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2023-02-28 1.500000 900.00 900.89 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 200.00 199.51 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 900.00 897.90 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 100.00 100.72 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 500.00 498.44 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 428900.00 405987.89 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 900000.00 832195.56 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 2031-11-15 1.375000 8321000.00 7311627.97 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 298200.00 260873.36 U.S. Treasuries (including strips) 1 7/8 NOTE AD 22 2022-09-30 1.875000 500.00 502.48 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 400.00 403.46 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 900.00 906.07 U.S. Treasuries (including strips) 2 7/8 NOTE AD 23 2023-09-30 2.875000 400.00 405.02 U.S. Treasuries (including strips) 1 7/8 NOTE P 22 2022-08-31 1.875000 600.00 603.89 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 300.00 301.71 U.S. Treasuries (including strips) 1 5/8 NOTE L 23 2023-05-31 1.625000 1200.00 1194.05 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 100.00 99.05 U.S. Treasuries (including strips) 1 5/8 NOTE F 22 2022-11-15 1.625000 500.00 500.69 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 300.00 302.50 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 946500.00 894920.01 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 700.00 623.84 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 2310000.00 2028909.96 U.S. Treasuries (including strips) 0 1/8 NOTE AX 23 2023-02-28 0.125000 1569800.00 1549883.16 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 30000000.00 30000000.00 0.0002 N Y Y N Credit Suisse AG Credit Suisse AG 0.800 549300D0YARF5HYP1809 BRY2X6EV6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 06/30/22 2022-06-30 0.000000 1100.00 1099.32 U.S. Treasuries (including strips) 1 5/8 NOTE AC 22 2022-08-31 1.625000 1000.00 1005.24 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 1000.00 1007.52 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 2000.00 2031.96 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 2000.00 2018.24 U.S. Treasuries (including strips) 2 5/8 NOTE AG 23 2023-12-31 2.625000 1000.00 1014.81 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 1100.00 1096.71 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 1200.00 1008.16 U.S. Treasuries (including 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5035800.00 5044969.29 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 2200.00 2148.80 U.S. Treasuries (including strips) 0 1/4 NOTE BG 23 2023-09-30 0.250000 1100.00 1071.48 U.S. Treasuries (including strips) 1 NOTE AV 24 2024-12-15 1.000000 1100.00 1059.98 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 2025-03-15 1.750000 1100.00 1075.10 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 1100.00 1007.52 U.S. Treasuries (including strips) 0 1/4 TRIB 50 2050-02-15 0.250000 1100.00 1072.76 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 900.00 1078.19 U.S. Treasuries (including strips) 2 1/2 NOTE W 23 2023-03-31 2.500000 1000.00 1008.65 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 1000.00 1013.29 U.S. Treasuries (including strips) 1 7/8 NOTE P 22 2022-08-31 1.875000 2000.00 2012.98 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 1000.00 1007.14 U.S. Treasuries 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2.125000 1000.00 1011.47 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 1000.00 1010.64 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 900.00 1007.23 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 1100.00 1071.79 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 1100.00 1026.72 U.S. Treasuries (including strips) 1 1/2 NOTE AY 24 2024-02-29 1.500000 1100.00 1086.37 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 5000000.00 5000000.00 0.0000 N Y Y N Barclays Bank plc Barclays Bank plc 0.800 G5GSEF7VJP5I7OUK5573 BRY2X6D62 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-14 0.000000 24503800.00 24480006.81 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - 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549300H47WTHXPU08X20 BRY2XGBT2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-11-15 1.875000 34069000.00 26005434.26 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 25495000.00 25495000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.800 549300H47WTHXPU08X20 BRY2XGB47 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-11-15 1.875000 50000000.00 38166331.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 37417000.00 37417000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.790 549300H47WTHXPU08X20 BRY2XGCP9 U.S. Treasury 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U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-11-15 1.875000 50000000.00 38166331.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 37417000.00 37417000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.800 549300H47WTHXPU08X20 BRY2XGAW6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-11-15 1.875000 50000000.00 38166331.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 37417000.00 37417000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.790 549300H47WTHXPU08X20 BRY2XGCL8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 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1.750000 500000000.00 489610533.33 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0079 480000000.00 480000000.00 0.0026 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.800 549300H47WTHXPU08X20 BRY2XGB13 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-11-15 1.875000 50000000.00 38166331.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 37417000.00 37417000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.790 549300H47WTHXPU08X20 BRY2XGCN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-11-30 1.250000 540245600.00 504908192.89 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0079 495000000.00 495000000.00 0.0027 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGC79 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 130761584.36 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 128193750.00 128193750.00 0.0007 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBU9 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 40864901.41 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 40062500.00 40062500.00 0.0002 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.800 549300H47WTHXPU08X20 BRY2XGB39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-11-15 1.875000 50000000.00 38166331.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 37417000.00 37417000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.790 549300H47WTHXPU08X20 BRY2XGCM6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-05-31 2.625000 544000000.00 540611630.56 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0079 530000000.00 530000000.00 0.0029 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBY1 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 57682272.38 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 56550000.00 56550000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBQ8 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 29389648.28 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 28812500.00 28812500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGCW4 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 169935748.50 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 166600000.00 166600000.00 0.0009 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGC53 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 5967131.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 5850000.00 5850000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBW5 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 41463914.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 40650000.00 40650000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBN5 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 23639021.44 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 23175000.00 23175000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBL9 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 21378511.57 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 20958750.00 20958750.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGCV6 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 36465804.38 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 35750000.00 35750000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGCU8 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 63557601.98 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 62310000.00 62310000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGC87 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 23651771.72 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 23187500.00 23187500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBR6 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 40851901.13 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 40050000.00 40050000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGCX2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2052-05-15 0.000000 200000000.00 84407861.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 82750000.00 82750000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGBS4 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 21372191.43 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 20952500.00 20952500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.810 X574KRZ6V5A7UBU45C31 BRY2XGCB0 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 25436811.09 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0081 24937500.00 24937500.00 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SQ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-05-15 2.750000 889300000.00 891542673.16 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 874042401.96 874042401.96 0.0048 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SG2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-05-18 0.000000 670935000.00 657530624.97 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 644623823.53 644623823.53 0.0035 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SJ6 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 339231012.37 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 332572178.31 332572178.31 0.0018 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7ST4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-04-30 2.750000 137758000.00 137761001.26 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 135056862.75 135056862.75 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SV9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-05-15 4.375000 54708000.00 64078141.01 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 62820338.24 62820338.24 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7T30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-11-15 3.125000 130924500.00 133054921.87 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 130443159.93 130443159.93 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SW7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-07-15 0.125000 16920600.00 18147738.87 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 17791513.24 17791513.24 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SH0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-05-31 2.500000 426300000.00 425776400.97 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 417418750.00 417418750.00 0.0023 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SR8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-11-30 1.250000 3200000.00 2992065.19 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 2933333.33 2933333.33 0.0000 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SS6 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 206947000.00 188067183.48 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 184375574.75 184375574.75 0.0010 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7TD8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 4.250000 59000000.00 68662745.89 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 67314950.98 67314950.98 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SZ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-03-31 2.500000 100000.00 99002.16 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 97058.82 97058.82 0.0000 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SX5 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 259000000.00 238932705.39 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 234242647.06 234242647.06 0.0013 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.800 549300H47WTHXPU08X20 BRY2X7SN7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-08-15 4.500000 123300000.00 149196250.39 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 146267647.06 146267647.06 0.0008 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.800 9R7GPTSO7KV3UQJZQ078 BRY2X6E20 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 6000.00 653.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2022-09-09 2.250000 15000.00 15119.78 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2045-02-01 4.000000 28960.00 7415.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-04-01 3.000000 67000.00 19383.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-07-01 4.000000 92000.00 13697.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 235000.00 43302.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-11-01 4.000000 293000.00 18570.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-04-01 3.000000 384150.00 379157.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-04-01 4.000000 520000.00 139068.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 667190.00 618757.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-05-01 2.000000 750150.00 681335.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 1080248.00 1086746.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 1192260.00 349551.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 2.000000 1218380.00 1094827.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 2.500000 1250000.00 850445.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2034-05-01 3.500000 1465250.00 461023.90 Agency Mortgage-Backed Securities 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1039923.98 Agency Collateralized Mortgage Obligation GNMA_17-101A 2047-07-20 6.000000 31360274.00 1831710.44 Agency Collateralized Mortgage Obligation FNMA_14-49 2054-08-25 5.000000 32258534.00 1134086.26 Agency Collateralized Mortgage Obligation GNMA_21-149H 2051-08-20 3.000000 34690424.00 5252474.17 Agency Collateralized Mortgage Obligation FNMA_20-25C 2050-04-25 4.000000 35335505.00 2254158.87 Agency Collateralized Mortgage Obligation FNMA_15-62 2045-08-25 5.194290 37667000.00 958698.91 Agency Collateralized Mortgage Obligation FNMA_21-75A 2051-11-25 3.500000 40000000.00 6200493.59 Agency Collateralized Mortgage Obligation GNMA_18-168H 2048-12-20 5.192710 45033333.00 1482378.15 Agency Collateralized Mortgage Obligation FHLMC_4096 2042-08-15 5.175290 46819626.00 1099711.45 Agency Collateralized Mortgage Obligation FNMA_11-137C 2042-01-25 5.544290 50000000.00 983904.62 Agency Collateralized Mortgage Obligation GNMA_21-27N 2051-02-20 4.000000 52865489.00 3457344.80 Agency 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Securities FHLMC_5071W 2051-02-25 2.500000 12076634.00 1469716.77 Agency Collateralized Mortgage Obligation GNMA_21-122L 2051-07-20 2.500000 13000000.00 1187739.04 Agency Collateralized Mortgage Obligation FHLMC_5053B 2050-12-25 2.500000 19900000.00 2206919.18 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2042-09-01 4.000000 22791200.00 2995381.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 24681228.00 19007200.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-06-01 2.000000 26497366.00 14185901.31 Agency Mortgage-Backed Securities GNMA_20-144A 2050-09-20 2.500000 29483073.00 2120613.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-01-15 5.000000 35784421.00 125673.42 Agency Mortgage-Backed Securities GNMA_22-56D 2052-01-20 2.500000 41073694.00 5089964.93 Agency Collateralized Mortgage Obligation FNSTR_351 2034-10-01 5.500000 45219482.00 139389.45 Agency 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B1V7KEBTPIMZEU4LTD58 2037-01-01 6.000000 1571.00 35.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-03-01 1.500000 20000.00 15450.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2033-10-20 6.500000 25000.00 424.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2033-01-15 6.000000 25000.00 32.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2036-10-15 6.000000 25000.00 600.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2033-11-15 6.000000 25000.00 331.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2037-08-15 6.000000 25000.00 370.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2037-11-15 6.000000 25000.00 211.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-09-15 6.000000 25000.00 523.97 Agency Mortgage-Backed 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6.500000 62168.00 1721.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-10-15 6.500000 70584.00 903.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-04-20 4.000000 75000.00 7206.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 5.000000 82480.00 86753.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-10-15 6.000000 87000.00 755.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-09-15 6.000000 96063.00 9148.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-04-20 6.500000 100000.00 2148.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2050-04-15 3.500000 102310.00 33768.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-06-01 3.000000 128800.00 123779.38 Agency Mortgage-Backed Securities GOVERNMENT 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1108666.00 86886.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-03-15 4.500000 1221396.00 188421.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-10-15 6.000000 1245892.00 28110.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-12-01 1.500000 1289555.00 714576.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-11-15 4.500000 1306267.00 484595.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-09-15 6.000000 1331000.00 10272.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-06-15 6.000000 1384219.00 18925.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-08-15 4.500000 1455226.00 140458.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2036-11-15 6.000000 1518306.00 29794.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-05-15 5.000000 1535047.00 23535.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2042-01-20 4.000000 1557240.00 1580837.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-07-20 5.500000 1719082.00 33285.12 Agency Mortgage-Backed Securities GNMA_20-123 2050-08-20 2.500000 1741000.00 218312.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-09-20 3.500000 1825000.00 225025.34 Agency Mortgage-Backed Securities GNMA_22-63A 2052-03-20 3.500000 1900000.00 1620999.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-08-15 6.000000 1929744.00 13258.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-11-15 4.500000 1960162.00 580479.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 2090004.00 1998804.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-01-15 6.000000 2150563.00 37700.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-09-15 5.500000 2189594.00 10722.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-06-01 4.000000 2372343.00 2397160.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-10-15 4.500000 2446257.00 460770.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2049-11-15 3.500000 2627673.00 413450.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2048-04-15 4.500000 2641350.00 104554.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2037-03-15 6.000000 2665216.00 54996.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2036-05-15 6.000000 2743530.00 22467.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-08-15 5.000000 4331631.00 198331.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2049-02-15 4.500000 4717347.00 222345.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-06-15 5.000000 4828401.00 630959.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-08-15 5.500000 5271824.00 10486.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2032-10-20 5.500000 6003734.00 61933.89 Agency Mortgage-Backed Securities FHLMC_4998D 2050-08-25 4.000000 6349000.00 628579.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-02-20 4.500000 6781554.00 815232.51 Agency Mortgage-Backed Securities GNMA_12-124A 2042-10-20 4.500000 7629756.00 215163.86 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 10065221.00 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4.000000 27032688.00 6630326.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 31004209.00 26826195.42 Agency Mortgage-Backed Securities GNMA_22-25 2052-02-20 3.000000 32500000.00 3107408.92 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 33918336.00 25191291.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-11-20 5.000000 38208622.00 4026821.53 Agency Mortgage-Backed Securities FHLMC_4908F 2049-08-25 5.044290 60707774.00 2549726.64 Agency Collateralized Mortgage Obligation FREKF_10-3 2031-01-25 6.537030 76124000.00 67416502.94 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 79219155.00 23390103.16 Agency Mortgage-Backed Securities FNMA_17-65A 2047-09-25 4.894290 82398151.00 2858251.20 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 87376779.00 34224982.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 140903278.00 30725321.46 Agency Mortgage-Backed Securities GNMA_21-97C 2050-08-20 3.000000 173772916.00 18820594.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-10-20 3.500000 300000000.00 45329219.62 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-06-01 2022-06-01 2022-06-01 N N N 0.0080 1200000000.00 1200000000.00 0.0066 N Y Y N BlackRock Liquidity Funds 2022-06-06 /s/Ann Frechette Ann Frechette Assistant Treasurer