 101041282.74 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-03-21 2024-03-21 N N N 0.0315 83726564.24 83726564.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-03-06 2024-03-06 N N N 0.0315 102973753.54 102973753.54 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.13% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-26 2024-01-26 N N N 0.0312 391055439.89 391055439.89 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-08-28 2024-08-28 N N N 0.0317 11994000.48 11994000.48 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.14% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-17 2024-01-17 N N N 0.0313 307998925.08 307998925.08 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.15% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-26 2024-07-26 N N N 0.0316 14746586.41 14746586.41 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.15% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-22 2024-04-22 N N N 0.0315 153998858.86 153998858.86 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-26 2024-04-26 N N N 0.0315 103008719.98 103008719.98 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-10-21 2024-10-21 N N N 0.0316 153998923.54 153998923.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-04-26 2024-04-26 N N N 0.0315 51004513.50 51004513.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-07-24 2024-07-24 N N N 0.0316 100999653.57 100999653.57 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.16% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-10-24 2024-10-24 N N N 0.0316 40999849.53 40999849.53 0.0003 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 0.0396 267592388.08 267592388.08 0.0022 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 0.0396 153772252.48 153772252.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.32% 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 0.0332 212846386.53 212846386.53 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.37% 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 0.0337 93922528.02 93922528.02 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.52% 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 0.0352 204725517.30 204725517.30 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.54% 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 0.0354 444358372.30 444358372.30 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.57% 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 0.0357 715818620.61 715818620.61 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.59% 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 0.0359 35936979.84 35936979.84 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.62% 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 0.0362 61865955.38 61865955.38 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.65% 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 0.0365 719218783.92 719218783.92 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.67% 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 0.0367 151561990.72 151561990.72 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.70% 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 0.0370 293322424.08 293322424.08 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.71% 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 0.0371 394797839.04 394797839.04 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 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 0.0383 470474920.80 470474920.80 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.83% 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 0.0383 213285533.18 213285533.18 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.84% 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 0.0384 304879694.22 304879694.22 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 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 0.0385 146430217.71 146430217.71 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 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 0.0385 268924449.60 268924449.60 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.85% 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 0.0385 380935203.98 380935203.98 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 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 0.0387 63710680.32 63710680.32 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.87% 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 0.0387 270682774.72 270682774.72 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 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 0.0388 202946391.00 202946391.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 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 0.0388 54710036.15 54710036.15 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 313385T97 2549001DPIFGXC1TOL40 US313385T970 U.S. Government Agency Debt Y N/A N/A 2022-12-21 2022-12-21 2022-12-21 N N N 0.0388 34811722.05 34811722.05 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.88% 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 0.0388 98446199.94 98446199.94 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U79 2549001DPIFGXC1TOL40 US313385U796 U.S. Government Agency Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0389 14909655.75 14909655.75 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 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 0.0389 32797704.39 32797704.39 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.89% 313385U95 2549001DPIFGXC1TOL40 US313385U952 U.S. Government Agency Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0389 22856540.26 22856540.26 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.93% 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 0.0393 157256178.66 157256178.66 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 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 0.0409 122131961.94 122131961.94 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 313384AE9 2549001DPIFGXC1TOL40 US313384AE98 U.S. Government Agency Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0409 61548612.72 61548612.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 313384AF6 2549001DPIFGXC1TOL40 US313384AF63 U.S. Government Agency Debt Y N/A N/A 2023-01-06 2023-01-06 2023-01-06 N N N 0.0409 539978735.68 539978735.68 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 313384AN9 2549001DPIFGXC1TOL40 US313384AN97 U.S. Government Agency Debt Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0410 152741385.72 152741385.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 313384AS8 2549001DPIFGXC1TOL40 US313384AS84 U.S. Government Agency Debt Y N/A N/A 2023-01-17 2023-01-17 2023-01-17 N N N 0.0410 148707193.50 148707193.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 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 0.0410 41633333.70 41633333.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 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 0.0410 73345723.08 73345723.08 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.10% 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 0.0410 361484393.25 361484393.25 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 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 0.0411 270464602.59 270464602.59 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 313384BA6 2549001DPIFGXC1TOL40 US313384BA67 U.S. Government Agency Debt Y N/A N/A 2023-01-25 2023-01-25 2023-01-25 N N N 0.0411 738905622.06 738905622.06 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.11% 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 0.0411 239671662.34 239671662.34 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.25% 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 0.0425 116678023.58 116678023.58 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.26% 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 0.0426 79021098.40 79021098.40 0.0006 N N N N Freddie Mac Freddie Mac, 3.18% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2022-11-07 2024-05-03 2024-05-03 N N N 0.0318 410000000.00 410000000.00 0.0033 N N N N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796YP8 254900HROIFWPRGM1V77 US912796YP80 U.S. Treasury Debt Y N/A N/A 2022-11-08 2022-11-08 2022-11-08 N N N 0.0239 84955891.80 84955891.80 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.87% 912796YQ6 254900HROIFWPRGM1V77 US912796YQ63 U.S. Treasury Debt Y N/A N/A 2022-11-15 2022-11-15 2022-11-15 N N N 0.0287 43948666.52 43948666.52 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.22% 912796W70 254900HROIFWPRGM1V77 US912796W704 U.S. Treasury Debt Y N/A N/A 2022-11-25 2022-11-25 2022-11-25 N N N 0.0322 1995636.34 1995636.34 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.23% 912796YR4 254900HROIFWPRGM1V77 US912796YR47 U.S. Treasury Debt Y N/A N/A 2022-11-22 2022-11-22 2022-11-22 N N N 0.0323 73857262.14 73857262.14 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.40% 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y N/A N/A 2022-12-01 2022-12-01 2022-12-01 N N N 0.0340 697991875.00 697991875.00 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.42% 912796X61 254900HROIFWPRGM1V77 US912796X611 U.S. Treasury Debt Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0342 747349492.50 747349492.50 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.49% 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y N/A N/A 2022-12-06 2022-12-06 2022-12-06 N N N 0.0349 386672648.12 386672648.12 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.54% 912796YS2 254900HROIFWPRGM1V77 US912796YS20 U.S. Treasury Debt Y N/A N/A 2022-11-29 2022-11-29 2022-11-29 N N N 0.0354 159554724.80 159554724.80 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.71% 912796YZ6 254900HROIFWPRGM1V77 US912796YZ62 U.S. Treasury Debt Y N/A N/A 2022-12-20 2022-12-20 2022-12-20 N N N 0.0371 87556243.28 87556243.28 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796ZA0 254900HROIFWPRGM1V77 US912796ZA03 U.S. Treasury Debt Y N/A N/A 2022-12-27 2022-12-27 2022-12-27 N N N 0.0384 660349999.13 660349999.13 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y N/A N/A 2022-12-29 2022-12-29 2022-12-29 N N N 0.0384 47704586.88 47704586.88 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.84% 912796X95 254900HROIFWPRGM1V77 US912796X959 U.S. Treasury Debt Y N/A N/A 2023-01-05 2023-01-05 2023-01-05 N N N 0.0384 922642797.26 922642797.26 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.86% 912796ZH5 254900HROIFWPRGM1V77 US912796ZH55 U.S. Treasury Debt Y N/A N/A 2023-01-03 2023-01-03 2023-01-03 N N N 0.0386 975637771.51 975637771.51 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.91% 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y N/A N/A 2023-01-10 2023-01-10 2023-01-10 N N N 0.0391 834696822.74 834696822.74 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 3.99% 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y N/A N/A 2023-01-12 2023-01-12 2023-01-12 N N N 0.0399 62504694.00 62504694.00 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.07% 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0407 418247586.88 418247586.88 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.13% 912796XT1 254900HROIFWPRGM1V77 US912796XT12 U.S. Treasury Debt Y N/A N/A 2023-02-02 2023-02-02 2023-02-02 N N N 0.0413 253501275.91 253501275.91 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.13% 912796YB9 254900HROIFWPRGM1V77 US912796YB94 U.S. Treasury Debt Y N/A N/A 2023-03-02 2023-03-02 2023-03-02 N N N 0.0413 857083116.23 857083116.23 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.21% 912796ZU6 254900HROIFWPRGM1V77 US912796ZU66 U.S. Treasury Debt Y N/A N/A 2023-02-14 2023-02-14 2023-02-14 N N N 0.0421 40508931.11 40508931.11 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 4.60% 912796YW3 254900HROIFWPRGM1V77 US912796YW32 U.S. Treasury Debt Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0460 92866224.00 92866224.00 0.0008 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 0.0357 17976427.74 17976427.74 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 0.0394 141107135.24 141107135.24 0.0011 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 0.0397 309041548.20 309041548.20 0.0025 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 0.0408 206954951.72 206954951.72 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 0.0410 43742664.24 43742664.24 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 0.0410 78388740.88 78388740.88 0.0006 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 0.0309 75954085.36 75954085.36 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 0.0417 134151730.20 134151730.20 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 0.0416 281714799.68 281714799.68 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.07% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-04-30 2023-04-30 N N N 0.0387 392895844.10 392895844.10 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.07% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-07-31 2023-07-31 N N N 0.0395 3631818928.63 3631818928.63 0.0294 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.08% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2022-11-01 2024-07-31 2024-07-31 N N N 0.0414 656305077.96 656305077.96 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.08% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-10-31 2023-10-31 N N N 0.0399 2116788295.95 2116788295.95 0.0171 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.09% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-11-01 2023-01-31 2023-01-31 N N N 0.0374 334035597.07 334035597.07 0.0027 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 3.05% JMJ627000 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 2052-06-01 2 - 4.5 378347407.00 138460504.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-04-20 2051-04-20 3 - 3 34977555.00 21127356.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2052-09-01 3 - 5 62159005.00 50593963.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2027-11-15 1.75 - 3.25 3133200.00 3016317.12 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 209000000.00 209000000.00 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 10/31/2022 due 11/01/2022 B4TYDEB6GKMZO031MB27 JMJ840000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 1536356.00 624301.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-01 2045-04-01 3 - 3 363517.00 61196.20 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 672000.00 672000.00 0.0000 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 3.06%, dated 10/31/2022 due 11/01/2022 B4TYDEB6GKMZO031MB27 JMJ804000_00352 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 2045-04-01 2045-04-01 3 - 3 337704399.00 56850817.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 1427262391.00 579971790.72 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 624283000.00 624283000.00 0.0051 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 2052-06-20 2052-10-20 4.5 - 5 62928175.00 61586614.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0270 60000000.00 60000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 3.67% 3Y4U8VZURTYWI1W2K376 JMI647000 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 2050-05-20 2052-10-20 3 - 5 127001482.00 74490321.78 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0361 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-11-01 2052-10-01 2 - 7.5 40799907.00 22593356.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 2052-11-01 1.5 - 7 215857486.00 102025360.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-06-15 2052-10-20 2 - 7 438496254.00 202150104.01 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2048-08-15 0.375 - 4.375 15003900.00 14492206.35 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0299 333000000.00 333000000.00 0.0027 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 2052-10-20 2 - 6.5 67022768.00 40146984.90 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.9 - 2.9 183000.00 132437.81 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2052-09-01 1.5 - 6 22542483.00 12447806.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 1.5 - 5 346302.00 220498.11 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2039-07-11 2043-06-12 2.8 - 3.74 230000.00 184809.69 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2039-08-15 2039-08-15 4.5 - 4.5 66800.00 69235.38 U.S. Treasuries (including strips) Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0300 52000000.00 52000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.05% R0MUWSFPU8MPRO8K5P83 JMH361000 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 2024-06-15 2052-05-20 2 - 5 179948132.00 64130722.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-12-01 2052-10-01 1.5 - 6.5 137718130.00 101197311.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2052-10-01 2 - 6 143179221.00 15586506.07 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2039-07-26 2039-07-26 3.05 - 3.05 4000.00 3000.71 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-10-15 2046-05-15 0 - 4.5 419398789.00 408942203.71 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 578000000.00 578000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.05% R0MUWSFPU8MPRO8K5P83 JMG718000 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 2052-09-01 2052-10-01 4 - 5.5 12696592.00 12217042.58 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-03-15 2039-08-15 0.125 - 4.5 7711000.00 7014029.52 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-06-01 2052-10-01 1.455 - 6 35828483.00 33840394.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 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 2063-07-15 2 - 7 328362859.00 90883805.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-10-01 1.5 - 5.5 88467922.00 76242585.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-01 2052-10-01 2 - 6.5 225829196.00 114635046.12 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2048-08-15 0 - 4.5 13496710.00 12204245.59 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0310 287000000.00 287000000.00 0.0023 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 Home Loan Banks 2549001DPIFGXC1TOL40 2043-06-12 2043-06-12 3.74 - 3.74 340000.00 285825.27 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-03-15 2047-02-15 0 - 4.5 7505238.00 6271955.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-09-01 2052-10-01 2 - 5 70284231.00 60440201.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-15 2052-10-20 2 - 7 203598839.00 39383895.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 2052-10-01 1.5 - 6 148040496.00 104699510.91 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0314 206000000.00 206000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.48% R0MUWSFPU8MPRO8K5P83 JME660000 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 2026-04-20 2063-01-15 2 - 6 927525969.00 329299767.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-06-01 2052-10-01 1.5 - 6 440696225.00 309172964.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-06-01 2052-10-01 1.5 - 4.5 65989464.00 33299905.96 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-12-06 2039-08-15 0 - 4.5 107866700.00 103305441.37 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0343 759000000.00 759000000.00 0.0061 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.05%, dated 10/31/2022 due 11/01/2022 8NAV47T0Y26Q87Y0QP81 JMJ840000_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 2022-11-25 2059-04-01 1.5 - 9 1505996.00 351568.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2028-11-30 1.5 - 1.5 12041.00 10362.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 510638.00 392932.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0305 740000.00 740000.00 0.0000 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 3.06%, dated 10/31/2022 due 11/01/2022 8NAV47T0Y26Q87Y0QP81 JMJ804000_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 2028-11-30 2028-11-30 1.5 - 1.5 5643226.00 4856811.40 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2059-04-01 1.5 - 9 705855453.00 164773558.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 239326395.00 184160085.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0306 346824000.00 346824000.00 0.0028 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 3.26% 549300HN4UKV1E2R3U73 JMB540000 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 2050-08-20 2052-10-20 3 - 5 115083910.00 104209585.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-07 2022-11-07 2022-11-10 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0321 102000000.00 102000000.00 0.0008 N N 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-03-20 2058-03-20 3.25 - 5 14737482.00 4184964.21 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2046-11-15 0.125 - 2.875 4063900.00 3789363.72 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 2052-11-01 2 - 7.5 469306043.00 159654090.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-03-01 2052-09-01 2 - 5 290813206.00 82033405.01 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2042-03-03 2042-03-03 3.625 - 3.625 76000.00 61645.52 Agency Debentures and Agency Strips Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 3 N N/A N/A N N 0.0300 244000000.00 244000000.00 0.0020 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 United States Treasury 254900HROIFWPRGM1V77 2028-07-15 2051-08-15 0.75 - 2 62300.00 70124.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2052-09-01 0 - 7 144992138.00 2776735.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-09-25 2051-12-01 0 - 6.5 101866127.00 6173471.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2052-01-20 0 - 3.5 106117221.00 1352690.70 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0306 10000000.00 10000000.00 0.0001 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 2030-01-15 2030-01-15 0 - 8.625 462000.00 486693.74 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2052-02-15 0 - 7.125 15013975.00 16664560.64 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2022-11-23 2030-10-17 0.125 - 5.95 22364000.00 22351286.95 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-12 2052-10-01 0.25 - 7.25 1883647.00 1704314.44 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-09-15 2065-09-15 0 - 6.75 12418000.00 7425841.17 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2067-08-20 2067-10-20 2.683 - 4.637 2001.00 1210.97 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2036-07-15 1.625 - 5.625 4620000.00 4247273.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-05-05 2052-07-01 0 - 6.25 293184.00 245027.35 Agency Debentures and Agency Strips Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0301 52000000.00 52000000.00 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 Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-10-28 2025-08-05 3.21 - 3.28 15000.00 15105.95 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-09-15 2067-10-20 2 - 5 14803245.00 11247473.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-06-01 2052-06-01 4.5 - 4.5 11401674.00 10671750.74 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2026-10-15 2030-01-15 0 - 0 2801000.00 2086548.71 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 2041-07-01 6 - 6 1000.00 419.40 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-12 2023-10-12 2.17 - 2.17 22605000.00 22085475.56 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2052-02-15 0.125 - 7.625 291541500.00 274981067.30 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0301 314000000.00 314000000.00 0.0025 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-08-20 2051-08-20 2.5 - 2.5 281938818.00 213270601.72 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0301 209000000.00 209000000.00 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-10-20 2051-11-20 1.5 - 3 398294721.00 314160442.80 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2038-02-15 0 - 0 404700.00 215312.14 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y CITIGROUP INC 1.0000 3 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0301 308000000.00 308000000.00 0.0025 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 3.06%, dated 10/31/2022 due 11/01/2022 MBNUM2BPBDO7JBLYG310 JMJ804000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-04-15 2052-10-20 2 - 6.5 311634082.00 265342912.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0306 260118000.00 260118000.00 0.0021 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.06% 7LTWFZYICNSX8D621K86 JMJ632000 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 2045-04-15 3.25 - 3.35 46379181.00 44293765.29 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 43000000.00 43000000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 3.06% 7LTWFZYICNSX8D621K86 JMH843000 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 110944541.00 108195963.96 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0308 104999391.00 104999391.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.06% 9J6MBOOO7BECTDTUZW19 0000058056 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 2050-03-15 2050-03-15 3.25 - 3.25 321184219.00 178205146.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 173000000.00 173000000.00 0.0014 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 2026-07-20 2062-07-15 2.57 - 8.5 854489933.00 374187093.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-07-01 2052-09-01 1 - 8 171582101.00 88720352.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-05-01 2052-08-01 1.5 - 6 844377043.00 392214640.06 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0300 838000000.00 838000000.00 0.0068 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 CYYGQCGNHMHPSMRL3R97 JMJ840000_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 2023-09-01 2056-04-01 1.17 - 7.5 130222.00 75283.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 2 - 5 120642.00 95070.75 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 167000.00 167000.00 0.0000 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 3.06%, dated 10/31/2022 due 11/01/2022 CYYGQCGNHMHPSMRL3R97 JMJ804000_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 2031-01-01 2052-09-01 2 - 5 56374091.00 44424226.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2056-04-01 1.17 - 7.5 60849135.00 35178216.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 78035000.00 78035000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.44% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-05-20 2024-05-20 3.1 - 3.1 10000.00 10055.00 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-11-15 0.75 - 4.25 829100.00 621587.39 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-11-01 2052-10-01 1.5 - 5.5 47434824.00 29686911.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-11-20 2051-03-20 2.5 - 5 77267695.00 10043979.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-09-01 2059-04-01 1.5 - 5 17383877.00 12735301.80 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-14 2022-11-14 2022-11-14 N N N 0.0339 52000000.00 52000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 3.52% KBVRJ5K57JZ3E2AVWX40 0000877559 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 2052-06-01 4.5 - 4.5 5127286.00 4828652.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-12-01 2052-04-01 3 - 3.5 689741.00 574052.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-04-20 2052-09-20 2 - 5.5 43130320.00 14971354.59 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2041-11-15 0.75 - 3.125 46700.00 39821.00 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-05-20 2024-05-20 3.1 - 3.1 10000.00 10055.00 Agency Debentures and Agency Strips Y N/A N/A 2022-11-21 2022-11-21 2022-11-21 N N N 0.0347 20000000.00 20000000.00 0.0002 N N N Y Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.05%, dated 10/31/2022 due 11/01/2022 ZBUT11V806EZRVTWT807 JMJ840000_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 2036-12-01 2052-10-01 2 - 6.5 665131.00 566147.96 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 555000.00 555000.00 0.0000 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 3.06%, dated 10/31/2022 due 11/01/2022 ZBUT11V806EZRVTWT807 JMJ804000_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 2036-12-01 2052-10-01 2 - 6.5 311733698.00 265342838.71 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 260118000.00 260118000.00 0.0021 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.05%, dated 10/31/2022 due 11/01/2022 ZOMOLU8CGIZRYZ7PFU34 JMJ840000_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 2023-02-28 2042-02-15 0 - 4.375 32301.00 30306.96 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2058-01-01 2 - 5.5 145926.00 90662.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-10-01 0.25 - 5.5 101148.00 46801.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 41308.00 21119.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 185000.00 185000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 3.06%, dated 10/31/2022 due 11/01/2022 ZOMOLU8CGIZRYZ7PFU34 JMJ804000_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 2023-02-28 2042-02-15 0 - 4.375 15138908.00 14204298.79 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-10-01 0.25 - 5.5 47405947.00 21934745.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 19360284.00 9898245.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2058-01-01 2 - 5.5 68393540.00 42491693.88 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 86706000.00 86706000.00 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.08% K5HU16E3LMSVCCJJJ255 JMD191000 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 2052-06-01 2 - 4.5 245815775.00 147902012.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-07-01 2050-06-01 2.5 - 3.5 14518815.00 10387356.33 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0304 155000000.00 155000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.08% K5HU16E3LMSVCCJJJ255 JMJ746000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 85930000.00 20871472.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-01 2052-10-01 2 - 6 171252025.00 64815858.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0305 84000000.00 84000000.00 0.0007 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 7TK5RJIZDFROZCA6XF66 JMJ840000_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 2027-06-30 2029-05-31 0.5 - 2.75 108987.00 94868.04 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 93000.00 93000.00 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 3.06%, dated 10/31/2022 due 11/01/2022 7TK5RJIZDFROZCA6XF66 JMJ804000_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 2027-06-30 2029-05-31 0.5 - 2.75 50805588.00 44223807.63 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 43353000.00 43353000.00 0.0004 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 2024-05-01 2052-08-01 1.5 - 7 18946339.00 11958796.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-05-01 2052-10-01 1.5 - 6.5 53188329.00 41085697.19 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 52000000.00 52000000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 3.05%, dated 10/31/2022 due 11/01/2022 OXTKY6Q8X53C9ILVV871 JMJ840000_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 2022-12-01 2052-11-01 1.5 - 9.5 1245886573.00 227956433.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2059-04-01 1.5 - 9 2454601988.00 638953723.24 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-10 2023-10-10 0 - 0 46186.00 44198.69 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-01-15 2069-11-20 1.5 - 9.5 638099316.00 80980093.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2029-10-31 0 - 4.181 33885360.00 33596789.48 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 962204000.00 962204000.00 0.0078 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 3.06%, dated 10/31/2022 due 11/01/2022 OXTKY6Q8X53C9ILVV871 JMJ804000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-01-15 2069-11-20 1.5 - 9.5 112637124.00 14294584.98 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-10 2023-10-10 0 - 0 8153.00 7801.94 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2029-10-31 0 - 4.181 5981435.00 5930496.55 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-12-01 2052-11-01 1.5 - 9.5 219923585.00 40238810.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2059-04-01 1.5 - 9 433285712.00 112787945.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 169848000.00 169848000.00 0.0014 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2051-12-01 2 - 5.5 36444487.00 23748672.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-15 2052-10-20 2 - 5.5 941438458.00 166228518.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 2052-03-01 2 - 5 137051906.00 75616978.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2047-02-15 0 - 4 113158600.00 39670244.29 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0251 297000000.00 297000000.00 0.0024 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-11-20 2052-10-20 2 - 5.5 1647663449.00 332935106.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 2052-03-01 1.5 - 5 192056965.00 58308243.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2028-01-15 1.75 - 4.25 531600.00 522085.54 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-06-01 2051-12-01 2 - 3.5 21124877.00 11640029.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0251 393000000.00 393000000.00 0.0032 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 549300QJJX6CVVUXLE15 JMJ840000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-03-01 1.5 - 6 662897262.00 149338923.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-09-20 2052-10-20 2 - 5.5 1784557347.00 683692750.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-03-01 2052-02-01 2 - 4.5 401979187.00 142996111.40 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-02-15 0.125 - 4.5 13312287.00 11741624.11 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 968278000.00 968278000.00 0.0078 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-05-20 2052-10-20 3.47 - 6 30518123.00 24451609.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2045-08-15 0.5 - 4.375 7613824.00 5935211.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-01 2052-09-01 2 - 7 347943827.00 283030696.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-25 2060-07-01 1.4 - 6.5 909306437.00 705217321.98 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0251 992000000.00 992000000.00 0.0080 N N Y N RBC Financial Group RBC Financial Group, 3.05% ES7IP3U3RHIGC71XBU11 JMH363000 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 2028-09-01 2052-10-01 1.5 - 6.5 132909073.00 118109546.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2052-10-01 1.5 - 6.5 876203798.00 604778416.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2039-08-15 2042-02-15 0.75 - 4.5 3474420.00 3770301.91 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2052-10-20 1.75 - 6.5 17316753.00 10261572.52 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 3 N N/A N/A N N 0.0300 722000000.00 722000000.00 0.0058 N N Y N RBC Financial Group RBC Financial Group, 3.09% 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 2052-10-01 2.5 - 7 52896342.00 24411725.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-02-01 2052-09-01 1.4 - 5.5 137898029.00 81262068.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2052-09-20 3.47 - 4.5 1742522.00 1436599.31 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-11-07 2022-11-07 2022-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0303 104000624.00 104000624.00 0.0008 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 3.06%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ804000_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 2023-01-31 2052-02-15 0 - 3 28895688.00 25922169.49 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2051-06-01 2.5 - 2.5 1546526.00 1081947.80 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 26463000.00 26463000.00 0.0002 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 3.06%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ804000_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 2052-09-20 3 - 5.5 1324416542.00 317699377.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-10-01 2 - 5 2362662500.00 605932347.11 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 901742000.00 901742000.00 0.0073 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 3.06% SUVUFHICNZMP2WKHG940 JMJ642000 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 2052-09-01 2 - 5.5 944316085.00 423335980.53 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 415000000.00 415000000.00 0.0034 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 3.06%, dated 10/31/2022 due 11/01/2022 VYVVCKR63DVZZN70PB21 JMJ804000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-08-20 2052-10-20 2 - 7 176130756.00 88251304.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-01-01 2052-11-01 1.5 - 6 189450201.00 141713024.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 225436000.00 225436000.00 0.0018 N Y Y N Fidelity Colchester Street Trust: Government Portfolio 2022-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer