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CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IDE272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2051-08-15 0.125 - 6.25 50024100.00 52029541.97 U.S. Treasuries (including strips) Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 51000000.00 51000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IEH607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2044-11-15 0 - 3 201148000.00 202988149.44 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 199000000.00 199000000.00 0.0015 N N Y N CIBC Bank U.S.A. 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CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IDG471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2051-08-15 0.125 - 3.125 207628000.00 206152543.54 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 202000000.00 202000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HJG263000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2050-11-15 0.125 - 6.25 45613800.00 53541984.37 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 52000000.00 52000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 ICH734000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2051-08-15 0.125 - 3.75 50372300.00 52027325.24 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 51000000.00 51000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2022-12-29 0 - 0.125 306170800.00 304995850.50 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 299000000.00 299000000.00 0.0022 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-08 2022-12-01 0 - 0 88843400.00 88740448.77 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 87000000.00 87000000.00 0.0007 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2026-05-15 0.125 - 2.875 51368086200.00 52079217079.99 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 52079000000.00 52079000000.00 0.3914 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.05% IFF460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 94211300.00 99098511.19 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 97000000.00 97000000.00 0.0007 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IFF701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 167001500.00 179520015.94 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 176000000.00 176000000.00 0.0013 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05% IFF322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2026-06-30 0.25 - 1.625 401287000.00 396552010.62 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 389000000.00 389000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-31 2025-08-31 0.25 - 0.25 102050000.00 98915706.18 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 97000000.00 97000000.00 0.0007 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICA083000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2049-08-15 2049-08-15 2.25 - 2.25 97766400.00 105083604.00 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 N N N 0.0007 102000000.00 102000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IAH533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2041-08-15 0.125 - 2.25 103883100.00 103073595.18 U.S. Treasuries (including strips) Y N/A N/A 2022-01-10 2022-01-10 2022-01-10 N N N 0.0007 101000000.00 101000000.00 0.0008 N N N N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICB855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2031-05-15 1.125 - 1.625 61364100.00 62254323.83 U.S. Treasuries (including strips) Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0007 61000000.00 61000000.00 0.0005 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBG942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2041-08-15 1.125 - 2.375 76201500.00 78530544.22 U.S. Treasuries (including strips) Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0007 77000000.00 77000000.00 0.0006 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IDI558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2028-09-30 0.125 - 1.125 46355900.00 45904727.65 U.S. Treasuries (including strips) Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0007 45000000.00 45000000.00 0.0003 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBC679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2041-08-15 0.125 - 1.75 102002100.00 101990305.09 U.S. Treasuries (including strips) Y N/A N/A 2022-01-21 2022-01-21 2022-01-21 N N N 0.0007 100000000.00 100000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBD425000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2041-08-15 0.125 - 2.25 105288000.00 102042743.45 U.S. Treasuries (including strips) Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0007 100000000.00 100000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICJ964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2041-05-15 1.125 - 2.5 98587200.00 104036228.97 U.S. Treasuries (including strips) Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0007 102000000.00 102000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICB856000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2031-05-15 1.125 - 1.625 61364100.00 62254323.83 U.S. Treasuries (including strips) Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0007 61000000.00 61000000.00 0.0005 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICD445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 87021300.00 104077444.74 U.S. Treasuries (including strips) Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0007 101000000.00 101000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IFF358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2023-02-15 1.375 - 1.375 343082000.00 348442656.25 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 341000000.00 341000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IFF323000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2028-09-30 1.125 - 2.875 582812600.00 593495732.01 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 582000000.00 582000000.00 0.0044 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IFE872000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2024-08-15 0.125 - 6.25 463903900.00 479261454.79 U.S. Treasuries (including strips) Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0005 470000000.00 470000000.00 0.0035 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IFD468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-01-31 2041-02-15 0.75 - 1.875 404226400.00 400762154.11 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 393000000.00 393000000.00 0.0030 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IEA666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-20 2051-11-15 0 - 6 301716700.00 313207672.29 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 307000000.00 307000000.00 0.0023 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IDI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2050-02-15 0.125 - 2.875 51358200.00 51004622.08 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 50000000.00 50000000.00 0.0004 N N Y N Natixis SA Natixis SA, 0.07% KX1WK48MPD4Y2NCUIZ63 HJJ789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-20 2050-08-15 0 - 2.875 100650500.00 104205577.78 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-17 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 102000000.00 102000000.00 0.0008 N N Y N Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 ICC729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 147299900.00 155635794.25 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 355300.00 452026.31 U.S. Treasuries (including strips) Y N/A N/A 2022-01-11 2022-01-11 2022-01-11 N N N 0.0008 153000000.00 153000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 ICD362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 93842200.00 119389652.25 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 4869800.00 5072250.38 U.S. Treasuries (including strips) Y N/A N/A 2022-01-12 2022-01-12 2022-01-12 N N N 0.0008 122000000.00 122000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 ICE074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 101941800.00 103863205.32 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 153200.00 194906.92 U.S. Treasuries (including strips) Y N/A N/A 2022-01-14 2022-01-14 2022-01-14 N N N 0.0008 102000000.00 102000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IDG382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 153600.00 195415.82 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 107909500.00 114057571.03 U.S. Treasuries (including strips) Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0008 112000000.00 112000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IDI522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 101191800.00 103030403.44 U.S. Treasuries (including strips) Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0008 101000000.00 101000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IDJ192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 89170200.00 90788894.62 U.S. Treasuries (including strips) Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0008 89000000.00 89000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IEA636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 148282400.00 150974152.52 U.S. Treasuries (including strips) Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0008 148000000.00 148000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IEB287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 99284400.00 104874687.75 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 152900.00 194525.25 U.S. Treasuries (including strips) Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0008 103000000.00 103000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 IEE765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 51104700.00 52023996.52 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0009 51000000.00 51000000.00 0.0004 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.06% X574KRZ6V5A7UBU45C31 IFF467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2037-02-15 1.5 - 6.625 176100000.00 193711526.78 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 189939200.00 189939200.00 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.10% X574KRZ6V5A7UBU45C31 IFF072000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2031-02-15 1.75 - 7.5 330730000.00 355993835.78 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-31 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0010 349057100.00 349057100.00 0.0026 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2050-11-15 0.125 - 7.125 201748100.00 208140212.72 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 204000000.00 204000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFA913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2050-02-15 0.125 - 7.125 190386100.00 199376099.22 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 195000000.00 195000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2049-02-15 0.125 - 6.5 202179300.00 208107194.84 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 204000000.00 204000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI330000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2050-11-15 0.125 - 6.25 201702800.00 208104223.98 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 204000000.00 204000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICJ320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2050-11-15 0.125 - 6.5 191580400.00 209241303.35 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 205000000.00 205000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI998000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2046-08-15 0.125 - 6.125 211937300.00 210141292.42 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 206000000.00 206000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2048-11-15 0.125 - 7.625 205963700.00 210142447.66 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 206000000.00 206000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICC917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2047-11-15 0.125 - 6.5 194741700.00 208199016.81 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 204000000.00 204000000.00 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IFA922000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-02-15 0.375 - 2.5 49129700.00 49981449.28 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-19 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 49000000.00 49000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-05-15 0.125 - 2.875 53184300.00 52022361.55 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-03-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 51000000.00 51000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-05-15 0.125 - 2.875 50158400.00 51002460.20 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-07 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 50000000.00 50000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 ICJ382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2031-02-15 0.125 - 2.875 46333700.00 46924810.75 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-27 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 46000000.00 46000000.00 0.0003 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IDG594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2031-02-15 0.125 - 2.875 50849300.00 52024210.33 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-12 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 51000000.00 51000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG933000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2031-02-15 0.125 - 2.875 51561800.00 51002352.45 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 50000000.00 50000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-02-15 0.125 - 2.875 52284400.00 51002129.72 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-11 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 50000000.00 50000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2031-02-15 0.125 - 2.875 49238500.00 51002279.55 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 50000000.00 50000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 IEG999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-02-15 0.125 - 2.875 49153400.00 51002418.26 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-03-08 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 50000000.00 50000000.00 0.0004 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IFE474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-27 2050-11-15 0 - 7.625 89685100.00 96900844.30 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0005 95000000.00 95000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IFF328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2024-06-30 2 - 2 50590200.00 52020233.18 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 51000000.00 51000000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796L72 US912796L723 U.S. Treasury Debt Y N/A N/A 2022-02-10 2022-02-10 2022-02-10 N N N 0.0003 45598435.46 45598435.46 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796R84 US912796R845 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0003 56998127.55 56998127.55 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796S26 US912796S264 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0003 133992573.72 133992573.72 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796M97 US912796M978 U.S. Treasury Debt Y N/A N/A 2022-03-10 2022-03-10 2022-03-10 N N N 0.0004 122990415.84 122990415.84 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796S75 US912796S751 U.S. Treasury Debt Y N/A N/A 2022-03-08 2022-03-08 2022-03-08 N N N 0.0005 96791395.45 96791395.45 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796T25 US912796T254 U.S. Treasury Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0006 1685751196.98 1685751196.98 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796S91 US912796S918 U.S. Treasury Debt Y N/A N/A 2022-03-22 2022-03-22 2022-03-22 N N N 0.0007 57991454.86 57991454.86 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796T74 US912796T742 U.S. Treasury Debt Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0007 1295058348.83 1295058348.83 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796T82 US912796T825 U.S. Treasury Debt Y N/A N/A 2022-04-12 2022-04-12 2022-04-12 N N N 0.0007 171666947.75 171666947.75 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796T90 US912796T908 U.S. Treasury Debt Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0007 580880250.09 580880250.09 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796G45 US912796G459 U.S. Treasury Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0007 624161873.63 624161873.63 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796U23 US912796U237 U.S. Treasury Debt Y N/A N/A 2022-04-26 2022-04-26 2022-04-26 N N N 0.0007 29992937.40 29992937.40 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796P37 US912796P377 U.S. Treasury Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0008 646442501.17 646442501.17 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796P45 US912796P450 U.S. Treasury Debt Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0008 1503898532.42 1503898532.42 0.0113 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0009 1181418869.50 1181418869.50 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0009 1470450743.31 1470450743.31 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0010 1696773184.13 1696773184.13 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0011 1707243851.32 1707243851.32 0.0128 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0011 1070686123.94 1070686123.94 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796U72 US912796U724 U.S. Treasury Debt Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0012 156936166.94 156936166.94 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796J42 US912796J420 U.S. Treasury Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0013 274835572.00 274835572.00 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0017 612512278.81 612512278.81 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796R50 US912796R506 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0018 114894807.20 114894807.20 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0018 553467666.94 553467666.94 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0020 346066813.39 346066813.39 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.22% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0022 217750236.55 217750236.55 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.26% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0026 209288027.57 209288027.57 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0027 276381694.45 276381694.45 0.0021 N Y Y N U.S. Treasury Bonds U.S. Treasury Bonds, 0.09% 912810EM6 254900HROIFWPRGM1V77 US912810EM63 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0036 29203125.00 29203125.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.03% to 0.07% 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0014 100734370.66 100734370.66 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 912828ZA1 254900HROIFWPRGM1V77 US912828ZA13 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0011 39064536.42 39064536.42 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.08% 9128286M7 254900HROIFWPRGM1V77 US9128286M72 U.S. Treasury Debt Y N/A N/A 2022-04-15 2022-04-15 2022-04-15 N N N 0.0018 575413604.48 575413604.48 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.09% 912828WZ9 254900HROIFWPRGM1V77 US912828WZ90 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0016 710226617.94 710226617.94 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.09% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0016 215215205.42 215215205.42 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.08% 9128285V8 254900HROIFWPRGM1V77 US9128285V80 U.S. Treasury Debt Y N/A N/A 2022-01-15 2022-01-15 2022-01-15 N N N 0.0053 319254788.49 319254788.49 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 912828H86 254900HROIFWPRGM1V77 US912828H862 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0019 19020883.66 19020883.66 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0024 251345554.21 251345554.21 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0019 241240132.40 241240132.40 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 83056309.69 83056309.69 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.09% 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0012 890834947.32 890834947.32 0.0067 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286C9 254900HROIFWPRGM1V77 US9128286C90 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0021 78223239.12 78223239.12 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828SF8 254900HROIFWPRGM1V77 US912828SF82 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0019 9020395.35 9020395.35 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828W55 254900HROIFWPRGM1V77 US912828W556 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0015 45299144.72 45299144.72 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y N/A N/A 2022-03-15 2022-03-15 2022-03-15 N N N 0.0017 82369927.42 82369927.42 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0015 78332432.88 78332432.88 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0015 117463710.78 117463710.78 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y N/A N/A 2022-05-15 2022-05-15 2022-05-15 N N N 0.0019 30216796.80 30216796.80 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.13% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0017 750267380.95 750267380.95 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.11% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0016 538915781.25 538915781.25 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0018 342648761.63 342648761.63 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.13% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0016 88333769.31 88333769.31 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0020 487309572.75 487309572.75 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0026 751926175.60 751926175.60 0.0057 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0027 270512500.00 270512500.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0024 1374982151.84 1374982151.84 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.11% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0025 408152617.81 408152617.81 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0027 838402497.92 838402497.92 0.0063 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0027 72576562.32 72576562.32 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0025 100855469.00 100855469.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0029 436522500.00 436522500.00 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0026 582206524.88 582206524.88 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0023 20151562.40 20151562.40 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.10% 91282CAG6 254900HROIFWPRGM1V77 US91282CAG69 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0025 166856483.54 166856483.54 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0028 672705978.23 672705978.23 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0030 378496642.52 378496642.52 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0032 361817733.48 361817733.48 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0033 370217579.04 370217579.04 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-07-31 2023-07-31 N N N 0.0010 3629395750.69 3629395750.69 0.0273 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-10-31 2023-10-31 N N N 0.0011 2115397345.05 2115397345.05 0.0159 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-04-30 2023-04-30 N N N 0.0012 392514451.85 392514451.85 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-01-31 2023-01-31 N N N 0.0010 333905821.23 333905821.23 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-01-03 2022-07-31 2022-07-31 N N N 0.0009 448139354.88 448139354.88 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-01-03 2022-10-31 2022-10-31 N N N 0.0010 74027027.76 74027027.76 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2022-01-03 2022-01-31 2022-01-31 N N N 0.0007 1414597110.78 1414597110.78 0.0106 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.13% 912828SA9 254900HROIFWPRGM1V77 US912828SA95 U.S. Treasury Debt Y N/A N/A 2022-01-15 2022-01-15 2022-01-15 N N N 0.0115 1560906423.30 1560906423.30 0.0117 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IFF376000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2051-11-01 1.334 - 5.5 223287104.00 117886496.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2051-07-01 1.912 - 4.5 180819262.00 133727901.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2051-09-20 2.5 - 2.5 11407111.00 11546698.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 258000000.00 258000000.00 0.0019 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 12/31/2021 due 01/03/2022 B4TYDEB6GKMZO031MB27 IFF770000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2050-06-20 3 - 5.25 4045931871.00 710645148.19 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 690980000.00 690980000.00 0.0052 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 12/31/2021 due 01/03/2022 L3I9ZG2KFGXZ61BMYR72 IFF851000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2041-11-15 0 - 5.25 99883454.00 102835943.82 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 100819000.00 100819000.00 0.0008 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEE683000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2051-12-01 2 - 2.5 186410.00 188926.41 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.25 - 1.25 4242800.00 4248211.95 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2 - 2 36865774.00 36772196.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-08-20 2058-09-15 2 - 3.5 73096125.00 74057103.35 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 113000000.00 113000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IAG893000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-15 2058-09-15 2.21 - 3.2 6165782.00 6506643.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2051-12-01 1.585 - 5 77473484.00 72223848.43 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.25 - 1.25 1863000.00 1865376.37 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 79000000.00 79000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEJ843000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2031-12-01 2 - 2 74798.00 75768.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-12-20 2057-01-15 2 - 3 90801003.00 54946736.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.25 - 1.25 59400.00 59475.77 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 54000000.00 54000000.00 0.0004 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 12/31/2021 due 01/03/2022 8NAV47T0Y26Q87Y0QP81 IFF770000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2051-08-15 0.75 - 4.5 71478878.00 78486989.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2071-11-20 1.036 - 5.39 39715452.00 37414354.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2060-09-01 1.5 - 5 590687663.00 471705222.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 575817000.00 575817000.00 0.0043 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 12/31/2021 due 01/03/2022 8NAV47T0Y26Q87Y0QP81 IFF851000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2060-09-01 1.5 - 5 49835620.00 39797212.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2051-08-15 0.75 - 4.5 6030588.00 6621854.60 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2071-11-20 1.036 - 5.39 3350750.00 3156604.91 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 48581000.00 48581000.00 0.0004 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HJG226000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-01-01 2051-04-01 2.5 - 4 39119973.00 30634483.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2051-10-01 2 - 6 177383461.00 128181592.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2051-12-20 2 - 4 33063948.00 15643895.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 171000000.00 171000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IFD152000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-02-01 2040-02-01 3 - 3 51529.00 32469.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-11-20 2051-04-20 2.5 - 3.5 142780226.00 108858113.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2051-05-01 2 - 6 900249.00 251251.65 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-23 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 107000000.00 107000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 ICI906000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-02-15 2051-11-25 0.436 - 6.59 65552562.00 5874774.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2051-12-20 2 - 5 13578369.00 9859539.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-09-25 2055-04-25 1.704 - 8.862 292323478.00 30638165.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0009 45000000.00 45000000.00 0.0003 N N N Y Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-01-12 2022-01-12 0 - 0 300000.00 299996.40 Agency Debentures and Agency Strips Resolution Funding Corp 2022-07-15 2030-04-15 0 - 8.875 60789000.00 53127514.85 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-03-15 2051-12-20 2.125 - 8 178865545.00 127416787.55 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-22 2044-05-15 0 - 3.375 143903000.00 145083386.78 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2026-06-01 2051-11-01 1.98 - 7.5 912476.00 217891.86 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-05-10 2023-05-10 0.125 - 0.125 1000.00 993.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 2051-11-01 3 - 6 1301219.00 1301128.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0006 321000000.00 321000000.00 0.0024 N N Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-02-25 2023-12-08 0 - 2.25 1657000.00 1662114.42 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2051-05-15 0 - 7.5 36408151.00 52412055.17 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-12 2030-11-15 0.625 - 6.625 184000.00 186368.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-24 2025-07-21 0.25 - 0.375 74000.00 72636.11 Agency Debentures and Agency Strips Federal Farm Credit Bank S6XOOCT0IEG5ABCC6L87 2023-02-13 2023-02-13 4.8 - 4.8 5000.00 5328.04 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2025-05-15 0.75 - 0.75 35000.00 34620.23 Agency Debentures and Agency Strips Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0006 53000000.00 53000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-10-20 2051-10-20 2.5 - 4.5 210238891.00 218280961.28 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2022-06-30 0.125 - 0.125 1300.00 1299.50 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 214000000.00 214000000.00 0.0016 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 MBNUM2BPBDO7JBLYG310 IFF770000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2022-06-30 0.125 - 0.125 1401.00 1400.61 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-10-20 1.5 - 4.5 283813440.00 293666232.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 287908000.00 287908000.00 0.0022 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 12/31/2021 due 01/03/2022 1VUV7VQFKUOQSJ21A208 IFF851000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2026-04-30 0.75 - 2.5 28113731.00 28768793.27 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-02-20 2051-05-20 2 - 3 37737721.00 35349699.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 62861000.00 62861000.00 0.0005 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 12/31/2021 due 01/03/2022 1VUV7VQFKUOQSJ21A208 IFF770000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-02-20 2051-05-20 2 - 3 57613644.00 53967886.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2026-04-30 0.75 - 2.5 42920835.00 43920909.97 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 95969000.00 95969000.00 0.0007 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 12/31/2021 due 01/03/2022 ANGGYXNX0JLX3X63JN86 IFF851000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2039-02-15 0.12 - 7.625 25717092.00 25709262.24 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 25205000.00 25205000.00 0.0002 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IFF388000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2045-04-15 3.25 - 3.35 93609215.00 97850408.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 95000000.00 95000000.00 0.0007 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 IFE814000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-15 2046-11-15 3.25 - 3.8 104480780.00 110210842.54 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0005 107000000.00 107000000.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2028-11-30 1.5 - 1.5 193658400.00 194820829.23 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 191000000.00 191000000.00 0.0014 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-03-01 2051-12-01 2 - 4 43677438.00 31023566.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-10-01 2049-12-01 2.5 - 2.5 11404088.00 5655490.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-09-20 2054-12-15 2.7 - 4.5 72698843.00 11261143.09 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 47000000.00 47000000.00 0.0004 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 2051-12-01 1.5 - 6.5 422444681.00 227356535.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-09-15 2056-12-15 1.99 - 5.5 568133575.00 439501108.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-08-01 2051-07-01 2 - 6 273208150.00 206269025.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0005 856000000.00 856000000.00 0.0064 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 CYYGQCGNHMHPSMRL3R97 IFF770000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-05-20 2051-09-20 3 - 3.5 153436260.00 57460725.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-05-01 2051-09-01 1.755 - 2.5 12445372.00 12169575.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 2051-10-01 2.5 - 4 35465547.00 18470526.08 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 86373000.00 86373000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 12/31/2021 due 01/03/2022 KBVRJ5K57JZ3E2AVWX40 IFF851000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2050-11-15 0.125 - 6.625 30692899.00 31110268.79 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 30500000.00 30500000.00 0.0002 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 12/31/2021 due 01/03/2022 ZBUT11V806EZRVTWT807 IFF851000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2026-08-15 0.125 - 2.875 114352918.00 114763746.87 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 112513000.00 112513000.00 0.0008 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 12/31/2021 due 01/03/2022 ZOMOLU8CGIZRYZ7PFU34 IFF851000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2051-08-15 0 - 6.375 59880133.00 66793832.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-09-20 2.5 - 5 20798242.00 7272186.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-01 2051-08-01 1.92 - 6 38271608.00 11112826.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2051-12-01 2 - 5.5 84640795.00 31513647.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 114375000.00 114375000.00 0.0009 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 12/31/2021 due 01/03/2022 ZOMOLU8CGIZRYZ7PFU34 IFF770000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-01 2051-08-01 1.92 - 6 131662699.00 38230551.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-09-20 2.5 - 5 71550508.00 25017912.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2051-12-01 2 - 5.5 291182840.00 108413835.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2051-08-15 0 - 6.375 206000777.00 229785383.86 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 393475000.00 393475000.00 0.0030 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IEH449000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2032-04-15 2032-04-15 3.375 - 3.375 15478000.00 35955057.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2036-05-20 2051-10-20 2 - 4 14443450.00 14510705.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-11-01 2050-11-01 2.5 - 6 12413549.00 6347490.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 2052-01-01 2 - 5.5 153856145.00 111844660.07 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-02-07 N N N 0.0007 165000000.00 165000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFA878000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2031-02-15 2032-04-15 0 - 3.375 840609.00 1952702.91 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2051-10-01 2.48 - 4.5 179264968.00 96732632.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-03-20 2050-08-20 3 - 4 20548835.00 11497692.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0007 108000000.00 108000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFD404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-01 2051-04-01 2.5 - 4.5 204232856.00 107623039.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-05-01 2047-11-01 3.5 - 6 12977020.00 499483.43 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0007 106000000.00 106000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFE791000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2051-04-01 2.5 - 5 147740748.00 134231541.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2031-05-15 2031-05-15 1.625 - 1.625 300.00 304.53 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-07-20 2.5 - 2.5 7412988.00 7549593.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0007 139000000.00 139000000.00 0.0010 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 7TK5RJIZDFROZCA6XF66 IFF770000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 2041-11-01 1.5 - 1.5 50108554.00 48944904.09 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 47985000.00 47985000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 12/31/2021 due 01/03/2022 OXTKY6Q8X53C9ILVV871 IFF851000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-15 2052-01-01 0.25 - 9.5 282432151.00 47900412.83 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-03-15 2056-04-01 0 - 5.375 569651.00 902824.88 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-25 2057-09-01 0.5 - 9 511648940.00 74330310.85 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-15 2031-06-13 0.375 - 2.875 7643610.00 7581570.68 Agency Debentures and Agency Strips Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 10140195.00 8813937.49 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-01-15 2069-11-20 1.625 - 9.5 207989517.00 26677006.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-07-24 2030-07-26 0.45 - 1.55 8495842.00 8472769.53 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-01-11 2051-08-15 0 - 3.875 591658508.00 581838728.38 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 741088000.00 741088000.00 0.0056 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 12/31/2021 due 01/03/2022 OXTKY6Q8X53C9ILVV871 IFF770000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 6629846.00 5762714.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-15 2052-01-01 0.25 - 9.5 184659350.00 31318173.19 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-11 2051-08-15 0 - 3.875 386837241.00 380416889.67 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-15 2031-06-13 0.375 - 2.875 4997533.00 4956970.72 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-07-24 2030-07-26 0.45 - 1.55 5554737.00 5539652.95 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-01-15 2069-11-20 1.625 - 9.5 135987366.00 17441918.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-25 2057-09-01 0.5 - 9 334525473.00 48598527.88 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-03-15 2056-04-01 0 - 5.375 372449.00 590283.55 Agency Debentures and Agency Strips Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 484537000.00 484537000.00 0.0036 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IDJ368000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-06-20 2 - 4.5 244269349.00 226687014.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 9769.00 9946.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2050-11-15 0 - 3.375 713726.00 785944.95 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 223000000.00 223000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICJ001000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-12-01 2.5 - 3 101406.00 102503.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2 - 5 61170356.00 48732617.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2050-08-15 0 - 6.125 64250337.00 67060870.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-01 2040-10-01 4.5 - 5.5 20508550.00 405233.75 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 114000000.00 114000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICC891000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 163056.00 166023.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-04-01 2040-10-01 4.5 - 5 4532562.00 151612.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2051-08-15 0 - 6.5 69944687.00 67839327.41 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 4.5 54326067.00 47131187.82 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 113000000.00 113000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IDJ386000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3.5 - 3.5 2148.00 382.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 26661.00 27146.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-24 2050-02-15 0 - 7.125 163617710.00 139232326.30 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2043-11-20 2051-07-20 2 - 4 100885398.00 88819844.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 223000000.00 223000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IDJ377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 122878556.00 125115215.26 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2051-11-15 0 - 6.5 64714100.00 72899843.49 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-07-20 2 - 4.5 38834083.00 29520897.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3.5 - 3.5 4615.00 821.81 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 223000000.00 223000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IEG363000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-12-01 2051-10-01 2.5 - 3 2359159.00 1297690.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-08-15 2051-11-20 2 - 5 121265063.00 102027922.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2050-02-15 0 - 6.125 116779000.00 124869745.32 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 2050-01-01 3 - 5 22998827.00 299471.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 224000000.00 224000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICC910000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2049-02-15 0 - 6.5 143693518.00 156576637.70 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 245855.00 250330.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2 - 5 98269253.00 73135000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-08-01 2040-08-01 5 - 5 1178223.00 81376.26 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 225000000.00 225000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFB398000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 171027.00 174140.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2051-05-15 0 - 6.5 93754404.00 72612338.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2 - 5 162743667.00 140855720.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2040-10-01 2 - 5 178265562.00 7124785.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 216000000.00 216000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFC113000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-10-20 2051-03-20 2 - 3 2000.00 1670.97 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2050-02-15 0.125 - 6.5 205041100.00 217605174.57 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 213000000.00 213000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFC532000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2045-02-15 0.125 - 6.5 111912600.00 112512558.90 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-03-20 2 - 4.5 60100323.00 50691684.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 160000000.00 160000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IEJ277000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 4.5 784670691.00 171389375.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-07-01 4.5 - 4.5 1000.00 164.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-12-01 2.5 - 3 108518119.00 30653742.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2047-08-15 0 - 6.5 16118780.00 20457451.41 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 218000000.00 218000000.00 0.0016 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 549300QJJX6CVVUXLE15 IFF851000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2050-08-15 0 - 6.25 16313560.00 19593036.47 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 1.5 - 4.5 304291406.00 78103745.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 2048-07-01 4.5 - 5.5 3079.00 75.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 47058.00 47914.53 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 95642000.00 95642000.00 0.0007 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHE711000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-04-01 2052-01-01 2 - 4.5 39707289.00 25418545.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 2059-08-01 1.89 - 7 985539814.00 541882933.88 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-26 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 556000000.00 556000000.00 0.0042 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHG111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2058-01-01 1.5 - 5.8 546304792.00 375479768.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 2 - 6.5 178280923.00 81958230.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 448000000.00 448000000.00 0.0034 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHG110000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 1.946 - 6.5 57014144.00 23879540.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2060-06-01 1.89 - 6.425 1950662800.00 433277282.14 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 448000000.00 448000000.00 0.0034 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HJG261000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2052-01-01 1.946 - 3.5 160111684.00 32269304.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-08-01 1.5 - 4.5 199421793.00 84039766.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-03-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 114000000.00 114000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHG105000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-02-01 2059-08-01 1.51 - 5 278904697.00 189854769.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-07-01 2052-01-01 2 - 6.5 42464498.00 38790794.18 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-27 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 224000000.00 224000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHE215000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-08-01 2052-01-01 1.945 - 6.5 9548161.00 5540057.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 2057-02-01 1.89 - 5.8 339715230.00 108236012.17 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 111000000.00 111000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHH197000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2051-10-01 1.5 - 5.8 145407003.00 120710182.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-05-01 2052-01-01 1.946 - 3.5 14305124.00 3768601.52 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 122000000.00 122000000.00 0.0009 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 12/31/2021 due 01/03/2022 5U0XI89JRFVHWIBS4F54 IFF770000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 989506354.00 515555742.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 537111353.00 128252604.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-08-20 2.5 - 5 827983945.00 295928846.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-31 2050-05-15 0.25 - 4.75 794240756.00 806789477.04 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 1712107000.00 1712107000.00 0.0129 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 12/31/2021 due 01/03/2022 5U0XI89JRFVHWIBS4F54 IFF770000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 935319381.00 179915994.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 2907250069.00 916446474.96 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 1074858000.00 1074858000.00 0.0081 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 5493006GGLR4BTEL8O61 IBG569000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 4850000.00 4858214.94 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 145098000.00 32965668.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0009 37000000.00 37000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 5493006GGLR4BTEL8O61 IDA019000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 2049-08-01 3.5 - 3.5 344186000.00 67401361.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 8100000.00 8113719.80 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0009 74000000.00 74000000.00 0.0006 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.09% 5493006GGLR4BTEL8O61 ICC880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 2048-11-01 4 - 4 88000000.00 12650915.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 7200000.00 7212195.38 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 2049-07-01 3.5 - 3.5 230770000.00 51586247.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0009 70000000.00 70000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.11% 5493006GGLR4BTEL8O61 IFC144000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 200000.00 200338.76 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 3 - 3 151456000.00 39591071.43 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-03-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0011 39000000.00 39000000.00 0.0003 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IFF327000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-06-01 2051-11-01 2 - 4.5 834373767.00 468181950.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 459000000.00 459000000.00 0.0034 N Y Y N Fannie Mae Fannie Mae, 0.07% 3135G0V59 B1V7KEBTPIMZEU4LTD58 US3135G0V597 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-12 2022-04-12 2022-04-12 N N N 0.0016 14685292.18 14685292.18 0.0001 N N N N Fannie Mae Fannie Mae, 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-07-29 2022-07-29 N N N 0.0009 117050650.47 117050650.47 0.0009 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-11 2022-03-11 N N N 0.0006 573172570.41 573172570.41 0.0043 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-09 2022-03-09 N N N 0.0006 252077343.84 252077343.84 0.0019 N N N N Fannie Mae Fannie Mae, 0.24% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-07-06 2022-07-06 N N N 0.0008 594479530.26 594479530.26 0.0045 N N N N Fannie Mae Fannie Mae, 0.24% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-19 2022-05-19 N N N 0.0008 299981594.86 299981594.86 0.0023 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-06-17 2022-06-17 N N N 0.0008 461351300.44 461351300.44 0.0035 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-06-24 2022-06-24 N N N 0.0008 439348473.81 439348473.81 0.0033 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-04 2022-05-04 N N N 0.0009 431341145.12 431341145.12 0.0032 N N N N Fannie Mae Fannie Mae, 0.37% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-27 2022-04-27 N N N 0.0006 1001010400.00 1001010400.00 0.0075 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-02-18 2022-02-18 N N N 0.0005 127002828.29 127002828.29 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EM6R8 US3133EM6R85 U.S. Government Agency Debt Y N/A N/A 2022-01-27 2022-01-27 2022-01-27 N N N 0.0013 37997135.18 37997135.18 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133ELXW9 US3133ELXW99 U.S. Government Agency Debt Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0034 4999356.45 4999356.45 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-08 2022-03-08 N N N 0.0006 83003004.60 83003004.60 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.09% 313313WD6 US313313WD65 U.S. Government Agency Debt Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0009 8997391.53 8997391.53 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ENCW8 US3133ENCW84 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0011 58390299.18 58390299.18 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.13% 3133EKTG1 US3133EKTG13 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0014 22177483.02 22177483.02 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ENFU9 US3133ENFU91 U.S. Government Agency Debt Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0011 90011914.20 90011914.20 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-07 2022-11-07 N N N 0.0009 22077420.86 22077420.86 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP3T0 2549001DPIFGXC1TOL40 US3130AP3T00 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0021 53974483.38 53974483.38 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP6C4 2549001DPIFGXC1TOL40 US3130AP6C48 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0021 106948536.21 106948536.21 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130ANRW2 2549001DPIFGXC1TOL40 US3130ANRW27 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0028 67977100.32 67977100.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APKE4 2549001DPIFGXC1TOL40 US3130APKE40 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0027 54973666.00 54973666.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRW7 2549001DPIFGXC1TOL40 US3130APRW74 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0026 43977378.28 43977378.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRN7 2549001DPIFGXC1TOL40 US3130APRN75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0027 165914654.42 165914654.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APSZ9 2549001DPIFGXC1TOL40 US3130APSZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-30 2022-03-30 2022-03-30 N N N 0.0026 68964259.38 68964259.38 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APPV1 2549001DPIFGXC1TOL40 US3130APPV10 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0019 277872503.64 277872503.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APPX7 2549001DPIFGXC1TOL40 US3130APPX75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0020 55973286.88 55973286.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APQ24 2549001DPIFGXC1TOL40 US3130APQ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0020 88957306.70 88957306.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APA70 2549001DPIFGXC1TOL40 US3130APA708 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0028 37991173.36 37991173.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APY58 2549001DPIFGXC1TOL40 US3130APY583 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0010 18997805.50 18997805.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APYB5 2549001DPIFGXC1TOL40 US3130APYB54 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0010 20997477.90 20997477.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130AQ3J0 2549001DPIFGXC1TOL40 US3130AQ3J00 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0016 114957138.35 114957138.35 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385UZ7 2549001DPIFGXC1TOL40 US313385UZ72 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0009 55987686.72 55987686.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385VC7 2549001DPIFGXC1TOL40 US313385VC78 U.S. Government Agency Debt Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0009 23994543.12 23994543.12 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AQGC1 2549001DPIFGXC1TOL40 US3130AQGC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0010 229020200.09 229020200.09 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% to 0.12% 3130AQGL1 2549001DPIFGXC1TOL40 US3130AQGL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0012 101999426.76 101999426.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-08 2022-12-08 N N N 0.0009 480106248.00 480106248.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-12 2022-05-12 N N N 0.0008 561051241.74 561051241.74 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-17 2022-05-17 N N N 0.0009 75005460.75 75005460.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-02 2022-12-02 N N N 0.0008 242058634.18 242058634.18 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-18 2022-11-18 N N N 0.0008 120029524.80 120029524.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-23 2022-11-23 N N N 0.0008 324080070.12 324080070.12 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-28 2022-04-28 N N N 0.0008 145764859.21 145764859.21 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-14 2022-04-14 N N N 0.0009 233020531.96 233020531.96 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-22 2022-02-22 N N N 0.0009 233014984.23 233014984.23 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-30 2022-03-30 N N N 0.0009 39753541.73 39753541.73 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-28 2022-02-28 N N N 0.0009 277019708.55 277019708.55 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-25 2022-02-25 N N N 0.0009 96906542.69 96906542.69 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-25 2022-03-25 N N N 0.0009 40003366.40 40003366.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-08-12 2022-08-12 N N N 0.0007 243105615.09 243105615.09 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-26 2022-05-26 N N N 0.0009 273058738.68 273058738.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-09-16 2022-09-16 N N N 0.0008 110050348.10 110050348.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-09-15 2022-09-15 N N N 0.0008 137062599.41 137062599.41 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-10 2022-02-10 N N N 0.0009 135511842.70 135511842.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 313385E93 2549001DPIFGXC1TOL40 US313385E931 U.S. Government Agency Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0027 91830959.20 91830959.20 0.0007 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-08-03 2022-08-03 N N N 0.0007 244097348.68 244097348.68 0.0018 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-08-18 2022-08-18 N N N 0.0007 207084282.12 207084282.12 0.0016 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-07-29 2022-07-29 N N N 0.0007 320145203.20 320145203.20 0.0024 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWGU4 S6XOOCT0IEG5ABCC6L87 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-04-29 2022-04-29 N N N 0.0011 112023632.00 112023632.00 0.0008 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-11 2022-03-11 N N N 0.0007 448157301.76 448157301.76 0.0034 N N N N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 20800000.00 20800000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 13300000.00 13300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 26600000.00 26600000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 US64986MJ710 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2036-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 14500000.00 14500000.00 0.0001 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.07% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 US64970HBA14 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2034-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 20000000.00 20000000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.10% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 10300000.00 10300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 7900000.00 7900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 8900000.00 8900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 12700000.00 12700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 30200000.00 30200000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 11340000.00 11340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986MG41 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 15700000.00 15700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 65700000.00 65700000.00 0.0005 N N Y N Arlington County Indl. Dev. Auth. Multi-family Hsg. Rev. FHLMC Arlington County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.13% 04144PDU4 US04144PDU49 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2047-08-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0013 17150000.00 17150000.00 0.0001 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.07% 93978PER4 US93978PER47 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2039-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 12000000.00 12000000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.07% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 8600000.00 8600000.00 0.0001 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 5493006GGLR4BTEL8O61 IFE565000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-01-07 2022-01-07 2022-04-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0012 37000000.00 37000000.00 0.0003 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Colchester Street Trust: Government Portfolio 2022-01-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer