N-MFP2 0000356173 XXXXXXXX 2022-02-28 0000356173 549300FQDFZGLUOCWN51 S000004820 5 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N N Exempt Government Government/Agency N 34 70 99384832191.22 98147511274.50 98343582273.46 105595614948.80 113262125911.74 112990495694.88 112151671075.06 120791580316.69 0.7700 0.7700 0.7800 0.7800 0.8800 0.8900 0.8900 0.8900 0.00 135345827426.53 135374660254.99 407750945.78 1619909429.24 134162501771.53 134152040678.58 1.0000 0.0012 0.9998 0.9997 0.9998 0.9998 C000013039 1000000.00 39020444656.56 39009766653.01 1.0001 0.9999 1.0000 1.0000 6008726939.56 6378909406.99 5717729995.54 6502298070.91 7434090726.54 7220695988.93 9655606862.58 5341858256.28 31064570803.28 25460383718.82 0.0001 Y Fidelity Investments, Reimbursement and Transfer Agent and Management Fees, -2943877.02; C000013080 1000000.00 1103981244.04 1103412841.58 1.0003 1.0002 1.0002 1.0003 35762474.68 17750897.15 22344570.55 9257318.64 81786344.43 27868995.28 17418703.70 11921174.17 171459261.35 69091227.67 0.0001 Y Fidelity Investments, Reimbursement and Distribution and Transfer Agent Fees, -225127.07; C000013081 1000000.00 3828189466.92 3826234287.15 1.0003 1.0002 1.0003 1.0003 114793664.91 143214696.92 111424753.98 78851139.44 200515120.98 101180106.83 195390200.43 130493562.96 599486345.45 481834783.75 0.0001 Y Fidelity Investments, Reimbursement and Distribution and Transfer Agent Fees, -1103429.71; C000013082 1000000.00 132452491.73 132436027.16 0.9999 0.9998 0.9999 0.9999 12142898.11 22563286.36 3762755.52 10094631.70 6752606.58 44125699.50 16669684.44 5398282.93 40842769.09 68221021.79 0.0001 Y Fidelity Investments, Reimbursement and Distribution and Transfer Agent and Management Fees, -18371.13; C000141704 10000000.00 90077433912.28 90080190869.67 0.9997 0.9996 0.9997 0.9997 9724923341.33 9750936342.08 6015808004.00 5261787871.32 7391766007.72 9358629834.41 10537086681.14 6543341630.31 33043525753.70 31647469833.91 0.0001 Y Fidelity Investments, Reimbursement and Transfer Agent and Management Fees, -5601881.73; ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IHJ605000 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 2051-02-15 1.875 - 3.125 181235100.00 177123340.11 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 173000000.00 173000000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IHJ599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-04 2029-02-28 0 - 1.875 790080600.00 787441101.13 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 772000000.00 772000000.00 0.0058 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IDE758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2052-02-15 0 - 6.25 151628000.00 155288115.17 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 152000000.00 152000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IGD616000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-22 2047-02-15 0 - 6 45346100.00 47943611.55 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 47000000.00 47000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IDA489000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-10 2052-02-15 0 - 6.25 64057500.00 63300263.90 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 62000000.00 62000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.12% 3Y4U8VZURTYWI1W2K376 IGC000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2050-05-15 0 - 6.25 84309049.00 96915522.30 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 95000000.00 95000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHF642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2045-08-15 0 - 3.875 505960500.00 492668229.87 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 483000000.00 483000000.00 0.0036 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHG280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2039-02-15 2040-08-15 1.125 - 3.875 195681800.00 188702901.60 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0005 185000000.00 185000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHG865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2051-08-15 0 - 6.25 655267800.00 661350758.78 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 646000000.00 646000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHH297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-08-15 0.365 - 4.5 256873200.00 246864170.00 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 242000000.00 242000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHJ649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-10 2050-08-15 0 - 7.625 380477900.00 369525418.70 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 362000000.00 362000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHI689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-15 2046-11-15 0 - 7.125 602132800.00 582423319.51 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 571000000.00 571000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 IHD432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2051-08-15 0 - 6.25 720934700.00 707413658.53 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 693000000.00 693000000.00 0.0052 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.13% R0MUWSFPU8MPRO8K5P83 IGH981000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2051-08-15 0 - 7.5 315952100.00 311100690.08 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0013 304000000.00 304000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 IGJ346000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-05-15 0.365 - 4.625 333669100.00 335658083.59 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 328000000.00 328000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.16% R0MUWSFPU8MPRO8K5P83 IGJ900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2051-05-15 0 - 7.625 547035178.00 538861369.79 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 527000000.00 527000000.00 0.0039 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IGI114000 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 2048-05-15 0.875 - 3.125 55232100.00 57460461.40 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 56000000.00 56000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IHA160000 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 2048-11-15 0.375 - 3.375 55201000.00 47941697.25 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 47000000.00 47000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IHA590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-30 2051-02-15 0.375 - 3.375 103587400.00 95893377.98 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 94000000.00 94000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.16% 2IGI19DL77OX0HC3ZE78 IGA770000 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 2048-05-15 0.125 - 3.125 102534400.00 95904949.14 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-25 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 94000000.00 94000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGB511000 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 2048-05-15 0.125 - 3.125 97310500.00 96953969.00 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-06-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 95000000.00 95000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.36% 2IGI19DL77OX0HC3ZE78 IGC017000 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 2049-11-15 0.125 - 3.125 100975800.00 97199951.83 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-07-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 95000000.00 95000000.00 0.0007 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 2023-01-26 2027-02-28 0 - 1.875 281436200.00 282551776.80 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 277000000.00 277000000.00 0.0021 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 2026-02-15 2045-05-15 3 - 6.125 78097100.00 96059186.26 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 94000000.00 94000000.00 0.0007 N Y Y N DNB Bank ASA DNB Bank ASA, 0.05% 549300GKFG0RYRRQ1414 IHJ607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2031-05-15 1.625 - 3.125 13600300.00 13387087.11 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 13000000.00 13000000.00 0.0001 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 2022-09-30 2049-11-15 0.125 - 2.875 54440340300.00 54350075502.96 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 54350000000.00 54350000000.00 0.4051 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.06% IHJ636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 48197600.00 49057409.57 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 48000000.00 48000000.00 0.0004 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IHJ637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 0.5 - 0.5 180535400.00 177480066.50 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 174000000.00 174000000.00 0.0013 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.06% 549300H47WTHXPU08X20 IIA342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-09-30 2027-11-15 0.375 - 2.25 572706800.00 534462806.13 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 524000000.00 524000000.00 0.0039 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05% IHJ594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2024-01-31 -0.015 - -0.015 393435000.00 393762210.61 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 386000000.00 386000000.00 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 2023-10-31 2028-08-31 0.25 - 2.875 103120000.00 98068465.00 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 96000000.00 96000000.00 0.0007 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.17% 213800MBWEIJDM5CU638 IGI957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2041-05-15 1.125 - 2.375 94648600.00 95890399.97 U.S. Treasuries (including strips) Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 94000000.00 94000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.17% 213800MBWEIJDM5CU638 IGJ384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2041-05-15 1.125 - 2.25 96016200.00 95849444.53 U.S. Treasuries (including strips) Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0017 94000000.00 94000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.21% 213800MBWEIJDM5CU638 IGF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2041-05-15 0.25 - 2.25 98277400.00 96919981.09 U.S. Treasuries (including strips) Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0021 95000000.00 95000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 IHB501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 39760600.00 47943430.99 U.S. Treasuries (including strips) Y N/A N/A 2022-03-11 2022-03-11 2022-03-11 N N N 0.0007 47000000.00 47000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 IHC318000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 82693700.00 95896137.54 U.S. Treasuries (including strips) Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0007 94000000.00 94000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.19% H7FNTJ4851HG0EXQ1Z70 IHI115000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2026-02-15 2.5 - 6 93516800.00 95816222.73 U.S. Treasuries (including strips) Y N/A N/A 2022-03-28 2022-03-28 2022-03-28 N N N 0.0019 94000000.00 94000000.00 0.0007 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IHJ631000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 0.375 - 0.375 359567000.00 345406566.20 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 338000000.00 338000000.00 0.0025 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IHJ593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2030-05-15 0.125 - 2.375 900500900.00 886227978.93 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 869000000.00 869000000.00 0.0065 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IHJ648000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 93662900.00 92795564.08 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 91000000.00 91000000.00 0.0007 N Y Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IHF697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2042-02-15 0.125 - 2.875 93097400.00 93841806.28 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 92000000.00 92000000.00 0.0007 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IGJ956000 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 2051-11-15 0 - 3.875 201207600.00 192150398.12 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 188000000.00 188000000.00 0.0014 N N Y N Norinchukin Bank Norinchukin Bank, 0.07% 5493007VSMFZCPV1NB83 IHG974000 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 90726900.00 93841203.59 U.S. Treasuries (including strips) Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0007 92000000.00 92000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IGB343000 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 6356900.00 6375052.98 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 74823800.00 90534699.94 U.S. Treasuries (including strips) Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0008 95000000.00 95000000.00 0.0007 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 2026-08-15 2026-08-15 6.75 - 6.75 446200.00 539889.48 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 52208700.00 51491707.63 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 Y N Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 IHE326000 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 12700.00 15366.64 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 95278700.00 93827770.13 U.S. Treasuries (including strips) Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0009 92000000.00 92000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.10% 5493007VSMFZCPV1NB83 IFJ956000 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 114304100.00 115556168.30 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 610800.00 739050.87 U.S. Treasuries (including strips) Y N/A N/A 2022-03-23 2022-03-23 2022-03-23 N N N 0.0010 114000000.00 114000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.12% 5493007VSMFZCPV1NB83 IHF651000 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 73279700.00 75482867.59 U.S. Treasuries (including strips) Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0012 74000000.00 74000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.12% 5493007VSMFZCPV1NB83 IHF047000 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 96335700.00 94863868.73 U.S. Treasuries (including strips) Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0012 93000000.00 93000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 IFJ269000 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 140124100.00 143720624.84 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 949100.00 1148384.38 U.S. Treasuries (including strips) Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0015 142000000.00 142000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 IHG292000 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 138806000.00 136686898.65 U.S. Treasuries (including strips) Y N/A N/A 2022-03-22 2022-03-22 2022-03-22 N N N 0.0018 134000000.00 134000000.00 0.0010 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.06% X574KRZ6V5A7UBU45C31 IHJ612000 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 187300584.34 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 183809800.00 183809800.00 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.10% X574KRZ6V5A7UBU45C31 IGH453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2036-02-15 1.75 - 7.5 336475000.00 352453626.18 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 Y PRU INS CO AMERICA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0010 345618000.00 345618000.00 0.0026 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGH479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2051-08-15 0.125 - 6 192156100.00 189915185.21 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 186000000.00 186000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2050-02-15 0.25 - 6.5 198867700.00 192823289.09 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 189000000.00 189000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGC051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2046-05-15 0.25 - 5.25 189487500.00 194345607.15 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 190000000.00 190000000.00 0.0014 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 2022-05-15 2041-11-15 0.125 - 2.875 53709000.00 52027350.13 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 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, 0.07% ES7IP3U3RHIGC71XBU11 IEG999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2041-11-15 0.125 - 2.75 52902500.00 51007666.77 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 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 IHI021000 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 2051-05-15 0.25 - 7.25 179515800.00 187392686.61 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 183000000.00 183000000.00 0.0014 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IHJ628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-15 2023-11-15 2.75 - 2.75 56400300.00 58140165.75 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 57000000.00 57000000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796M97 US912796M978 U.S. Treasury Debt Y N/A N/A 2022-03-10 2022-03-10 2022-03-10 N N N 0.0003 122998923.75 122998923.75 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796T90 US912796T908 U.S. Treasury Debt Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0015 298939461.47 298939461.47 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796G45 US912796G459 U.S. Treasury Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0018 70647980.17 70647980.17 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796P37 US912796P377 U.S. Treasury Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0018 30590879.36 30590879.36 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912796P45 US912796P450 U.S. Treasury Debt Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0023 1368628526.44 1368628526.44 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.25% 912796U80 US912796U807 U.S. Treasury Debt Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0025 97951408.66 97951408.66 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0028 1484975381.00 1484975381.00 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796U98 US912796U989 U.S. Treasury Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0028 460317748.93 460317748.93 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0030 1504394633.66 1504394633.66 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796V22 US912796V227 U.S. Treasury Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0031 791719505.56 791719505.56 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0031 1201303520.89 1201303520.89 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796V30 US912796V300 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0035 48956648.72 48956648.72 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0035 1386752188.00 1386752188.00 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.37% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0037 844628078.13 844628078.13 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% 912796V89 US912796V896 U.S. Treasury Debt Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0039 1466331592.89 1466331592.89 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796J42 US912796J420 U.S. Treasury Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0040 64921998.05 64921998.05 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796V97 US912796V979 U.S. Treasury Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0045 92878479.69 92878479.69 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0045 503289516.24 503289516.24 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796W21 US912796W217 U.S. Treasury Debt Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0046 93865475.66 93865475.66 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% 912796W39 US912796W399 U.S. Treasury Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0049 432302237.82 432302237.82 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796R68 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0051 130763035.41 130763035.41 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0053 1558902850.78 1558902850.78 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796S42 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0054 1143563535.24 1143563535.24 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.57% 912796S59 US912796S595 U.S. Treasury Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0057 882243715.19 882243715.19 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.60% 912796S67 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0060 1006402834.00 1006402834.00 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0063 385390864.83 385390864.83 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0067 217327187.76 217327187.76 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.72% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0072 302402125.90 302402125.90 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.73% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0073 92542174.95 92542174.95 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.89% 912796S34 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0089 1248900113.15 1248900113.15 0.0093 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 0.0070 28848750.00 28848750.00 0.0002 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 0.0035 573369476.68 573369476.68 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 0.0036 708150207.38 708150207.38 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.16% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0036 274696666.92 274696666.92 0.0020 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 0.0033 920486888.91 920486888.91 0.0069 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 0.0028 82070985.76 82070985.76 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0024 40055691.20 40055691.20 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0023 173223059.28 173223059.28 0.0013 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 0.0049 747605890.80 747605890.80 0.0056 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 0.0049 341512630.84 341512630.84 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0047 647438281.20 647438281.20 0.0048 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 0.0054 748960196.50 748960196.50 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.24% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0052 546778192.43 546778192.43 0.0041 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 0.0065 1368761946.32 1368761946.32 0.0102 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 0.0061 407610156.66 407610156.66 0.0030 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 0.0062 269413281.92 269413281.92 0.0020 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 0.0063 726912970.56 726912970.56 0.0054 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 0.0057 72320624.64 72320624.64 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.09% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0065 168761250.00 168761250.00 0.0013 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 0.0071 434497500.00 434497500.00 0.0032 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 0.0072 579614531.25 579614531.25 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.23% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0054 115969572.18 115969572.18 0.0009 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 0.0071 166517266.46 166517266.46 0.0012 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 0.0071 669839959.27 669839959.27 0.0050 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 0.0077 360041716.96 360041716.96 0.0027 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 0.0076 377593553.74 377593553.74 0.0028 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 0.0077 368358983.46 368358983.46 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0084 29200507.74 29200507.74 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0084 61469413.91 61469413.91 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-07-31 2023-07-31 N N N 0.0030 3634554661.14 3634554661.14 0.0271 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-04-30 2023-04-30 N N N 0.0039 392631000.80 392631000.80 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-10-31 2023-10-31 N N N 0.0031 2118818251.80 2118818251.80 0.0158 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-01-31 2023-01-31 N N N 0.0039 333911722.41 333911722.41 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-10-31 2022-10-31 N N N 0.0040 74017689.70 74017689.70 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-07-31 2022-07-31 N N N 0.0037 448123410.56 448123410.56 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0096 18140625.00 18140625.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.49% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0102 306802500.00 306802500.00 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0100 22832890.74 22832890.74 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.68% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0106 54527343.75 54527343.75 0.0004 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 0.0030 14635068.76 14635068.76 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 2022-03-01 2022-07-29 2022-07-29 N N N 0.0010 117036495.81 117036495.81 0.0009 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-09 2022-03-09 N N N 0.0007 252009520.56 252009520.56 0.0019 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-11 2022-03-11 N N N 0.0007 573025762.08 573025762.08 0.0043 N N N N Fannie Mae Fannie Mae, 0.24% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-19 2022-05-19 N N N 0.0008 299903727.80 299903727.80 0.0022 N N N N Fannie Mae Fannie Mae, 0.24% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-06 2022-07-06 N N N 0.0008 594328927.50 594328927.50 0.0044 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-06-24 2022-06-24 N N N 0.0008 439232547.08 439232547.08 0.0033 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-06-17 2022-06-17 N N N 0.0008 461229453.53 461229453.53 0.0034 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-04 2022-05-04 N N N 0.0005 431209336.70 431209336.70 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 2022-03-01 2022-04-27 2022-04-27 N N N 0.0006 1000499520.00 1000499520.00 0.0075 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 0.0032 4999893.20 4999893.20 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 2022-03-01 2022-03-08 2022-03-08 N N N 0.0006 83000328.68 83000328.68 0.0006 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 0.0048 58304701.13 58304701.13 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 0.0044 22098691.78 22098691.78 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 0.0050 89847390.60 89847390.60 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.19% 313313WD6 US313313WD65 U.S. Government Agency Debt Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0019 8997200.55 8997200.55 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.80% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-11-07 2022-11-07 N N N 0.0034 22069949.22 22069949.22 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 0.0022 53987995.26 53987995.26 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 0.0022 106974393.83 106974393.83 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AR5Z0 2549001DPIFGXC1TOL40 US3130AR5Z06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-08-02 2022-08-02 N N N 0.0006 745999985.08 745999985.08 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AR5Y3 2549001DPIFGXC1TOL40 US3130AR5Y31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-26 2022-07-26 N N N 0.0006 698999986.02 698999986.02 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AR3W9 2549001DPIFGXC1TOL40 US3130AR3W92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-09-22 2022-09-22 N N N 0.0006 417999991.64 417999991.64 0.0031 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 0.0014 54997602.00 54997602.00 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 0.0017 43996224.80 43996224.80 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 0.0016 165985757.20 165985757.20 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 0.0017 68993733.42 68993733.42 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 0.0025 277914843.04 277914843.04 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 0.0025 55982285.52 55982285.52 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 0.0026 88969081.40 88969081.40 0.0007 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 0.0035 18997186.10 18997186.10 0.0001 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 0.0034 114926492.00 114926492.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2023-09-01 2023-09-01 N N N 0.0008 214000000.00 214000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AQJL8 2549001DPIFGXC1TOL40 US3130AQJL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0032 49977787.50 49977787.50 0.0004 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 0.0034 228877578.89 228877578.89 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 0.0034 101945471.82 101945471.82 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 2022-03-01 2022-12-08 2022-12-08 N N N 0.0009 480088243.20 480088243.20 0.0036 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 2022-03-01 2022-11-18 2022-11-18 N N N 0.0008 120024052.80 120024052.80 0.0009 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 2022-03-01 2022-05-17 2022-05-17 N N N 0.0009 75003085.50 75003085.50 0.0006 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 2022-03-01 2022-11-23 2022-11-23 N N N 0.0008 324065460.96 324065460.96 0.0024 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 2022-03-02 2022-12-02 2022-12-02 N N N 0.0008 242048564.56 242048564.56 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 313385XF8 2549001DPIFGXC1TOL40 US313385XF81 U.S. Government Agency Debt Y N/A N/A 2022-05-25 2022-05-25 2022-05-25 N N N 0.0011 31690392.77 31690392.77 0.0002 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 2022-03-01 2022-04-28 2022-04-28 N N N 0.0008 145757538.19 145757538.19 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 2022-03-01 2022-04-14 2022-04-14 N N N 0.0009 233008872.64 233008872.64 0.0017 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 2022-03-01 2022-03-25 2022-03-25 N N N 0.0009 40000970.40 40000970.40 0.0003 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 2022-03-01 2022-03-30 2022-03-30 N N N 0.0009 39751161.89 39751161.89 0.0003 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 2022-03-01 2022-05-26 2022-05-26 N N N 0.0009 273034769.28 273034769.28 0.0020 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 2022-03-01 2022-08-12 2022-08-12 N N N 0.0006 243088070.49 243088070.49 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313385WH5 2549001DPIFGXC1TOL40 US313385WH56 U.S. Government Agency Debt Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0014 200948996.25 200948996.25 0.0015 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 2022-03-01 2022-09-15 2022-09-15 N N N 0.0008 137048424.02 137048424.02 0.0010 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 2022-03-01 2022-09-16 2022-09-16 N N N 0.0008 110038990.60 110038990.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 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 0.0019 49991828.00 49991828.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 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 0.0019 74986555.50 74986555.50 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VD5 2549001DPIFGXC1TOL40 US313385VD51 U.S. Government Agency Debt Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0019 315941688.52 315941688.52 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VE3 2549001DPIFGXC1TOL40 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0019 118977413.80 118977413.80 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VF0 2549001DPIFGXC1TOL40 US313385VF00 U.S. Government Agency Debt Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0019 115977371.88 115977371.88 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VG8 2549001DPIFGXC1TOL40 US313385VG82 U.S. Government Agency Debt Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0019 68986175.85 68986175.85 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VM5 2549001DPIFGXC1TOL40 US313385VM50 U.S. Government Agency Debt Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0019 258941284.70 258941284.70 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VN3 2549001DPIFGXC1TOL40 US313385VN34 U.S. Government Agency Debt Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0019 108974715.27 108974715.27 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VS2 2549001DPIFGXC1TOL40 US313385VS21 U.S. Government Agency Debt Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0019 170956690.83 170956690.83 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VU7 2549001DPIFGXC1TOL40 US313385VU76 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0019 311500866.72 311500866.72 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VV5 2549001DPIFGXC1TOL40 US313385VV59 U.S. Government Agency Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0019 154958323.60 154958323.60 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VW3 2549001DPIFGXC1TOL40 US313385VW33 U.S. Government Agency Debt Y N/A N/A 2022-04-22 2022-04-22 2022-04-22 N N N 0.0019 301917206.70 301917206.70 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VZ6 2549001DPIFGXC1TOL40 US313385VZ63 U.S. Government Agency Debt Y N/A N/A 2022-04-25 2022-04-25 2022-04-25 N N N 0.0019 211938528.48 211938528.48 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385WB8 2549001DPIFGXC1TOL40 US313385WB86 U.S. Government Agency Debt Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0019 153953723.00 153953723.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313385WY8 2549001DPIFGXC1TOL40 US313385WY89 U.S. Government Agency Debt Y N/A N/A 2022-05-18 2022-05-18 2022-05-18 N N N 0.0030 24983779.50 24983779.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313385XD3 2549001DPIFGXC1TOL40 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0030 34975836.35 34975836.35 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313385XE1 2549001DPIFGXC1TOL40 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0030 251324274.44 251324274.44 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AQP23 2549001DPIFGXC1TOL40 US3130AQP233 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0094 47810480.16 47810480.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 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 0.0071 91662588.16 91662588.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 U.S. Government Agency Debt Y N/A N/A 2023-01-19 2023-01-19 2023-01-19 N N N 0.0094 10909116.79 10909116.79 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313384AV1 2549001DPIFGXC1TOL40 US313384AV14 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0094 209251286.86 209251286.86 0.0016 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-08-03 2022-08-03 N N N 0.0007 244070323.24 244070323.24 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 2022-03-01 2022-08-18 2022-08-18 N N N 0.0008 207062420.85 207062420.85 0.0015 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-29 2022-07-29 N N N 0.0007 320104624.00 320104624.00 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 2022-03-01 2022-04-29 2022-04-29 N N N 0.0011 112011886.56 112011886.56 0.0008 N N N N Freddie Mac Freddie Mac, 0.19% 313397VV0 S6XOOCT0IEG5ABCC6L87 US313397VV06 U.S. Government Agency Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0019 60317777.39 60317777.39 0.0004 N N Y N Freddie Mac Freddie Mac, 0.25% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-11 2022-03-11 N N N 0.0008 448023484.16 448023484.16 0.0033 N N N N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IHJ604000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2051-09-20 2.5 - 2.5 38624985.00 37466771.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2051-11-01 2 - 4.5 204902800.00 108561862.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-11-01 2051-07-01 2 - 4.5 183705463.00 128730171.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2027-05-15 2.375 - 2.375 16387800.00 16961601.17 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 286000000.00 286000000.00 0.0021 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 2/28/2022 due 03/01/2022 B4TYDEB6GKMZO031MB27 IIA402000_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 4395358885.00 705452387.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 686461000.00 686461000.00 0.0051 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 2/28/2022 due 03/01/2022 L3I9ZG2KFGXZ61BMYR72 IIA464000_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 2026-10-31 2026-10-31 1.125 - 1.125 39541375.00 38542808.10 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 37787000.00 37787000.00 0.0003 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IHI779000 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 2041-02-20 2052-02-20 2 - 4.5 62791416.00 63239439.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 2036-10-01 2 - 2 1000.00 946.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 62000000.00 62000000.00 0.0005 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2052-03-01 2 - 3.5 23215254.00 23049461.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-03-01 2052-02-01 2 - 4.5 1029268.00 1000191.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-12-20 2052-01-20 2.5 - 4 56478078.00 56553849.73 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 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 IGA457000 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 54570232.00 52841548.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 2052-02-01 2.5 - 4.5 782061.00 202606.71 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 52000000.00 52000000.00 0.0004 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 2/28/2022 due 03/01/2022 8NAV47T0Y26Q87Y0QP81 IIA402000_00431 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 2061-06-20 2072-01-20 1.271 - 5.39 83923951.00 80409762.03 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2026-08-15 1.5 - 2.875 80708106.00 80979593.91 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 2060-09-01 2 - 4.5 430854129.00 324854510.70 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 476709000.00 476709000.00 0.0036 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 2/28/2022 due 03/01/2022 8NAV47T0Y26Q87Y0QP81 IIA464000_00431 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 2061-06-20 2072-01-20 1.271 - 5.39 28296114.00 27111257.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 2060-09-01 2 - 4.5 145268400.00 109529169.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2026-08-15 1.5 - 2.875 27211849.00 27303384.56 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 160729000.00 160729000.00 0.0012 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IHH002000 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 2046-03-01 2046-03-01 4 - 4 794795.00 241190.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-03-01 2051-10-01 1.5 - 5 297250347.00 103799705.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-01-31 2028-01-31 0.75 - 0.75 100.00 94.02 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 102000000.00 102000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IGI029000 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 2043-07-01 2051-05-01 3 - 4.5 4143410.00 1363080.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-11-01 2052-03-01 1.5 - 4.5 139039884.00 72079948.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 72000000.00 72000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 IGD755000 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 2046-04-20 2067-12-20 2.782 - 3 13799696.00 112417.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-25 2052-03-01 1.05 - 11.955 241541022.00 37546195.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2050-06-25 1.869 - 7.5 241758899.00 5632901.29 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0009 42000000.00 42000000.00 0.0003 N N N Y CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 IGA592000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-10-01 2038-10-01 2.049 - 2.049 7315.00 269.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2052-03-01 1.5 - 5 166335723.00 90795970.42 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-04-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 89000000.00 89000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGI031000 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 2048-05-01 2048-06-01 3.5 - 4.5 4753824.00 2314610.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 2052-03-01 1.5 - 4.06 81637145.00 44614538.57 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-05-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 46000000.00 46000000.00 0.0003 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.29% 2IGI19DL77OX0HC3ZE78 IGI032000 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 2033-05-01 2052-03-01 2 - 4 23241393.00 16969898.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-12-20 2064-11-20 4 - 4.672 4662.00 3051.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-04-01 2051-10-01 3 - 7.5 33393292.00 19755036.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-05-23 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0029 36000000.00 36000000.00 0.0003 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.35% 2IGI19DL77OX0HC3ZE78 IGE657000 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 2035-01-01 2052-03-01 1.5 - 5 49619498.00 31630759.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-07-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 31000000.00 31000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.38% 2IGI19DL77OX0HC3ZE78 IGE658000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-05-01 2051-05-01 3 - 3 245589.00 186935.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-11-01 2052-03-01 1.5 - 4 12369888.00 10016833.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-07-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 10000000.00 10000000.00 0.0001 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 Tennessee Valley Authority 549300HE1ISW43LNKM54 2027-02-01 2048-01-15 2.875 - 4.875 15000.00 20011.91 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-04-22 2036-03-14 0 - 5.625 2005000.00 2274469.42 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-06-14 2051-05-15 0 - 6.625 227404000.00 227171437.72 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-12-15 2051-12-20 1.75 - 8.5 153762883.00 3788430.58 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-07-15 2030-04-15 0 - 8.875 60789000.00 51346218.85 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-05-10 2037-01-05 0.065 - 2.68 1819000.00 1817834.46 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-06 2052-03-01 0 - 6 39109954.00 21742283.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-09-24 2047-05-01 0.57 - 4 3770086.00 2942991.32 Agency Debentures and Agency Strips Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 305000000.00 305000000.00 0.0023 N Y 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 Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2065-09-15 0.75 - 5.88 930000.00 1207354.24 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-06-03 2031-09-26 0.25 - 3.125 230000.00 231041.30 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-03-14 2040-09-06 0.14 - 4.8 17064000.00 16916032.24 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-03-22 2052-02-15 0 - 6.875 2784123.00 3000805.82 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-12-20 2051-12-20 3 - 3 1000.00 1018.55 Agency Mortgage-Backed Securities Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 4000.00 3363.39 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-05 2051-08-01 0 - 7.125 5844659.00 5391501.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-06-08 2050-11-01 0 - 6.75 18936646.00 25278347.01 Agency Debentures and Agency Strips Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 51000000.00 51000000.00 0.0004 N Y 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 United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2023-01-15 0.125 - 0.125 1700.00 2131.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2051-02-20 1.5 - 6 284903687.00 207060360.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 203000000.00 203000000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 MBNUM2BPBDO7JBLYG310 IIA402000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-09-20 2065-03-20 0.449 - 4.5 289275633.00 289250952.16 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2023-01-15 0.125 - 0.125 1436817.00 1801594.65 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 285328000.00 285328000.00 0.0021 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 2/28/2022 due 03/01/2022 1VUV7VQFKUOQSJ21A208 IIA402000_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 2022-11-15 2028-08-31 0.125 - 2.375 80077217.00 78828318.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2051-04-20 2 - 3 56718313.00 47595759.35 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 123945000.00 123945000.00 0.0009 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 2/28/2022 due 03/01/2022 1VUV7VQFKUOQSJ21A208 IIA464000_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 2022-11-15 2028-08-31 0.125 - 2.375 137114911.00 134976442.50 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2051-04-20 2 - 3 97117839.00 81497441.70 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 212229000.00 212229000.00 0.0016 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 2/28/2022 due 03/01/2022 ANGGYXNX0JLX3X63JN86 IIA464000_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 2022-04-15 2043-08-15 0.25 - 3.625 33014690.00 30833627.00 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 30229000.00 30229000.00 0.0002 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IHJ602000 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 2043-05-15 2046-11-15 3.25 - 3.8 103693559.00 108150150.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 105000000.00 105000000.00 0.0008 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 IHH269000 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 101658129.00 105060963.29 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 102000000.00 102000000.00 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-15 2056-01-15 3 - 3.25 258357197.00 217330302.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 211000000.00 211000000.00 0.0016 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-04-01 2041-04-01 4.5 - 4.5 157999.00 24714.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-03-15 2051-09-20 2.5 - 4 70342256.00 54035360.68 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 53000000.00 53000000.00 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 2045-11-01 2045-11-01 4 - 4 15712.00 5471.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-02-01 2046-02-01 1.5 - 5.5 29843974.00 10594550.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-10-15 2057-02-15 2.06 - 5.5 997729440.00 614665709.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 613000000.00 613000000.00 0.0046 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 CYYGQCGNHMHPSMRL3R97 IIA402000_03556 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 2033-09-01 2051-11-01 2.5 - 4 26198758.00 22076209.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-01 2056-02-01 2 - 4.5 44192585.00 31526607.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-11-20 2051-09-20 3 - 4.5 141949086.00 32833063.26 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2030-05-01 2038-01-15 0 - 0 1387023.00 1087380.88 Agency Debentures and Agency Strips Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 85807000.00 85807000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 2/28/2022 due 03/01/2022 KBVRJ5K57JZ3E2AVWX40 IIA464000_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 2022-03-31 2052-02-15 0 - 4.375 36845143.00 38907264.27 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 38085000.00 38085000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 2/28/2022 due 03/01/2022 ZBUT11V806EZRVTWT807 IIA464000_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 2022-06-21 2022-06-21 0 - 0 149712408.00 149491881.52 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 146560000.00 146560000.00 0.0011 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 2/28/2022 due 03/01/2022 ZOMOLU8CGIZRYZ7PFU34 IIA402000_76664 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 2026-12-01 2052-02-01 2 - 6 272870460.00 127018929.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2052-01-20 2.5 - 6 102239507.00 35441409.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-05-01 2052-02-01 2 - 5 105811230.00 31621880.67 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-14 2051-05-15 0 - 4.75 203662681.00 204853962.49 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 390901000.00 390901000.00 0.0029 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 2/28/2022 due 03/01/2022 ZOMOLU8CGIZRYZ7PFU34 IIA464000_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 2022-06-14 2051-05-15 0 - 4.75 77059215.00 77509958.96 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2052-01-20 2.5 - 6 38684045.00 13409856.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-02-01 2 - 6 103245151.00 48059758.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-05-01 2052-02-01 2 - 5 40035470.00 11964673.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 147904000.00 147904000.00 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IHA920000 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 2025-04-01 2052-01-01 2 - 5.5 270041019.00 89674677.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-12-01 2051-12-01 2.5 - 4.5 46171412.00 15389583.54 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0007 103000000.00 103000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IHE206000 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 2024-01-01 2051-10-01 2 - 6 45955285.00 36215162.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 2052-02-01 2 - 5.96 215694503.00 118829057.93 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0007 152000000.00 152000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IHE203000 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 2027-02-01 2051-07-01 2.5 - 5.5 448870197.00 82949486.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-06-01 2052-02-01 2 - 6 121970579.00 51694178.67 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0007 132000000.00 132000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IHE205000 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 2037-08-01 2048-11-01 2 - 4 25781831.00 15678494.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2051-06-01 2 - 5 130213922.00 88364338.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0007 102000000.00 102000000.00 0.0008 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 7TK5RJIZDFROZCA6XF66 IIA402000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-25 2022-08-25 0 - 0 17422320.00 17365994.01 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2050-10-20 2 - 3.5 41950480.00 31258689.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 47671000.00 47671000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 2/28/2022 due 03/01/2022 OXTKY6Q8X53C9ILVV871 IIA464000_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 Banks 2549001DPIFGXC1TOL40 2022-03-25 2032-01-28 0 - 2.375 72206805.00 71945549.26 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-06-15 2056-04-01 4.65 - 5.375 1135511.00 1685314.46 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-04-13 2035-02-23 0.125 - 3.25 4004908.00 3987604.51 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 17691.00 27248.24 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-10 2042-04-01 0.25 - 5.625 2892991.00 2534604.04 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-03 2041-08-15 0 - 6.125 297921491.00 296172236.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-20 2051-10-01 0.125 - 2.5 4239825.00 4147757.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 373039000.00 373039000.00 0.0028 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 2/28/2022 due 03/01/2022 OXTKY6Q8X53C9ILVV871 IIA402000_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 Banks 2549001DPIFGXC1TOL40 2022-03-25 2032-01-28 0 - 2.375 180487300.00 179834268.62 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2035-06-15 2056-04-01 4.65 - 5.375 2838312.00 4212592.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-20 2051-10-01 0.125 - 2.5 10597817.00 10367687.48 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-04-13 2035-02-23 0.125 - 3.25 10010621.00 9967370.43 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 44220.00 68109.40 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-10 2042-04-01 0.25 - 5.625 7231287.00 6335467.16 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-03-03 2041-08-15 0 - 6.125 744681145.00 740308721.33 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 932444000.00 932444000.00 0.0070 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IHG885000 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 2050-11-01 2050-11-01 2 - 2 129095.00 107070.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-12-01 2050-12-01 3 - 3 46839.00 23354.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2049-08-15 0 - 4.375 40809600.00 50242838.33 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-10-15 2051-07-20 2 - 4 188497103.00 157176642.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 203000000.00 203000000.00 0.0015 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IHI023000 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 2023-04-30 2050-02-15 0 - 3.125 89223981.00 52884803.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 2050-01-01 3 - 3 1000.00 295.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2051-11-20 2 - 4.5 325962373.00 157704345.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-08-01 2049-06-01 3.5 - 5.5 4800836.00 44654.26 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 206000000.00 206000000.00 0.0015 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 2036-03-01 2050-12-01 3 - 5.5 776075.00 381735.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 2050-11-01 2 - 3 326647.00 270666.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2045-02-20 2051-07-20 2 - 5 172604362.00 121934732.09 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2051-08-15 0 - 4.375 190687300.00 106911703.97 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 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 IGH480000 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 2023-01-15 2049-05-15 0 - 6.5 60985175.00 40232519.67 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2032-08-15 2051-10-20 2 - 6 166641543.00 113724855.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2050-12-01 3 - 5.5 3620208.00 1159440.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-08-01 2050-11-01 2 - 5.5 11119677.00 2332739.06 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 154000000.00 154000000.00 0.0011 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 549300QJJX6CVVUXLE15 IIA402000_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 2022-05-31 2052-02-15 0 - 6.5 264368671.00 263347186.54 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2050-12-01 3 - 3 24752873.00 7346081.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2050-11-01 2 - 5 37680012.00 9291134.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-12-20 2051-12-20 2 - 4.5 113196630.00 85931145.75 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 357263000.00 357263000.00 0.0027 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 549300QJJX6CVVUXLE15 IIA464000_07749 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 2036-02-01 2050-11-01 2 - 5 27350211.00 6744012.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-12-20 2051-12-20 2 - 4.5 82164299.00 62373519.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2050-12-01 3 - 3 17966987.00 5332186.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2052-02-15 0 - 6.5 191893217.00 191151772.67 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 259321000.00 259321000.00 0.0019 N Y 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2057-02-01 1.51 - 5 113810385.00 77453680.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2052-03-01 1.823 - 4 168393433.00 38866436.42 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0006 114000000.00 114000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGF570000 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 2033-09-01 2052-03-01 2 - 4.5 94241470.00 61089710.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-11-01 2059-08-01 1.51 - 5 768241828.00 472493435.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 523000000.00 523000000.00 0.0039 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGH484000 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 2028-11-01 2052-01-01 0.298 - 6.5 426538556.00 126941675.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-01-01 1.63 - 5.8 392918387.00 292420579.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 411000000.00 411000000.00 0.0031 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGG637000 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 2033-09-01 2052-01-01 2.2 - 5 223373574.00 83102417.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2060-06-01 2 - 6 1825422728.00 337170542.89 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 412000000.00 412000000.00 0.0031 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGG150000 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 2029-12-01 2059-08-01 1.51 - 4.5 179523935.00 132589442.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2052-01-01 1.823 - 6.5 99628792.00 79582226.70 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 208000000.00 208000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGF090000 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 2029-12-01 2057-02-01 2 - 5.8 318726001.00 96186852.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-03-01 1.823 - 6.5 22609992.00 10308535.10 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 104000000.00 104000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 0.07% ES7IP3U3RHIGC71XBU11 IIA333000 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 2029-12-01 2052-03-01 2 - 5.8 134593226.00 109072112.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 1.823 - 7.616 22476119.00 8257095.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-05-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0007 115000000.00 115000000.00 0.0009 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 2/28/2022 due 03/01/2022 O2RNE8IBXP4R0TD8PU41 IIA402000_00925 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 2022-03-24 2050-11-15 0 - 6.125 179448402.00 175266503.49 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 171784000.00 171784000.00 0.0013 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHH310000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2044-08-15 0 - 2 102505084.00 104042039.34 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 102000000.00 102000000.00 0.0008 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHH283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2041-11-15 0 - 2 410890473.00 417184977.89 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 409000000.00 409000000.00 0.0030 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHI022000 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 2022-06-07 2050-11-15 0 - 6.875 73546050.00 78609039.24 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-11-01 2035-11-01 3.5 - 3.5 7584329.00 6598161.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-02-20 2051-05-20 2.5 - 4.5 168731612.00 121452596.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 2044-01-01 3.5 - 4 13050708.00 3754284.12 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-04-15 2030-04-15 0 - 0 1000.00 832.35 Agency Debentures and Agency Strips Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 206000000.00 206000000.00 0.0015 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 2/28/2022 due 03/01/2022 5U0XI89JRFVHWIBS4F54 IIA402000_10193 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 2046-08-01 2049-08-01 3.5 - 3.5 437444951.00 86443569.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 659474870.00 357453443.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-02-20 2051-08-20 2.5 - 5 575439772.00 80580742.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-02 2049-08-15 0 - 4.75 791309450.00 784260026.64 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1282991000.00 1282991000.00 0.0096 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 2/28/2022 due 03/01/2022 5U0XI89JRFVHWIBS4F54 IIA402000_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 1017076757.00 180997945.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 2881193506.00 832092925.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 989137000.00 989137000.00 0.0074 N Y 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-10-20 2046-10-20 3 - 3 151456000.00 36147507.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 3800000.00 3806755.00 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.12% 5493006GGLR4BTEL8O61 IFE565000 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 2047-12-01 2047-12-01 3.5 - 3.5 157447000.00 34278217.16 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 3600000.00 3606399.47 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.16% 5493006GGLR4BTEL8O61 IFJ347000 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 2700000.00 2704799.61 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 2052-01-01 2.5 - 3.5 157217000.00 64721828.67 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-04-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0016 66000000.00 66000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.22% 5493006GGLR4BTEL8O61 IGG247000 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 307945000.00 54205970.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 2047-11-01 3.5 - 3.5 52155000.00 11497333.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 0.375 - 0.375 3800000.00 3806755.00 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-05-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0022 68000000.00 68000000.00 0.0005 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.52% 5493006GGLR4BTEL8O61 IHE575000 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 2051-04-20 2051-04-20 2.5 - 2.5 114700000.00 99871978.94 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-05-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0052 97750000.00 97750000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.06% SUVUFHICNZMP2WKHG940 IHI703000 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 2032-03-01 2052-02-01 2 - 4.5 1286144113.00 512043129.39 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N N N 0.0005 502000000.00 502000000.00 0.0037 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.19% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 20800000.00 20800000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.19% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 US64986MJ710 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2036-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 14500000.00 14500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.19% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 26600000.00 26600000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.19% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 13300000.00 13300000.00 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., 0.12% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 US64970HBA14 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2034-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0012 20000000.00 20000000.00 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., 0.19% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 10300000.00 10300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 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 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% 64986M4E2 US64986M4E25 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2039-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 12500000.00 12500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.19% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 7900000.00 7900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.19% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 8900000.00 8900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.19% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 12700000.00 12700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.19% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 30200000.00 30200000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.21% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 65700000.00 65700000.00 0.0005 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.21% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 11340000.00 11340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.21% 64986MG41 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 15700000.00 15700000.00 0.0001 N N Y N Arlington County Indl. Dev. Auth. Multi-family Hsg. Rev. FHLMC Arlington County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.23% 04144PDU4 US04144PDU49 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2047-08-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0023 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., 0.10% 93978PER4 US93978PER47 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2039-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 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., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 8600000.00 8600000.00 0.0001 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIA317000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0033 97000000.00 97000000.00 0.0007 N N N Y 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. Lloyds Bank PLC Lloyds Bank PLC, 0.34% H7FNTJ4851HG0EXQ1Z70 IIA315000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0034 48000000.00 48000000.00 0.0004 N N N Y 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 2022-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer