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HSBC Securities USA, Inc. 0.300 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LNW8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-12-01 1.500000 23578.00 16870.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2024-06-20 4.500000 233968.00 235364.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 2.500000 557058.00 300242.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-11-20 4.000000 1043816.00 215461.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2042-04-20 3.500000 1052956.00 94871.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 1357504.00 304553.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-03-20 6.000000 1510000.00 340175.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2046-03-15 4.000000 1517334.00 160311.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-06-20 3.500000 1557920.00 356178.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-11-15 3.000000 2065860.00 313470.05 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 3403100.00 3798997.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-02-15 3.000000 3500000.00 997560.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 3890000.00 3262779.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 3.000000 6046280.00 5991557.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-06-15 3.500000 9931800.00 892018.31 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 11141900.00 11236436.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 11914700.00 14003153.97 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 15797008.00 3946116.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-10-01 2.500000 17364096.00 15400137.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 17785400.00 16102898.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-03-20 3.000000 17791136.00 11763210.43 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 19919200.00 20019095.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 27602304.00 26120334.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 4.500000 32355968.00 15732689.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 89563200.00 82331466.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-01-20 4.500000 533453440.00 59273432.94 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 286000000.00 286000000.00 0.0016 N Y Y N Citigroup Global Markets, Inc. 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2043-08-01 3.000000 125000.00 31768.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAU9831 2043-11-01 3.500000 250000.00 21632.63 Agency Mortgage-Backed Securities FNMS 04.500 CLAV5046 2044-02-01 4.500000 46341015.00 7036402.62 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8744 2044-02-01 4.500000 19766938.00 5102463.95 Agency Mortgage-Backed Securities FNMS 04.000 CLAV9187 2044-03-01 4.000000 26798000.00 5681232.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAW9011 2039-08-01 3.500000 232801.00 17059.83 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8841 2045-07-01 4.000000 450000.00 69277.60 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ1938 2045-03-01 3.500000 78000.00 10212.81 Agency Mortgage-Backed Securities FNMS 02.500 CIAZ4898 2030-08-01 2.500000 148879.00 25616.12 Agency Mortgage-Backed Securities FNMS 05.500 CL725943 2034-10-01 5.500000 422852.00 5883.51 Agency Mortgage-Backed Securities FNMS 05.500 CL735178 2034-12-01 5.500000 398455.00 7546.83 Agency Mortgage-Backed Securities FNMS 06.000 CT745407 2024-04-01 6.000000 5765942.00 19605.37 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 2036-11-01 6.500000 6981339.00 73911.84 Agency Mortgage-Backed Securities FNMS 05.500 CL782244 2034-07-01 5.500000 1177570.00 33256.25 Agency Mortgage-Backed Securities FNMS 05.500 CL796197 2034-11-01 5.500000 176471.00 2771.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7355 2045-11-01 3.500000 406641.00 65754.76 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7336 2045-11-01 3.500000 400000.00 97701.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0281 2046-03-01 3.500000 163000.00 62097.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1100 2046-01-01 3.500000 632059.00 106067.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1442 2046-07-01 3.500000 215000.00 43055.62 Agency Mortgage-Backed Securities FNMS 03.500 CLBC2521 2046-01-01 3.500000 135000.00 30484.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 2047-01-01 3.500000 300000.00 74914.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBD6887 2038-09-01 6.000000 152062.00 39660.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBD8997 2046-11-01 3.500000 68000.00 27010.74 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9405 2047-07-01 4.000000 5497764.00 3331360.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBH1380 2047-07-01 3.500000 7052044.00 2962324.49 Agency Mortgage-Backed Securities FNMS 04.000 CLBH3700 2047-07-01 4.000000 5617726.00 3147199.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8215 2047-08-01 3.500000 2783350.00 1295042.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ0623 2048-03-01 4.500000 21337379.00 10403256.64 Agency Mortgage-Backed Securities FNMS 03.000 CLBJ0978 2047-11-01 3.000000 33843.00 7600.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2854 2048-03-01 4.000000 8534238.00 2613970.58 Agency Mortgage-Backed Securities FNMS 05.500 CLBJ9175 2048-05-01 5.500000 482433.00 92653.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4439 2048-06-01 4.000000 5750000.00 2017846.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7487 2048-07-01 4.500000 9254050.00 3975501.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7660 2048-10-01 4.500000 356688.00 46198.38 Agency Mortgage-Backed Securities FNMS 02.000 CLBK8248 2050-12-01 2.000000 5685026.00 4289374.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBM1285 2047-05-01 4.500000 190000.00 37606.87 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1890 2032-01-01 2.500000 275000.00 79117.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBM1948 2041-07-01 6.000000 15534000.00 6246869.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3612 2047-02-01 4.000000 116000.00 35329.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3875 2048-04-01 4.000000 5127679.00 1723287.58 Agency Mortgage-Backed Securities FNMS 03.000 CLBM4197 2047-03-01 3.000000 39000000.00 10479578.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4795 2048-08-01 3.500000 201000.00 94028.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5197 2046-07-01 4.500000 300000.00 120567.72 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3197 2049-01-01 4.000000 6225454.00 1814194.70 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5345 2049-11-01 3.000000 89091.00 33726.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5383 2049-12-01 3.000000 367136.00 108889.15 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4944 2034-11-01 2.500000 93000.00 48144.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7287 2050-02-01 3.500000 3438852.00 1803169.11 Agency Mortgage-Backed Securities FNMS 03.000 CLBP3605 2050-06-01 3.000000 1986386.00 1602776.38 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ0497 2050-08-01 2.500000 1981795.00 1637327.18 Agency Mortgage-Backed Securities FNMS 02.500 CLBT4725 2051-09-01 2.500000 1549180.00 1405444.02 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0237 2047-08-01 4.000000 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1420000.00 154.75 Agency Mortgage-Backed Securities FNMS 06.000 CL255180 2034-04-01 6.000000 972000.00 20871.28 Agency Mortgage-Backed Securities 2.75 FMNT GB 23 N5 2023-06-19 2.750000 1004000.00 1019610.75 Agency Debentures and Agency Strips 0.25 FMNT GB23 V7 2023-08-24 0.250000 7001000.00 6811891.71 Agency Debentures and Agency Strips 0.375 FMNT GB 25 X3 2025-09-23 0.375000 850000.00 781388.00 Agency Debentures and Agency Strips FNMS 06.500 CL504076 2029-06-01 6.500000 167000.00 337.47 Agency Mortgage-Backed Securities FNMS 03.000 CIAK5738 2027-03-01 3.000000 6000.00 644.42 Agency Mortgage-Backed Securities FNMS 05.500 CLAL1572 2036-09-01 5.500000 450000.00 36109.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9234 2046-10-01 3.500000 69930.00 27647.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6486 2046-07-01 3.500000 450000.00 188837.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBC0884 2046-05-01 3.000000 300000.00 133440.99 Agency Mortgage-Backed Securities FNMS 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LLC Goldman Sachs & Co. LLC 0.300 FOR8UP27PHTHYVLBNG30 BRY1TFC94 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 1/4 NOTE E 31 2031-08-15 1.250000 29262300.00 25500067.11 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 25000000.00 25000000.00 0.0001 N Y Y N Societe Generale SA Societe Generale SA 0.300 O2RNE8IBXP4R0TD8PU41 BRY1TFBJ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 11/03/22 2022-11-03 0.000000 800.00 794.51 U.S. Treasuries (including strips) BILL 05/05/22 2022-05-05 0.000000 500.00 499.99 U.S. Treasuries (including strips) 7 1/4 BOND 22 2022-08-15 7.250000 28400.00 29328.97 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 4535600.00 4784849.79 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 100.00 100.55 U.S. Treasuries (including strips) 0 1/8 NOTE AM 23 2023-05-15 0.125000 100.00 98.01 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 100.00 92.22 U.S. Treasuries (including strips) 0 1/8 NOTE AQ 23 2023-08-15 0.125000 100.00 97.20 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 100900.00 91981.61 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.000000 99.29 71.32 U.S. Treasuries (including strips) TINT 08/15/41 2041-08-15 0.000000 359899.99 192085.82 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 5000000.00 5000000.00 0.0000 N Y Y N Barclays Capital, Inc. 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1285667.83 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.000000 6686101.28 5776390.34 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.000000 6418869.84 5498667.08 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.000000 3668568.15 3118275.59 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.000000 22070122.98 18616854.98 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.000000 55809772.97 46407891.19 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.000000 6295093.88 5273481.98 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.000000 6319357.88 5212895.19 U.S. Treasuries (including strips) TINT 05/15/35 2035-05-15 0.000000 6284973.13 4240911.32 U.S. Treasuries (including strips) TINT 11/15/35 2035-11-15 0.000000 44560673.13 29600808.51 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.000000 19025747.98 15578701.01 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.000000 4774267.98 3850490.09 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.000000 6294160.63 5116900.83 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.000000 6321660.63 5063270.86 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.000000 16737660.63 13211922.63 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.000000 12111961.74 9633491.01 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.000000 34226961.74 26806624.89 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.000000 25117052.74 19360902.41 U.S. Treasuries (including strips) TINT 05/15/36 2036-05-15 0.000000 6249473.13 4084643.14 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.000000 6244973.13 4005432.09 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.000000 15933373.13 10034201.06 U.S. Treasuries (including strips) TINT 08/15/37 2037-08-15 0.000000 42342036.75 26387133.88 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.000000 36324536.75 22339953.35 U.S. Treasuries (including strips) TINT 11/15/51 2051-11-15 0.000000 40312.50 17123.14 U.S. Treasuries (including strips) TINT 11/15/37 2037-11-15 0.000000 7131629.13 4416974.50 U.S. Treasuries (including strips) TINT 05/15/38 2038-05-15 0.000000 6243673.13 3805768.52 U.S. Treasuries (including strips) TINT 08/15/38 2038-08-15 0.000000 80808618.00 48742142.21 U.S. Treasuries (including strips) TINT 02/15/39 2039-02-15 0.000000 23926018.00 14206432.08 U.S. Treasuries (including strips) TINT 02/15/52 2052-02-15 0.000000 1514250.00 640588.32 U.S. Treasuries (including strips) TINT 11/15/38 2038-11-15 0.000000 13054673.13 7810349.84 U.S. Treasuries (including strips) TINT 05/15/39 2039-05-15 0.000000 8257773.13 4852738.18 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.000000 25950218.00 15154538.06 U.S. Treasuries (including strips) TINT 11/15/39 2039-11-15 0.000000 9192223.13 5303912.75 U.S. Treasuries (including strips) TINT 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Treasuries (including strips) TINT 08/15/45 2045-08-15 0.000000 88084662.50 41328442.80 U.S. Treasuries (including strips) TINT 11/15/45 2045-11-15 0.000000 23754513.75 11114499.44 U.S. Treasuries (including strips) TINT 02/15/46 2046-02-15 0.000000 44684662.50 20759153.66 U.S. Treasuries (including strips) TINT 05/15/46 2046-05-15 0.000000 392138.75 181112.81 U.S. Treasuries (including strips) TINT 08/15/46 2046-08-15 0.000000 33417329.50 15315496.28 U.S. Treasuries (including strips) TINT 11/15/46 2046-11-15 0.000000 3008209.90 1375540.08 U.S. Treasuries (including strips) TINT 02/15/47 2047-02-15 0.000000 3091379.97 1403455.59 U.S. Treasuries (including strips) TINT 05/15/47 2047-05-15 0.000000 22681201.25 10243828.46 U.S. Treasuries (including strips) TINT 08/15/47 2047-08-15 0.000000 35904837.50 16181233.12 U.S. Treasuries (including strips) TINT 11/15/47 2047-11-15 0.000000 3012201.25 1353984.46 U.S. Treasuries (including strips) TINT 02/15/48 2048-02-15 0.000000 52760262.50 23604941.44 U.S. Treasuries (including strips) TINT 05/15/48 2048-05-15 0.000000 93498.22 41785.29 U.S. Treasuries (including strips) TINT 08/15/48 2048-08-15 0.000000 34444963.76 15288121.61 U.S. Treasuries (including strips) TINT 11/15/48 2048-11-15 0.000000 5016312.50 2225988.67 U.S. Treasuries (including strips) TINT 02/15/49 2049-02-15 0.000000 40714762.50 18014979.53 U.S. Treasuries (including strips) TINT 05/15/49 2049-05-15 0.000000 3596125.00 1589195.96 U.S. Treasuries (including strips) TINT 08/15/49 2049-08-15 0.000000 23718062.50 10405351.20 U.S. Treasuries (including strips) TINT 11/15/49 2049-11-15 0.000000 29546312.50 12906804.33 U.S. Treasuries (including strips) TINT 02/15/50 2050-02-15 0.000000 14564812.50 6329838.38 U.S. Treasuries (including strips) TINT 05/15/50 2050-05-15 0.000000 3020062.50 1306741.78 U.S. Treasuries (including strips) TINT 08/15/50 2050-08-15 0.000000 48242812.50 20767083.50 U.S. Treasuries (including strips) TINT 11/15/50 2050-11-15 0.000000 5087562.50 2189824.26 U.S. Treasuries (including strips) TINT 02/15/51 2051-02-15 0.000000 23376375.00 10044594.57 U.S. Treasuries (including strips) TINT 05/15/51 2051-05-15 0.000000 139187.50 59477.60 U.S. Treasuries (including strips) TINT 08/15/51 2051-08-15 0.000000 6028250.00 2569185.90 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 2750000000.00 2750000000.00 0.0151 N Y Y N Deutsche Bank AG Deutsche Bank AG 0.300 7LTWFZYICNSX8D621K86 BRY1TFAN5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 NOTE N 28 2028-07-31 1.000000 57127500.00 51000058.01 U.S. Treasuries (including strips) Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-2 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 50000000.00 50000000.00 0.0003 N Y Y N Bank of Montreal Bank of Montreal 0.270 NQQ6HPCNCCU6TUTQYE16 BRY1TFAU9 U.S. Treasury Repurchase Agreement, 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MUFG Securities Americas, Inc. 0.305 K5HU16E3LMSVCCJJJ255 BRY1TFBG9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FGRA S13676 03/15/44 2044-03-15 5.395860 50000000.00 2802862.17 Agency Collateralized Mortgage Obligation FNRA CL021ST R12F021 2042-03-25 5.282140 42033856.00 725633.55 Agency Collateralized Mortgage Obligation FNRA RC014SQ R12F014 2042-03-25 5.832140 54166656.00 760124.22 Agency Collateralized Mortgage Obligation FNRM CL151IN R12F151 2043-01-25 5.000000 30000000.00 438696.22 Agency Collateralized Mortgage Obligation FNRA CL006PS R13F006 2043-02-25 5.432140 40783040.00 943764.75 Agency Collateralized Mortgage Obligation FNRA RC039GS R13F039 2042-10-25 5.432140 44524800.00 777385.20 Agency Collateralized Mortgage Obligation FNRM CL064LI R13F064 2033-06-25 3.000000 28683392.00 771438.91 Agency Collateralized Mortgage Obligation FNRM CL073CI R13F073 2033-07-25 3.000000 38607488.00 850399.46 Agency Collateralized Mortgage Obligation FNRM CL022NI R15F022 2045-04-25 3.000000 21128416.00 603090.28 Agency Collateralized Mortgage Obligation FNRA CL060CS R15F060 2045-08-25 5.532140 20454528.00 560645.46 Agency Collateralized Mortgage Obligation FNRM CL088NI R15F088 2044-09-25 4.000000 50000000.00 806576.71 Agency Collateralized Mortgage Obligation FNRA CL091AS R15F091 2045-12-25 1.453520 82366080.00 605785.20 Agency Collateralized Mortgage Obligation FNRM CL089MI R15F089 2042-03-25 3.500000 5357136.00 86125.64 Agency Collateralized Mortgage Obligation FNRA CL040KS R16F040 2056-07-25 1.459210 62369344.00 353254.48 Agency Collateralized Mortgage Obligation FNRA RC040AS R16F040 2046-07-25 1.373960 141625280.00 1113700.08 Agency Collateralized Mortgage Obligation FNRA RC040PS R16F040 2046-07-25 1.171390 157677056.00 1006079.89 Agency Collateralized Mortgage Obligation FNRM CL030QI R17F030 2047-05-25 3.500000 3849924.00 301350.56 Agency Collateralized Mortgage Obligation FNRA CL030IB 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Clearing Corporation - BNP 0.290 549300H47WTHXPU08X20 BRY1TPWK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-02-15 2.250000 533333300.00 520214959.15 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 510000000.00 510000000.00 0.0028 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.290 549300H47WTHXPU08X20 BRY1TPWF6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-11-15 2.250000 450000000.00 438926899.22 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 430312500.00 430312500.00 0.0024 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.290 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Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-11-15 3.125000 491925500.00 504909537.94 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 495000000.00 495000000.00 0.0027 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.290 549300H47WTHXPU08X20 BRY1TPWG4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2038-02-15 4.375000 155000000.00 185006183.23 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0029 181375000.00 181375000.00 0.0010 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 67000000.00 64668027.80 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 63398750.00 63398750.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW25 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 215000000.00 131035068.61 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 128462500.00 128462500.00 0.0007 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-11-15 0.000000 60000000.00 41234244.31 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 40425000.00 40425000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWA7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-05-15 0.000000 60000000.00 40622828.81 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 39825000.00 39825000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWS8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-08-15 0.000000 100000000.00 46666181.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 45750000.00 45750000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW90 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-08-15 0.000000 34000000.00 21328740.18 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 20910000.00 20910000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 23000000.00 21906444.80 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 21476250.00 21476250.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWC3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-05-15 0.000000 35000000.00 25258389.70 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 24762500.00 24762500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWQ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2050-11-15 1.625000 50000000.00 37613452.60 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 36875000.00 36875000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPW33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-08-15 0.000000 35000000.00 23517795.62 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 23056250.00 23056250.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWB5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-11-15 0.000000 30000000.00 23409592.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 22950000.00 22950000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWY5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 0.000000 10000000.00 5967151.13 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 5850000.00 5850000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWT6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 28815729.79 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 28250000.00 28250000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWX7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-02-15 0.000000 50000000.00 22950581.25 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 22500000.00 22500000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWU3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-08-15 0.000000 50000000.00 40482525.26 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 39687500.00 39687500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPV26 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 29644750.78 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 29062500.00 29062500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWW9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 3.000000 60000000.00 59518507.38 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 58350000.00 58350000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY1TPWR0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 0.000000 340000000.00 174271413.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0031 170850000.00 170850000.00 0.0009 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2T8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-09-30 1.250000 32249000.00 29145748.09 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 28573562.50 28573562.50 0.0002 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL3E0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-02-15 2.500000 179625000.00 161441925.56 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 158272518.38 158272518.38 0.0009 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2U5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-08-31 0.250000 276350000.00 253557339.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 248579534.31 248579534.31 0.0014 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL3A8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-11-15 3.000000 142700000.00 141098083.20 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 138328063.73 138328063.73 0.0008 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2M3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-04-20 0.000000 22703000.00 22277864.76 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 21840508.58 21840508.58 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL318 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-05-31 0.750000 500000000.00 460011274.51 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 450980392.16 450980392.16 0.0025 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2K7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-02-15 3.125000 3750000.00 3754779.53 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 3681066.18 3681066.18 0.0000 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2R2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-02-15 3.625000 99875000.00 108117337.37 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 105994791.67 105994791.67 0.0006 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2V3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-08-15 3.750000 188750000.00 207394145.57 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 203322610.29 203322610.29 0.0011 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2Z4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-08-15 1.750000 163229600.00 130790922.58 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 128223251.96 128223251.96 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL334 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 357222000.00 368840754.99 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 361599720.59 361599720.59 0.0020 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2L5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-02-15 2.500000 158500000.00 142653496.32 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 139852941.18 139852941.18 0.0008 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL300 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-11-15 2.750000 419255000.00 401446501.63 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 393565355.39 393565355.39 0.0022 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL3C4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-11-15 2.875000 75000000.00 73126792.28 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 71691176.47 71691176.47 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2N1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-11-15 4.375000 287782500.00 347146148.91 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 340331020.22 340331020.22 0.0019 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2S0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-01-31 0.375000 265556000.00 241993836.08 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 237243044.12 237243044.12 0.0013 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2J0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 3.625000 40000000.00 43251060.05 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 42401960.78 42401960.78 0.0002 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL2Q4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-08-15 2.750000 15000000.00 14175347.43 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 13897058.82 13897058.82 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY1TL326 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-08-15 2.250000 192250000.00 164858415.55 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 161621936.27 161621936.27 0.0009 N Y Y N Citibank NA Citibank NA 0.300 E57ODZWZ7FF32TWEFA76 BRY1TFAZ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 05/19/22 2022-05-19 0.000000 1300.00 1299.83 U.S. Treasuries (including strips) BILL 07/14/22 2022-07-14 0.000000 1600.00 1597.36 U.S. Treasuries (including strips) BILL 11/03/22 2022-11-03 0.000000 3100.00 3078.71 U.S. Treasuries (including strips) BILL 01/26/23 2023-01-26 0.000000 100.00 98.82 U.S. Treasuries (including strips) BILL 07/21/22 2022-07-21 0.000000 64537700.00 64414755.68 U.S. Treasuries (including strips) BILL 08/04/22 2022-08-04 0.000000 200.00 199.51 U.S. Treasuries (including strips) BILL 02/23/23 2023-02-23 0.000000 7099600.00 6999950.01 U.S. Treasuries (including strips) BILL 09/29/22 2022-09-29 0.000000 500.00 497.59 U.S. Treasuries (including strips) BILL 10/13/22 2022-10-13 0.000000 3914200.00 3891810.78 U.S. Treasuries (including strips) BILL 08/23/22 2022-08-23 0.000000 1500.00 1495.05 U.S. Treasuries (including strips) 3 5/8 TRIB 28 2028-04-15 3.625000 400.00 870.45 U.S. Treasuries (including strips) 3 7/8 TRIB 29 2029-04-15 3.875000 2158600.00 4794361.92 U.S. Treasuries (including strips) 2 TRIB 26 2026-01-15 2.000000 800.00 1272.20 U.S. Treasuries (including strips) 1 3/4 TRIB 28 2028-01-15 1.750000 7806500.00 11918880.12 U.S. Treasuries (including strips) 4 1/2 BOND 38 2038-05-15 4.500000 200.00 244.63 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 972700.00 1181816.48 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 30.00 36.21 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 965400.00 1060348.20 U.S. Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 3994800.00 5138099.03 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 100.00 98.77 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 107200.00 137785.05 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 15527900.00 20223170.53 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 2269800.00 2154189.05 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 165900.00 158598.66 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 100.00 69.70 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 1800.00 1438.52 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 4248100.00 4019487.91 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 6533800.00 6483069.92 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 605800.00 595549.90 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 27900.00 28076.35 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 100.00 99.63 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 4259300.00 4298373.52 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 3285500.00 3321449.15 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 854200.00 847490.89 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 455200.00 458728.66 U.S. Treasuries (including strips) 1 1/2 NOTE AQ 22 2022-08-15 1.500000 6519900.00 6547771.67 U.S. Treasuries (including strips) 0 1/8 TRIN X 25 2025-04-15 0.125000 290600.00 330910.18 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 516600.00 457159.25 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 2028-02-29 1.125000 1482800.00 1343913.89 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 2028-03-31 1.250000 1266600.00 1152821.88 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 1098600.00 1004032.32 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 2025-03-15 1.750000 100.00 97.26 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 25700.00 24905.15 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 150000000.00 150000000.00 0.0008 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 0.300 549300H47WTHXPU08X20 BRY1TE710 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/2 BOND 46 2046-02-15 2.500000 88462100.00 79534366.55 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 155303300.00 134561813.24 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 300000000.00 295903882.87 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 500000000.00 500000000.00 0.0028 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.315 MBNUM2BPBDO7JBLYG310 BRY1PPKL0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 0 1/8 NOTE AM 23 2023-05-15 0.125000 520334000.00 510000037.40 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-04 2022-05-04 2022-05-04 N N N 0.0032 500000000.00 500000000.00 0.0028 N N Y N BNP Paribas SA BNP Paribas SA 0.300 R0MUWSFPU8MPRO8K5P83 BRY1PPFX0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 05/19/22 2022-05-19 0.000000 100.00 99.99 U.S. Treasuries (including strips) BILL 08/11/22 2022-08-11 0.000000 100.00 99.71 U.S. Treasuries (including strips) 4 5/8 TPRN 40 2040-02-15 0.000000 100.00 58.96 U.S. Treasuries (including strips) 3 5/8 TPRN 43 2043-08-15 0.000000 100.00 50.96 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 164300.00 195689.16 U.S. Treasuries (including strips) 3 5/8 TRIB 28 2028-04-15 3.625000 5055300.00 11000947.15 U.S. Treasuries (including strips) 3 3/8 TRIB 32 2032-04-15 3.375000 88800.00 192756.37 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 600.00 946.35 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 100.00 94.37 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 10508700.00 9427832.25 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 36640500.00 31359258.98 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 111091100.00 90918417.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 1179500.00 942628.41 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 964800.00 1140392.59 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 102129000.00 119987098.51 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 12610300.00 12569449.25 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 25895900.00 25430891.19 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 202900.00 202066.10 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 16000.00 19648.93 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 4038800.00 4067521.67 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 10333100.00 12977421.42 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 600.00 580.90 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 2025-04-30 0.375000 3494000.00 3254478.06 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 1100.00 1248.71 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 1000.00 915.39 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 35372900.00 32592990.43 U.S. Treasuries (including strips) TINT 02/15/34 2034-02-15 0.000000 237.15 166.36 U.S. Treasuries (including strips) TINT 11/15/30 2030-11-15 0.000000 922016.31 716250.85 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-04 2022-05-04 2022-05-04 N N N 0.0030 350000000.00 350000000.00 0.0019 N N Y N U.S. Treasury Bills U.S. Treasury Bills 2.037 912796V48 254900HROIFWPRGM1V77 US912796V482 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2023-04-20 2023-04-20 2023-04-20 N N N 0.0204 1010991059.05 1010991059.05 0.0056 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.300 7TK5RJIZDFROZCA6XF66 BRY1TFBD6 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 4.375000 1105000.00 1321345.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 2496100.00 2466887.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 5983500.00 4371812.94 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 8000000.00 8000000.00 0.0000 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.280 549300H47WTHXPU08X20 BRY1TDWE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Bond 3.375 05/15/2044 2022-05-02 0.280000 45000000.00 47406118.05 U.S. Treasuries (including strips) T Bond 2.75 08/15/2042 2022-05-02 0.280000 35000000.00 33155625.30 U.S. Treasuries (including strips) T Bond 2.5 02/15/2046 2022-05-02 0.280000 25000000.00 22581111.00 U.S. Treasuries (including strips) T Bond 2.875 11/15/2046 2022-05-02 0.280000 25000000.00 24437957.00 U.S. Treasuries (including strips) T Bond 2.25 08/15/2046 2022-05-02 0.280000 200000000.00 171923058.00 U.S. Treasuries (including strips) T Bond 1.75 08/15/2041 2022-05-02 0.280000 50000000.00 40192050.50 U.S. Treasuries (including strips) T Bond 2.25 05/15/2041 2022-05-02 0.280000 200000000.00 177074504.00 U.S. Treasuries (including strips) T Bond 3 02/15/2048 2022-05-02 0.280000 170644200.00 170956601.75 U.S. Treasuries (including strips) T Bond 2.75 11/15/2047 2022-05-02 0.280000 135000000.00 129615191.55 U.S. Treasuries (including strips) T Bond 1.125 08/15/2040 2022-05-02 0.280000 150000000.00 109096147.50 U.S. Treasuries (including strips) T Note 1.5 11/30/2028 2022-05-02 0.280000 112306400.00 102940270.85 U.S. Treasuries (including strips) TII Note .125 07/15/2031 2022-05-02 0.280000 110000000.00 119509944.40 U.S. Treasuries (including strips) T Bond 3 05/15/2045 2022-05-02 0.280000 50000000.00 49611451.50 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0028 1175000000.00 1175000000.00 0.0065 N Y Y N BlackRock Liquidity Funds 2022-05-05 /s/Ann Frechette Ann Frechette Assistant Treasurer