N-MFP2 0000823535 XXXXXXXX 2021-12-31 0000823535 549300GBOACVX8TTUG24 S000017648 4 N N 033-17704 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. LLC 0000862124 084-01839 N N Y Exempt Government Government/Agency N 39 85 4019506506.24 3908362716.04 3926401882.68 3903891682.65 3825440661.94 4741361173.01 4588062716.04 4599101877.64 4550591677.67 4490140661.94 0.7400 0.7500 0.7500 0.7500 0.7500 0.8800 0.8800 0.8800 0.8800 0.8800 76.33 5092852557.89 5093108276.22 26559148.34 21724906.55 5097942594.34 5097460087.57 1.0000 0.0008 1.0001 1.0000 1.0001 1.0000 1.0000 C000048773 1.00 1477559309.01 1477602292.04 1.0000 0.9999 0.9999 0.9999 0.9999 29575872.32 21894005.20 16269349.89 29454147.04 11519708.33 15799816.66 14353257.14 38488658.09 6880029.23 24726568.66 69651810.13 127707350.24 0.0001 Y Fidelity Investments, Transfer Agent and Management Fees, -201702.22; C000048775 1.00 1447278871.69 1447274695.33 1.0000 1.0000 1.0000 1.0000 1.0000 76961250.61 24728965.96 23829842.86 44554665.46 25760849.10 34052459.78 24061947.95 57442854.92 17443504.88 39796917.80 164686202.76 192425325.81 0.0001 Y Fidelity Investments, Distribution and Transfer Agent and Management Fees, -322789.25; C000048776 1.00 203035072.16 203030566.69 1.0000 1.0000 1.0000 1.0000 1.0000 1215072.06 7540224.53 679141.02 1227115.44 763426.34 2260545.10 2709358.12 1386682.51 1200086.99 1594722.91 6222403.33 13743189.66 0.0001 Y Fidelity Investments, Distribution and Transfer Agent and Management Fees, -69185.75; C000048774 1.00 1970069341.48 1969552533.51 1.0002 1.0002 1.0002 1.0002 1.0002 11381411.77 17161609.59 5875159.35 3127388.48 13667615.52 9047718.90 24298207.60 5523563.14 4262328.47 11939192.26 55217879.76 43771420.57 0.0001 Y Fidelity Investments, Transfer Agent and Management Fees, -300890.80; ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IFF377000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-06-30 2049-08-15 1.625 - 3.375 3836700.00 4106355.75 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 4000000.00 4000000.00 0.0008 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IFF370000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2041-11-15 2 - 2 17141200.00 17340096.83 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 17000000.00 17000000.00 0.0033 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.06% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-24 2050-05-15 0 - 2.375 4836700.00 4120101.58 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-12 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEH949000 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 2049-11-15 0.125 - 6.25 1471900.00 2040250.61 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEF698000 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 2049-02-15 0.125 - 3 2071400.00 2040195.48 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEH946000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-06-15 2047-11-15 0.25 - 2.875 5305400.00 6179245.88 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 ICD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2049-11-15 1.375 - 3 3410400.00 4118496.58 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEH534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2043-05-15 0.25 - 6.75 3844700.00 4099924.41 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEI553000 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 2049-11-15 0.125 - 3 3396300.00 4119788.84 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IFD410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-09-15 2041-08-15 0.375 - 3.875 1539000.00 2040043.98 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IDA489000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2049-02-15 0 - 3 2005600.00 2040250.28 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IDE758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 2050-02-15 1.375 - 3 5130000.00 6180455.12 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEJ851000 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 2045-11-15 0 - 3 5012100.00 5100390.08 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 5000000.00 5000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFA875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2051-08-15 0.14 - 2 8156100.00 8160291.64 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFB389000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2041-08-15 0.125 - 2.25 15413100.00 15300408.10 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 15000000.00 15000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFC020000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2047-05-15 0.14 - 4.25 13252600.00 13260474.46 U.S. Treasuries (including strips) Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 13000000.00 13000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFC948000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2047-05-15 1.625 - 5.5 11179600.00 12325450.65 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFE787000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2023-10-31 0.12 - 0.199 12236500.00 12240159.37 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFF093000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2051-08-15 0.14 - 3.75 14844200.00 14280106.97 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 14000000.00 14000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFD391000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2045-02-15 0.14 - 4.5 10845500.00 12287454.90 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFE257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2040-08-15 0 - 6.75 14757600.00 15300211.18 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 15000000.00 15000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFE514000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2046-08-15 0 - 4.5 22734200.00 23460299.46 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 23000000.00 23000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFC507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2046-08-15 0.114 - 4.375 7879909.00 10200307.91 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 10000000.00 10000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IFD796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-01 2044-02-15 0 - 5.25 12016400.00 13300069.86 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 13000000.00 13000000.00 0.0026 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IDE272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2046-11-15 0.125 - 2.875 1893600.00 2040449.35 U.S. Treasuries (including strips) Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 5 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IDE811000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2051-08-15 0.125 - 3.75 2018400.00 2040521.17 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IEH607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-08-15 2040-11-15 0.125 - 1.375 8222300.00 8160394.39 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 ICC889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2046-11-15 0.125 - 3 4100800.00 4080650.00 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HJG263000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-02-15 0.125 - 3.75 2038500.00 2040480.43 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IDD930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-02-15 0.125 - 6.25 2060500.00 2041520.21 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IDC297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2046-11-15 0.125 - 3.125 3896000.00 4080535.75 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IDG471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2051-08-15 0.125 - 3 8040500.00 8161011.00 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 ICC961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2046-11-15 0.125 - 3.75 4069300.00 4081285.71 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IEB342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2050-02-15 0 - 3.125 8155400.00 8160523.29 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 ICH734000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2050-02-15 0.125 - 3 1978000.00 2040441.41 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2022-12-29 0 - 0.125 12287800.00 12240644.85 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 12000000.00 12000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IFE224000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2040-05-15 0.375 - 1.125 10784700.00 10210235.45 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 10000000.00 10000000.00 0.0020 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IFE797000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-07-31 2028-07-31 1 - 1 12519800.00 12249530.18 U.S. Treasuries (including strips) Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0005 12000000.00 12000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IFF094000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2027-07-31 0.375 - 0.375 2144600.00 2041833.13 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 N N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-25 2022-01-25 0 - 0 3060200.00 3060102.07 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 3000000.00 3000000.00 0.0006 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.05% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-05-15 2029-08-15 1.625 - 1.75 1759416000.00 1796007540.47 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 1796000000.00 1796000000.00 0.3523 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.05% IFF460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 3885000.00 4086534.38 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 4000000.00 4000000.00 0.0008 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IFF701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2022-05-31 0.125 - 0.125 7140000.00 7140046.10 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 7000000.00 7000000.00 0.0014 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05% IFF322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 15018000.00 15300093.11 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 15000000.00 15000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-09-30 2027-09-30 0.375 - 0.375 4310000.00 4083769.40 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 4000000.00 4000000.00 0.0008 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICA083000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2051-02-15 2051-02-15 1.875 - 1.875 4151100.00 4120615.36 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 N N N 0.0007 4000000.00 4000000.00 0.0008 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IAH533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2041-08-15 0.125 - 2.25 4109500.00 4077341.10 U.S. Treasuries (including strips) Y N/A N/A 2022-01-10 2022-01-10 2022-01-10 N N N 0.0007 4000000.00 4000000.00 0.0008 N N N N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICB855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2031-05-15 1.125 - 1.625 2015000.00 2044162.03 U.S. Treasuries (including strips) Y N/A N/A 2022-01-13 2022-01-13 2022-01-13 N N N 0.0007 2000000.00 2000000.00 0.0004 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IDI558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-15 2041-05-15 0.125 - 2.25 2060200.00 2040252.73 U.S. Treasuries (including strips) Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0007 2000000.00 2000000.00 0.0004 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBG942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2041-08-15 1.125 - 2.375 2968900.00 3059680.31 U.S. Treasuries (including strips) Y N/A N/A 2022-01-18 2022-01-18 2022-01-18 N N N 0.0007 3000000.00 3000000.00 0.0006 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBC679000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2041-08-15 0.125 - 1.75 4080200.00 4079681.62 U.S. Treasuries (including strips) Y N/A N/A 2022-01-21 2022-01-21 2022-01-21 N N N 0.0007 4000000.00 4000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 IBD425000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2041-08-15 0.125 - 2.25 4223200.00 4094364.36 U.S. Treasuries (including strips) Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0007 4000000.00 4000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICJ964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2041-08-15 1.125 - 2.5 3869300.00 4083581.67 U.S. Treasuries (including strips) Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0007 4000000.00 4000000.00 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICB856000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-09-30 2031-05-15 1.125 - 1.625 2015000.00 2044162.03 U.S. Treasuries (including strips) Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0007 2000000.00 2000000.00 0.0004 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.07% 213800MBWEIJDM5CU638 ICD445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 3444500.00 4119620.82 U.S. Treasuries (including strips) Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0007 4000000.00 4000000.00 0.0008 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IFF358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2023-02-15 1.375 - 1.375 13086000.00 13290468.75 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 13000000.00 13000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IFF323000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-07-31 0.25 - 2.75 22990300.00 22433723.24 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 22000000.00 22000000.00 0.0043 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IFE872000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2041-02-15 1.75 - 1.875 18225500.00 18359691.25 U.S. Treasuries (including strips) Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0005 18000000.00 18000000.00 0.0035 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IFD468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-10-31 2041-02-15 1.375 - 1.875 16371600.00 16347596.93 U.S. Treasuries (including strips) Y N/A N/A 2022-01-06 2022-01-06 2022-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0005 16000000.00 16000000.00 0.0031 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IEA666000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2041-08-15 0.125 - 2.875 12096200.00 12240906.51 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 12000000.00 12000000.00 0.0024 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IDI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2040-11-15 0.25 - 2.125 2098800.00 2040209.80 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-16 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Natixis SA Natixis SA, 0.07% KX1WK48MPD4Y2NCUIZ63 HJJ789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-20 2041-05-15 0 - 2.875 3885500.00 4081108.72 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-02-17 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 4000000.00 4000000.00 0.0008 N N Y N Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 ICC729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 57600.00 73280.93 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 5827000.00 6047881.31 U.S. Treasuries (including strips) Y N/A N/A 2022-01-11 2022-01-11 2022-01-11 N N N 0.0008 6000000.00 6000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 ICD362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 47500.00 60431.32 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 4856500.00 5040471.46 U.S. Treasuries (including strips) Y N/A N/A 2022-01-12 2022-01-12 2022-01-12 N N N 0.0008 5000000.00 5000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 ICE074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3968600.00 4042578.41 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 30000.00 38167.15 U.S. Treasuries (including strips) Y N/A N/A 2022-01-14 2022-01-14 2022-01-14 N N N 0.0008 4000000.00 4000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IDG382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 25400.00 32314.85 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3900700.00 4048239.04 U.S. Treasuries (including strips) Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0008 4000000.00 4000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IDI522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3916500.00 4064291.25 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 12700.00 16157.42 U.S. Treasuries (including strips) Y N/A N/A 2022-02-16 2022-02-16 2022-02-16 N N N 0.0008 4000000.00 4000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IDJ192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 2937500.00 3048368.24 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 9400.00 11959.04 U.S. Treasuries (including strips) Y N/A N/A 2022-02-17 2022-02-17 2022-02-17 N N N 0.0008 3000000.00 3000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IEA636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 17400.00 22136.94 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 5990100.00 6098498.72 U.S. Treasuries (including strips) Y N/A N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0008 6000000.00 6000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IEB287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3853900.00 4070055.42 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 8100.00 10305.13 U.S. Treasuries (including strips) Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0008 4000000.00 4000000.00 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 IEE765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 100.00 127.22 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 1928800.00 2040041.16 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0009 2000000.00 2000000.00 0.0004 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI998000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2048-02-15 0.125 - 6.125 8086800.00 8161025.39 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2051-05-15 0.125 - 6.5 8101400.00 8160923.13 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICJ320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2049-08-15 0.125 - 6.125 7935100.00 8160907.75 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2048-11-15 0.125 - 6.5 7371900.00 8211351.98 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICC917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2048-02-15 0.125 - 6.25 8097600.00 8161130.51 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-24 2047-11-15 0 - 6.125 7834300.00 8161052.45 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICI330000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2047-11-15 0.25 - 6.125 7351000.00 8209001.61 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFA913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2051-08-15 0.125 - 6 7725600.00 8160433.02 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0016 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 ICJ382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2031-02-15 0.125 - 2.875 1963800.00 2040229.75 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-27 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2031-05-15 0.125 - 2.875 2095800.00 2040141.79 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG933000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-05-15 0.125 - 2.875 1962900.00 2040125.25 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-10 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IFA922000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-02-15 0.125 - 2.5 2038500.00 2040152.93 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-19 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG976000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2031-05-15 0.125 - 2.875 2085200.00 2040140.58 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-11 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-02-15 0.125 - 2.875 1962900.00 2040096.55 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-03-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IDG594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2031-02-15 0.125 - 2.5 2002200.00 2040216.80 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-12 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2031-02-15 0.375 - 2.875 2006300.00 2040129.89 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-07 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.07% ES7IP3U3RHIGC71XBU11 IEG999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2031-02-15 0.125 - 2.875 2095800.00 2040183.32 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-03-08 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IFE474000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-20 2050-05-15 0 - 7.125 3899700.00 4080043.28 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IFF328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 1978500.00 2040044.57 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 2000000.00 2000000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796L72 US912796L723 U.S. Treasury Debt Y N/A N/A 2022-02-10 2022-02-10 2022-02-10 N N N 0.0003 2199924.52 2199924.52 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796R84 US912796R845 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0003 1999934.30 1999934.30 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796S26 US912796S264 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0003 4999722.90 4999722.90 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796M97 US912796M978 U.S. Treasury Debt Y N/A N/A 2022-03-10 2022-03-10 2022-03-10 N N N 0.0004 28997740.32 28997740.32 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.05% 912796S75 US912796S751 U.S. Treasury Debt Y N/A N/A 2022-03-08 2022-03-08 2022-03-08 N N N 0.0005 3499688.89 3499688.89 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.06% 912796T25 US912796T254 U.S. Treasury Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0006 50992473.93 50992473.93 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796S91 US912796S918 U.S. Treasury Debt Y N/A N/A 2022-03-22 2022-03-22 2022-03-22 N N N 0.0007 2999558.01 2999558.01 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796T74 US912796T742 U.S. Treasury Debt Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0007 50290616.03 50290616.03 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796T82 US912796T825 U.S. Treasury Debt Y N/A N/A 2022-04-12 2022-04-12 2022-04-12 N N N 0.0007 10697940.25 10697940.25 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796T90 US912796T908 U.S. Treasury Debt Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0007 26994435.03 26994435.03 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796G45 US912796G459 U.S. Treasury Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0007 23994690.00 23994690.00 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.07% 912796U23 US912796U237 U.S. Treasury Debt Y N/A N/A 2022-04-26 2022-04-26 2022-04-26 N N N 0.0007 1999529.16 1999529.16 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796P37 US912796P377 U.S. Treasury Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0008 21094860.46 21094860.46 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.08% 912796P45 US912796P450 U.S. Treasury Debt Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0008 57084761.15 57084761.15 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0009 32889389.75 32889389.75 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.09% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0009 22491598.73 22491598.73 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0010 40684970.30 40684970.30 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0011 42980963.47 42980963.47 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0011 40380619.31 40380619.31 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.12% 912796U72 US912796U724 U.S. Treasury Debt Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0012 3998373.68 3998373.68 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796J42 US912796J420 U.S. Treasury Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0013 8994618.72 8994618.72 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0017 57953853.46 57953853.46 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796R50 US912796R506 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0018 29972558.40 29972558.40 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0018 29971173.30 29971173.30 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.20% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0020 7790585.87 7790585.87 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.22% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0022 5244034.29 5244034.29 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.26% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0026 7984283.36 7984283.36 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0027 5986607.10 5986607.10 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.03% to 0.07% 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0014 4010485.44 4010485.44 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% 912828ZA1 254900HROIFWPRGM1V77 US912828ZA13 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0011 2003309.56 2003309.56 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.07% 9128286M7 254900HROIFWPRGM1V77 US9128286M72 U.S. Treasury Debt Y N/A N/A 2022-04-15 2022-04-15 2022-04-15 N N N 0.0018 23137260.32 23137260.32 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.09% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0016 8045428.24 8045428.24 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.08% 912828WZ9 254900HROIFWPRGM1V77 US912828WZ90 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0016 28147693.28 28147693.28 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.08% 9128285V8 254900HROIFWPRGM1V77 US9128285V80 U.S. Treasury Debt Y N/A N/A 2022-01-15 2022-01-15 2022-01-15 N N N 0.0053 14011181.94 14011181.94 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0024 12016520.52 12016520.52 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% 912828H86 254900HROIFWPRGM1V77 US912828H862 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0019 1001099.14 1001099.14 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y N/A N/A 2022-01-31 2022-01-31 2022-01-31 N N N 0.0019 19018931.60 19018931.60 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.07% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 3002035.29 3002035.29 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.06% to 0.11% 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0012 55001416.80 55001416.80 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286C9 254900HROIFWPRGM1V77 US9128286C90 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0021 3008586.12 3008586.12 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 912828W55 254900HROIFWPRGM1V77 US912828W556 U.S. Treasury Debt Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0015 2005629.36 2005629.36 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y N/A N/A 2022-03-15 2022-03-15 2022-03-15 N N N 0.0017 3013533.93 3013533.93 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0015 4017047.84 4017047.84 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0015 8031706.72 8031706.72 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y N/A N/A 2022-05-15 2022-05-15 2022-05-15 N N N 0.0019 1007226.56 1007226.56 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.13% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0017 30212109.30 30212109.30 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0018 13084804.72 13084804.72 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.11% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0016 19996875.00 19996875.00 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.13% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y N/A N/A 2022-06-15 2022-06-15 2022-06-15 N N N 0.0016 4028906.24 4028906.24 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0026 30278906.40 30278906.40 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0020 16993359.46 16993359.46 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.11% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0025 17987343.84 17987343.84 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0024 59606132.96 59606132.96 0.0117 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0027 10093750.00 10093750.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0027 32246249.92 32246249.92 0.0063 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0027 4032031.24 4032031.24 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0025 4034218.76 4034218.76 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0029 17177968.75 17177968.75 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 0.0026 22198515.68 22198515.68 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0023 1007578.12 1007578.12 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.10% 91282CAG6 254900HROIFWPRGM1V77 US91282CAG69 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0025 2997421.86 2997421.86 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0028 24205312.56 24205312.56 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0030 13981406.32 13981406.32 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0032 10106640.60 10106640.60 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0033 14161328.16 14161328.16 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.11% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-07-31 2023-07-31 N N N 0.0010 145021007.60 145021007.60 0.0284 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-04-30 2023-04-30 N N N 0.0012 19000699.58 19000699.58 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.12% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-10-31 2023-10-31 N N N 0.0011 65012211.55 65012211.55 0.0128 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.13% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-01-03 2023-01-31 2023-01-31 N N N 0.0010 28620041.64 28620041.64 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-01-03 2022-10-31 2022-10-31 N N N 0.0010 3001095.72 3001095.72 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.14% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-01-03 2022-07-31 2022-07-31 N N N 0.0009 49015241.94 49015241.94 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.20% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2022-01-03 2022-04-30 2022-04-30 N N N 0.0009 25009441.75 25009441.75 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y N/A N/A 2022-01-03 2022-01-31 2022-01-31 N N N 0.0007 12001672.32 12001672.32 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.13% 912828SA9 254900HROIFWPRGM1V77 US912828SA95 U.S. Treasury Debt Y N/A N/A 2022-01-15 2022-01-15 2022-01-15 N N N 0.0115 62436256.93 62436256.93 0.0122 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IFF376000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2051-11-01 1.334 - 4 2892499.00 1593300.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-04-20 2051-12-20 2.5 - 3 8928260.00 8161776.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2051-04-01 2 - 4.5 683982.00 444965.49 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 10000000.00 10000000.00 0.0020 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 12/31/2021 due 01/03/2022 B4TYDEB6GKMZO031MB27 IFF842000_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 155178567.00 27256241.45 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 26502000.00 26502000.00 0.0052 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 12/31/2021 due 01/03/2022 L3I9ZG2KFGXZ61BMYR72 IFF842000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2041-11-15 0 - 5.25 5254787.00 5410109.66 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 5304000.00 5304000.00 0.0010 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEJ843000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-11-20 2057-01-15 2 - 3 2000568.00 2036700.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 1.38 - 1.38 1041.00 1004.86 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.25 - 1.25 2400.00 2403.06 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IEE683000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2033-12-01 1.38 - 2.07 4108570.00 4080224.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IAG893000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2026-11-30 1.25 - 1.25 8600.00 8610.97 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-04-20 2058-09-15 3.2 - 5 4014393.00 3050923.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 1.38 - 1.38 1144.00 1104.29 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 3000000.00 3000000.00 0.0006 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 12/31/2021 due 01/03/2022 VJW2DOOHGDT6PR0ZRO63 IFF842000_08066 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 2022-01-05 2051-12-01 0.25 - 9 6408616.00 5454668.53 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2051-12-20 1.5 - 9 7116532.00 6820429.48 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-01-18 2031-12-01 0.075 - 5.25 886554.00 884871.09 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-01-07 2025-12-12 0 - 5.25 40522.00 41085.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-13 2052-01-01 0.125 - 8 5889345.00 5497417.24 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-04 2051-02-15 0 - 6 2209857.00 2209605.17 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 20498000.00 20498000.00 0.0040 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 12/31/2021 due 01/03/2022 8NAV47T0Y26Q87Y0QP81 IFF842000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2051-08-15 0.75 - 4.5 3148925.00 3457660.11 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2060-09-01 1.5 - 5 26022110.00 20780467.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2071-11-20 1.036 - 5.39 1749623.00 1648249.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 25367000.00 25367000.00 0.0050 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 HJG226000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-01 2051-05-01 2 - 5 7566357.00 5730874.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-10-20 2051-12-20 3 - 4.5 1623073.00 688903.11 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2034-02-14 2034-02-14 3.75 - 3.75 135000.00 137420.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-09-01 2051-04-01 2.5 - 5.5 1231492.00 584437.85 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 7000000.00 7000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IFD152000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-02-01 2040-02-01 3 - 3 1024.00 645.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 2051-05-01 3 - 4 46961.00 12279.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2050-12-20 2.5 - 2.5 4430205.00 4067144.06 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-23 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 ICI906000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-12-15 2051-11-25 1.851 - 8.702 21600082.00 886404.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-25 2051-10-01 1.893 - 6.878 94368827.00 1211437.86 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-24 2022-01-24 2022-01-24 N N N 0.0009 2000000.00 2000000.00 0.0004 N N N Y Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2051-11-15 0 - 6.125 1704002.00 2016556.65 U.S. Treasuries (including strips) Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2025-05-15 0.75 - 0.75 19000.00 18793.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-06-08 2022-06-08 0.25 - 0.25 2000.00 2000.59 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-05-06 2022-05-06 0.25 - 0.25 2000.00 2001.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 8000.00 8263.28 Agency Debentures and Agency Strips Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2051-05-15 0 - 4.375 11998210.00 13270650.24 U.S. Treasuries (including strips) Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N N N 0.0006 13000000.00 13000000.00 0.0026 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-07-20 2.5 - 4.5 8002612.00 8160999.43 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-04 2022-01-04 2022-01-04 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 8000000.00 8000000.00 0.0016 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 MBNUM2BPBDO7JBLYG310 IFF842000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2022-06-30 0.125 - 0.125 54.00 53.72 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-10-20 1.5 - 4.5 10885941.00 11263862.79 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 11043000.00 11043000.00 0.0022 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.05%, dated 12/31/2021 due 01/03/2022 1VUV7VQFKUOQSJ21A208 IFF842000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-02-20 2051-05-20 2 - 3 4123708.00 3862762.08 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-12-31 2026-04-30 0.75 - 2.5 3072067.00 3143647.75 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 6869000.00 6869000.00 0.0013 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 12/31/2021 due 01/03/2022 ANGGYXNX0JLX3X63JN86 IFF842000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2039-02-15 0.12 - 7.625 1352940.00 1352528.54 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 1326000.00 1326000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IFF388000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.8 - 3.8 3874044.00 4120017.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 4000000.00 4000000.00 0.0008 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 IFE814000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-11-15 2046-11-15 3.8 - 3.8 3874058.00 4120032.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0005 4000000.00 4000000.00 0.0008 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-25 2041-02-15 0 - 0 8501392.00 7166049.67 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 7000000.00 7000000.00 0.0014 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-03-20 2046-03-20 4 - 4 7509530.00 1254573.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 2030-09-01 3.73 - 3.73 699999.00 785434.81 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 2000000.00 2000000.00 0.0004 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2023-10-15 2042-10-15 3.5 - 8.5 13613255.00 124134.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2030-09-01 2043-12-01 2 - 5.5 46329996.00 34362338.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2041-01-01 3.5 - 6 3209749.00 193791.04 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-05 2022-01-05 2022-01-05 N N N 0.0005 34000000.00 34000000.00 0.0067 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 CYYGQCGNHMHPSMRL3R97 IFF842000_03556 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 2042-02-01 2051-10-01 2.5 - 4 1360349.00 708472.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-05-20 2051-09-20 3 - 3.5 5885338.00 2204014.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-05-01 2051-09-01 1.755 - 2.5 477365.00 466787.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 3313000.00 3313000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 12/31/2021 due 01/03/2022 KBVRJ5K57JZ3E2AVWX40 IFF842000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2050-11-15 0.125 - 6.625 1356526.00 1374971.88 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 1348000.00 1348000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 12/31/2021 due 01/03/2022 ZBUT11V806EZRVTWT807 IFF842000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2026-08-15 0.125 - 2.875 5054322.00 5072481.52 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 4973000.00 4973000.00 0.0010 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.05%, dated 12/31/2021 due 01/03/2022 ZOMOLU8CGIZRYZ7PFU34 IFF842000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-01-15 2051-08-15 0 - 6.375 10547813.00 11765642.36 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2051-12-01 2 - 5.5 14909362.00 5551085.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-01 2051-08-01 1.92 - 6 6741491.00 1957509.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-09-20 2.5 - 5 3663581.00 1280985.77 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 20147000.00 20147000.00 0.0040 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IEH449000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-04-20 2050-12-20 2.5 - 2.5 355402.00 142144.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2035-08-01 1.808 - 3.56 87821665.00 5648230.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-04-01 2050-05-01 2.692 - 3.505 2157313.00 1349999.65 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-02-07 N N N 0.0007 7000000.00 7000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFA878000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-09-01 2031-09-01 2.5 - 2.5 375212.00 350065.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-09-01 2051-09-01 2.5 - 2.5 3621440.00 3730085.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-14 2022-02-14 2022-02-14 N N N 0.0007 4000000.00 4000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFD404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-02-01 2051-02-01 2 - 2 4531067.00 4080095.43 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0007 4000000.00 4000000.00 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFE791000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-02-01 2051-02-01 2 - 2 1255237.00 1130304.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2035-08-20 2051-07-20 2.5 - 4 7975027.00 3969502.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-04-15 2040-05-15 3.375 - 4.375 109.00 244.92 U.S. Treasuries (including strips) Y N/A N/A 2022-02-28 2022-02-28 2022-02-28 N N N 0.0007 5000000.00 5000000.00 0.0010 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 7TK5RJIZDFROZCA6XF66 IFF842000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-11-01 2041-11-01 1.5 - 1.5 1921428.00 1876807.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 1840000.00 1840000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 12/31/2021 due 01/03/2022 OXTKY6Q8X53C9ILVV871 IFF842000_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 2022-01-15 2069-11-20 1.625 - 9.5 18718467.00 2400861.43 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-03-15 2031-06-13 0.375 - 2.875 687904.00 682321.72 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-25 2057-09-01 0.5 - 9 46047045.00 6689535.40 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 0 912591.00 793231.54 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2023-03-15 2056-04-01 0 - 5.375 51267.00 81251.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-01-15 2052-01-01 0.25 - 9.5 25418127.00 4310913.05 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-11 2051-08-15 0 - 3.875 53247732.00 52363978.14 U.S. Treasuries (including strips) Federal Farm Credit Bank 2023-07-24 2030-07-26 0.45 - 1.55 764603.00 762527.31 Agency Debentures and Agency Strips Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 66696000.00 66696000.00 0.0131 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFB398000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-12-01 2051-12-01 2.5 - 3 14185389.00 7805427.15 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2049-05-15 0 - 6 1105600.00 1331132.66 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 5 367295.00 49124.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFC113000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2050-08-15 0 - 6.125 23400.00 25357.10 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2 - 4.5 8857891.00 9154891.66 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IDJ386000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2049-05-15 0 - 6.5 8895841.00 9156425.42 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-12-01 2.5 - 3 2005.00 1299.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2 - 4.5 95281.00 22152.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2050-01-01 3 - 3.5 2105.00 835.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICJ001000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 52658.00 53616.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-04-01 2050-01-01 3 - 5 183789.00 8449.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-09-30 2050-08-15 0 - 6.25 39182.00 37675.52 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2.5 - 4.5 4672618.00 3981152.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 4000000.00 4000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IEG363000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 1000.00 1018.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 4.5 1771828.00 252845.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-07-15 2049-05-15 0 - 6.5 9552732.00 8976903.84 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 2050-01-01 3 - 4.5 2168.00 893.75 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IEJ277000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2050-01-01 3 - 3.5 7065.00 1793.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-12-01 2.5 - 3 2760145.00 1724120.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 4.5 50794233.00 6411751.63 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2051-08-15 0 - 6.5 893494.00 1047711.81 U.S. Treasuries (including strips) Y N/A N/A 2022-01-07 2022-01-07 2022-01-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IDJ368000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2048-07-01 4.5 - 5 82778.00 2503.64 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2049-05-15 0 - 6.5 7155500.00 9113030.75 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-03-20 3 - 4.5 535686.00 65403.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICC891000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-12-01 2.5 - 3 3502.00 2213.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 5 3820892.00 2508469.54 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-02-15 2050-08-15 0 - 5.375 1316810.00 1579667.23 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2049-06-01 3.5 - 5 97310.00 4757.99 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 4000000.00 4000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 ICC910000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-07-01 4.5 - 4.5 3759.00 618.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2 - 4.5 9973006.00 8981060.68 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2049-02-15 0 - 6.5 166023.00 199379.63 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 1486.00 1513.05 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IDJ377000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2050-02-15 0 - 6.5 9273800.00 9020157.65 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-03-20 2 - 4.5 1120274.00 151038.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2049-06-01 3.5 - 5 241958.00 7756.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 1949.00 1984.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IFC532000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-24 2049-05-15 0 - 3 52300.00 53024.32 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-03-20 2 - 4.5 7602213.00 6067159.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 6000000.00 6000000.00 0.0012 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 12/31/2021 due 01/03/2022 549300QJJX6CVVUXLE15 IFF842000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 2048-07-01 4.5 - 5.5 118.00 2.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2051-12-01 2.5 - 2.5 1811.00 1844.10 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2050-08-15 0 - 6.25 627863.00 754082.59 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 1.5 - 4.5 11711347.00 3006000.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 3681000.00 3681000.00 0.0007 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHG111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2058-08-01 1.5 - 5.8 20555268.00 18795985.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 2052-01-01 1.945 - 3.5 1863015.00 590087.62 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-31 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 19000000.00 19000000.00 0.0037 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHE711000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 2052-01-01 1.945 - 3.5 2148289.00 707205.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2058-08-01 1.5 - 5.5 25111715.00 22760301.89 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-26 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 23000000.00 23000000.00 0.0045 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHG110000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 2052-01-01 1.945 - 3.5 2547191.00 1470391.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2057-02-01 1.5 - 5.8 30174096.00 17915681.85 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 19000000.00 19000000.00 0.0037 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHH197000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-01-01 2052-01-01 2 - 3.5 170632.00 127009.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2051-12-01 1.5 - 4 5194377.00 4974580.48 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 5000000.00 5000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHE215000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 2052-01-01 1.945 - 4 920636.00 427295.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2057-02-01 1.5 - 4 7843552.00 4674336.94 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-25 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 5000000.00 5000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHG105000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 1.945 - 6.5 1382808.00 806019.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2057-02-01 1.5 - 4 14090882.00 8376857.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-01-27 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0018 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HJG261000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-01-01 2052-01-01 2 - 4 156566.00 156321.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 2058-08-01 1.5 - 4 9368835.00 4944953.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-07 2022-01-07 2022-03-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 5000000.00 5000000.00 0.0010 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 12/31/2021 due 01/03/2022 5U0XI89JRFVHWIBS4F54 IFF842000_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 2022-01-31 2050-05-15 0.25 - 4.75 30463169.00 30944474.49 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-08-20 2.5 - 5 31757390.00 11350374.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 37952592.00 19774181.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 20600949.00 4919138.83 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 65668000.00 65668000.00 0.0129 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 12/31/2021 due 01/03/2022 5U0XI89JRFVHWIBS4F54 IFF842000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 35874019.00 6900648.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 111507097.00 35150152.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 41226000.00 41226000.00 0.0081 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IFF327000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-08-15 2030-08-15 0.625 - 0.625 19636300.00 18360131.95 U.S. Treasuries (including strips) Y N/A N/A 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 18000000.00 18000000.00 0.0035 N Y Y N Fannie Mae Fannie Mae, 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-07-29 2022-07-29 N N N 0.0009 5002164.55 5002164.55 0.0010 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-09 2022-03-09 N N N 0.0006 11003376.12 11003376.12 0.0022 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-11 2022-03-11 N N N 0.0006 24007228.08 24007228.08 0.0047 N N N N Fannie Mae Fannie Mae, 0.24% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-07-06 2022-07-06 N N N 0.0008 23018567.67 23018567.67 0.0045 N N N N Fannie Mae Fannie Mae, 0.24% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-19 2022-05-19 N N N 0.0008 12607632.07 12607632.07 0.0025 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-06-15 2022-06-15 N N N 0.0008 17012800.32 17012800.32 0.0033 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-06-24 2022-06-24 N N N 0.0008 17013494.43 17013494.43 0.0033 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-06-17 2022-06-17 N N N 0.0008 17012954.68 17012954.68 0.0033 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-09 2022-05-09 N N N 0.0008 8005487.60 8005487.60 0.0016 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-04 2022-05-04 N N N 0.0009 9007123.68 9007123.68 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.07% 3133EMLJ9 US3133EMLJ99 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-02-18 2022-02-18 N N N 0.0005 6000133.62 6000133.62 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-08 2022-03-08 N N N 0.0006 4000144.80 4000144.80 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.11% 3133ENCW8 US3133ENCW84 U.S. Government Agency Debt Y N/A N/A 2022-07-29 2022-07-29 2022-07-29 N N N 0.0011 1999667.78 1999667.78 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.14% 3133ENFU9 US3133ENFU91 U.S. Government Agency Debt Y N/A N/A 2022-08-16 2022-08-16 2022-08-16 N N N 0.0011 3000397.14 3000397.14 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.51% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-07 2022-11-07 N N N 0.0009 1003519.13 1003519.13 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP3T0 2549001DPIFGXC1TOL40 US3130AP3T00 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0021 1999054.94 1999054.94 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP6C4 2549001DPIFGXC1TOL40 US3130AP6C48 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0021 4997595.15 4997595.15 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130ANRW2 2549001DPIFGXC1TOL40 US3130ANRW27 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-22 2022-02-22 2022-02-22 N N N 0.0028 2998989.72 2998989.72 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APKE4 2549001DPIFGXC1TOL40 US3130APKE40 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0027 1999042.40 1999042.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRN7 2549001DPIFGXC1TOL40 US3130APRN75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0027 5996915.22 5996915.22 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRW7 2549001DPIFGXC1TOL40 US3130APRW74 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0026 1998971.74 1998971.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APSZ9 2549001DPIFGXC1TOL40 US3130APSZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-30 2022-03-30 2022-03-30 N N N 0.0026 2998446.06 2998446.06 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APPV1 2549001DPIFGXC1TOL40 US3130APPV10 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0019 10994955.18 10994955.18 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 0.0020 1999045.96 1999045.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APQ24 2549001DPIFGXC1TOL40 US3130APQ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0020 2998560.90 2998560.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APY58 2549001DPIFGXC1TOL40 US3130APY583 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0010 999884.50 999884.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APYB5 2549001DPIFGXC1TOL40 US3130APYB54 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0010 999879.90 999879.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385UZ7 2549001DPIFGXC1TOL40 US313385UZ72 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0009 1999560.24 1999560.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AQGC1 2549001DPIFGXC1TOL40 US3130AQGC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0010 3000264.63 3000264.63 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% to 0.12% 3130AQGL1 2549001DPIFGXC1TOL40 US3130AQGL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0012 1999988.76 1999988.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-18 2022-11-18 N N N 0.0008 6001476.24 6001476.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-11-23 2022-11-23 N N N 0.0008 15003706.95 15003706.95 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-12 2022-05-12 N N N 0.0008 26002374.84 26002374.84 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-15 2022-12-15 N N N 0.0008 10002409.10 10002409.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-17 2022-05-17 N N N 0.0009 3000218.43 3000218.43 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-08 2022-12-08 N N N 0.0009 10002213.50 10002213.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-12-02 2022-12-02 N N N 0.0008 11002665.19 11002665.19 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-28 2022-04-28 N N N 0.0008 6000611.70 6000611.70 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-14 2022-04-14 N N N 0.0009 10000881.20 10000881.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-25 2022-02-25 N N N 0.0009 4000270.08 4000270.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AJYM5 2549001DPIFGXC1TOL40 US3130AJYM59 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-22 2022-02-22 N N N 0.0009 9000578.79 9000578.79 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-25 2022-03-25 N N N 0.0009 2000168.32 2000168.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AK2H8 2549001DPIFGXC1TOL40 US3130AK2H89 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-28 2022-02-28 N N N 0.0009 11000782.65 11000782.65 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-30 2022-03-30 N N N 0.0009 2000178.20 2000178.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-05-26 2022-05-26 N N N 0.0009 11002366.76 11002366.76 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-08-12 2022-08-12 N N N 0.0007 8003477.04 8003477.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-09-15 2022-09-15 N N N 0.0008 6002741.58 6002741.58 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.17% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-02-10 2022-02-10 N N N 0.0009 8000699.20 8000699.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.27% 313385E93 2549001DPIFGXC1TOL40 US313385E931 U.S. Government Agency Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0027 1996325.20 1996325.20 0.0004 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-08-03 2022-08-03 N N N 0.0007 10003989.70 10003989.70 0.0020 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-08-18 2022-08-18 N N N 0.0007 9003664.44 9003664.44 0.0018 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-07-29 2022-07-29 N N N 0.0007 10004537.60 10004537.60 0.0020 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-09-09 2022-09-09 N N N 0.0008 20008887.40 20008887.40 0.0039 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWGU4 S6XOOCT0IEG5ABCC6L87 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2022-01-01 2022-04-29 2022-04-29 N N N 0.0011 3000633.00 3000633.00 0.0006 N N N N Freddie Mac Freddie Mac, 0.20% 3134GWAT3 S6XOOCT0IEG5ABCC6L87 US3134GWAT38 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-01-18 2022-01-18 N N N 0.0012 27000953.10 27000953.10 0.0053 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-04-18 2022-04-18 N N N 0.0011 19005564.72 19005564.72 0.0037 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-06-02 2022-06-02 N N N 0.0008 28419187.32 28419187.32 0.0056 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2022-01-03 2022-03-11 2022-03-11 N N N 0.0007 20007022.40 20007022.40 0.0039 N N N N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 1100000.00 1100000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 600000.00 600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.10% (Theatre Row Tower Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD77 US64986MD770 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 12600000.00 12600000.00 0.0025 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.10% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 200000.00 200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.11% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0011 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.14% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0014 1600000.00 1600000.00 0.0003 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.07% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-01-07 2022-01-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 400000.00 400000.00 0.0001 N N Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2022-01-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer