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4 1066527000.00 922080078.14 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 904000000.00 904000000.00 0.0053 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.81% 549300H47WTHXPU08X20 JSH142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-10-31 2028-11-15 1.375 - 3.125 589165400.00 552764756.02 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 542000000.00 542000000.00 0.0031 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 4.88% 549300H47WTHXPU08X20 JSE752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2041-11-15 2042-02-15 2 - 2.375 473271500.00 359793494.18 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0477 351999894.40 351999894.40 0.0020 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 4.81% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-07-31 2030-03-31 1.875 - 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2.875 110249100.00 104408411.65 U.S. Treasuries (including strips) Y N/A N/A 2023-05-02 2023-05-02 2023-05-02 N N N 0.0468 102000000.00 102000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.82% H7FNTJ4851HG0EXQ1Z70 JRO056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-06-30 2028-08-15 2.875 - 3.25 105799800.00 104325938.06 U.S. Treasuries (including strips) Y N/A N/A 2023-05-09 2023-05-09 2023-05-09 N N N 0.0473 102000000.00 102000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.83% H7FNTJ4851HG0EXQ1Z70 JSB152000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-30 2027-07-31 0.375 - 2.875 115798800.00 108224235.42 U.S. Treasuries (including strips) Y N/A N/A 2023-04-24 2023-04-24 2023-04-24 N N N 0.0473 106000000.00 106000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.84% H7FNTJ4851HG0EXQ1Z70 JSE568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-11-30 2.5 - 2.875 91162800.00 88761062.50 U.S. Treasuries (including strips) Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0481 86995058.40 86995058.40 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.86% H7FNTJ4851HG0EXQ1Z70 JRT688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-06-30 2027-06-30 3.25 - 3.25 53820400.00 53136819.59 U.S. Treasuries (including strips) Y N/A N/A 2023-05-16 2023-05-16 2023-05-16 N N N 0.0477 52000000.00 52000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.87% H7FNTJ4851HG0EXQ1Z70 JRC451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-07-31 2027-07-31 0.375 - 0.375 95899600.00 83056719.61 U.S. Treasuries (including strips) Y N/A N/A 2023-05-22 2023-05-22 2023-05-22 N N N 0.0479 81000000.00 81000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 4.90% H7FNTJ4851HG0EXQ1Z70 JRE154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-06-30 2027-06-30 3.25 - 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RBS Securities, Inc., 4.80% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-08-31 2029-08-31 3.125 - 3.125 59749700.00 58163313.97 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 57000000.00 57000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 4.81% O2RNE8IBXP4R0TD8PU41 JSG257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2052-02-15 0.375 - 4.25 563709300.00 512721097.95 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0470 502000000.00 502000000.00 0.0029 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 4.85% 5493006GGLR4BTEL8O61 JSB531000 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 44451000.00 39698650.55 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0474 38750000.00 38750000.00 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 0.0478 20899298.49 20899298.49 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133ENP46 254900C5LP6DN9OP9V83 US3133ENP467 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-26 2023-09-26 N N N 0.0482 42009527.28 42009527.28 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133EPDA0 254900C5LP6DN9OP9V83 US3133EPDA04 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-13 2024-03-13 N N N 0.0482 53026013.99 53026013.99 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.88% 3133ENC57 254900C5LP6DN9OP9V83 US3133ENC572 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-26 2023-07-26 N N N 0.0480 78009565.92 78009565.92 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.89% 3133EPBP9 254900C5LP6DN9OP9V83 US3133EPBP90 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-23 2024-02-23 N N N 0.0482 51028638.03 51028638.03 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.89% 3133ENQ60 254900C5LP6DN9OP9V83 US3133ENQ606 U.S. Government Agency Debt Y N/A N/A 2023-04-04 2023-10-04 2023-10-04 N N N 0.0483 61015725.19 61015725.19 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.90% 3133ENP87 254900C5LP6DN9OP9V83 US3133ENP871 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-28 2024-05-28 N N N 0.0484 135078668.55 135078668.55 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133ENV56 254900C5LP6DN9OP9V83 US3133ENV564 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-24 2024-01-24 N N N 0.0485 67023431.24 67023431.24 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.91% 3133EPDB8 254900C5LP6DN9OP9V83 US3133EPDB86 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-13 2024-09-13 N N N 0.0487 80041666.40 80041666.40 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133ENT83 254900C5LP6DN9OP9V83 US3133ENT832 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-18 2024-07-18 N N N 0.0485 63043611.12 63043611.12 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133EPCK9 254900C5LP6DN9OP9V83 US3133EPCK94 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-03 2024-09-03 N N N 0.0487 114076183.92 114076183.92 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133ENZ29 254900C5LP6DN9OP9V83 US3133ENZ292 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-10 2023-10-10 N N N 0.0487 91021965.58 91021965.58 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.92% 3133ENW48 254900C5LP6DN9OP9V83 US3133ENW489 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-26 2024-07-26 N N N 0.0486 102075462.66 102075462.66 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.93% 3133EN2B5 254900C5LP6DN9OP9V83 US3133EN2B51 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-15 2023-11-15 N N N 0.0480 44002490.40 44002490.40 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.94% 3133EN4F4 254900C5LP6DN9OP9V83 US3133EN4F48 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-14 2023-09-14 N N N 0.0482 50004793.00 50004793.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.94% 3133ENX96 254900C5LP6DN9OP9V83 US3133ENX966 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-02 2024-05-02 N N N 0.0484 103102096.69 103102096.69 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.95% 3133EPCV5 254900C5LP6DN9OP9V83 US3133EPCV59 U.S. Government Agency Debt Y N/A N/A 2023-04-01 2025-03-10 2025-03-10 N N N 0.0493 67018523.49 67018523.49 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EN2U3 254900C5LP6DN9OP9V83 US3133EN2U33 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-23 2024-01-23 N N N 0.0492 113025985.48 113025985.48 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.96% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2025-01-03 2025-01-03 N N N 0.0492 38020645.02 38020645.02 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EN6S4 254900C5LP6DN9OP9V83 US3133EN6S41 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-23 2024-07-23 N N N 0.0492 100030384.00 100030384.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133EN2K5 254900C5LP6DN9OP9V83 US3133EN2K50 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-18 2024-03-18 N N N 0.0483 163215869.05 163215869.05 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.97% 3133ENZ45 254900C5LP6DN9OP9V83 US3133ENZ458 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-10 2024-06-10 N N N 0.0484 102135915.00 102135915.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.98% 3133EPAK1 254900C5LP6DN9OP9V83 US3133EPAK13 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2025-02-10 2025-02-10 N N N 0.0491 68079207.76 68079207.76 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.98% 3133EN3N8 254900C5LP6DN9OP9V83 US3133EN3N80 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-08-06 2024-08-06 N N N 0.0486 98148539.58 98148539.58 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 4.99% 3133EN6T2 254900C5LP6DN9OP9V83 US3133EN6T24 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2025-01-24 2025-01-24 N N N 0.0496 174051201.24 174051201.24 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.01% 3133EN2V1 254900C5LP6DN9OP9V83 US3133EN2V16 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-11-25 2024-11-25 N N N 0.0495 68055828.68 68055828.68 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 5.02% 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-12-05 2024-12-05 N N N 0.0489 37076188.18 37076188.18 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.34% 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y N/A N/A 2023-05-24 2023-05-24 2023-05-24 N N N 0.0434 554408862.66 554408862.66 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.35% 313384GB9 2549001DPIFGXC1TOL40 US313384GB95 U.S. Government Agency Debt Y N/A N/A 2023-05-26 2023-05-26 2023-05-26 N N N 0.0435 309913574.88 309913574.88 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.59% 313384HC6 2549001DPIFGXC1TOL40 US313384HC69 U.S. Government Agency Debt Y N/A N/A 2023-06-20 2023-06-20 2023-06-20 N N N 0.0459 574133369.60 574133369.60 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.65% 313384JS9 2549001DPIFGXC1TOL40 US313384JS93 U.S. Government Agency Debt Y N/A N/A 2023-07-28 2023-07-28 2023-07-28 N N N 0.0465 116223632.72 116223632.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.66% 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y N/A N/A 2023-08-09 2023-08-09 2023-08-09 N N N 0.0466 21634911.32 21634911.32 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.79% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 U.S. Government Agency Debt Y N/A N/A 2023-09-19 2023-09-19 2023-09-19 N N N 0.0479 181927371.90 181927371.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.81% 3130ARLB5 2549001DPIFGXC1TOL40 US3130ARLB57 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-05 2023-04-05 2023-04-05 N N N 0.0285 57991936.26 57991936.26 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.84% 3130ARND9 2549001DPIFGXC1TOL40 US3130ARND95 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-12 2023-04-12 2023-04-12 N N N 0.0401 35977255.20 35977255.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-01 2023-09-01 N N N 0.0486 213974257.94 213974257.94 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUMA9 2549001DPIFGXC1TOL40 US3130AUMA94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0476 98999259.48 98999259.48 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AULZ5 2549001DPIFGXC1TOL40 US3130AULZ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-24 2023-04-24 N N N 0.0476 541996775.10 541996775.10 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.85% 3130AUM35 2549001DPIFGXC1TOL40 US3130AUM356 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0476 98999160.48 98999160.48 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMN1 2549001DPIFGXC1TOL40 US3130AUMN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-24 2023-05-24 N N N 0.0479 418994557.19 418994557.19 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUJ96 2549001DPIFGXC1TOL40 US3130AUJ964 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-16 2023-06-16 N N N 0.0480 193997371.30 193997371.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMX9 2549001DPIFGXC1TOL40 US3130AUMX97 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-26 2023-05-26 N N N 0.0479 256996641.01 256996641.01 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUMM3 2549001DPIFGXC1TOL40 US3130AUMM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-05-22 2023-05-22 N N N 0.0479 294996315.45 294996315.45 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.86% 3130AUHE7 2549001DPIFGXC1TOL40 US3130AUHE71 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-07-26 2023-07-26 2023-07-26 N N N 0.0470 299084386.77 299084386.77 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATGN1 2549001DPIFGXC1TOL40 US3130ATGN17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-28 2023-06-28 N N N 0.0481 311003787.98 311003787.98 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ASMX4 2549001DPIFGXC1TOL40 US3130ASMX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-12 2024-01-12 N N N 0.0489 145968034.76 145968034.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATHK6 2549001DPIFGXC1TOL40 US3130ATHK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-27 2023-06-27 N N N 0.0480 209002574.88 209002574.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ASVF3 2549001DPIFGXC1TOL40 US3130ASVF35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-04 2023-04-04 N N N 0.0475 147000032.34 147000032.34 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130ATG27 2549001DPIFGXC1TOL40 US3130ATG277 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-21 2023-06-21 N N N 0.0480 52000460.72 52000460.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-27 2023-06-27 N N N 0.0480 226002784.32 226002784.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.87% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-02 2023-06-02 N N N 0.0476 402824349.26 402824349.26 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-03 2023-07-03 N N N 0.0481 153006228.63 153006228.63 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATR90 2549001DPIFGXC1TOL40 US3130ATR902 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0477 138900794.51 138900794.51 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-28 2023-08-28 N N N 0.0486 289499667.08 289499667.08 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AUQP2 2549001DPIFGXC1TOL40 US3130AUQP28 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-03 2023-07-03 N N N 0.0475 233038890.03 233038890.03 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AVHR6 2549001DPIFGXC1TOL40 US3130AVHR67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-27 2023-09-27 N N N 0.0488 121999608.38 121999608.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASUX5 2549001DPIFGXC1TOL40 US3130ASUX59 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0488 246000000.00 246000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATJN8 2549001DPIFGXC1TOL40 US3130ATJN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-05 2023-07-05 N N N 0.0481 306012096.18 306012096.18 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ATRU3 2549001DPIFGXC1TOL40 US3130ATRU31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-27 2023-04-27 N N N 0.0477 413001511.58 413001511.58 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASSW0 2549001DPIFGXC1TOL40 US3130ASSW05 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-25 2023-04-25 N N N 0.0477 196001121.12 196001121.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130ASMZ9 2549001DPIFGXC1TOL40 US3130ASMZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-12 2024-04-12 N N N 0.0491 193930714.84 193930714.84 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.88% 3130AST58 2549001DPIFGXC1TOL40 US3130AST587 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-26 2023-07-26 N N N 0.0483 391008437.78 391008437.78 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUP99 2549001DPIFGXC1TOL40 US3130AUP995 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-01 2023-12-01 N N N 0.0488 249995907.50 249995907.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATKU0 2549001DPIFGXC1TOL40 US3130ATKU04 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-03 2023-10-03 N N N 0.0488 404519674.88 404519674.88 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ASMY2 2549001DPIFGXC1TOL40 US3130ASMY25 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-11 2024-07-11 N N N 0.0493 192894401.98 192894401.98 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATW86 2549001DPIFGXC1TOL40 US3130ATW860 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-13 2023-06-13 N N N 0.0480 156007352.28 156007352.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUJ54 2549001DPIFGXC1TOL40 US3130AUJ543 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-10 2023-10-10 N N N 0.0488 291011209.32 291011209.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVHS4 2549001DPIFGXC1TOL40 US3130AVHS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-27 2023-10-27 N N N 0.0488 121999939.00 121999939.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATLA3 2549001DPIFGXC1TOL40 US3130ATLA31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-11 2023-10-11 N N N 0.0488 101003869.31 101003869.31 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AURK2 2549001DPIFGXC1TOL40 US3130AURK22 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-02 2023-10-02 N N N 0.0486 208027160.64 208027160.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-27 2023-11-27 N N N 0.0488 199997534.00 199997534.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUR30 2549001DPIFGXC1TOL40 US3130AUR306 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-03 2023-10-03 N N N 0.0484 432096068.16 432096068.16 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNU4 2549001DPIFGXC1TOL40 US3130AUNU40 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-21 2023-11-21 N N N 0.0488 399996372.00 399996372.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATL62 2549001DPIFGXC1TOL40 US3130ATL624 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-06 2023-10-06 N N N 0.0488 302013037.34 302013037.34 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUF41 2549001DPIFGXC1TOL40 US3130AUF418 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-02 2023-10-02 N N N 0.0489 145003422.00 145003422.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-14 2023-12-14 N N N 0.0489 489958217.70 489958217.70 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVBF8 2549001DPIFGXC1TOL40 US3130AVBF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-05 2024-04-05 N N N 0.0485 555722649.96 555722649.96 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVDS8 2549001DPIFGXC1TOL40 US3130AVDS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-10 2024-06-10 N N N 0.0488 452010007.28 452010007.28 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUN91 2549001DPIFGXC1TOL40 US3130AUN917 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-24 2023-10-24 N N N 0.0488 395996835.96 395996835.96 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNK6 2549001DPIFGXC1TOL40 US3130AUNK67 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-30 2023-10-30 N N N 0.0488 359995176.00 359995176.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUNL4 2549001DPIFGXC1TOL40 US3130AUNL41 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-30 2023-10-30 N N N 0.0488 462993805.06 462993805.06 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATPR2 2549001DPIFGXC1TOL40 US3130ATPR20 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-20 2023-06-20 N N N 0.0480 103004204.46 103004204.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ATKT3 2549001DPIFGXC1TOL40 US3130ATKT31 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-03 2023-07-03 N N N 0.0481 101005372.19 101005372.19 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUM50 2549001DPIFGXC1TOL40 US3130AUM505 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-19 2023-10-19 N N N 0.0488 15000432.75 15000432.75 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130ASP45 2549001DPIFGXC1TOL40 US3130ASP452 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-12 2024-07-12 N N N 0.0493 47973583.68 47973583.68 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-10-26 2023-10-26 N N N 0.0488 325506158.46 325506158.46 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AVG48 2549001DPIFGXC1TOL40 US3130AVG489 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-22 2023-08-22 N N N 0.0486 469503615.15 469503615.15 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.89% 3130AUFD1 2549001DPIFGXC1TOL40 US3130AUFD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-04 2023-10-04 2023-10-04 N N N 0.0488 197009371.29 197009371.29 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AST66 2549001DPIFGXC1TOL40 US3130AST660 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-26 2024-01-26 N N N 0.0489 390998041.09 390998041.09 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AVEN8 2549001DPIFGXC1TOL40 US3130AVEN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-06-14 2023-06-14 N N N 0.0483 3319980777.20 3319980777.20 0.0193 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATXZ5 2549001DPIFGXC1TOL40 US3130ATXZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0490 259750000.00 259750000.00 0.0015 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATB63 2549001DPIFGXC1TOL40 US3130ATB633 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-06 2024-03-06 N N N 0.0490 102991774.42 102991774.42 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130AURG1 2549001DPIFGXC1TOL40 US3130AURG10 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-03 2023-11-03 N N N 0.0487 856096813.60 856096813.60 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.90% 3130ATFS1 2549001DPIFGXC1TOL40 US3130ATFS13 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-21 2024-03-21 N N N 0.0491 83741286.65 83741286.65 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-14 2023-09-14 N N N 0.0490 2083003374.46 2083003374.46 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATPM3 2549001DPIFGXC1TOL40 US3130ATPM33 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-01-17 2024-01-17 N N N 0.0489 308015390.76 308015390.76 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AV7C0 2549001DPIFGXC1TOL40 US3130AV7C03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-06-03 2024-06-03 N N N 0.0490 234003849.30 234003849.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AVEP3 2549001DPIFGXC1TOL40 US3130AVEP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-07-14 2023-07-14 N N N 0.0485 3552045678.72 3552045678.72 0.0206 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AV6G2 2549001DPIFGXC1TOL40 US3130AV6G26 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-28 2024-05-28 N N N 0.0490 227003863.54 227003863.54 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AUDZ4 2549001DPIFGXC1TOL40 US3130AUDZ47 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-12-27 2023-12-27 N N N 0.0487 85485853.83 85485853.83 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130AUPM0 2549001DPIFGXC1TOL40 US3130AUPM06 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-02 2024-02-02 N N N 0.0489 324025174.80 324025174.80 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-15 2023-08-15 N N N 0.0485 408048352.08 408048352.08 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWG8 2549001DPIFGXC1TOL40 US3130ATWG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-21 2023-08-21 N N N 0.0485 306036579.24 306036579.24 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATWF0 2549001DPIFGXC1TOL40 US3130ATWF09 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-08-17 2023-08-17 N N N 0.0485 102012128.82 102012128.82 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.91% 3130ATAC1 2549001DPIFGXC1TOL40 US3130ATAC16 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-08-28 2024-08-28 N N N 0.0494 11994275.04 11994275.04 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATR58 2549001DPIFGXC1TOL40 US3130ATR589 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-22 2024-04-22 N N N 0.0492 154003150.84 154003150.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AVFQ0 2549001DPIFGXC1TOL40 US3130AVFQ03 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-20 2023-09-20 N N N 0.0491 702001979.64 702001979.64 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AVER9 2549001DPIFGXC1TOL40 US3130AVER94 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-11-14 2023-11-14 N N N 0.0490 908012684.76 908012684.76 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-26 2024-07-26 N N N 0.0493 14746629.33 14746629.33 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.92% 3130ATWZ6 2549001DPIFGXC1TOL40 US3130ATWZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2023-09-21 2023-09-21 N N N 0.0487 322059830.82 322059830.82 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATSG3 2549001DPIFGXC1TOL40 US3130ATSG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-26 2024-04-26 N N N 0.0492 103011640.03 103011640.03 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATSH1 2549001DPIFGXC1TOL40 US3130ATSH11 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-04-26 2024-04-26 N N N 0.0492 51005763.51 51005763.51 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATS32 2549001DPIFGXC1TOL40 US3130ATS322 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-07-24 2024-07-24 N N N 0.0493 100990495.90 100990495.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATRQ2 2549001DPIFGXC1TOL40 US3130ATRQ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-10-24 2024-10-24 N N N 0.0495 40983582.37 40983582.37 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130ATR41 2549001DPIFGXC1TOL40 US3130ATR415 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-10-21 2024-10-21 N N N 0.0495 153940203.34 153940203.34 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.93% 3130AV7D8 2549001DPIFGXC1TOL40 US3130AV7D85 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-10-01 2024-10-01 N N N 0.0492 117007889.31 117007889.31 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.94% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-03-14 2024-03-14 N N N 0.0492 391076940.98 391076940.98 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.96% 3130AVHE5 2549001DPIFGXC1TOL40 US3130AVHE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-09-26 2024-09-26 N N N 0.0496 244000385.52 244000385.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.97% 3130ATWV5 2549001DPIFGXC1TOL40 US3130ATWV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-02-23 2024-02-23 N N N 0.0489 208134883.84 208134883.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.01% 3130ATXF9 2549001DPIFGXC1TOL40 US3130ATXF99 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-11-22 2024-11-22 N N N 0.0502 102979933.54 102979933.54 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.13% 3130AUWH3 2549001DPIFGXC1TOL40 US3130AUWH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-14 2024-02-14 2024-02-14 N N N 0.0517 220933196.12 220933196.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.15% 3130AUX41 2549001DPIFGXC1TOL40 US3130AUX411 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-02-13 2024-02-13 2024-02-13 N N N 0.0523 221860885.92 221860885.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.28% 3130AVHV7 2549001DPIFGXC1TOL40 US3130AVHV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0540 683396179.89 683396179.89 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 5.28% 3130AVJM5 2549001DPIFGXC1TOL40 US3130AVJM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2024-04-24 2024-04-24 2024-04-24 N N N 0.0506 376146925.76 376146925.76 0.0022 N N N N Freddie Mac Freddie Mac, 4.95% 3134GX7J7 S6XOOCT0IEG5ABCC6L87 US3134GX7J76 U.S. Government Agency Debt Y N/A N/A 2023-04-03 2024-05-03 2024-05-03 N N N 0.0482 410011102.80 410011102.80 0.0024 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 4.81% JSH080000 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 2025-03-01 2053-03-01 3 - 5.57 215921483.00 207720467.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-03-20 2053-01-20 3.5 - 5.5 71096939.00 64530663.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2031-08-15 0.375 - 2.375 5991100.00 5513336.77 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2053-02-01 3 - 6 32313736.00 30399005.25 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 302000000.00 302000000.00 0.0018 N Y Y N Bank of America, N.A. In a joint trading account with Bank of America, N.A. at 4.82%, dated 3/31/2023 due 04/03/2023 B4TYDEB6GKMZO031MB27 JSH391000_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 2032-03-01 2049-05-01 3 - 4.5 3930202031.00 741850096.87 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 727012000.00 727012000.00 0.0042 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 4.81%, dated 3/31/2023 due 04/03/2023 L3I9ZG2KFGXZ61BMYR72 JSH469000_00324 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 2023-04-18 2032-11-15 0 - 4.125 16941850.00 16313263.22 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 15987000.00 15987000.00 0.0001 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 4.81% 3Y4U8VZURTYWI1W2K376 JSB079000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-11-20 2052-04-20 3 - 4.5 161599286.00 146074374.12 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-04-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0471 143000000.00 143000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.81% 3Y4U8VZURTYWI1W2K376 JSB081000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2040-08-20 2052-02-20 2.5 - 5 217163447.00 194084832.21 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 190000000.00 190000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 4.81% 3Y4U8VZURTYWI1W2K376 JSB078000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-12-20 2062-12-20 2.5 - 7 192061674.00 174676349.31 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0470 171000000.00 171000000.00 0.0010 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 4.81%, dated 3/31/2023 due 04/03/2023 R0MUWSFPU8MPRO8K5P83 JSH469000_07651 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 2023-04-30 2052-05-15 0 - 6.75 40652249.00 37512603.81 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 36762000.00 36762000.00 0.0002 N Y Y N BNP Paribas, SA BNP Paribas, SA, 4.75% R0MUWSFPU8MPRO8K5P83 JRI217000 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 2028-10-15 2062-03-15 2 - 6 371739872.00 229951112.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-11 2052-11-15 0 - 4.871 347579127.00 347373195.79 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2053-03-01 2.5 - 6.5 37033824.00 27693884.73 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-08-09 2041-08-09 2.45 - 2.45 614000.00 438764.95 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 2053-03-01 1.5 - 7 443042799.00 294821473.46 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-04-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0466 878000000.00 878000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.80% R0MUWSFPU8MPRO8K5P83 JQY077000 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 2029-03-15 2063-01-15 2.45 - 6 45115151.00 41765635.00 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 - 3.375 325000.00 291975.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2036-11-01 2053-01-01 2 - 6.5 311450802.00 132996141.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-29 2051-02-15 0 - 4.716 3044000.00 2866750.76 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-09-01 2057-01-01 1.5 - 6.5 296965828.00 147359562.48 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 317000000.00 317000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.81% R0MUWSFPU8MPRO8K5P83 JSG316000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-15 2052-11-15 0.125 - 4.75 29126600.00 31086745.81 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-08-01 2053-02-01 1.5 - 7 342032084.00 227250672.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2029-10-15 2053-03-20 2.5 - 7.5 1079197663.00 623032068.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-08-01 2053-03-01 1.5 - 6.5 1059928905.00 665776956.38 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0470 1516000000.00 1516000000.00 0.0088 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.81% R0MUWSFPU8MPRO8K5P83 JRN564000 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 2028-09-15 2053-01-20 2 - 7.5 272837277.00 228749584.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-10-01 2053-03-01 1.5 - 7 1122701138.00 656937235.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-05-01 2052-12-01 2.5 - 6.5 29299456.00 18178057.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-06 2052-11-15 0 - 4.375 117511286.00 102686509.80 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 983000000.00 983000000.00 0.0057 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.81% R0MUWSFPU8MPRO8K5P83 JSE539000 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 2023-07-27 2050-08-15 0 - 2 1932632.00 1238046.68 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-06-20 2051-01-20 2 - 3.5 31539039.00 18252435.19 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2038-03-12 2038-03-12 3.375 - 3.375 25000.00 22459.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2040-03-01 2052-05-01 2.77 - 3.5 328444.00 290738.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-02-01 2053-03-01 2 - 6 100910228.00 89445757.05 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-04-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0475 106998544.80 106998544.80 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 4.91% R0MUWSFPU8MPRO8K5P83 JRK416000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2042-05-20 2053-01-20 2 - 6 158142194.00 133289174.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-03-01 2053-03-01 2 - 5 95799664.00 77677188.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 2053-03-01 2 - 6.5 168243411.00 128778028.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-06-29 2052-11-15 0 - 4.716 22744700.00 22860729.81 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0483 354000000.00 354000000.00 0.0021 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.75% 549300HN4UKV1E2R3U73 JRI262000 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 2025-11-30 2027-11-30 0.375 - 3.875 222711800.00 205939821.46 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 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 0.0466 201000000.00 201000000.00 0.0012 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.82% 549300HN4UKV1E2R3U73 JSE736000 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 2037-06-20 2053-03-20 2 - 6 516367845.00 399140385.95 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 Y BANK OF AMERICA CORPORATION 1.0000 4 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0476 390997927.70 390997927.70 0.0023 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JSA203000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2024-11-30 4.5 - 4.5 93372500.00 95024613.52 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-24 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 0.0477 93000000.00 93000000.00 0.0005 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JRV572000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2029-04-30 2.875 - 4.5 97839100.00 95036672.85 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-18 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 0.0477 93000000.00 93000000.00 0.0005 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JRV418000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2029-10-31 2.25 - 4 138417000.00 143120976.62 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-18 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 0.0477 140000000.00 140000000.00 0.0008 N N Y N BofA Securities, Inc. BofA Securities, Inc., 4.87% 549300HN4UKV1E2R3U73 JSB109000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2024-05-15 0.25 - 2.5 196399100.00 193040473.86 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-04-26 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 0.0477 189000000.00 189000000.00 0.0011 N N Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 4.81%, dated 3/31/2023 due 04/03/2023 8NAV47T0Y26Q87Y0QP81 JSH469000_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 2040-05-15 2053-02-15 3.625 - 4.375 1185185.00 1244278.56 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2052-09-20 3 - 4 31822103.00 10165113.75 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0481 11176000.00 11176000.00 0.0001 N Y Y N BofA Securities, Inc. In a joint trading account with BofA Securities, Inc. at 4.82%, dated 3/31/2023 due 04/03/2023 8NAV47T0Y26Q87Y0QP81 JSH391000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2052-09-20 3 - 4 287509405.00 91840747.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2053-02-15 3.625 - 4.375 10708026.00 11241927.68 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0482 100974000.00 100974000.00 0.0006 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.81% 2IGI19DL77OX0HC3ZE78 JSA733000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2041-12-20 2057-12-15 2.5 - 7 392528759.00 54389774.84 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-08-09 2042-02-24 2.45 - 3.44 3730000.00 2891250.65 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-02-25 2040-03-23 2 - 2.47 3845000.00 2841156.77 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2059-04-01 2.5 - 6 744676692.00 239429407.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-03-01 2053-03-01 2 - 6.5 508044535.00 202004476.70 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 491000000.00 491000000.00 0.0029 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 4.87% 2IGI19DL77OX0HC3ZE78 JSA730000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-03-20 2049-12-20 1.289 - 1.389 31152532.00 836211.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-03-15 2052-05-01 0 - 6 70115962.00 2856606.45 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2042-01-27 2042-01-27 2.84 - 2.84 195000.00 146578.36 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2030-03-31 2030-03-31 3.625 - 3.625 7890400.00 7905817.84 U.S. Treasuries (including strips) Federal National Mortgage Association 2031-09-25 2053-02-01 0 - 7 70493606.00 558954.46 Agency Collateralized Mortgage Obligation Y N/A N/A 2023-05-04 2023-05-04 2023-05-04 N N N 0.0478 12000000.00 12000000.00 0.0001 N N N Y Citibank NA Citibank NA, 4.83% 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 2026-01-15 2028-01-15 0 - 0 343000.00 301803.01 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-10-20 2053-03-20 4 - 7.5 2003311.00 1872158.45 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-04-03 2026-03-13 0 - 4.125 1194000.00 1198317.43 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 2053-04-01 4 - 6 465451.00 464737.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-10-27 2053-04-01 0.8 - 4.5 90992.00 81437.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2053-02-15 0 - 6.25 300764700.00 304588081.05 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0472 300000000.00 300000000.00 0.0017 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.81% 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 2052-10-20 2052-10-20 5.5 - 6.5 287402162.00 289681010.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 2.25 - 2.25 434500.00 424753.02 U.S. Treasuries (including strips) Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0472 284000000.00 284000000.00 0.0016 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 4.83% 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 2026-01-31 2026-06-30 0.375 - 0.875 280663600.00 255136925.55 U.S. Treasuries (including strips) Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0472 250000000.00 250000000.00 0.0015 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 4.82%, dated 3/31/2023 due 04/03/2023 MBNUM2BPBDO7JBLYG310 JSH391000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2053-02-15 0 - 0 301046987.00 239634807.32 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-01 2053-04-01 2 - 8 11818467.00 7483451.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2053-03-01 1.5 - 6 52209262.00 14329444.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-04-20 2073-02-20 1.5 - 9.5 659719697.00 256052501.95 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0482 504869000.00 504869000.00 0.0029 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 4.81%, dated 3/31/2023 due 04/03/2023 1VUV7VQFKUOQSJ21A208 JSH469000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-05-15 2029-09-30 1.625 - 3.875 40616152.00 39722443.32 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 38928000.00 38928000.00 0.0002 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% FOR8UP27PHTHYVLBNG30 0000769993 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 2025-09-23 2053-01-01 0.375 - 7.5 491864122.00 212593651.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2033-02-15 0.25 - 4.931 68977600.00 64180981.19 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-04-20 2064-06-15 2.5 - 6 957677675.00 218395223.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 2060-07-01 1.5 - 7.5 649484361.00 303216159.47 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0473 781997654.00 781997654.00 0.0045 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% 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 2029-04-20 2041-04-15 4 - 4.5 3428159.00 283321.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-10-31 2027-10-31 0.5 - 0.5 273780000.00 237443544.79 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-10-01 2053-03-01 2.5 - 6.5 426384553.00 215421819.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-11-01 2043-07-01 2 - 5 223959048.00 160198940.42 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0470 601000000.00 601000000.00 0.0035 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% FOR8UP27PHTHYVLBNG30 0000769993 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 2027-03-01 2053-02-01 2 - 7 306562810.00 183860669.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-12-01 2052-09-01 1.5 - 5.5 434799494.00 394045584.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-01-20 2052-12-20 2.5 - 5.5 69377805.00 38124059.47 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-17 2023-08-24 0 - 0 193113800.00 192349369.60 U.S. Treasuries (including strips) Y N/A N/A 2023-04-05 2023-04-05 2023-04-05 N N N 0.0470 792000000.00 792000000.00 0.0046 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 4.81% 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 2030-05-20 2064-10-15 2.5 - 5.75 314008713.00 148219653.23 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2040-05-15 2040-05-15 1.125 - 1.125 158710400.00 105671371.27 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 2052-06-01 3 - 3.5 173001332.00 154327029.86 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0470 400000000.00 400000000.00 0.0023 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 4.82%, dated 3/31/2023 due 04/03/2023 CYYGQCGNHMHPSMRL3R97 JSH391000_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 2027-08-01 2052-10-01 1 - 5.5 96571611.00 59233244.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-10-01 2052-10-01 2.5 - 5.5 38942196.00 33308539.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-08-20 2050-04-20 3.5 - 4.5 353865.00 188967.94 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 90876000.00 90876000.00 0.0005 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 4.81%, dated 3/31/2023 due 04/03/2023 KBVRJ5K57JZ3E2AVWX40 JSH469000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-07-13 2053-02-15 0 - 5.375 25774367.00 23468376.46 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 22946000.00 22946000.00 0.0001 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 4.84% K5HU16E3LMSVCCJJJ255 JSB025000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2040-08-15 2053-02-20 3.5 - 6.5 174948435.00 38647652.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2053-04-01 2 - 6 1854544786.00 674225221.36 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 4000000.00 3023692.00 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2026-12-16 2030-02-13 0.75 - 4.05 5870000.00 5522093.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-06-01 2053-04-01 2.5 - 6.5 66195276.00 63099860.08 Agency Mortgage-Backed Securities Y N/A N/A 2023-06-05 2023-06-05 2023-06-05 N N N 0.0477 768000000.00 768000000.00 0.0045 N N N Y Mitsubishi UFJ Securities Holdings Ltd In a joint trading account with Mitsubishi UFJ Securities Holdings Ltd at 4.82%, dated 3/31/2023 due 04/03/2023 ZOMOLU8CGIZRYZ7PFU34 JSH391000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-04-15 2052-08-20 2.5 - 8 228344062.00 59780087.89 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2052-02-15 2.25 - 4.768 11900048.00 11924605.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2053-03-01 0.25 - 6 65065962.00 44129207.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 2058-01-01 2 - 5.5 47816361.00 38718680.98 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 151461000.00 151461000.00 0.0009 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 4.82%, dated 3/31/2023 due 04/03/2023 7TK5RJIZDFROZCA6XF66 JSH391000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-25 2057-01-01 1.5 - 8 119654187.00 51517381.72 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 50487000.00 50487000.00 0.0003 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 4.81%, dated 3/31/2023 due 04/03/2023 OXTKY6Q8X53C9ILVV871 JSH469000_07426 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 2023-04-25 2061-07-01 1.5 - 9 204561024.00 25265543.31 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2036-04-01 2038-01-15 5.88 - 6.15 51.00 60.32 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-04-06 2052-02-15 0 - 6.125 17374696.00 18179180.39 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-06-30 2037-03-13 0 - 3.5 81140.00 74503.10 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-04-15 2068-07-20 1.5 - 10 41913205.00 2543276.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-05 2041-06-14 0 - 6.98 25788.00 25200.77 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 26.00 33.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-15 2053-04-01 0.22 - 9.5 86148820.00 11407333.53 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 56288000.00 56288000.00 0.0003 N Y Y N Nomura Securities International In a joint trading account with Nomura Securities International at 4.82%, dated 3/31/2023 due 04/03/2023 OXTKY6Q8X53C9ILVV871 JSH391000_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 2023-04-15 2053-04-01 0.22 - 9.5 1236324732.00 163707030.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-04-15 2068-07-20 1.5 - 10 601498278.00 36498654.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-04-06 2052-02-15 0 - 6.125 249344789.00 260890035.31 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-06-30 2037-03-13 0 - 3.5 1164441.00 1069196.53 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-25 2061-07-01 1.5 - 9 2935662392.00 362586670.24 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 367.00 485.09 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-09-05 2041-06-14 0 - 6.98 370053.00 361657.12 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2036-04-01 2038-01-15 5.88 - 6.15 733.00 865.61 Agency Debentures and Agency Strips Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 807791000.00 807791000.00 0.0047 N Y Y N RBC Dominion Securities RBC Dominion Securities, 4.81% 549300QJJX6CVVUXLE15 JSB059000 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 2026-09-24 2052-10-01 1.5 - 4.5 311261671.00 91640667.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-09-20 2053-02-20 2 - 5.5 965071093.00 809958784.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-08-15 2047-08-15 0 - 1.75 6311800.00 5102752.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-09-01 2051-03-01 2 - 4.5 79623839.00 20819151.93 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0472 908000000.00 908000000.00 0.0053 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 4.82%, dated 3/31/2023 due 04/03/2023 549300QJJX6CVVUXLE15 JSH391000_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 2036-03-01 2052-02-01 2 - 5.5 448271255.00 72530510.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2053-02-20 2 - 5.5 1311127034.00 460816492.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-30 2053-02-15 0 - 6.625 97613060.00 84977192.71 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 605844000.00 605844000.00 0.0035 N Y Y N RBC Financial Group RBC Financial Group, 4.81% ES7IP3U3RHIGC71XBU11 JSB044000 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 2023-04-15 2053-02-15 0 - 4.625 1383506100.00 1240083875.31 U.S. Treasuries (including strips) Government National Mortgage Association 2049-08-20 2064-02-16 4 - 6 35865753.00 36045562.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2053-04-01 2.52 - 6.5 206748417.00 207963024.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-11-15 2054-09-15 2.5 - 6.5 291175240.00 267768862.01 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-07 2023-04-07 2023-05-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0472 1710000000.00 1710000000.00 0.0099 N N Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 4.81%, dated 3/31/2023 due 04/03/2023 5U0XI89JRFVHWIBS4F54 JSH469000_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 2053-02-20 3 - 5.5 1049918453.00 501202333.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-03-01 2 - 5.5 1613032175.00 599381475.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2053-02-01 2053-03-01 5.5 - 5.5 263968380.00 265924174.00 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 1336794000.00 1336794000.00 0.0078 N Y Y N Sumitomo Mitsui Banking Corp. In a joint trading account with Sumitomo Mitsui Banking Corp. at 4.82%, dated 3/31/2023 due 04/03/2023 5U0XI89JRFVHWIBS4F54 JSH391000_77387 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 2053-02-01 2053-03-01 5.5 - 5.5 271839484.00 273853595.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2053-03-01 2 - 5.5 1661130147.00 617254045.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2053-02-20 3 - 5.5 1081225294.00 516147363.82 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 1376655000.00 1376655000.00 0.0080 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 4.81%, dated 3/31/2023 due 04/03/2023 5U0XI89JRFVHWIBS4F54 JSH469000_10193 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 2048-02-20 2049-10-20 3 - 4.5 14620223.00 1608351.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2052-09-01 2.5 - 4.5 58588155.00 52639870.48 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-05-31 2048-05-15 0.25 - 5.25 1405190959.00 1298210989.71 U.S. Treasuries (including strips) Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 1323654000.00 1323654000.00 0.0077 N Y Y N Sumitomo Mitsui Banking Corp. NY In a joint trading account with Sumitomo Mitsui Banking Corp. NY at 4.82%, dated 3/31/2023 due 04/03/2023 5U0XI89JRFVHWIBS4F54 JSH391000_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 2023-05-31 2048-05-15 0.25 - 5.25 507445.00 468811.98 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2052-09-01 2.5 - 4.5 21157.00 19009.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-02-20 2049-10-20 3 - 4.5 5279.00 580.81 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 478000.00 478000.00 0.0000 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 4.82% SUVUFHICNZMP2WKHG940 JSH073000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-03-01 2053-03-01 2 - 7 1035641700.00 452041497.19 Agency Mortgage-Backed Securities Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 443000000.00 443000000.00 0.0026 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 4.82%, dated 3/31/2023 due 04/03/2023 VYVVCKR63DVZZN70PB21 JSH391000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association 2036-03-25 2036-03-25 4.747 - 4.747 171943.00 1059.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-01-20 2053-03-20 1.5 - 7 2340992007.00 1029663369.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-08-25 2052-11-25 6 - 7.319 668233.00 699212.31 Agency Debentures and Agency Strips Y N/A N/A 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 1009740000.00 1009740000.00 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796YN3 254900HROIFWPRGM1V77 US912796YN33 U.S. Treasury Debt Y N/A N/A 2023-04-06 2023-04-06 2023-04-06 N N N 0.0234 60976527.81 60976527.81 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.66% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-04-30 2024-04-30 N N N 0.0481 820671894.60 820671894.60 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.72% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-01-31 2024-01-31 N N N 0.0476 596744000.43 596744000.43 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.76% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-04-30 2023-04-30 N N N 0.0460 392522258.68 392522258.68 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.76% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-07-31 2023-07-31 N N N 0.0484 356642634.43 356642634.43 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.77% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-07-31 2024-07-31 N N N 0.0483 656415913.86 656415913.86 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.77% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2023-04-03 2023-10-31 2023-10-31 N N N 0.0480 1223745065.28 1223745065.28 0.0071 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.83% 912828ZP8 254900HROIFWPRGM1V77 US912828ZP81 U.S. Treasury Debt Y N/A N/A 2023-05-15 2023-05-15 2023-05-15 N N N 0.0443 93499778.06 93499778.06 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 4.87% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2023-04-03 2024-10-31 2024-10-31 N N N 0.0488 422940928.05 422940928.05 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 5.11% 9128284H0 254900HROIFWPRGM1V77 US9128284H06 U.S. Treasury Debt Y N/A N/A 2023-04-15 2023-04-15 2023-04-15 N N N 0.0580 1425507429.98 1425507429.98 0.0083 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 4.82% U7M81AY481YLIOR75625 JSH169000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2023-04-04 2023-04-04 2023-04-04 N N N 0.0471 271000000.00 271000000.00 0.0016 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 2023-04-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer