N-MFP2 0000823535 XXXXXXXX 2022-10-31 0000823535 549300GBOACVX8TTUG24 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N Y Exempt Government Government/Agency N 9 51 4942641215.08 4966474708.69 4942257920.99 4819482163.57 5648569408.17 5728343215.53 5673088663.93 5580884743.17 0.7700 0.7600 0.7500 0.7400 0.8800 0.8800 0.8600 0.8600 665.47 6482783897.76 6484050771.84 30801585.81 88292002.85 6426561020.27 6426115103.98 1.0000 0.0309 0.9999 0.9999 0.9999 0.9999 C000048773 1.00 1799639247.08 1799754172.80 0.9998 0.9997 0.9998 0.9998 44843406.75 31996528.49 20427597.27 19786912.14 16839532.47 11989577.41 20984731.02 21467050.99 104144020.28 89673561.27 0.0286 N C000048775 1.00 1760543875.08 1760595930.91 0.9998 0.9998 0.9998 0.9998 27554032.10 18059962.43 35342561.77 11611417.19 26325688.11 35085780.71 14987390.25 19982715.58 111777236.31 89565364.21 0.0275 N C000048776 1.00 235771559.98 235774568.00 0.9998 0.9998 0.9998 0.9998 2983784.00 3750021.84 1668065.66 1669925.40 2277391.61 5106229.33 1844352.26 1908932.79 8821195.43 12939138.16 0.0261 N C000048774 1.00 2630606338.13 2629990432.27 1.0001 1.0000 1.0001 1.0001 50343127.06 9777710.25 39702903.66 5486564.28 13818889.55 7839390.29 5893016.50 19432157.42 109757950.77 48245211.87 0.0283 N ABN AMRO Bank NV ABN AMRO Bank NV, 3.05% JMJ628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2027-11-15 0.5 - 4.125 8420600.00 7140617.34 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 7000000.00 7000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 3.05% G5GSEF7VJP5I7OUK5573 JMJ630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-20 2023-04-20 0 - 0 15623500.00 15301374.68 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 15000000.00 15000000.00 0.0023 N Y Y N BNP Paribas, SA BNP Paribas, SA, 3.01% R0MUWSFPU8MPRO8K5P83 JLI452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-14 2052-05-15 0 - 7.125 32798300.00 28693854.01 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 0.0297 28000000.00 28000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.27% R0MUWSFPU8MPRO8K5P83 JLK288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2048-08-15 0 - 6 31481900.00 25622834.83 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2023-01-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0324 25000000.00 25000000.00 0.0039 N N Y N CIBC Bank U.S.A. 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 2023-08-15 2046-11-15 0.125 - 3.375 12335200.00 10225298.44 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 10000000.00 10000000.00 0.0016 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JMG665000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2050-02-15 0.75 - 2.375 19460300.00 13367643.18 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 13000000.00 13000000.00 0.0020 N Y Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JMH342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2030-08-15 0.625 - 4 19341300.00 16328360.64 U.S. Treasuries (including strips) Y N/A N/A 2022-11-02 2022-11-02 2022-11-02 N N N 0.0300 16000000.00 16000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 3.05% 549300IMBXQ8SGH3HJ31 JMH919000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2041-02-15 0.5 - 4.25 17513200.00 16326939.45 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0307 15999910.40 15999910.40 0.0025 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 2023-04-27 2023-04-27 0 - 0 5234100.00 5121059.14 U.S. Treasuries (including strips) Y N/A N/A 2022-12-19 2022-12-19 2022-12-19 N N N 0.0341 5000000.00 5000000.00 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 2029-08-15 0.125 - 2.75 3941337500.00 3809322723.95 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 3809000000.00 3809000000.00 0.5927 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 2025-05-15 2025-05-15 2.125 - 2.125 1070000.00 1021424.76 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 1000000.00 1000000.00 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 2025-07-15 2031-02-15 1.125 - 3 5756400.00 5169615.42 U.S. Treasuries (including strips) Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0254 5000000.00 5000000.00 0.0008 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 5125200.00 5132043.37 U.S. Treasuries (including strips) Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0258 5000000.00 5000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. 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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 18406000.00 17344874.40 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 17000000.00 17000000.00 0.0026 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 2023-05-31 2052-05-15 0.125 - 4.5 27599400.00 25529612.20 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 25000000.00 25000000.00 0.0039 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 11006000.00 10205189.59 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 10000000.00 10000000.00 0.0016 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 997015.60 997015.60 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 985505.85 985505.85 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 2000128.28 2000128.28 0.0003 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 2999986.74 2999986.74 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 2000535.88 2000535.88 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 4000757.96 4000757.96 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 3000918.90 3000918.90 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 7000610.82 7000610.82 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 4001341.08 4001341.08 0.0006 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 5001732.15 5001732.15 0.0008 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 5001287.90 5001287.90 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 3001003.38 3001003.38 0.0005 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 1000097.24 1000097.24 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 2000000.00 2000000.00 0.0003 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 1984199.30 1984199.30 0.0003 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 13950056.68 13950056.68 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 8898244.38 8898244.38 0.0014 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 4998969.45 4998969.45 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 2999072.58 2999072.58 0.0005 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 8997477.03 8997477.03 0.0014 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 14999945.55 14999945.55 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.09% 3130ATGK7 2549001DPIFGXC1TOL40 US3130ATGK77 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2023-03-23 2023-03-23 N N N 0.0307 50002563.00 50002563.00 0.0078 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 7999991.04 7999991.04 0.0012 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 13999958.42 13999958.42 0.0022 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 13001120.34 13001120.34 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.10% 3130ASMD8 2549001DPIFGXC1TOL40 US3130ASMD87 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2024-01-05 2024-01-05 N N N 0.0309 25002448.50 25002448.50 0.0039 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 8000689.52 8000689.52 0.0012 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 5000591.80 5000591.80 0.0008 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 5000184.95 5000184.95 0.0008 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 9001212.30 9001212.30 0.0014 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 11003516.15 11003516.15 0.0017 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 10000369.90 10000369.90 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 3001001.91 3001001.91 0.0005 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 20000750.80 20000750.80 0.0031 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 16005087.52 16005087.52 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.11% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-11-01 2022-12-15 2022-12-15 N N N 0.0304 10000457.30 10000457.30 0.0016 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 15000240.00 15000240.00 0.0023 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 11000255.20 11000255.20 0.0017 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 11004881.80 11004881.80 0.0017 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 6000072.54 6000072.54 0.0009 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 8002978.24 8002978.24 0.0012 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 22005410.02 22005410.02 0.0034 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 21000613.41 21000613.41 0.0033 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 7001687.70 7001687.70 0.0011 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 10993400.22 10993400.22 0.0017 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 16005916.32 16005916.32 0.0025 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 10000298.50 10000298.50 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 5001978.60 5001978.60 0.0008 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 15999911.68 15999911.68 0.0025 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 5002043.70 5002043.70 0.0008 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 2997887.49 2997887.49 0.0005 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 21000013.02 21000013.02 0.0033 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 25001304.25 25001304.25 0.0039 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 10992285.15 10992285.15 0.0017 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 5001205.75 5001205.75 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 21002977.59 21002977.59 0.0033 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 3998880.68 3998880.68 0.0006 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 4998725.90 4998725.90 0.0008 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 15999944.16 15999944.16 0.0025 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 999500.04 999500.04 0.0002 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 999768.57 999768.57 0.0002 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 7999940.72 7999940.72 0.0012 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 1999992.66 1999992.66 0.0003 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 4999982.85 4999982.85 0.0008 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 3000265.50 3000265.50 0.0005 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 7999944.08 7999944.08 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 5000423.30 5000423.30 0.0008 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 13479467.31 13479467.31 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 3.25% 313385N51 2549001DPIFGXC1TOL40 US313385N510 U.S. Government Agency Debt Y N/A N/A 2022-11-07 2022-11-07 2022-11-07 N N N 0.0325 10993199.91 10993199.91 0.0017 N N Y 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 7988168.96 7988168.96 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 8993509.29 8993509.29 0.0014 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 2997527.49 2997527.49 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.42% 313385N85 2549001DPIFGXC1TOL40 US313385N858 U.S. Government Agency Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0342 2997218.55 2997218.55 0.0005 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 3994644.24 3994644.24 0.0006 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 6989906.98 6989906.98 0.0011 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 23960455.92 23960455.92 0.0037 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 2993513.97 2993513.97 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 34913533.20 34913533.20 0.0054 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 3988473.44 3988473.44 0.0006 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 9976953.20 9976953.20 0.0016 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 16948392.08 16948392.08 0.0026 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 8970920.10 8970920.10 0.0014 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 10963275.07 10963275.07 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 14945083.05 14945083.05 0.0023 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 7968991.44 7968991.44 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 10956181.28 10956181.28 0.0017 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 19918180.60 19918180.60 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 3.86% 313385S80 2549001DPIFGXC1TOL40 US313385S808 U.S. Government Agency Debt Y N/A N/A 2022-12-12 2022-12-12 2022-12-12 N N N 0.0386 995586.78 995586.78 0.0002 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 2986438.14 2986438.14 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 12937044.38 12937044.38 0.0020 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 9948352.50 9948352.50 0.0015 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 1989455.86 1989455.86 0.0003 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 1989241.26 1989241.26 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 3977624.24 3977624.24 0.0006 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 4969885.25 4969885.25 0.0008 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 10932568.13 10932568.13 0.0017 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 6956338.34 6956338.34 0.0011 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 7962338.16 7962338.16 0.0012 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 3971771.12 3971771.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 4.09% 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y N/A N/A 2023-01-04 2023-01-04 2023-01-04 N N N 0.0409 38720415.24 38720415.24 0.0060 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 2978158.68 2978158.68 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 28785631.13 28785631.13 0.0045 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 7934617.44 7934617.44 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 7931050.32 7931050.32 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 1982539.70 1982539.70 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 2973475.26 2973475.26 0.0005 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 17095560.75 17095560.75 0.0027 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 12879266.79 12879266.79 0.0020 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 39619604.40 39619604.40 0.0062 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 6932651.39 6932651.39 0.0011 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 5932780.86 5932780.86 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 2963291.19 2963291.19 0.0005 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 22000000.00 22000000.00 0.0034 N N N 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2052-01-20 2.5 - 2.5 332266.00 256096.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-06-30 2027-06-30 3.25 - 3.25 27600.00 26725.10 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 2052-05-01 2 - 4.5 13561585.00 10599908.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-07-01 2051-07-01 3 - 3 420460.00 338298.78 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 11000000.00 11000000.00 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 JMJ799000_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 17658694.00 2972751.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2050-11-01 2 - 3.5 74632104.00 30326949.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 32644000.00 32644000.00 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 2052-09-20 2052-09-20 4 - 4 3319872.00 3079330.78 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 3000000.00 3000000.00 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 2052-09-20 2052-09-20 4 - 4 4400500.00 4081661.92 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 4000000.00 4000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 3.03% R0MUWSFPU8MPRO8K5P83 JLI450000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2052-10-01 1.455 - 6.5 9764981.00 1501878.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2052-08-20 2 - 7 41318864.00 14548355.30 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2049-08-15 0 - 4.25 3095020.00 1078836.81 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2036-12-15 2041-12-09 2.74 - 2.9 123000.00 93488.61 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2032-11-29 2040-03-19 2.59 - 3.2 105000.00 85527.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 0 - 7 165485.00 123844.72 Agency Mortgage-Backed Securities 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 17000000.00 17000000.00 0.0026 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2041-07-01 3.87 - 5.5 1004180.00 54089.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 2052-09-01 5 - 5 1773360.00 1723701.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2048-08-15 1.25 - 4.5 1345700.00 1291563.94 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 3000000.00 3000000.00 0.0005 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 2052-03-20 2052-05-20 3.5 - 4 35588057.00 31598001.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2039-08-15 2048-08-15 3 - 4.5 36800.00 38095.23 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 31000000.00 31000000.00 0.0048 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 United States Treasury 254900HROIFWPRGM1V77 2024-01-15 2050-02-15 0.25 - 3.875 2142500.00 2019040.18 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-09-01 2052-10-01 4 - 4.5 3028.00 2824.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-06-01 2052-10-01 3 - 6 1252487.00 1039976.42 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 3000000.00 3000000.00 0.0005 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 United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2044-02-15 0 - 4.5 656519.00 315206.21 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2040-03-19 2040-03-19 2.59 - 2.59 60000.00 40474.12 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-01-01 2052-10-01 2 - 7 6467593.00 1201788.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-09-15 2052-09-20 2 - 7 3565360.00 2218049.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 2052-10-01 1.455 - 6 12788561.00 10567056.47 Agency Mortgage-Backed Securities 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 14000000.00 14000000.00 0.0022 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2052-09-01 2 - 6 12959676.00 8865481.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-01-01 2052-09-01 0 - 7 595108.00 241210.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2041-12-09 2041-12-09 2.9 - 2.9 1000.00 723.70 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2039-05-15 2039-08-15 4.25 - 4.5 14900.00 15162.92 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2024-07-15 2052-09-20 2 - 7 1415016.00 1122525.25 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 10000000.00 10000000.00 0.0016 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 2052-04-01 1.455 - 3 41517811.00 34481062.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-07-15 2039-08-15 0.125 - 4.5 56000.00 57978.29 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-09-20 2047-08-20 3.5 - 4 62529475.00 7329480.34 Agency Mortgage-Backed Securities 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 41000000.00 41000000.00 0.0064 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 3.05%, dated 10/31/2022 due 11/01/2022 VJW2DOOHGDT6PR0ZRO63 JMJ799000_08066 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 2023-01-20 2052-10-20 1.5 - 9 3167341.00 2131128.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2052-08-15 0 - 5.5 5257330.00 5208929.67 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-01-20 2029-04-26 0.125 - 4.375 424444.00 413930.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-15 2052-11-01 0.125 - 8 5233721.00 3918439.33 Agency Mortgage-Backed Securities Tennessee Valley Authority 2022-11-09 2022-11-09 0 - 0 74599.00 74538.39 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2052-10-01 0.25 - 9 3470492.00 2686230.71 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-11-09 2036-07-15 0 - 5.5 702124.00 674358.54 Agency Debentures and Agency Strips Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 14810000.00 14810000.00 0.0023 N Y 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 JMJ799000_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 300561.00 258675.93 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 2059-04-01 1.5 - 9 37594167.00 8775912.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-04-01 2 - 2.5 12746630.00 9808447.79 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 18472000.00 18472000.00 0.0029 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 Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2038-09-20 2043-02-02 3.71 - 4.08 5996000.00 5108477.69 Agency Debentures and Agency Strips 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 5000000.00 5000000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-05-01 2051-12-01 2 - 5 16884484.00 4556556.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 2051-12-01 2 - 4.5 36607035.00 7642740.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2044-02-15 0.125 - 1.375 23900.00 27302.36 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-08-20 2049-10-15 1.625 - 3.5 9177011.00 1078603.91 Agency Mortgage-Backed Securities 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 13000000.00 13000000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2052-09-01 2.5 - 6.5 1303638.00 947809.11 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2028-07-15 2051-08-15 0.75 - 2.875 24900.00 23231.10 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-10-25 2051-12-01 0 - 3 402447.00 43281.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2031-05-20 2031-05-20 3.5 - 3.5 32343.00 9573.07 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0306 1000000.00 1000000.00 0.0002 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 6.75 - 6.75 94000.00 109155.15 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2051-08-15 0.125 - 7.125 15316200.00 16120756.76 U.S. Treasuries (including strips) Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-01-15 0 - 0 2000.00 1441.60 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-15 2037-07-15 5.625 - 5.625 31000.00 34053.02 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-08-15 2024-08-15 5.375 - 5.375 15000.00 15340.68 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2023-07-14 2024-10-28 0.125 - 3.21 65000.00 63080.15 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-08-20 2052-08-20 5 - 5 83212.00 80838.24 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0301 16000000.00 16000000.00 0.0025 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 United States Treasury 254900HROIFWPRGM1V77 2022-12-27 2051-08-15 0 - 6.125 2437600.00 2248688.55 U.S. Treasuries (including strips) Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-01-15 0 - 0 30000.00 21771.81 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-12 2037-07-15 0.875 - 6.625 355000.00 369625.53 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2024-10-28 2025-08-05 3.21 - 3.28 27000.00 27040.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-09-08 2052-05-01 0 - 2.5 76682.00 69376.93 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2031-03-15 2039-09-15 0 - 5.25 47000.00 45481.87 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-09-29 2027-03-12 1.625 - 4.375 300000.00 286799.79 Agency Debentures and Agency Strips Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0301 3000000.00 3000000.00 0.0005 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 2051-10-20 2.5 - 3 20798874.00 16320646.66 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2038-02-15 0 - 0 19900.00 10587.38 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 16000000.00 16000000.00 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 United States Treasury 254900HROIFWPRGM1V77 2038-02-15 2038-02-15 0 - 0 8000.00 4256.23 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2067-09-20 2067-10-20 2.683 - 4.644 18042342.00 11220573.77 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 11000000.00 11000000.00 0.0017 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 3.05%, dated 10/31/2022 due 11/01/2022 MBNUM2BPBDO7JBLYG310 JMJ799000_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 16295862.00 13875219.30 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 0.0305 13602000.00 13602000.00 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 2024-06-15 3.35 - 3.35 2112512.00 2060175.92 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 2000000.00 2000000.00 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 5283074.00 5152189.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0308 4999971.00 4999971.00 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 2056-01-15 2056-01-15 3 - 3 11046854.00 9270788.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 9000000.00 9000000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-06-01 2052-06-01 4.5 - 4.5 47753566.00 44899011.93 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0300 44000000.00 44000000.00 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 JMJ799000_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 3182229.00 1839716.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-01-01 2052-09-01 2 - 5 2948199.00 2323255.85 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 4081000.00 4081000.00 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 United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2041-11-15 2.75 - 3.125 4200.00 3563.94 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2051-03-20 2.5 - 2.5 4818396.00 3059652.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-14 2022-11-14 2022-11-14 N N N 0.0339 3000000.00 3000000.00 0.0005 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-04-20 2052-09-20 2.5 - 5.5 16812.00 10446.60 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2042-02-15 0 - 3 1125200.00 993832.33 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-12-01 2052-08-01 3 - 4.5 3779.00 2604.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2051-10-01 2.5 - 2.5 5665.00 4258.20 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-21 2022-11-21 2022-11-21 N N N 0.0347 1000000.00 1000000.00 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 JMJ799000_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 16301071.00 13875215.45 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 13602000.00 13602000.00 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 JMJ799000_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 791639.00 742766.25 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-07-20 2052-08-20 2.5 - 5 1012382.00 517595.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 2058-01-01 2 - 5.5 3576413.00 2221960.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2052-10-01 0.25 - 5.5 2478933.00 1147004.10 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 4534000.00 4534000.00 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-05-01 2051-05-01 2.5 - 2.5 11697111.00 8169774.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-12-08 2022-12-08 2022-12-08 N N N 0.0304 8000000.00 8000000.00 0.0012 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 2051-05-01 2051-05-01 2.5 - 2.5 5842059.00 4080349.74 Agency Mortgage-Backed Securities Y N/A N/A 2023-01-13 2023-01-13 2023-01-13 N N N 0.0305 4000000.00 4000000.00 0.0006 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 JMJ799000_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 2656708.00 2312535.97 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 2267000.00 2267000.00 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-07-01 2052-11-01 3.5 - 6.5 4491400.00 2440709.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2049-06-01 3.5 - 6.5 10120560.00 620352.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 3000000.00 3000000.00 0.0005 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 JMJ799000_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 2023-02-01 2059-04-01 1.5 - 9 138793371.00 36129090.32 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-03 2029-10-31 0 - 4.181 1916022.00 1899701.65 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-10-10 2023-10-10 0 - 0 2612.00 2499.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-12-01 2052-11-01 1.5 - 9.5 70447623.00 12889601.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-01-15 2069-11-20 1.5 - 9.5 36080799.00 4578949.91 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 54407000.00 54407000.00 0.0085 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 2038-04-01 2051-06-01 2 - 5.5 135632158.00 13492871.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2050-02-15 0 - 2.75 262500.00 307979.60 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-02-15 2052-10-20 2 - 5.5 8497956.00 1214090.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 2051-11-01 2 - 5 5558849.00 386009.10 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 15000000.00 15000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.54% 549300QJJX6CVVUXLE15 JKS849000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-09-01 2052-03-01 2.5 - 5 74463742.00 15857916.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-04-20 2052-10-20 2 - 5.5 4108440.00 1232946.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-05-01 2051-06-01 2 - 3.5 882800.00 274467.78 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2050-08-15 0.625 - 2.375 3301900.00 3164976.75 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 20000000.00 20000000.00 0.0031 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 JMJ799000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-03-01 2052-02-01 2 - 4.5 14145770.00 5032077.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2051-02-15 0.125 - 4.5 468463.00 413191.36 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-09-20 2052-10-20 2 - 5.5 62799121.00 24059357.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-03-01 1.5 - 6 23327557.00 5255282.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 34074000.00 34074000.00 0.0053 N Y Y N RBC Financial Group RBC Financial Group, 2.54% ES7IP3U3RHIGC71XBU11 JKR879000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2052-09-01 1.4 - 6 35773291.00 24166856.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2052-09-20 3.47 - 3.5 803187.00 598566.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-04-15 2052-10-01 2.5 - 6 43140078.00 27603065.74 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 51000000.00 51000000.00 0.0079 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 United States Treasury 254900HROIFWPRGM1V77 2022-11-25 2025-01-15 0 - 0.25 200.00 220.73 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-02-01 2052-10-01 2 - 4.5 54485718.00 38779502.59 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 38000000.00 38000000.00 0.0059 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 United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2024-05-31 0.125 - 2 500.00 487.87 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-25 2058-01-01 2 - 5 10660738.00 4954609.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2052-09-20 3.47 - 3.5 78975.00 60003.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2036-04-15 2052-10-01 3 - 6 510644.00 134383.82 Agency Mortgage-Backed Securities 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 5000030.00 5000030.00 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 3.05%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ799000_10193 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 2051-06-01 2051-06-01 2.5 - 2.5 1672525.00 1170096.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2052-02-15 0 - 3 31249884.00 28034106.82 U.S. Treasuries (including strips) Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 28619000.00 28619000.00 0.0045 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 3.05%, dated 10/31/2022 due 11/01/2022 5U0XI89JRFVHWIBS4F54 JMJ799000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2052-10-01 2 - 5 123546009.00 31684814.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2052-09-20 3 - 5.5 69255079.00 16612821.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 47153000.00 47153000.00 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-03-20 2052-03-20 2 - 2 27793383.00 22441908.09 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 22000000.00 22000000.00 0.0034 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 3.05%, dated 10/31/2022 due 11/01/2022 VYVVCKR63DVZZN70PB21 JMJ799000_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 9209834.00 4614641.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-01-01 2052-11-01 1.5 - 6 9906312.00 7410143.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0305 11788000.00 11788000.00 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796YG8 254900HROIFWPRGM1V77 US912796YG81 U.S. Treasury Debt Y N/A N/A 2022-11-01 2022-11-01 2022-11-01 N N N 0.0000 1000000.00 1000000.00 0.0002 N Y Y 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 5697042.16 5697042.16 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% 912796W54 254900HROIFWPRGM1V77 US912796W548 U.S. Treasury Debt Y N/A N/A 2022-11-10 2022-11-10 2022-11-10 N N N 0.0241 999344.83 999344.83 0.0002 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 1997666.66 1997666.66 0.0003 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 1996142.22 1996142.22 0.0003 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 13959837.50 13959837.50 0.0022 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 35274896.05 35274896.05 0.0055 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 15945263.84 15945263.84 0.0025 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 2991651.09 2991651.09 0.0005 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 2984871.93 2984871.93 0.0005 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 34791886.15 34791886.15 0.0054 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 15901528.96 15901528.96 0.0025 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 26815237.38 26815237.38 0.0042 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 30793307.50 30793307.50 0.0048 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 8932546.26 8932546.26 0.0014 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 992138.00 992138.00 0.0002 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 11885691.72 11885691.72 0.0018 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 11874754.80 11874754.80 0.0018 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 42410326.81 42410326.81 0.0066 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 1976045.42 1976045.42 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 8797852.80 8797852.80 0.0014 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 998690.43 998690.43 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.71% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0394 3974848.88 3974848.88 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.65% to 0.66% 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 1993816.44 1993816.44 0.0003 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 7921720.64 7921720.64 0.0012 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 994151.46 994151.46 0.0002 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 1991330.90 1991330.90 0.0003 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 1998791.72 1998791.72 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.17% 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 4959767.60 4959767.60 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 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 4968582.60 4968582.60 0.0008 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 19019161.88 19019161.88 0.0030 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 150121894.50 150121894.50 0.0234 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 65054959.45 65054959.45 0.0101 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 47949229.44 47949229.44 0.0075 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 28631165.11 28631165.11 0.0045 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2022-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer