# EDGAR Filing Document

**Accession Number:** 0000356173
**File Stem:** 0000356173-23-000017
**Filing Date:** 2023-2
**Character Count:** 197600
**Document Hash:** 46b5d75823219d38f4773c27ca3c79c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000356173-23-000017.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0000356173-23-000017

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230207

**DATE AS OF CHANGE**: 20230207

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Colchester Street Trust
- **CENTRAL INDEX KEY:** 0000356173
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03320
- **FILM NUMBER:** 23592832

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLCHESTER STREET TRUST
- **DATE OF NAME CHANGE:** 19980324

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY INSTITUTIONAL CASH PORTFOLIOS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CASH INVESTMENT FUND
- **DATE OF NAME CHANGE:** 19850414

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004820)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000013039 | Class I             | FIGXX           |
| C000013080 | Class II            | FCVXX           |
| C000013081 | Class III           | FCGXX           |
| C000013082 | Select Class        | FGEXX           |
| C000141704 | Institutional Class | FRGXX           |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2023-01-31

**EDGAR Series Identifier:** S000004820

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                                            | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | None                                                               |  |
| A.4    | Independent Public Accountant | DELOITTE & TOUCHE LLP<br>City: Boston<br>State: MA                 |  |
| A.6    | Transfer Agent                | FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC<br>CIK: 0000862124 | 084-01839         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 002-74808

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Exempt Government

- **A.11 - WAM:** 5 days

- **A.12 - WAL:** 50 days

- **Total Value of Portfolio Securities:** $130382798134.20

- **Amortized Cost of Portfolio Securities:** $130384607905.91

- **Cash:** $0.00

- **Total Other Assets:** $971197967.76

- **Total Liabilities:** $3846512639.32

- **Net Assets of Series:** $127509293234.35

- **Number of Shares Outstanding (Series):** 127498946453.67

- **Stable Price Per Share:** $1.00

- **7-Day Gross Yield:** 4.3800%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $103188530024.79           |  | 86.0000%                   |
| Friday, Week 2 |  | $106711231059.29           |  | 88.0000%                   |
| Friday, Week 3 |  | $110559756546.46           |  | 86.0000%                   |
| Friday, Week 4 |  | $107654900227.58           |  | 84.0000%                   |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $33368279741.01

- **B.4 - Shares Outstanding:** 33358701401.97

- **B.7.7 - 7-Day Net Yield:** 4.2000%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** Fidelity Investments, Reimbursement Fees, -572347.36;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $4563029706.89            | $3901334755.07          |
| Week 2   | $5552930757.42            | $5830766947.65          |
| Week 3   | $5527852731.37            | $4872278508.65          |
| Week 4   | $5754894160.33            | $5746142095.21          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $24981734740.49

- **Gross Redemptions for month:** $23654299564.20

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $777246673.49

- **B.4 - Shares Outstanding:** 776845466.81

- **B.7.7 - 7-Day Net Yield:** 4.0500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** Fidelity Investments, Reimbursement Fees, -12176.37;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $5112638.87               | $69854387.46            |
| Week 2   | $6108597.51               | $12251784.55            |
| Week 3   | $8128605.71               | $35327343.75            |
| Week 4   | $32897806.72              | $9124987.78             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $55153392.52

- **Gross Redemptions for month:** $137004662.72

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $4211713964.13

- **B.4 - Shares Outstanding:** 4209540527.87

- **B.7.7 - 7-Day Net Yield:** 3.9500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** Fidelity Investments, Reimbursement Fees, -53220.71;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $65496704.77              | $81041740.03            |
| Week 2   | $153652872.88             | $114827825.23           |
| Week 3   | $212776846.17             | $131087642.47           |
| Week 4   | $143372756.36             | $181008104.82           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $693965491.21

- **Gross Redemptions for month:** $535913838.33

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000.00

- **B.3 - Net Assets of Class:** $210168105.56

- **B.4 - Shares Outstanding:** 210140461.88

- **B.7.7 - 7-Day Net Yield:** 4.1500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** Fidelity Investments, Reimbursement Fees, -3590.11;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $11005046.37              | $11864842.97            |
| Week 2   | $4509224.21               | $5870188.74             |
| Week 3   | $18353358.75              | $39446844.58            |
| Week 4   | $13832604.18              | $7959135.97             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $52313118.81

- **Gross Redemptions for month:** $65179050.54

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $88941884750.16

- **B.4 - Shares Outstanding:** 88943718595.13

- **B.7.7 - 7-Day Net Yield:** 4.2400%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** Fidelity Investments, Reimbursement Fees, -2211337.05;

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $8218348580.35            | $6706630836.19          |
| Week 2   | $9396898876.19            | $8121358676.80          |
| Week 3   | $10048052143.12           | $7028358211.41          |
| Week 4   | $10696048857.09           | $9342640240.59          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $45336361486.40

- **Gross Redemptions for month:** $36140895377.59

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO Bank NV

- **C.1 - Title:** ABN AMRO Bank NV, 4.30%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: JQD461000
- **C.18 - Value (incl. sponsor support):** $187000000.00
- **C.18.a - Value (excl. sponsor support):** $187000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC, 4.30%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: JQD467000
- **C.18 - Value (incl. sponsor support):** $1406000000.00
- **C.18.a - Value (excl. sponsor support):** $1406000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: CIBC Bank U.S.A.

- **C.1 - Title:** CIBC Bank U.S.A., 4.30%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: JQC121000
- **C.18 - Value (incl. sponsor support):** $147500000.00
- **C.18.a - Value (excl. sponsor support):** $147500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: CIBC Bank U.S.A.

- **C.1 - Title:** CIBC Bank U.S.A., 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: JPI295000
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: CIBC Bank U.S.A.

- **C.1 - Title:** CIBC Bank U.S.A., 4.55%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: JQC417000
- **C.18 - Value (incl. sponsor support):** $332999700.30
- **C.18.a - Value (excl. sponsor support):** $332999700.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Credit AG

- **C.1 - Title:** Credit AG, 4.51%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: JQA436000
- **C.18 - Value (incl. sponsor support):** $92000000.00
- **C.18.a - Value (excl. sponsor support):** $92000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-15
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc., 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 9J6MBOOO7BECTDTUZW19, CIK: 0000058056
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York, 4.30%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 254900Y8NKGV541U8Q32, CIK: 0001457970
- **C.18 - Value (incl. sponsor support):** $80643000000.00
- **C.18.a - Value (excl. sponsor support):** $80643000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 63.2400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. - SSB, 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: JQD559000
- **C.18 - Value (incl. sponsor support):** $197000000.00
- **C.18.a - Value (excl. sponsor support):** $197000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.24%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JML888000
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.28%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JMY579000
- **C.18 - Value (incl. sponsor support):** $93000000.00
- **C.18.a - Value (excl. sponsor support):** $93000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.33%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JNA329000
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2023-02-06
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.43%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JMV118000
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-28
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.43%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JMV996000
- **C.18 - Value (incl. sponsor support):** $46000000.00
- **C.18.a - Value (excl. sponsor support):** $46000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-28
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.47%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JOT434000
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-22
- **C.12 - Maturity Date (WAL):** 2023-02-22
- **C.13 - Final Legal Maturity Date:** 2023-02-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.59%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JPO319000
- **C.18 - Value (incl. sponsor support):** $88000000.00
- **C.18.a - Value (excl. sponsor support):** $88000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2023-03-09
- **C.12 - Maturity Date (WAL):** 2023-03-09
- **C.13 - Final Legal Maturity Date:** 2023-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.59%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JPX328000
- **C.18 - Value (incl. sponsor support):** $89500000.00
- **C.18.a - Value (excl. sponsor support):** $89500000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-03-23
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.60%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JPU407000
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-03-13
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.62%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JPY552000
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-27
- **C.12 - Maturity Date (WAL):** 2023-03-27
- **C.13 - Final Legal Maturity Date:** 2023-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Mizuho Bank, Ltd.

- **C.1 - Title:** Mizuho Bank, Ltd., 4.30%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: JQD481000
- **C.18 - Value (incl. sponsor support):** $329000000.00
- **C.18.a - Value (excl. sponsor support):** $329000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: MUFG Securities EMEA PLC

- **C.1 - Title:** MUFG Securities EMEA PLC, 4.30%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: U7M81AY481YLIOR75625, C.5 - Other ID: JQD373000
- **C.18 - Value (incl. sponsor support):** $469000000.00
- **C.18.a - Value (excl. sponsor support):** $469000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: JQD352000
- **C.18 - Value (incl. sponsor support):** $299327650.00
- **C.18.a - Value (excl. sponsor support):** $299327650.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada, 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: JPV471000
- **C.18 - Value (incl. sponsor support):** $49000000.00
- **C.18.a - Value (excl. sponsor support):** $49000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada, 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: JPT906000
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada, 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: JPU384000
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada, 4.31%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: JPV069000
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Societe Generale

- **C.1 - Title:** Societe Generale, 4.48%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: JQD452000
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Societe Generale

- **C.1 - Title:** Societe Generale, 4.52%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: JQC914000
- **C.18 - Value (incl. sponsor support):** $277000000.00
- **C.18.a - Value (excl. sponsor support):** $277000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-10
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd., 4.36%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: JPV114000
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 2.59%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENYG9, C.4 - ISIN: US3133ENYG96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20813586.99
- **C.18.a - Value (excl. sponsor support):** $20813586.99
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2023-06-07
- **C.12 - Maturity Date (WAL):** 2023-06-07
- **C.13 - Final Legal Maturity Date:** 2023-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENQB9, C.4 - ISIN: US3133ENQB91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46999114.52
- **C.18.a - Value (excl. sponsor support):** $46999114.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-03
- **C.13 - Final Legal Maturity Date:** 2023-03-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.32%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENQT0, C.4 - ISIN: US3133ENQT00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64999848.55
- **C.18.a - Value (excl. sponsor support):** $64999848.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-07
- **C.13 - Final Legal Maturity Date:** 2023-03-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENP46, C.4 - ISIN: US3133ENP467, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42010871.28
- **C.18.a - Value (excl. sponsor support):** $42010871.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-09-26
- **C.13 - Final Legal Maturity Date:** 2023-09-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENC57, C.4 - ISIN: US3133ENC572, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78013761.54
- **C.18.a - Value (excl. sponsor support):** $78013761.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-26
- **C.13 - Final Legal Maturity Date:** 2023-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENQ60, C.4 - ISIN: US3133ENQ606, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61017762.59
- **C.18.a - Value (excl. sponsor support):** $61017762.59
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-04
- **C.13 - Final Legal Maturity Date:** 2023-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.38%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENP87, C.4 - ISIN: US3133ENP871, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135028414.80
- **C.18.a - Value (excl. sponsor support):** $135028414.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-05-28
- **C.13 - Final Legal Maturity Date:** 2024-05-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENV56, C.4 - ISIN: US3133ENV564, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67025100.88
- **C.18.a - Value (excl. sponsor support):** $67025100.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-24
- **C.13 - Final Legal Maturity Date:** 2024-01-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.40%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENT83, C.4 - ISIN: US3133ENT832, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63028119.42
- **C.18.a - Value (excl. sponsor support):** $63028119.42
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-18
- **C.13 - Final Legal Maturity Date:** 2024-07-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.40%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENZ29, C.4 - ISIN: US3133ENZ292, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $91024858.47
- **C.18.a - Value (excl. sponsor support):** $91024858.47
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-10
- **C.13 - Final Legal Maturity Date:** 2023-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.40%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENW48, C.4 - ISIN: US3133ENW489, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $102039259.80
- **C.18.a - Value (excl. sponsor support):** $102039259.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-26
- **C.13 - Final Legal Maturity Date:** 2024-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.41%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2B5, C.4 - ISIN: US3133EN2B51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44006946.28
- **C.18.a - Value (excl. sponsor support):** $44006946.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-11-15
- **C.13 - Final Legal Maturity Date:** 2023-11-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.42%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN4F4, C.4 - ISIN: US3133EN4F48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50001997.50
- **C.18.a - Value (excl. sponsor support):** $50001997.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-09-14
- **C.13 - Final Legal Maturity Date:** 2023-09-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.42%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENX96, C.4 - ISIN: US3133ENX966, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $103051443.35
- **C.18.a - Value (excl. sponsor support):** $103051443.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2024-05-02
- **C.13 - Final Legal Maturity Date:** 2024-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.44%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2U3, C.4 - ISIN: US3133EN2U33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $113025882.65
- **C.18.a - Value (excl. sponsor support):** $113025882.65
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-23
- **C.13 - Final Legal Maturity Date:** 2024-01-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.45%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENZ45, C.4 - ISIN: US3133ENZ458, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $102015099.06
- **C.18.a - Value (excl. sponsor support):** $102015099.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-06-10
- **C.13 - Final Legal Maturity Date:** 2024-06-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.45%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN6S4, C.4 - ISIN: US3133EN6S41, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100031696.00
- **C.18.a - Value (excl. sponsor support):** $100031696.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-23
- **C.13 - Final Legal Maturity Date:** 2024-07-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.45%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2K5, C.4 - ISIN: US3133EN2K50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $163038971.67
- **C.18.a - Value (excl. sponsor support):** $163038971.67
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-03-18
- **C.13 - Final Legal Maturity Date:** 2024-03-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.46%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN3N8, C.4 - ISIN: US3133EN3N80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97974312.24
- **C.18.a - Value (excl. sponsor support):** $97974312.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-08-06
- **C.13 - Final Legal Maturity Date:** 2024-08-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.49%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN2V1, C.4 - ISIN: US3133EN2V16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68016745.68
- **C.18.a - Value (excl. sponsor support):** $68016745.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-11-25
- **C.13 - Final Legal Maturity Date:** 2024-11-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank, 4.50%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN3K4, C.4 - ISIN: US3133EN3K42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37017927.24
- **C.18.a - Value (excl. sponsor support):** $37017927.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-12-05
- **C.13 - Final Legal Maturity Date:** 2024-12-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 1.98%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ARG70, C.4 - ISIN: US3130ARG701, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $204061860.55
- **C.18.a - Value (excl. sponsor support):** $204061860.55
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2023-03-30
- **C.12 - Maturity Date (WAL):** 2023-03-30
- **C.13 - Final Legal Maturity Date:** 2023-03-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 3.82%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BN8, C.4 - ISIN: US313384BN88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117926473.02
- **C.18.a - Value (excl. sponsor support):** $117926473.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2023-02-06
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.02%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BQ1, C.4 - ISIN: US313384BQ10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $482763546.72
- **C.18.a - Value (excl. sponsor support):** $482763546.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2023-02-08
- **C.12 - Maturity Date (WAL):** 2023-02-08
- **C.13 - Final Legal Maturity Date:** 2023-02-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.22%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BS7, C.4 - ISIN: US313384BS75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50442117.91
- **C.18.a - Value (excl. sponsor support):** $50442117.91
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-10
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.26%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BW8, C.4 - ISIN: US313384BW87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $142968120.54
- **C.18.a - Value (excl. sponsor support):** $142968120.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2023-02-14
- **C.12 - Maturity Date (WAL):** 2023-02-14
- **C.13 - Final Legal Maturity Date:** 2023-02-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.29%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BX6, C.4 - ISIN: US313384BX60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79860502.40
- **C.18.a - Value (excl. sponsor support):** $79860502.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2023-02-15
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMA9, C.4 - ISIN: US3130AUMA94, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $98999907.93
- **C.18.a - Value (excl. sponsor support):** $98999907.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-25
- **C.13 - Final Legal Maturity Date:** 2023-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AR6N6, C.4 - ISIN: US3130AR6N66, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $213958730.10
- **C.18.a - Value (excl. sponsor support):** $213958730.10
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-09-01
- **C.13 - Final Legal Maturity Date:** 2023-09-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUM35, C.4 - ISIN: US3130AUM356, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $99000030.69
- **C.18.a - Value (excl. sponsor support):** $99000030.69
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-25
- **C.13 - Final Legal Maturity Date:** 2023-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AULZ5, C.4 - ISIN: US3130AULZ54, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $542000590.78
- **C.18.a - Value (excl. sponsor support):** $542000590.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-24
- **C.13 - Final Legal Maturity Date:** 2023-04-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BV0, C.4 - ISIN: US313384BV05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84171218.26
- **C.18.a - Value (excl. sponsor support):** $84171218.26
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-13
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.34%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMN1, C.4 - ISIN: US3130AUMN16, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $418992759.68
- **C.18.a - Value (excl. sponsor support):** $418992759.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-24
- **C.13 - Final Legal Maturity Date:** 2023-05-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.34%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMX9, C.4 - ISIN: US3130AUMX97, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $256995024.48
- **C.18.a - Value (excl. sponsor support):** $256995024.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-26
- **C.13 - Final Legal Maturity Date:** 2023-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.34%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMM3, C.4 - ISIN: US3130AUMM33, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $294995409.80
- **C.18.a - Value (excl. sponsor support):** $294995409.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-22
- **C.13 - Final Legal Maturity Date:** 2023-05-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.34%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUJ96, C.4 - ISIN: US3130AUJ964, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $193992744.40
- **C.18.a - Value (excl. sponsor support):** $193992744.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-16
- **C.13 - Final Legal Maturity Date:** 2023-06-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATGN1, C.4 - ISIN: US3130ATGN17, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $310997359.61
- **C.18.a - Value (excl. sponsor support):** $310997359.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-28
- **C.13 - Final Legal Maturity Date:** 2023-06-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASVF3, C.4 - ISIN: US3130ASVF35, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $147004163.04
- **C.18.a - Value (excl. sponsor support):** $147004163.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-04
- **C.13 - Final Legal Maturity Date:** 2023-04-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATG27, C.4 - ISIN: US3130ATG277, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $51999837.76
- **C.18.a - Value (excl. sponsor support):** $51999837.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-21
- **C.13 - Final Legal Maturity Date:** 2023-06-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASUX5, C.4 - ISIN: US3130ASUX59, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $246006774.84
- **C.18.a - Value (excl. sponsor support):** $246006774.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-03
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUPE8, C.4 - ISIN: US3130AUPE89, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $225997970.52
- **C.18.a - Value (excl. sponsor support):** $225997970.52
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-27
- **C.13 - Final Legal Maturity Date:** 2023-06-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATHK6, C.4 - ISIN: US3130ATHK68, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $208998409.51
- **C.18.a - Value (excl. sponsor support):** $208998409.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-27
- **C.13 - Final Legal Maturity Date:** 2023-06-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASMX4, C.4 - ISIN: US3130ASMX42, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $145954074.24
- **C.18.a - Value (excl. sponsor support):** $145954074.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-12
- **C.13 - Final Legal Maturity Date:** 2024-01-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.35%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AURJ5, C.4 - ISIN: US3130AURJ58, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $402800000.00
- **C.18.a - Value (excl. sponsor support):** $402800000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATR90, C.4 - ISIN: US3130ATR902, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $138907790.90
- **C.18.a - Value (excl. sponsor support):** $138907790.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-25
- **C.13 - Final Legal Maturity Date:** 2023-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASSW0, C.4 - ISIN: US3130ASSW05, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $196010993.64
- **C.18.a - Value (excl. sponsor support):** $196010993.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-25
- **C.13 - Final Legal Maturity Date:** 2023-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUQP2, C.4 - ISIN: US3130AUQP28, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $233055491.28
- **C.18.a - Value (excl. sponsor support):** $233055491.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATJR9, C.4 - ISIN: US3130ATJR93, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $153004585.41
- **C.18.a - Value (excl. sponsor support):** $153004585.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AST58, C.4 - ISIN: US3130AST587, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $391007452.46
- **C.18.a - Value (excl. sponsor support):** $391007452.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-26
- **C.13 - Final Legal Maturity Date:** 2023-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATJN8, C.4 - ISIN: US3130ATJN89, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $306008861.76
- **C.18.a - Value (excl. sponsor support):** $306008861.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-05
- **C.13 - Final Legal Maturity Date:** 2023-07-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASMZ9, C.4 - ISIN: US3130ASMZ99, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $193905374.56
- **C.18.a - Value (excl. sponsor support):** $193905374.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-12
- **C.13 - Final Legal Maturity Date:** 2024-04-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATRU3, C.4 - ISIN: US3130ATRU31, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $413021595.77
- **C.18.a - Value (excl. sponsor support):** $413021595.77
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-27
- **C.13 - Final Legal Maturity Date:** 2023-04-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.36%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CL1, C.4 - ISIN: US313384CL14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $207301084.64
- **C.18.a - Value (excl. sponsor support):** $207301084.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-28
- **C.12 - Maturity Date (WAL):** 2023-02-28
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATW86, C.4 - ISIN: US3130ATW860, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $156011448.84
- **C.18.a - Value (excl. sponsor support):** $156011448.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-13
- **C.13 - Final Legal Maturity Date:** 2023-06-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUF41, C.4 - ISIN: US3130AUF418, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $144995795.00
- **C.18.a - Value (excl. sponsor support):** $144995795.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-02
- **C.13 - Final Legal Maturity Date:** 2023-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATLA3, C.4 - ISIN: US3130ATLA31, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $101000501.97
- **C.18.a - Value (excl. sponsor support):** $101000501.97
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-11
- **C.13 - Final Legal Maturity Date:** 2023-10-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUNL4, C.4 - ISIN: US3130AUNL41, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $462979401.13
- **C.18.a - Value (excl. sponsor support):** $462979401.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-30
- **C.13 - Final Legal Maturity Date:** 2023-10-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATKT3, C.4 - ISIN: US3130ATKT31, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $101005130.80
- **C.18.a - Value (excl. sponsor support):** $101005130.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUN91, C.4 - ISIN: US3130AUN917, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $395984112.48
- **C.18.a - Value (excl. sponsor support):** $395984112.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-24
- **C.13 - Final Legal Maturity Date:** 2023-10-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUNU4, C.4 - ISIN: US3130AUNU40, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $399981668.00
- **C.18.a - Value (excl. sponsor support):** $399981668.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-11-21
- **C.13 - Final Legal Maturity Date:** 2023-11-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUNK6, C.4 - ISIN: US3130AUNK67, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $359984066.40
- **C.18.a - Value (excl. sponsor support):** $359984066.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-30
- **C.13 - Final Legal Maturity Date:** 2023-10-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASP45, C.4 - ISIN: US3130ASP452, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $47965797.12
- **C.18.a - Value (excl. sponsor support):** $47965797.12
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-12
- **C.13 - Final Legal Maturity Date:** 2024-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUM50, C.4 - ISIN: US3130AUM505, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $14999986.80
- **C.18.a - Value (excl. sponsor support):** $14999986.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-19
- **C.13 - Final Legal Maturity Date:** 2023-10-19
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUFD1, C.4 - ISIN: US3130AUFD17, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $197002180.79
- **C.18.a - Value (excl. sponsor support):** $197002180.79
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-04
- **C.13 - Final Legal Maturity Date:** 2023-10-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATL62, C.4 - ISIN: US3130ATL624, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $302002847.86
- **C.18.a - Value (excl. sponsor support):** $302002847.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-06
- **C.13 - Final Legal Maturity Date:** 2023-10-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATPR2, C.4 - ISIN: US3130ATPR20, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $103005505.35
- **C.18.a - Value (excl. sponsor support):** $103005505.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-06-20
- **C.13 - Final Legal Maturity Date:** 2023-06-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUNP5, C.4 - ISIN: US3130AUNP54, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $199988670.00
- **C.18.a - Value (excl. sponsor support):** $199988670.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-11-27
- **C.13 - Final Legal Maturity Date:** 2023-11-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATXZ5, C.4 - ISIN: US3130ATXZ53, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $259765860.34
- **C.18.a - Value (excl. sponsor support):** $259765860.34
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-03
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUJ54, C.4 - ISIN: US3130AUJ543, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $291001495.74
- **C.18.a - Value (excl. sponsor support):** $291001495.74
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-10
- **C.13 - Final Legal Maturity Date:** 2023-10-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATKU0, C.4 - ISIN: US3130ATKU04, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $404504821.64
- **C.18.a - Value (excl. sponsor support):** $404504821.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-03
- **C.13 - Final Legal Maturity Date:** 2023-10-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUP99, C.4 - ISIN: US3130AUP995, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $249984772.50
- **C.18.a - Value (excl. sponsor support):** $249984772.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-12-01
- **C.13 - Final Legal Maturity Date:** 2023-12-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATCX3, C.4 - ISIN: US3130ATCX35, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $489922565.30
- **C.18.a - Value (excl. sponsor support):** $489922565.30
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-12-14
- **C.13 - Final Legal Maturity Date:** 2023-12-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASMY2, C.4 - ISIN: US3130ASMY25, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $192863130.19
- **C.18.a - Value (excl. sponsor support):** $192863130.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-11
- **C.13 - Final Legal Maturity Date:** 2024-07-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AURK2, C.4 - ISIN: US3130AURK22, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $208000000.00
- **C.18.a - Value (excl. sponsor support):** $208000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-10-02
- **C.13 - Final Legal Maturity Date:** 2023-10-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.38%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATFS1, C.4 - ISIN: US3130ATFS13, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $83733679.64
- **C.18.a - Value (excl. sponsor support):** $83733679.64
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-03-21
- **C.13 - Final Legal Maturity Date:** 2024-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.38%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATB63, C.4 - ISIN: US3130ATB633, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $102984289.41
- **C.18.a - Value (excl. sponsor support):** $102984289.41
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-03-06
- **C.13 - Final Legal Maturity Date:** 2024-03-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.38%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AST66, C.4 - ISIN: US3130AST660, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $390980039.45
- **C.18.a - Value (excl. sponsor support):** $390980039.45
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-26
- **C.13 - Final Legal Maturity Date:** 2024-01-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.38%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AURG1, C.4 - ISIN: US3130AURG10, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $856000000.00
- **C.18.a - Value (excl. sponsor support):** $856000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-11-03
- **C.13 - Final Legal Maturity Date:** 2023-11-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATWF0, C.4 - ISIN: US3130ATWF09, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $102016012.98
- **C.18.a - Value (excl. sponsor support):** $102016012.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-17
- **C.13 - Final Legal Maturity Date:** 2023-08-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATWG8, C.4 - ISIN: US3130ATWG81, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $306047803.32
- **C.18.a - Value (excl. sponsor support):** $306047803.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-21
- **C.13 - Final Legal Maturity Date:** 2023-08-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUDZ4, C.4 - ISIN: US3130AUDZ47, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $41003007.35
- **C.18.a - Value (excl. sponsor support):** $41003007.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-12-27
- **C.13 - Final Legal Maturity Date:** 2023-12-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUPM0, C.4 - ISIN: US3130AUPM06, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $324012205.08
- **C.18.a - Value (excl. sponsor support):** $324012205.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-02-02
- **C.13 - Final Legal Maturity Date:** 2024-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATWA1, C.4 - ISIN: US3130ATWA12, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $408064692.48
- **C.18.a - Value (excl. sponsor support):** $408064692.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-15
- **C.13 - Final Legal Maturity Date:** 2023-08-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATAC1, C.4 - ISIN: US3130ATAC16, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $11992388.40
- **C.18.a - Value (excl. sponsor support):** $11992388.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-08-28
- **C.13 - Final Legal Maturity Date:** 2024-08-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATPM3, C.4 - ISIN: US3130ATPM33, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $308001669.36
- **C.18.a - Value (excl. sponsor support):** $308001669.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-17
- **C.13 - Final Legal Maturity Date:** 2024-01-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.39%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CF4, C.4 - ISIN: US313384CF46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20942485.83
- **C.18.a - Value (excl. sponsor support):** $20942485.83
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-23
- **C.12 - Maturity Date (WAL):** 2023-02-23
- **C.13 - Final Legal Maturity Date:** 2023-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.40%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATR58, C.4 - ISIN: US3130ATR589, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $153993930.86
- **C.18.a - Value (excl. sponsor support):** $153993930.86
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-22
- **C.13 - Final Legal Maturity Date:** 2024-04-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.40%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATWZ6, C.4 - ISIN: US3130ATWZ62, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $322067211.06
- **C.18.a - Value (excl. sponsor support):** $322067211.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-09-21
- **C.13 - Final Legal Maturity Date:** 2023-09-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.40%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AST90, C.4 - ISIN: US3130AST900, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $14745101.67
- **C.18.a - Value (excl. sponsor support):** $14745101.67
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-26
- **C.13 - Final Legal Maturity Date:** 2024-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.41%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATRQ2, C.4 - ISIN: US3130ATRQ29, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $40978108.46
- **C.18.a - Value (excl. sponsor support):** $40978108.46
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-10-24
- **C.13 - Final Legal Maturity Date:** 2024-10-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.41%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATSH1, C.4 - ISIN: US3130ATSH11, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $51003723.51
- **C.18.a - Value (excl. sponsor support):** $51003723.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-26
- **C.13 - Final Legal Maturity Date:** 2024-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.41%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATSG3, C.4 - ISIN: US3130ATSG38, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $103007520.03
- **C.18.a - Value (excl. sponsor support):** $103007520.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-04-26
- **C.13 - Final Legal Maturity Date:** 2024-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.41%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATS32, C.4 - ISIN: US3130ATS322, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $100981610.93
- **C.18.a - Value (excl. sponsor support):** $100981610.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-24
- **C.13 - Final Legal Maturity Date:** 2024-07-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.41%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATR41, C.4 - ISIN: US3130ATR415, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $153919531.92
- **C.18.a - Value (excl. sponsor support):** $153919531.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-10-21
- **C.13 - Final Legal Maturity Date:** 2024-10-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.42%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CK3, C.4 - ISIN: US313384CK31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $177424006.24
- **C.18.a - Value (excl. sponsor support):** $177424006.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2023-02-27
- **C.12 - Maturity Date (WAL):** 2023-02-27
- **C.13 - Final Legal Maturity Date:** 2023-02-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.45%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATWV5, C.4 - ISIN: US3130ATWV58, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $208127017.28
- **C.18.a - Value (excl. sponsor support):** $208127017.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-02-23
- **C.13 - Final Legal Maturity Date:** 2024-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.46%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CN7, C.4 - ISIN: US313384CN79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $61771842.48
- **C.18.a - Value (excl. sponsor support):** $61771842.48
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-03-02
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.48%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CE7, C.4 - ISIN: US313384CE70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115690239.40
- **C.18.a - Value (excl. sponsor support):** $115690239.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2023-02-22
- **C.12 - Maturity Date (WAL):** 2023-02-22
- **C.13 - Final Legal Maturity Date:** 2023-02-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.48%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CU1, C.4 - ISIN: US313384CU13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $282042249.99
- **C.18.a - Value (excl. sponsor support):** $282042249.99
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2023-03-08
- **C.12 - Maturity Date (WAL):** 2023-03-08
- **C.13 - Final Legal Maturity Date:** 2023-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.49%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATXF9, C.4 - ISIN: US3130ATXF99, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $103075118.93
- **C.18.a - Value (excl. sponsor support):** $103075118.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-11-22
- **C.13 - Final Legal Maturity Date:** 2024-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.49%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CW7, C.4 - ISIN: US313384CW78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $401307887.23
- **C.18.a - Value (excl. sponsor support):** $401307887.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2023-03-10
- **C.12 - Maturity Date (WAL):** 2023-03-10
- **C.13 - Final Legal Maturity Date:** 2023-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.50%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CG2, C.4 - ISIN: US313384CG29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103695911.28
- **C.18.a - Value (excl. sponsor support):** $103695911.28
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-02-24
- **C.12 - Maturity Date (WAL):** 2023-02-24
- **C.13 - Final Legal Maturity Date:** 2023-02-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.50%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CZ0, C.4 - ISIN: US313384CZ00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $497463870.00
- **C.18.a - Value (excl. sponsor support):** $497463870.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-03-13
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.51%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DC0, C.4 - ISIN: US313384DC06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $417710307.00
- **C.18.a - Value (excl. sponsor support):** $417710307.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.52%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DG1, C.4 - ISIN: US313384DG10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255468984.18
- **C.18.a - Value (excl. sponsor support):** $255468984.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-03-20
- **C.12 - Maturity Date (WAL):** 2023-03-20
- **C.13 - Final Legal Maturity Date:** 2023-03-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.52%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DH9, C.4 - ISIN: US313384DH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49695818.50
- **C.18.a - Value (excl. sponsor support):** $49695818.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-03-21
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.52%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DJ5, C.4 - ISIN: US313384DJ58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216310325.51
- **C.18.a - Value (excl. sponsor support):** $216310325.51
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-03-22
- **C.12 - Maturity Date (WAL):** 2023-03-22
- **C.13 - Final Legal Maturity Date:** 2023-03-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.53%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DK2, C.4 - ISIN: US313384DK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49683184.50
- **C.18.a - Value (excl. sponsor support):** $49683184.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2023-03-23
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.55%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384CM9, C.4 - ISIN: US313384CM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237136271.82
- **C.18.a - Value (excl. sponsor support):** $237136271.82
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.67%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DW6, C.4 - ISIN: US313384DW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $607169214.72
- **C.18.a - Value (excl. sponsor support):** $607169214.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2023-04-03
- **C.12 - Maturity Date (WAL):** 2023-04-03
- **C.13 - Final Legal Maturity Date:** 2023-04-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.68%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384DZ9, C.4 - ISIN: US313384DZ90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $206277753.76
- **C.18.a - Value (excl. sponsor support):** $206277753.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-04-06
- **C.12 - Maturity Date (WAL):** 2023-04-06
- **C.13 - Final Legal Maturity Date:** 2023-04-06
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.68%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384ED7, C.4 - ISIN: US313384ED79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220047454.50
- **C.18.a - Value (excl. sponsor support):** $220047454.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2023-04-10
- **C.12 - Maturity Date (WAL):** 2023-04-10
- **C.13 - Final Legal Maturity Date:** 2023-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.70%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384EV7, C.4 - ISIN: US313384EV77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $290809082.76
- **C.18.a - Value (excl. sponsor support):** $290809082.76
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-04-26
- **C.12 - Maturity Date (WAL):** 2023-04-26
- **C.13 - Final Legal Maturity Date:** 2023-04-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.70%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384EX3, C.4 - ISIN: US313384EX34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $844511692.78
- **C.18.a - Value (excl. sponsor support):** $844511692.78
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2023-04-28
- **C.12 - Maturity Date (WAL):** 2023-04-28
- **C.13 - Final Legal Maturity Date:** 2023-04-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank, 4.86%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUHE7, C.4 - ISIN: US3130AUHE71, C.3 - LEI: 2549001DPIFGXC1TOL40, CIK: 0001026214
- **C.18 - Value (incl. sponsor support):** $298986545.00
- **C.18.a - Value (excl. sponsor support):** $298986545.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2023-07-26
- **C.12 - Maturity Date (WAL):** 2023-07-26
- **C.13 - Final Legal Maturity Date:** 2023-07-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Freddie Mac

- **C.1 - Title:** Freddie Mac, 4.43%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3134GX7J7, C.4 - ISIN: US3134GX7J76, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $410047207.40
- **C.18.a - Value (excl. sponsor support):** $410047207.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-05-03
- **C.13 - Final Legal Maturity Date:** 2024-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: ABN AMRO Bank NV

- **C.1 - Title:** ABN AMRO Bank NV, 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 549300M8ZYFG0OCMTT87, C.5 - Other ID: JQD458000
- **C.18 - Value (incl. sponsor support):** $167000000.00
- **C.18.a - Value (excl. sponsor support):** $167000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: Bank Of America, N.A.

- **C.1 - Title:** In a joint trading account with Bank Of America, N.A. at 4.3%, dated 1/31/2023 due 02/03/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: JQD647000_00352
- **C.18 - Value (incl. sponsor support):** $151000.00
- **C.18.a - Value (excl. sponsor support):** $151000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: Bank Of America, N.A.

- **C.1 - Title:** In a joint trading account with Bank Of America, N.A. at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: JQD614000_00352
- **C.18 - Value (incl. sponsor support):** $602963000.00
- **C.18.a - Value (excl. sponsor support):** $602963000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: BMO Harris Bank NA

- **C.1 - Title:** BMO Harris Bank NA, 4.32%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: JPD987000
- **C.18 - Value (incl. sponsor support):** $177000000.00
- **C.18.a - Value (excl. sponsor support):** $177000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: BMO Harris Bank NA

- **C.1 - Title:** BMO Harris Bank NA, 4.52%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: JQC139000
- **C.18 - Value (incl. sponsor support):** $73999356.20
- **C.18.a - Value (excl. sponsor support):** $73999356.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-27
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.30%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JOK652000
- **C.18 - Value (incl. sponsor support):** $721000000.00
- **C.18.a - Value (excl. sponsor support):** $721000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2023-02-06
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JPI296000
- **C.18 - Value (incl. sponsor support):** $298000000.00
- **C.18.a - Value (excl. sponsor support):** $298000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JPO144000
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-06
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JPT273000
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-06
- **C.12 - Maturity Date (WAL):** 2023-02-06
- **C.13 - Final Legal Maturity Date:** 2023-02-06
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.45%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JPW292000
- **C.18 - Value (incl. sponsor support):** $279000000.00
- **C.18.a - Value (excl. sponsor support):** $279000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-17
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.53%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JPX326000
- **C.18 - Value (incl. sponsor support):** $153000000.00
- **C.18.a - Value (excl. sponsor support):** $153000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-03-20
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.53%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JPW794000
- **C.18 - Value (incl. sponsor support):** $532000000.00
- **C.18.a - Value (excl. sponsor support):** $532000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-03-20
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.54%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JQC874000
- **C.18 - Value (incl. sponsor support):** $579000000.00
- **C.18.a - Value (excl. sponsor support):** $579000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.55%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JPY539000
- **C.18 - Value (incl. sponsor support):** $770000000.00
- **C.18.a - Value (excl. sponsor support):** $770000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.55%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JQD494000
- **C.18 - Value (incl. sponsor support):** $213000000.00
- **C.18.a - Value (excl. sponsor support):** $213000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: BNP Paribas, SA

- **C.1 - Title:** BNP Paribas, SA, 4.57%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: JQC122000
- **C.18 - Value (incl. sponsor support):** $115999872.40
- **C.18.a - Value (excl. sponsor support):** $115999872.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-03-27
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: Bofa Secs Inc

- **C.1 - Title:** In a joint trading account with Bofa Secs Inc at 4.3%, dated 1/31/2023 due 02/03/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 8NAV47T0Y26Q87Y0QP81, C.5 - Other ID: JQD647000_00431
- **C.18 - Value (incl. sponsor support):** $234602000.00
- **C.18.a - Value (excl. sponsor support):** $234602000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Bank of America Corporation

- **Amount Provided:** 1.0000

### Security 163: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., 4.51%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: JQA304000
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-28
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** BANK OF AMERICA CORPORATION

- **Amount Provided:** 1.0000

### Security 164: CIBC Bank U.S.A.

- **C.1 - Title:** CIBC Bank U.S.A., 4.37%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: JOS343000
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: Citibank NA

- **C.1 - Title:** Citibank NA, 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: E57ODZWZ7FF32TWEFA76, CIK: 0000036684
- **C.18 - Value (incl. sponsor support):** $246000000.00
- **C.18.a - Value (excl. sponsor support):** $246000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: Citigroup Global Capital Markets, Inc.

- **C.1 - Title:** Citigroup Global Capital Markets, Inc., 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0000315030
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** CITIGROUP INC

- **Amount Provided:** 1.0000

### Security 167: Citigroup Global Capital Markets, Inc.

- **C.1 - Title:** Citigroup Global Capital Markets, Inc., 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, CIK: 0000315030
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** CITIGROUP INC

- **Amount Provided:** 1.0000

### Security 168: Citigroup Global Markets, Inc.

- **C.1 - Title:** In a joint trading account with Citigroup Global Markets, Inc. at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: JQD614000_00137
- **C.18 - Value (incl. sponsor support):** $418725000.00
- **C.18.a - Value (excl. sponsor support):** $418725000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** Citigroup Inc

- **Amount Provided:** 1.0000

### Security 169: Deutsche Bank AG, New York

- **C.1 - Title:** Deutsche Bank AG, New York, 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: JQD351000
- **C.18 - Value (incl. sponsor support):** $293000000.00
- **C.18.a - Value (excl. sponsor support):** $293000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: Deutsche Bank AG, New York

- **C.1 - Title:** Deutsche Bank AG, New York, 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: JQB339000
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, CIK: 0000769993
- **C.18 - Value (incl. sponsor support):** $668000000.00
- **C.18.a - Value (excl. sponsor support):** $668000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: HSBC Securities (USA), Inc.

- **C.1 - Title:** In a joint trading account with HSBC Securities (USA), Inc. at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: JQD614000_03556
- **C.18 - Value (incl. sponsor support):** $75370000.00
- **C.18.a - Value (excl. sponsor support):** $75370000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: Jp Morgan Secs Llc

- **C.1 - Title:** In a joint trading account with Jp Morgan Secs Llc at 4.3%, dated 1/31/2023 due 02/03/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: JQD647000_00267
- **C.18 - Value (incl. sponsor support):** $29600000.00
- **C.18.a - Value (excl. sponsor support):** $29600000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: Jp Morgan Secs Llc

- **C.1 - Title:** In a joint trading account with Jp Morgan Secs Llc at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: JQD614000_00267
- **C.18 - Value (incl. sponsor support):** $368496000.00
- **C.18.a - Value (excl. sponsor support):** $368496000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: Mitsubishi Ufj Secs Hldgs Ltd

- **C.1 - Title:** In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.3%, dated 1/31/2023 due 02/03/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: ZOMOLU8CGIZRYZ7PFU34, C.5 - Other ID: JQD647000_76664
- **C.18 - Value (incl. sponsor support):** $184000.00
- **C.18.a - Value (excl. sponsor support):** $184000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: Mitsubishi Ufj Secs Hldgs Ltd

- **C.1 - Title:** In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: ZOMOLU8CGIZRYZ7PFU34, C.5 - Other ID: JQD614000_76664
- **C.18 - Value (incl. sponsor support):** $83745000.00
- **C.18.a - Value (excl. sponsor support):** $83745000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: Mitsubishi UFJ Securities (U.S.A.), Inc.

- **C.1 - Title:** Mitsubishi UFJ Securities (U.S.A.), Inc., 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: JPT876000
- **C.18 - Value (incl. sponsor support):** $321000000.00
- **C.18.a - Value (excl. sponsor support):** $321000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2023-03-08
- **C.12 - Maturity Date (WAL):** 2023-03-08
- **C.13 - Final Legal Maturity Date:** 2023-03-08
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Mizuho Securities USA, Inc.

- **C.1 - Title:** In a joint trading account with Mizuho Securities USA, Inc. at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: JQD614000_08126
- **C.18 - Value (incl. sponsor support):** $41872000.00
- **C.18.a - Value (excl. sponsor support):** $41872000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: Nomura Securities Internationa

- **C.1 - Title:** In a joint trading account with Nomura Securities Internationa at 4.3%, dated 1/31/2023 due 02/03/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: JQD647000_07426
- **C.18 - Value (incl. sponsor support):** $796655000.00
- **C.18.a - Value (excl. sponsor support):** $796655000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: RBC Dominion Securities

- **C.1 - Title:** RBC Dominion Securities, 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: JPU392000
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: RBC Dominion Securities, Inc.

- **C.1 - Title:** In a joint trading account with RBC Dominion Securities, Inc. at 4.3%, dated 1/31/2023 due 02/03/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: JQD647000_07749
- **C.18 - Value (incl. sponsor support):** $479993000.00
- **C.18.a - Value (excl. sponsor support):** $479993000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: RBC Financial Group

- **C.1 - Title:** RBC Financial Group, 4.33%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: JOS269000
- **C.18 - Value (incl. sponsor support):** $1541000000.00
- **C.18.a - Value (excl. sponsor support):** $1541000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: Sumitomo Mitsu Bk Corp Ny (DI)

- **C.1 - Title:** In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: JQD614000_10193
- **C.18 - Value (incl. sponsor support):** $25861000.00
- **C.18.a - Value (excl. sponsor support):** $25861000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: Sumitomo Mitsui Bk Corp (REPO)

- **C.1 - Title:** In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: JQD614000_77387
- **C.18 - Value (incl. sponsor support):** $904445000.00
- **C.18.a - Value (excl. sponsor support):** $904445000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: TD Securities (U.S.A.)

- **C.1 - Title:** TD Securities (U.S.A.), 4.31%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: JQD454000
- **C.18 - Value (incl. sponsor support):** $401000000.00
- **C.18.a - Value (excl. sponsor support):** $401000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: Wells Fargo Securities LLC

- **C.1 - Title:** In a joint trading account with Wells Fargo Securities LLC at 4.31%, dated 1/31/2023 due 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: JQD614000_08395
- **C.18 - Value (incl. sponsor support):** $334980000.00
- **C.18.a - Value (excl. sponsor support):** $334980000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills, 4.31%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YB9, C.4 - ISIN: US912796YB94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $253096130.84
- **C.18.a - Value (excl. sponsor support):** $253096130.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-03-02
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills, 4.37%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796T33, C.4 - ISIN: US912796T338, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18948301.57
- **C.18.a - Value (excl. sponsor support):** $18948301.57
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-23
- **C.12 - Maturity Date (WAL):** 2023-02-23
- **C.13 - Final Legal Maturity Date:** 2023-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills, 4.39%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YK9, C.4 - ISIN: US912796YK93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $172824442.00
- **C.18.a - Value (excl. sponsor support):** $172824442.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-03-09
- **C.12 - Maturity Date (WAL):** 2023-03-09
- **C.13 - Final Legal Maturity Date:** 2023-03-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills, 4.59%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YW3, C.4 - ISIN: US912796YW32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75114589.36
- **C.18.a - Value (excl. sponsor support):** $75114589.36
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2023-05-04
- **C.12 - Maturity Date (WAL):** 2023-05-04
- **C.13 - Final Legal Maturity Date:** 2023-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes, 1.99% to 2.17%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828UN8, C.4 - ISIN: US912828UN88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134867054.70
- **C.18.a - Value (excl. sponsor support):** $134867054.70
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-15
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes, 1.99% to 2.18%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z86, C.4 - ISIN: US912828Z864, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $283654329.40
- **C.18.a - Value (excl. sponsor support):** $283654329.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-15
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes, 4.66%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBY6, C.4 - ISIN: US91282CBY66, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392711322.00
- **C.18.a - Value (excl. sponsor support):** $392711322.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-30
- **C.13 - Final Legal Maturity Date:** 2023-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes, 4.66%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCQ2, C.4 - ISIN: US91282CCQ24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3154301134.03
- **C.18.a - Value (excl. sponsor support):** $3154301134.03
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-31
- **C.13 - Final Legal Maturity Date:** 2023-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes, 4.66%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDE8, C.4 - ISIN: US91282CDE84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2115372768.75
- **C.18.a - Value (excl. sponsor support):** $2115372768.75
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-31
- **C.13 - Final Legal Maturity Date:** 2023-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes, 4.67%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFD8, C.4 - ISIN: US91282CFD83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $656769898.89
- **C.18.a - Value (excl. sponsor support):** $656769898.89
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-07-31
- **C.13 - Final Legal Maturity Date:** 2024-07-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC, 4.59%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - LEI: H7FNTJ4851HG0EXQ1Z70, C.5 - Other ID: JQD554000
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-03-02
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd., 4.61%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: JQC368000
- **C.18 - Value (incl. sponsor support):** $33000250.80
- **C.18.a - Value (excl. sponsor support):** $33000250.80
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2023-02-07
- **C.12 - Maturity Date (WAL):** 2023-02-07
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Fidelity Colchester Street Trust: Government Portfolio

**Date:** 2023-02-02

**By:** Laura M. Del Prato

**Name of Signing Officer:** Laura M. Del Prato

**Title of Signing Officer:** President and Treasurer