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2.875 169376000.00 169321502.70 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 166000000.00 166000000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.30% G5GSEF7VJP5I7OUK5573 IJF126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-04-15 2028-11-15 0.375 - 3.125 147029800.00 141781279.58 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 139000000.00 139000000.00 0.0011 N Y 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 2022-04-21 2051-08-15 0 - 7.625 321714700.00 311161542.67 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0013 304000000.00 304000000.00 0.0024 N Y 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 2022-04-21 2051-08-15 0 - 6.25 325906300.00 334644791.08 U.S. Treasuries (including strips) Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0016 328000000.00 328000000.00 0.0026 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 2022-04-21 2051-08-15 0 - 6.75 555967400.00 537723364.39 U.S. Treasuries (including strips) Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0016 527000000.00 527000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.30% R0MUWSFPU8MPRO8K5P83 IID649000 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 2051-02-15 0.125 - 6.375 577323500.00 570412984.72 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0030 559000000.00 559000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.31% R0MUWSFPU8MPRO8K5P83 IIE936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2051-02-15 0 - 6.375 529925000.00 493777795.78 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 484000000.00 484000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.32% R0MUWSFPU8MPRO8K5P83 III142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-12 2051-08-15 0 - 7.625 746263600.00 722621252.37 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0032 707000000.00 707000000.00 0.0055 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.33% R0MUWSFPU8MPRO8K5P83 IIF618000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2051-02-15 0 - 5.5 543661500.00 541729269.78 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0033 531000000.00 531000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.36% R0MUWSFPU8MPRO8K5P83 IIH092000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2051-08-15 0 - 6.75 586916700.00 561461670.99 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 550000000.00 550000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.40% R0MUWSFPU8MPRO8K5P83 IIH731000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2046-08-15 0 - 6.75 329317100.00 340181884.79 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0040 333000000.00 333000000.00 0.0026 N N Y N CIBC Bank U.S.A. 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CIBC Bank U.S.A., 0.31% 2IGI19DL77OX0HC3ZE78 IIE399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2051-05-15 0.75 - 3 155575100.00 141831209.01 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 139000000.00 139000000.00 0.0011 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 2023-02-15 2049-11-15 0.125 - 3.125 104524500.00 97228099.85 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 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., 0.31% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-26 2041-02-15 0 - 1.875 284549300.00 283596673.08 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-04-18 Y CITIGROUP INC 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 278000000.00 278000000.00 0.0022 N N Y N DNB Bank ASA DNB Bank ASA, 0.30% 549300GKFG0RYRRQ1414 IJF133000 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 2031-05-15 1.125 - 2.875 105480800.00 104040947.71 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 102000000.00 102000000.00 0.0008 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.30% 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 2045-08-15 0.125 - 2.875 54865618900.00 53656447137.05 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 53656000000.00 53656000000.00 0.4201 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.31% IJF159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2028-09-30 1.125 - 1.125 46286100.00 42908661.14 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 42000000.00 42000000.00 0.0003 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.30% IJF130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2023-07-31 2.125 - 2.75 373897000.00 378441962.30 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 371000000.00 371000000.00 0.0029 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-15 2022-12-15 1.625 - 1.625 554277600.00 557944779.78 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0030 547000000.00 547000000.00 0.0043 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2026-08-31 1.375 - 1.625 98380000.00 93891957.33 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 92000000.00 92000000.00 0.0007 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. 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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 98899400.00 96954089.46 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 Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIB160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-06-30 2041-05-15 0.5 - 2.25 106831500.00 100019311.91 U.S. Treasuries (including strips) Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0033 98000000.00 98000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIA317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2041-05-15 0.5 - 2.25 97725600.00 98952986.15 U.S. Treasuries (including strips) Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0033 97000000.00 97000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIB107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-10-31 2041-05-15 0.5 - 2.25 101987000.00 99970738.91 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0033 98000000.00 98000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.36% 213800MBWEIJDM5CU638 III178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-10-31 2041-05-15 0.5 - 2.25 51994300.00 46926056.97 U.S. Treasuries (including strips) Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0036 46000000.00 46000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.33% H7FNTJ4851HG0EXQ1Z70 IJE187000 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 94270200.00 94801657.27 U.S. Treasuries (including strips) Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0032 93001041.60 93001041.60 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.34% H7FNTJ4851HG0EXQ1Z70 IIA315000 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 43248000.00 49050489.79 U.S. Treasuries (including strips) 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 Lloyds Bank PLC Lloyds Bank PLC, 0.35% H7FNTJ4851HG0EXQ1Z70 III896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-02-15 2.75 - 6 47366600.00 47932813.51 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0035 47000000.00 47000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.36% H7FNTJ4851HG0EXQ1Z70 IIB952000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2028-11-30 1.375 - 6 102632300.00 98140514.14 U.S. Treasuries (including strips) Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0036 96000000.00 96000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.47% H7FNTJ4851HG0EXQ1Z70 IID666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-15 2026-02-15 0.25 - 6 59153800.00 57121311.07 U.S. Treasuries (including strips) Y N/A N/A 2022-06-08 2022-06-08 2022-06-08 N N N 0.0047 56000000.00 56000000.00 0.0004 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.30% RB0PEZSDGCO3JS6CEU02 IJF127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2031-05-15 2031-05-15 1.625 - 1.625 348399000.00 330166399.72 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 324000000.00 324000000.00 0.0025 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.30% U7M81AY481YLIOR75625 IJF129000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2046-08-15 0.125 - 6.25 966586200.00 945630516.43 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 927000000.00 927000000.00 0.0073 N Y Y N Natixis SA Natixis SA, 0.30% KX1WK48MPD4Y2NCUIZ63 IJF134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-15 2051-08-15 0.125 - 3.125 99573400.00 93886266.10 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 92000000.00 92000000.00 0.0007 N Y Y N 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 143046700.00 142850762.23 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 1722200.00 2036989.82 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, 0.34% 5493007VSMFZCPV1NB83 IIH108000 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 2027-05-15 1.5 - 2.375 191955600.00 187710205.25 U.S. Treasuries (including strips) Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0034 184000000.00 184000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 0.35% 5493007VSMFZCPV1NB83 III875000 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 2027-02-15 1.5 - 2.25 98295800.00 96913266.83 U.S. Treasuries (including strips) Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0035 95000000.00 95000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 IIJ551000 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 2027-05-15 1.5 - 2.375 174922800.00 171382376.35 U.S. Treasuries (including strips) Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0036 168000000.00 168000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 IJA774000 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 4594800.00 5434653.85 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 136993500.00 132277849.25 U.S. Treasuries (including strips) Y N/A N/A 2022-04-26 2022-04-26 2022-04-26 N N N 0.0036 135000000.00 135000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.36% 5493007VSMFZCPV1NB83 IJB501000 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 7339800.00 8681394.70 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 154529500.00 153511682.95 U.S. Treasuries (including strips) Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0036 159000000.00 159000000.00 0.0012 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.31% X574KRZ6V5A7UBU45C31 IJF131000 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 182710615.77 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 179184400.00 179184400.00 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, 0.35% X574KRZ6V5A7UBU45C31 III806000 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 334045000.00 343643627.04 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-04-18 Y PRU INS CO AMERICA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 336948750.00 336948750.00 0.0026 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2045-05-15 0.125 - 5 192081800.00 192903227.97 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 189000000.00 189000000.00 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.30% ES7IP3U3RHIGC71XBU11 IJE568000 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 2051-05-15 1.25 - 2.875 62741600.00 62349245.46 U.S. Treasuries (including strips) Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0030 61000000.00 61000000.00 0.0005 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 III821000 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 2051-05-15 0.125 - 2.75 47517000.00 48209653.27 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 47000000.00 47000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.31% ES7IP3U3RHIGC71XBU11 III822000 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 2051-05-15 0.125 - 2.75 47543900.00 47948352.33 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 47000000.00 47000000.00 0.0004 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796P45 US912796P450 U.S. Treasury Debt Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0014 847088375.68 847088375.68 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796U80 US912796U807 U.S. Treasury Debt Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0018 97980492.12 97980492.12 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0019 966571144.85 966571144.85 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.22% 912796U98 US912796U989 U.S. Treasury Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0022 312510127.50 312510127.50 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.25% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0025 1209997880.91 1209997880.91 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0028 889809988.11 889809988.11 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.29% 912796V22 US912796V227 U.S. Treasury Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0029 368939696.18 368939696.18 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.33% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0033 1179336474.20 1179336474.20 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796V30 US912796V300 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0034 146917312.50 146917312.50 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.36% 912796V89 US912796V896 U.S. Treasury Debt Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0036 1421942687.11 1421942687.11 0.0111 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 746962734.38 746962734.38 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796V97 US912796V979 U.S. Treasury Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0040 92923533.54 92923533.54 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.41% 912796J42 US912796J420 U.S. Treasury Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0041 52953566.17 52953566.17 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796W21 US912796W217 U.S. Treasury Debt Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0045 93904825.00 93904825.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0047 516255943.14 516255943.14 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.52% 912796W39 US912796W399 U.S. Treasury Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0052 32558721.23 32558721.23 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.57% 912796R68 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0057 130797023.36 130797023.36 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.61% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0061 1559258690.00 1559258690.00 0.0122 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.66% 912796S42 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0066 1054849005.00 1054849005.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% 912796X20 US912796X207 U.S. Treasury Debt Y N/A N/A 2022-07-19 2022-07-19 2022-07-19 N N N 0.0067 88818106.25 88818106.25 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.75% 912796S59 US912796S595 U.S. Treasury Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0075 882141530.86 882141530.86 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.80% 912796S67 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0080 1098947812.64 1098947812.64 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.83% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0083 432165762.09 432165762.09 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% 912796T58 US912796T585 U.S. Treasury Debt Y N/A N/A 2022-08-25 2022-08-25 2022-08-25 N N N 0.0090 55877100.14 55877100.14 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.93% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0093 161340120.54 161340120.54 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.95% 912796U49 US912796U492 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0095 476930178.73 476930178.73 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.97% 912796U56 US912796U567 U.S. Treasury Debt Y N/A N/A 2022-09-22 2022-09-22 2022-09-22 N N N 0.0097 767466036.69 767466036.69 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.04% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0104 92431677.00 92431677.00 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0107 302051628.77 302051628.77 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.38% 912796S34 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0138 1073746303.62 1073746303.62 0.0084 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 0.0082 28678125.00 28678125.00 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 0.0043 572428267.84 572428267.84 0.0045 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 0.0029 707353466.13 707353466.13 0.0055 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 274342900.04 274342900.04 0.0021 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 0.0028 920690204.20 920690204.20 0.0072 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 0.0042 341183729.73 341183729.73 0.0027 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 0.0039 647716953.60 647716953.60 0.0051 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 0.0047 746745162.50 746745162.50 0.0058 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 0.0060 727775387.00 727775387.00 0.0057 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 0.0058 455982872.24 455982872.24 0.0036 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 0.0079 268973593.08 268973593.08 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.67% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0080 574136072.08 574136072.08 0.0045 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 0.0079 1366529062.50 1366529062.50 0.0107 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 0.0090 678533824.74 678533824.74 0.0053 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 0.0070 72219375.36 72219375.36 0.0006 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 0.0088 168472500.00 168472500.00 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 0.0093 433687500.00 433687500.00 0.0034 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 0.0096 578577737.26 578577737.26 0.0045 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 0.0055 91775214.62 91775214.62 0.0007 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 0.0093 166445508.23 166445508.23 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0098 668589334.27 668589334.27 0.0052 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 0.0104 377267852.51 377267852.51 0.0030 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 0.0106 159546562.50 159546562.50 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.18% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0107 567273243.60 567273243.60 0.0044 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 0.0121 29111015.48 29111015.48 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 0.0122 61274023.59 61274023.59 0.0005 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 0.0134 18078750.00 18078750.00 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.65% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0143 99031250.00 99031250.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% to 0.67% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0144 402031248.00 402031248.00 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.63% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-04-01 2023-07-31 2023-07-31 N N N 0.0053 3634109435.08 3634109435.08 0.0285 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.64% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-04-01 2023-10-31 2023-10-31 N N N 0.0053 2118810426.30 2118810426.30 0.0166 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.64% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-04-01 2023-04-30 2023-04-30 N N N 0.0052 393014233.88 393014233.88 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.65% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-04-01 2023-01-31 2023-01-31 N N N 0.0051 334178039.74 334178039.74 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.66% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-04-01 2022-10-31 2022-10-31 N N N 0.0050 74069518.56 74069518.56 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.66% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-04-01 2022-07-31 2022-07-31 N N N 0.0049 448259082.88 448259082.88 0.0035 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 0.0155 54349023.30 54349023.30 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.36% to 0.38% 912828X39 254900HROIFWPRGM1V77 US912828X398 U.S. Treasury Debt Y N/A N/A 2022-04-15 2022-04-15 2022-04-15 N N N 0.0182 2133696495.40 2133696495.40 0.0167 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% IJE997000 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 60131347.00 56493772.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2052-01-01 2 - 4.5 202358355.00 102786856.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-01-01 2052-02-01 2 - 4.5 173349482.00 119181691.80 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 273000000.00 273000000.00 0.0021 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.3%, dated 3/31/2022 due 04/01/2022 B4TYDEB6GKMZO031MB27 IJF395000_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 4504726188.00 676251885.82 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 658308000.00 658308000.00 0.0052 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.32% 3Y4U8VZURTYWI1W2K376 III859000 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 2037-03-01 2052-04-01 2 - 3.5 21906307.00 21457948.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-08-15 2072-02-20 2.051 - 4.3 53050615.00 51991690.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 72000000.00 72000000.00 0.0006 N N Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.3%, dated 3/31/2022 due 04/01/2022 8NAV47T0Y26Q87Y0QP81 IJF395000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2023-04-30 2.75 - 2.75 11196633.00 11439207.73 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 2061-01-01 1.5 - 5 383874257.00 253261279.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2072-02-20 1.301 - 5.39 113724284.00 108344161.85 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0030 365727000.00 365727000.00 0.0029 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.3%, dated 3/31/2022 due 04/01/2022 8NAV47T0Y26Q87Y0QP81 IJF446000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2023-04-30 2.75 - 2.75 5008447.00 5116955.07 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2072-02-20 1.301 - 5.39 50870831.00 48464213.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 2061-01-01 1.5 - 5 171713579.00 113288141.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0030 163596000.00 163596000.00 0.0013 N Y Y N 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2059-01-01 2 - 6.5 150567239.00 69097540.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2029-01-31 1.75 - 2.125 215400.00 216679.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-03-15 2052-03-01 0 - 4 27335241.00 21492969.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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 2047-05-01 2052-04-01 3 - 4 18078462.00 17513366.75 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2043-08-15 1.5 - 3.625 273000.00 318018.06 U.S. Treasuries (including strips) Federal Farm Credit Bank 2033-06-20 2033-06-20 3.99 - 3.99 1383000.00 1426704.41 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-10-01 2052-03-01 0 - 6 58006345.00 27683726.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-04-20 2050-04-20 4 - 4 1000.00 953.88 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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 0.0004 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 2051-05-01 3 - 3.5 27285449.00 18467324.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-05-01 2052-03-01 2 - 6 26323817.00 18269831.78 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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., 0.31% 2IGI19DL77OX0HC3ZE78 IJA258000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2051-12-01 0 - 4 119412560.00 71607226.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-03-01 2052-03-01 3 - 3 831466.00 819084.64 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 2022-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 71000000.00 71000000.00 0.0006 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 2030-09-01 2052-03-01 1.971 - 5.5 36541432.00 31640289.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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 2023-08-01 2023-08-01 2.7 - 2.7 506125.00 501491.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-11-01 2052-03-01 2.5 - 5.5 11700379.00 9705614.35 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 0.40% 2IGI19DL77OX0HC3ZE78 III424000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-10-15 2052-04-01 1.783 - 7.5 196422778.00 13455254.87 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2025-03-31 1.5 - 2.625 1000.00 998.52 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 2051-01-25 0 - 11.348 221090613.00 16298187.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-06-20 2051-12-20 3 - 4.5 110752080.00 13940466.32 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0040 42000000.00 42000000.00 0.0003 N N N Y Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 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 2022-07-05 2050-05-15 0 - 6.125 46939900.00 46092386.97 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2023-12-08 3.375 - 3.375 10000.00 10285.25 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-05-08 2037-01-05 0.315 - 2.68 5797000.00 5817883.21 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-22 2030-11-15 0.625 - 6.625 20000.00 19718.26 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2033-03-15 0 - 0.75 100000.00 81120.73 Agency Debentures and Agency Strips Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0032 50999943.90 50999943.90 0.0004 N N Y N Citibank NA Citibank NA, 0.31% E57ODZWZ7FF32TWEFA76 0000036684 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 2046-08-20 2052-03-20 3 - 3.5 25919360.00 16249224.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-07 2030-02-15 0 - 2.5 306762300.00 294816205.77 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-11-27 2023-11-27 0.25 - 0.25 44000.00 42691.18 Agency Debentures and Agency Strips Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0031 305000000.00 305000000.00 0.0024 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.31% 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 2041-02-15 2041-02-15 1.875 - 1.875 5400.00 4819.74 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-12-20 2072-02-20 1.847 - 4 216243402.00 207060563.24 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0031 203000000.00 203000000.00 0.0016 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 MBNUM2BPBDO7JBLYG310 IJF395000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 1.875 - 1.875 2615.00 2333.95 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-12-20 2 - 5 288618748.00 279780980.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0030 274295000.00 274295000.00 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 0.3%, dated 3/31/2022 due 04/01/2022 1VUV7VQFKUOQSJ21A208 IJF395000_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 2024-11-15 2026-12-31 0.75 - 2.625 37646649.00 36317101.38 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2051-01-20 2 - 2 36084199.00 28965488.78 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 64002000.00 64002000.00 0.0005 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.3%, dated 3/31/2022 due 04/01/2022 1VUV7VQFKUOQSJ21A208 IJF446000_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 2024-11-15 2026-12-31 0.75 - 2.625 54000078.00 52092984.21 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2051-01-20 2 - 2 51758910.00 41547884.95 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 91804000.00 91804000.00 0.0007 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.3%, dated 3/31/2022 due 04/01/2022 ANGGYXNX0JLX3X63JN86 IJF446000_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 2031-08-15 0 - 3.125 44932081.00 45211880.18 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 44325000.00 44325000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.30% 7LTWFZYICNSX8D621K86 IJF024000 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 2024-06-15 3.35 - 3.35 50196884.00 51500430.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 50000000.00 50000000.00 0.0004 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.30% 7LTWFZYICNSX8D621K86 IJF150000 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 102530551.00 105060875.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0030 102000000.00 102000000.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.30% 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 2056-01-15 2056-01-15 3 - 3 168459323.00 156561304.93 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 152000000.00 152000000.00 0.0012 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.31% FOR8UP27PHTHYVLBNG30 0000769993 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 2024-12-20 2057-04-15 2 - 6 1173621101.00 623235840.18 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0030 611000000.00 611000000.00 0.0048 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 CYYGQCGNHMHPSMRL3R97 IJF395000_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 2034-09-01 2052-01-01 2 - 4.5 31842440.00 25983289.12 Agency Mortgage-Backed Securities Resolution Funding Corp 2022-04-15 2022-04-15 0 - 0 20664.00 20661.72 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-07-20 2051-08-20 3 - 5 120384664.00 19112570.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-03-01 2052-01-01 2 - 5 47037048.00 38818958.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 82289000.00 82289000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.3%, dated 3/31/2022 due 04/01/2022 KBVRJ5K57JZ3E2AVWX40 IJF446000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-10 2051-11-15 0 - 5.5 38117428.00 37921729.32 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 37017000.00 37017000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.3%, dated 3/31/2022 due 04/01/2022 ZBUT11V806EZRVTWT807 IJF446000_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 2022-07-31 2047-02-15 0.125 - 6.5 144614881.00 158697110.32 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 155582000.00 155582000.00 0.0012 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 3/31/2022 due 04/01/2022 ZOMOLU8CGIZRYZ7PFU34 IJF395000_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 2022-06-16 2049-08-15 0 - 4.75 209609420.00 221377004.08 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2052-01-20 2 - 6 85021444.00 28380518.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 2051-12-01 2 - 6 307873444.00 93270826.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-08-01 2052-02-01 2 - 5 99074677.00 39890244.88 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 374870000.00 374870000.00 0.0029 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.3%, dated 3/31/2022 due 04/01/2022 ZOMOLU8CGIZRYZ7PFU34 IJF446000_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 2022-06-16 2049-08-15 0 - 4.75 77619847.00 81977463.05 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2052-01-20 2 - 6 31484041.00 10509505.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 2051-12-01 2 - 6 114007704.00 34538843.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-08-01 2052-02-01 2 - 5 36688051.00 14771638.50 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 138817000.00 138817000.00 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.29% K5HU16E3LMSVCCJJJ255 IIE268000 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 2029-01-01 2051-08-01 2 - 4.5 110305265.00 101522449.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-02-01 2052-03-01 2 - 3.5 3421340.00 2531826.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-09 2022-05-09 2022-05-09 N N N 0.0029 102000000.00 102000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.29% K5HU16E3LMSVCCJJJ255 IIH709000 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 2038-07-01 2050-05-01 1.921 - 3.465 42477106.00 18801917.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2052-03-01 2 - 5 353552006.00 136257247.09 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-16 2022-05-16 2022-05-16 N N N 0.0029 152000000.00 152000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.29% K5HU16E3LMSVCCJJJ255 IIJ566000 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 2033-03-01 2052-02-01 2.5 - 3.5 33649704.00 28808415.06 Agency Mortgage-Backed Securities Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2023-09-27 2023-09-27 1.7 - 1.7 1738000.00 1726772.33 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2052-03-01 2 - 5 84045398.00 75557306.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-16 2022-05-16 2022-05-16 N N N 0.0029 104000000.00 104000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.29% K5HU16E3LMSVCCJJJ255 III182000 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 2027-05-01 2052-04-01 1.987 - 4 63649807.00 58575240.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2052-03-01 1.808 - 6 195230068.00 80161637.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-05-16 2022-05-16 2022-05-16 N N N 0.0029 136000000.00 136000000.00 0.0011 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 7TK5RJIZDFROZCA6XF66 IJF395000_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 2022-04-26 2029-08-15 0 - 3 47020167.00 46630716.77 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 45716000.00 45716000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 3/31/2022 due 04/01/2022 OXTKY6Q8X53C9ILVV871 IJF446000_07426 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 2026-09-24 2052-02-01 1.5 - 5.5 24281465.00 6283845.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-06-15 2069-08-20 1.783 - 6.5 28927798.00 5969040.76 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-10-07 2024-10-07 0.65 - 0.65 6332272.00 6073735.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-04-01 2052-03-01 1.5 - 6 36980965.00 4483943.72 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2042-02-15 0 - 6.25 73201035.00 74570104.30 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 95404000.00 95404000.00 0.0007 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.3%, dated 3/31/2022 due 04/01/2022 OXTKY6Q8X53C9ILVV871 IJF395000_07426 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 2028-06-15 2069-08-20 1.783 - 6.5 77070857.00 15903010.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2052-02-01 1.5 - 5.5 64691853.00 16741727.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-04-01 2052-03-01 1.5 - 6 98526493.00 11946342.02 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-10-07 2024-10-07 0.65 - 0.65 16870749.00 16181944.10 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2042-02-15 0 - 6.25 195025777.00 198673316.76 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 254180000.00 254180000.00 0.0020 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III824000 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 2049-05-15 2050-08-15 0 - 0 353110100.00 178825669.15 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-04-20 2052-03-20 2 - 5 19884542.00 5689114.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-11-01 2051-12-01 2 - 5.5 265717977.00 29408800.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 208000000.00 208000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.31% 549300QJJX6CVVUXLE15 III834000 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 2038-08-01 2051-12-01 2 - 5.5 40974585.00 6992696.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2050-12-01 3 - 5.5 266348207.00 3752475.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-11-20 2052-03-20 2 - 5 178383165.00 148195693.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-08-31 2049-05-15 0 - 4.375 176400.00 201069.54 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0031 156000000.00 156000000.00 0.0012 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 549300QJJX6CVVUXLE15 IJF395000_07749 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 72565958.00 16293312.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-26 2051-11-15 0 - 7.25 354411034.00 380990307.30 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2051-12-01 2 - 5.5 73904114.00 19746504.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2038-11-20 2051-12-20 2 - 5 298320983.00 241532142.15 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 643490000.00 643490000.00 0.0050 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.3%, dated 3/31/2022 due 04/01/2022 549300QJJX6CVVUXLE15 IJF446000_07749 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 2038-11-20 2051-12-20 2 - 5 376177247.00 304567568.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2051-12-01 2 - 5.5 93191724.00 24899976.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2050-12-01 3 - 5.5 91504331.00 20545566.61 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-26 2051-11-15 0 - 7.25 446905746.00 480421737.81 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 811429000.00 811429000.00 0.0064 N Y Y N RBC Financial Group RBC Financial Group, 0.29% ES7IP3U3RHIGC71XBU11 IIA333000 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 2036-01-01 2052-04-01 2 - 5.5 158519797.00 36653335.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2056-07-01 2 - 5.8 107266082.00 80685328.48 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-04-07 2022-04-07 2022-05-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0029 115000000.00 115000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.33% ES7IP3U3RHIGC71XBU11 III162000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-01 2059-08-01 1.51 - 6 1638797881.00 867110504.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-15 2052-04-01 2 - 7.613 516174562.00 203400692.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 2022-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0032 1049000000.00 1049000000.00 0.0082 N N Y N RBC Financial Group RBC Financial Group, 0.33% ES7IP3U3RHIGC71XBU11 III296000 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 2029-01-15 2052-04-01 0.599 - 7.613 1205886413.00 346609614.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-09-25 2057-02-01 2 - 5 942904342.00 403855143.18 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-04-07 2022-04-07 2022-05-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0033 734000000.00 734000000.00 0.0057 N N Y N Societe Generale Societe Generale, 0.30% O2RNE8IBXP4R0TD8PU41 IJE966000 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 2029-02-28 0.125 - 3 215678700.00 208081825.58 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0030 204000000.00 204000000.00 0.0016 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.3%, dated 3/31/2022 due 04/01/2022 5U0XI89JRFVHWIBS4F54 IJF395000_10193 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 2022-06-16 2049-08-15 0 - 4.75 930590574.00 899388344.41 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-08-01 3.5 - 4 346569967.00 65009686.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-08-15 2051-06-20 2 - 5.5 784762981.00 69621270.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 486082778.00 249915752.44 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1258677000.00 1258677000.00 0.0099 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.3%, dated 3/31/2022 due 04/01/2022 5U0XI89JRFVHWIBS4F54 IJF446000_10193 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 2022-06-16 2049-08-15 0 - 4.75 162702177.00 157246852.55 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-08-15 2051-06-20 2 - 5.5 137206036.00 12172412.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-08-01 3.5 - 4 60593443.00 11366134.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 84985520.00 43694657.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 220064000.00 220064000.00 0.0017 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.3%, dated 3/31/2022 due 04/01/2022 5U0XI89JRFVHWIBS4F54 IJF395000_77387 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 2048-12-01 2050-06-01 2 - 4 2705166735.00 755286732.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 1046686459.00 177332838.11 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 914317000.00 914317000.00 0.0072 N Y 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 32478878.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 5450000.00 5406804.90 U.S. Treasuries (including strips) Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 1 N N/A N/A N N 0.0012 37000000.00 37000000.00 0.0003 N Y 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 2023-07-31 2023-07-31 1.25 - 1.25 5200000.00 5158786.32 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-01 2052-01-01 2.5 - 3.5 157217000.00 62211493.02 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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 51046264.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 7500000.00 7440557.20 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 2047-11-01 3.5 - 3.5 52155000.00 10934161.64 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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 United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 3800000.00 3769882.31 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-04-20 2051-04-20 2.5 - 2.5 115000000.00 96045688.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 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 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.55% 5493006GGLR4BTEL8O61 IIJ008000 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 191111000.00 43041075.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 1000000.00 992074.29 U.S. Treasuries (including strips) Y N/A N/A 2022-04-07 2022-04-07 2022-06-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0055 43000000.00 43000000.00 0.0003 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.31% SUVUFHICNZMP2WKHG940 IJF146000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-01-01 2052-03-01 1.5 - 8 1092313832.00 261888202.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 2051-07-01 2 - 2 270361669.00 236896024.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0030 489000000.00 489000000.00 0.0038 N N 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 0.0019 14609085.14 14609085.14 0.0001 N N N N Fannie Mae Fannie Mae, 0.39% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-07-29 2022-07-29 N N N 0.0029 117039679.38 117039679.38 0.0009 N N N N Fannie Mae Fannie Mae, 0.46% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-05-19 2022-05-19 N N N 0.0030 299863059.93 299863059.93 0.0023 N N N N Fannie Mae Fannie Mae, 0.46% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-07-06 2022-07-06 N N N 0.0030 594248986.98 594248986.98 0.0047 N N N N Fannie Mae Fannie Mae, 0.47% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-06-24 2022-06-24 N N N 0.0030 439170990.50 439170990.50 0.0034 N N N N Fannie Mae Fannie Mae, 0.47% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-06-17 2022-06-17 N N N 0.0030 461164747.57 461164747.57 0.0036 N N N N Fannie Mae Fannie Mae, 0.54% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-05-04 2022-05-04 N N N 0.0027 431107978.43 431107978.43 0.0034 N N N N Fannie Mae Fannie Mae, 0.59% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-27 2022-04-27 N N N 0.0028 1000227930.00 1000227930.00 0.0078 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 0.0077 4998210.15 4998210.15 0.0000 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 0.0075 58271722.06 58271722.06 0.0005 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 0.0063 22060705.92 22060705.92 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 0.0080 89772550.20 89772550.20 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.17% 313313WD6 US313313WD65 U.S. Government Agency Debt Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0017 8998811.10 8998811.10 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 0.28% 3133ENQB9 US3133ENQB91 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2023-03-03 2023-03-03 N N N 0.0030 46992332.89 46992332.89 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ENQT0 US3133ENQT00 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2023-03-07 2023-03-07 N N N 0.0030 64990811.60 64990811.60 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.29% 3133ENRJ1 US3133ENRJ19 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-12-14 2022-12-14 N N N 0.0029 104000283.92 104000283.92 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.90% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-11-07 2022-11-07 N N N 0.0037 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 0.0055 53986380.66 53986380.66 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 0.0056 106969500.72 106969500.72 0.0008 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 0.0059 277883445.72 277883445.72 0.0022 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 0.0060 55975519.60 55975519.60 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 0.0061 88956230.69 88956230.69 0.0007 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 0.0070 114887763.45 114887763.45 0.0009 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 0.0068 49961195.00 49961195.00 0.0004 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 0.0070 101906071.26 101906071.26 0.0008 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 0.0070 228789120.77 228789120.77 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0016 213987883.32 213987883.32 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0016 108993315.03 108993315.03 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0016 170986273.83 170986273.83 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0016 154985374.20 154985374.20 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0016 153984741.68 153984741.68 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.16% 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 0.0016 140984034.57 140984034.57 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 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 0.0017 153981108.82 153981108.82 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AR5Y3 2549001DPIFGXC1TOL40 US3130AR5Y31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-07-26 2022-07-26 N N N 0.0028 212000074.20 212000074.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AR3W9 2549001DPIFGXC1TOL40 US3130AR3W92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-09-22 2022-09-22 N N N 0.0028 417998194.24 417998194.24 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 3130AR5Z0 2549001DPIFGXC1TOL40 US3130AR5Z06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-02 2022-08-02 N N N 0.0028 211000341.82 211000341.82 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2023-09-01 2023-09-01 N N N 0.0030 213999845.92 213999845.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.32% 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt Y N/A N/A 2022-07-01 2022-07-01 2022-07-01 N N N 0.0032 23980586.64 23980586.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-12-08 2022-12-08 N N N 0.0028 480151166.40 480151166.40 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-11-23 2022-11-23 N N N 0.0029 324090959.76 324090959.76 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-11-18 2022-11-18 N N N 0.0029 120033364.80 120033364.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-12-02 2022-12-02 N N N 0.0029 242069659.70 242069659.70 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.33% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-05-17 2022-05-17 N N N 0.0031 75001757.25 75001757.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-14 2022-04-14 N N N 0.0031 233002693.48 233002693.48 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.34% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-28 2022-04-28 N N N 0.0030 145753549.01 145753549.01 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-12 2022-08-12 N N N 0.0028 243071276.76 243071276.76 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.36% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-05-26 2022-05-26 N N N 0.0031 273022451.52 273022451.52 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-09-15 2022-09-15 N N N 0.0028 137053525.90 137053525.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.37% 3130AK6N1 2549001DPIFGXC1TOL40 US3130AK6N12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-09-16 2022-09-16 N N N 0.0028 110043077.10 110043077.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 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 0.0041 47982120.96 47982120.96 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WS1 2549001DPIFGXC1TOL40 US313385WS12 U.S. Government Agency Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0041 21489739.77 21489739.77 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WW2 2549001DPIFGXC1TOL40 US313385WW24 U.S. Government Agency Debt Y N/A N/A 2022-05-16 2022-05-16 2022-05-16 N N N 0.0041 104945005.20 104945005.20 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385WZ5 2549001DPIFGXC1TOL40 US313385WZ54 U.S. Government Agency Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0041 217878209.94 217878209.94 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 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 0.0041 34978817.65 34978817.65 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 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 0.0041 199077123.48 199077123.48 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 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 0.0041 31679077.81 31679077.81 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.41% 313385XH4 2549001DPIFGXC1TOL40 US313385XH48 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0041 311796654.00 311796654.00 0.0024 N N Y 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 0.0147 47629947.36 47629947.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 313385XP6 2549001DPIFGXC1TOL40 US313385XP63 U.S. Government Agency Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0062 109882969.90 109882969.90 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 313385XT8 2549001DPIFGXC1TOL40 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2022-06-06 2022-06-06 2022-06-06 N N N 0.0062 142838049.64 142838049.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt Y N/A N/A 2022-06-17 2022-06-17 2022-06-17 N N N 0.0062 11984146.32 11984146.32 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 313385YR1 2549001DPIFGXC1TOL40 US313385YR11 U.S. Government Agency Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0062 40838251.63 40838251.63 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 313385YT7 2549001DPIFGXC1TOL40 US313385YT76 U.S. Government Agency Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0062 110828613.78 110828613.78 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ARG70 2549001DPIFGXC1TOL40 US3130ARG701 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-03-30 2023-03-30 2023-03-30 N N N 0.0116 204723090.10 204723090.10 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 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 0.0106 91573894.64 91573894.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 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 0.0139 10877999.88 10877999.88 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 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 0.0139 208651846.41 208651846.41 0.0016 N N N N Freddie Mac Freddie Mac, 0.16% 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 0.0016 60328306.88 60328306.88 0.0005 N N Y N Freddie Mac Freddie Mac, 0.36% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-18 2022-08-18 N N N 0.0030 207051052.41 207051052.41 0.0016 N N N N Freddie Mac Freddie Mac, 0.36% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-08-03 2022-08-03 N N N 0.0029 244056261.52 244056261.52 0.0019 N N N N Freddie Mac Freddie Mac, 0.37% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-07-29 2022-07-29 N N N 0.0029 320083126.40 320083126.40 0.0025 N N N N Freddie Mac Freddie Mac, 0.39% 3134GWGU4 S6XOOCT0IEG5ABCC6L87 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-29 2022-04-29 N N N 0.0033 112005644.80 112005644.80 0.0009 N N N N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.48% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0048 20800000.00 20800000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.48% (Tower 31 Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986MJ71 US64986MJ710 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2036-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0048 14500000.00 14500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.48% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0048 26600000.00 26600000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.48% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0048 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., 0.42% (Westport Dev. Proj.) Series 2004 A, LOC Fannie Mae VRDN 64970HBA1 US64970HBA14 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2034-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0042 20000000.00 20000000.00 0.0002 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.48% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0048 10300000.00 10300000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.37% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0037 5800000.00 5800000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.48% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0048 8900000.00 8900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.48% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0048 7900000.00 7900000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.48% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0048 12700000.00 12700000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.48% (Worth Street Hsg. Proj.) Series A, LOC Fannie Mae VRDN 64986MSC0 US64986MSC00 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0048 30200000.00 30200000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.50% 64986M4E2 US64986M4E25 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2039-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0050 12500000.00 12500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.52% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0052 65700000.00 65700000.00 0.0005 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.52% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0052 11340000.00 11340000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.52% 64986MG41 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2036-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0052 15600000.00 15600000.00 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., 0.53% 04144PDU4 US04144PDU49 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2047-08-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0053 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., 0.37% 93978PER4 US93978PER47 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2039-03-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0037 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., 0.37% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-04-07 2022-04-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0037 8600000.00 8600000.00 0.0001 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.75% 5493006GGLR4BTEL8O61 IJE261000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-04-07 2022-04-07 2022-07-01 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0073 31001829.00 31001829.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Fidelity Colchester Street Trust: Government Portfolio 2022-04-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer