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2.75 6026100.00 6120064.66 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 6000000.00 6000000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IGH489000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-05-15 2041-02-15 0.625 - 4.75 13834800.00 14280040.43 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 14000000.00 14000000.00 0.0026 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IGD616000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-24 2046-11-15 0 - 6.875 1810300.00 2050031.48 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-03-17 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 2023-02-15 2041-05-15 1.25 - 7.125 5574800.00 6120939.85 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 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 0.0011 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 2022-02-24 2050-05-15 0 - 6.875 2191800.00 2048994.38 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 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, 0.12% 3Y4U8VZURTYWI1W2K376 IGC000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-21 2051-05-15 0 - 6.125 3979100.00 4080191.45 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-03-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGB289000 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 2045-02-15 0 - 3.625 12121800.00 12240397.70 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 12000000.00 12000000.00 0.0022 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGB980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-11 2041-11-15 0 - 4.625 14094900.00 14280335.59 U.S. Treasuries (including strips) Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0005 14000000.00 14000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGC415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-05-15 0 - 4.375 13116800.00 13260528.01 U.S. Treasuries (including strips) Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 13000000.00 13000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGD016000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2041-08-15 0.225 - 3.875 20737100.00 21420363.71 U.S. Treasuries (including strips) Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 21000000.00 21000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGH487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-03 2051-05-15 0 - 4.375 26189316.00 24481258.07 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 24000000.00 24000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGF068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2045-02-15 0.225 - 4.625 24768100.00 27540352.84 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 27000000.00 27000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGG106000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-03 2041-11-15 0 - 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5.25 15025500.00 15300156.13 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 15000000.00 15000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IGF533000 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 2051-05-15 0.225 - 4.5 9920750.00 10200270.03 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 10000000.00 10000000.00 0.0018 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 2022-07-14 2051-11-15 0 - 4.625 2108200.00 2041997.18 U.S. Treasuries (including strips) Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 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 IFH396000 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 2050-11-15 0 - 3.375 2060700.00 2040279.47 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-08 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 IFG913000 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 2050-11-15 0.25 - 3 2082100.00 2053093.21 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-08 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 HJG263000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-14 2050-11-15 0 - 3 2126300.00 2040659.88 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 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., 0.16% 2IGI19DL77OX0HC3ZE78 IGA770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2044-11-15 0.375 - 4.625 4132200.00 4080385.26 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-04-25 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 4000000.00 4000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGB511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2050-11-15 0.125 - 4.625 4101800.00 4081948.00 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-06-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 4000000.00 4000000.00 0.0007 N N Y N CIBC Bank U.S.A. 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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 2022-04-19 2051-02-15 0 - 1.875 11226700.00 11220592.34 U.S. Treasuries (including strips) Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 11000000.00 11000000.00 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IGF552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-01-31 2050-02-15 0.625 - 2 13695100.00 13304645.59 U.S. Treasuries (including strips) Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0005 13000000.00 13000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IGG113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-01-31 2049-08-15 1.5 - 2.25 2984700.00 3089905.16 U.S. Treasuries (including strips) Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0005 3000000.00 3000000.00 0.0006 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IGG636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2027-01-31 2049-08-15 1.5 - 2.25 9948800.00 10299482.28 U.S. Treasuries (including strips) Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 N N N 0.0005 10000000.00 10000000.00 0.0018 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 2028-11-30 2028-11-30 1.5 - 1.5 4139100.00 4080092.76 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 4000000.00 4000000.00 0.0007 N Y Y N DNB Bank ASA DNB Bank ASA, 0.05% 549300GKFG0RYRRQ1414 IGH488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2050-05-15 2050-05-15 1.25 - 1.25 1263700.00 1030064.41 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1000000.00 1000000.00 0.0002 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 2023-02-15 2046-02-15 0.375 - 3.625 2164358400.00 2214003126.73 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 2214000000.00 2214000000.00 0.4082 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.06% IGH476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 1965200.00 2045997.49 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 2000000.00 2000000.00 0.0004 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 0.06% 549300H47WTHXPU08X20 IGH521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2048-05-15 2048-05-15 3.125 - 3.125 5889000.00 7140006.74 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 7000000.00 7000000.00 0.0013 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05% IGH433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-15 2022-10-15 1.375 - 1.375 16169000.00 16323388.41 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 16000000.00 16000000.00 0.0030 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 2022-12-29 2022-12-29 0 - 0 4120000.00 4093213.12 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 4000000.00 4000000.00 0.0007 N Y Y N 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 2028-07-31 2031-05-15 1 - 1.625 2074000.00 2054323.66 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 Y N 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 2028-07-31 2045-05-15 1 - 3 3572500.00 4128639.31 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 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.21% 213800MBWEIJDM5CU638 IGF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-15 2028-07-31 0.25 - 1 4117700.00 4079310.99 U.S. Treasuries (including strips) Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0021 4000000.00 4000000.00 0.0007 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IGH471000 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 14110000.00 14282876.26 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 14000000.00 14000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IGH444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2026-08-31 0.25 - 2 49790300.00 48953197.17 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 48000000.00 48000000.00 0.0089 N Y Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IGB412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2048-11-15 0 - 3.375 11286900.00 11220269.41 U.S. Treasuries (including strips) Y N/A N/A 2022-02-04 2022-02-04 2022-02-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 11000000.00 11000000.00 0.0020 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IDI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2048-11-15 0 - 3.375 2041300.00 2040302.03 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 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 2022-09-30 2051-08-15 0 - 3 4287600.00 4081375.16 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-17 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0007 4000000.00 4000000.00 0.0007 N N Y N 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 2025-06-30 2027-05-15 1.5 - 2.75 3935500.00 4026086.64 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 43600.00 54722.88 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 0.0007 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 2026-08-15 2026-08-15 6.75 - 6.75 27500.00 34515.58 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3955500.00 4046244.19 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 0.0007 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 2966800.00 3034879.93 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 20500.00 25729.79 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 2025-06-30 2027-05-15 1.5 - 2.75 6048300.00 6072374.07 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 38800.00 48698.34 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 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IEB287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 26700.00 33511.49 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3876500.00 4047187.02 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 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.08% 5493007VSMFZCPV1NB83 IGB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 900.00 1129.60 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-02-15 1.5 - 2.75 4065500.00 4079043.19 U.S. Treasuries (including strips) Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0008 4000000.00 4000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 IEE765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 15300.00 19203.21 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 1941100.00 2021176.16 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 Norinchukin Bank Norinchukin Bank, 0.10% 5493007VSMFZCPV1NB83 IFJ956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 3500.00 4392.89 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 4898100.00 5095895.02 U.S. Treasuries (including strips) Y N/A N/A 2022-03-23 2022-03-23 2022-03-23 N N N 0.0010 5000000.00 5000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 0.15% 5493007VSMFZCPV1NB83 IFJ269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 4700.00 5899.02 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 6094400.00 6114679.46 U.S. Treasuries (including strips) Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 N N N 0.0015 6000000.00 6000000.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IGF549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2050-11-15 0.375 - 5.25 7622000.00 8207092.53 U.S. Treasuries (including strips) Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0005 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-05 2047-11-15 0 - 5.25 8475600.00 8160642.84 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGC051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2047-11-15 0.5 - 5.25 8172300.00 8181115.00 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-03-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGH479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-05 2047-11-15 0 - 7.125 8536400.00 8160169.44 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-03-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IFJ405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2041-11-15 0.125 - 2.875 3069800.00 3060149.44 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-14 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 3000000.00 3000000.00 0.0006 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-15 2041-11-15 0.125 - 2.5 1977500.00 2040277.47 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 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, 0.07% ES7IP3U3RHIGC71XBU11 IEG999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2041-11-15 0.125 - 2.75 2003900.00 2040244.29 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 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 IGF079000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-02-22 2046-08-15 0 - 6.125 7641300.00 8160163.02 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 8000000.00 8000000.00 0.0015 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IGG125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2050-05-15 0.25 - 7.625 4108900.00 4080061.50 U.S. Treasuries (including strips) Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0005 4000000.00 4000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IGH455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 0.875 - 0.875 2052300.00 2040033.40 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 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 2199981.98 2199981.98 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.03% 912796S75 US912796S751 U.S. Treasury Debt Y N/A N/A 2022-03-08 2022-03-08 2022-03-08 N N N 0.0003 3499889.40 3499889.40 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796R84 US912796R845 U.S. Treasury Debt Y N/A N/A 2022-02-15 2022-02-15 2022-02-15 N N N 0.0004 1999970.64 1999970.64 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.04% 912796S26 US912796S264 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0004 4999859.05 4999859.05 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796T74 US912796T742 U.S. Treasury Debt Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0011 21295713.38 21295713.38 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.13% 912796T25 US912796T254 U.S. Treasury Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0013 33993256.78 33993256.78 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.16% 912796T90 US912796T908 U.S. Treasury Debt Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0016 15994592.96 15994592.96 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.17% 912796G45 US912796G459 U.S. Treasury Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0017 22691718.36 22691718.36 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.19% 912796P37 US912796P377 U.S. Treasury Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0019 13094132.25 13094132.25 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.21% 912796U72 US912796U724 U.S. Treasury Debt Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0021 4997282.65 4997282.65 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.22% 912796P45 US912796P450 U.S. Treasury Debt Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0022 72858568.74 72858568.74 0.0134 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.22% 912796U80 US912796U807 U.S. Treasury Debt Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0022 5996382.18 5996382.18 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0023 32879323.34 32879323.34 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.26% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0026 20482797.02 20482797.02 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796U98 US912796U989 U.S. Treasury Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0027 12390144.60 12390144.60 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0027 37669997.96 37669997.96 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.27% 912796V22 US912796V227 U.S. Treasury Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0027 35070734.32 35070734.32 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0031 38960150.58 38960150.58 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0031 29966906.70 29966906.70 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.33% 912796J42 US912796J420 U.S. Treasury Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0033 3995012.48 3995012.48 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0034 57923588.48 57923588.48 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.34% 912796R50 US912796R506 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0034 25963663.44 25963663.44 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% 912796R68 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0039 9982937.50 9982937.50 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0043 75852892.12 75852892.12 0.0140 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.43% 912796S42 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0043 31935400.00 31935400.00 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796S59 US912796S595 U.S. Treasury Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0046 36817451.75 36817451.75 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.47% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0047 7780963.63 7780963.63 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0049 5236736.06 5236736.06 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796S67 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0051 32916583.26 32916583.26 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.55% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0055 7970483.52 7970483.52 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.60% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0060 5973118.74 5973118.74 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.78% 912796S34 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0078 37710044.42 37710044.42 0.0070 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 0.0013 4005016.36 4005016.36 0.0007 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 2001576.18 2001576.18 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 0.0020 23095624.34 23095624.34 0.0043 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 0.0023 28104704.32 28104704.32 0.0052 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.16% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0023 11044472.89 11044472.89 0.0020 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 0.0016 3001045.65 3001045.65 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 0.0021 55988425.36 55988425.36 0.0103 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 0.0024 3002763.12 3002763.12 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 0.0013 2002694.58 2002694.58 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 0.0013 3007998.93 3007998.93 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0018 4010947.20 4010947.20 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0018 10025377.80 10025377.80 0.0018 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 0.0033 19986606.00 19986606.00 0.0037 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 0.0034 13060242.52 13060242.52 0.0024 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 0.0034 30151260.60 30151260.60 0.0056 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 0.0037 4020468.76 4020468.76 0.0007 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 0.0042 30210937.50 30210937.50 0.0056 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.22% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0040 18978476.61 18978476.61 0.0035 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 0.0050 10068750.00 10068750.00 0.0019 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 0.0047 17969062.50 17969062.50 0.0033 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 0.0048 59447109.08 59447109.08 0.0110 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 0.0048 29159726.49 29159726.49 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0046 4023437.52 4023437.52 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.09% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0050 7042382.83 7042382.83 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0054 17130820.27 17130820.27 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0055 22135781.36 22135781.36 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.22% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0042 3016523.43 3016523.43 0.0006 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 0.0053 2992968.75 2992968.75 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 0.0054 24142500.00 24142500.00 0.0045 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 0.0058 10077343.80 10077343.80 0.0019 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 0.0056 13959531.32 13959531.32 0.0026 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 0.0057 14120859.34 14120859.34 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.18% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2022-02-01 2024-01-31 2024-01-31 N N N 0.0016 4001200.00 4001200.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-02-01 2023-07-31 2023-07-31 N N N 0.0015 150158454.00 150158454.00 0.0277 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.22% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-02-01 2023-04-30 2023-04-30 N N N 0.0015 19018520.25 19018520.25 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.23% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-02-01 2023-10-31 2023-10-31 N N N 0.0015 65084641.05 65084641.05 0.0120 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.24% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-02-01 2023-01-31 2023-01-31 N N N 0.0015 28635035.91 28635035.91 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-02-01 2022-10-31 2022-10-31 N N N 0.0014 3002305.77 3002305.77 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.25% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-02-01 2022-07-31 2022-07-31 N N N 0.0014 49025839.17 49025839.17 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.30% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2022-02-01 2022-04-30 2022-04-30 N N N 0.0015 25009472.50 25009472.50 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0073 1010507.81 1010507.81 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0077 994101.56 994101.56 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y N/A N/A 2022-12-31 2022-12-31 2022-12-31 N N N 0.0078 2024375.00 2024375.00 0.0004 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IGH439000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2051-12-20 2.5 - 2.5 8251.00 8218.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-01-01 2051-04-01 2 - 4.5 684102.00 431368.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2027-05-15 2.125 - 2.5 7180800.00 7431113.08 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2051-11-01 2 - 4 4698272.00 3349317.29 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 11000000.00 11000000.00 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 1/31/2022 due 02/01/2022 B4TYDEB6GKMZO031MB27 IGH620000_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 173711882.00 28959678.69 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 28170000.00 28170000.00 0.0052 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 1/31/2022 due 02/01/2022 L3I9ZG2KFGXZ61BMYR72 IGH620000_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 2022-03-15 2039-02-15 0 - 6 1804541.00 1799291.33 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1764000.00 1764000.00 0.0003 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IGH490000 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 2051-12-01 2051-12-01 2 - 2 2104032.00 2040003.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 2000000.00 2000000.00 0.0004 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IAG893000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2051-11-20 2.5 - 3 2296314.00 2276218.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2051-01-01 1.5 - 2.5 795956.00 784531.24 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 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 BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IGA457000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-01-01 1.5 - 3.15 7404.00 7512.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-11-20 2051-11-20 2.5 - 2.5 2042900.00 2032552.54 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-03-17 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-06-20 2052-01-20 2.5 - 3 4103736.00 4065720.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 2042-02-01 2 - 2 11392.00 11255.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-09-01 2041-09-01 2.13 - 2.13 156278.00 3446.68 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 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 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 1/31/2022 due 02/01/2022 VJW2DOOHGDT6PR0ZRO63 IGH620000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2052-02-01 0.125 - 8 5337269.00 4875378.44 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-03-11 2025-12-12 0.4 - 5.25 199330.00 203764.00 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2022-08-15 2024-09-15 1.875 - 2.875 1198.00 1220.61 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-02-03 2050-05-15 0 - 7.625 2572736.00 2574683.62 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-02-25 2052-02-01 0.31 - 9 6236395.00 5390809.47 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2022-03-14 2027-01-26 0.075 - 5.25 796987.00 790482.99 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2052-01-20 1.5 - 9 8478099.00 8156942.59 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 21562000.00 21562000.00 0.0040 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 1/31/2022 due 02/01/2022 8NAV47T0Y26Q87Y0QP81 IGH620000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2052-01-01 1.5 - 4.5 22219818.00 18704219.46 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-09-15 2051-11-15 0.25 - 4.5 2593805.00 2889800.03 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2071-12-20 1.097 - 5.39 2110919.00 1970124.92 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 23090000.00 23090000.00 0.0043 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-10-20 2051-12-20 3 - 3.5 1487557.00 626062.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-01 2051-06-01 2.5 - 3.5 213214.00 178386.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-01 2052-01-01 2 - 4 12271516.00 6337503.35 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0005 7000000.00 7000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IFD152000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 2052-01-01 2 - 5.5 117039.00 79476.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-12-20 2051-04-20 2.5 - 3 4388669.00 3898011.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-08-01 2023-08-01 2.7 - 2.7 103302.00 102761.06 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 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 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.09% 2IGI19DL77OX0HC3ZE78 IGD755000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 5.996 - 5.996 100000.00 5534.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-03-01 2050-12-01 3 - 4.5 4446812.00 2034664.53 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0009 2000000.00 2000000.00 0.0004 N N N Y CIBC Bank U.S.A. CIBC Bank U.S.A., 0.14% 2IGI19DL77OX0HC3ZE78 IGA592000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-11-01 2052-01-01 2 - 5.5 6539591.00 3588203.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-04-01 2051-05-01 2 - 4 1445858.00 492082.56 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-04-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 4000000.00 4000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.35% 2IGI19DL77OX0HC3ZE78 IGE657000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2051-09-01 3.5 - 3.5 3618.00 3410.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-02-20 2051-02-20 2 - 2 1150543.00 1016659.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-07-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 1000000.00 1000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.38% 2IGI19DL77OX0HC3ZE78 IGE658000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2052-01-01 2 - 2 1044996.00 1020075.63 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-07-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 1000000.00 1000000.00 0.0002 N N Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 6.625 - 6.625 6000.00 8348.02 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2052-01-20 2 - 2 1000.00 988.82 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-30 2051-05-15 0.125 - 6.375 11656586.00 13239406.55 U.S. Treasuries (including strips) Federal Farm Credit Bank 2023-04-27 2033-04-21 0.175 - 1.72 35000.00 35032.56 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2031-09-26 2031-09-26 2.16 - 2.16 10000.00 9900.76 Agency Debentures and Agency Strips Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 13000000.00 13000000.00 0.0024 N Y Y N Citibank NA Citibank NA, 0.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2065-09-15 0.75 - 4.875 6000.00 7497.06 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-10-15 2051-05-15 0.125 - 6.125 1447600.00 1751267.31 U.S. Treasuries (including strips) Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 7000.00 5949.71 Agency Debentures and Agency Strips Federal Farm Credit Bank 2022-05-06 2025-01-21 0.25 - 1.32 244000.00 243362.06 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-12-08 2031-09-26 2.16 - 3.25 30000.00 31120.57 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-01-20 2052-01-20 2 - 2 1000.00 988.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-06-08 2022-06-08 0.25 - 0.25 2000.00 2000.25 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 7000.00 7122.78 Agency Debentures and Agency Strips Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 2000000.00 2000000.00 0.0004 N Y Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-07-20 2.5 - 4 9222930.00 9181010.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 9000000.00 9000000.00 0.0017 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 MBNUM2BPBDO7JBLYG310 IGH620000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2051-11-20 2 - 4.5 11601251.00 11971741.22 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-01-15 2030-01-15 0.125 - 0.125 16.00 19.14 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 11737000.00 11737000.00 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 1/31/2022 due 02/01/2022 1VUV7VQFKUOQSJ21A208 IGH620000_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 2050-12-20 2051-02-20 2 - 2 9485854.00 8139883.17 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2043-02-15 2051-05-15 2 - 3.125 2307425.00 2433619.50 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 10343000.00 10343000.00 0.0019 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 1/31/2022 due 02/01/2022 ANGGYXNX0JLX3X63JN86 IGH620000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2031-02-15 0.304 - 5.375 1412815.00 1439228.23 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1411000.00 1411000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IGH434000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 3977490.00 4120006.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 4000000.00 4000000.00 0.0007 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 IGF583000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 3977521.00 4120038.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0005 4000000.00 4000000.00 0.0007 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-15 2050-03-15 3.25 - 3.25 13559686.00 8240011.89 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 8000000.00 8000000.00 0.0015 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 2045-01-20 2048-08-20 3.5 - 4.5 11020255.00 2040002.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 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 2045-01-20 2049-06-20 3.5 - 4 123456310.00 26520243.21 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0005 26000000.00 26000000.00 0.0048 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 CYYGQCGNHMHPSMRL3R97 IGH620000_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 2026-08-01 2048-10-01 2.5 - 4.5 880986.00 586819.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-15 2051-09-20 2 - 4 2561240.00 2493536.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-05-01 2052-01-01 1.915 - 4.5 982587.00 511083.97 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 3521000.00 3521000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 1/31/2022 due 02/01/2022 KBVRJ5K57JZ3E2AVWX40 IGH620000_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 2022-02-28 2051-02-15 0 - 4.375 1444368.00 1463708.40 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1435000.00 1435000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 1/31/2022 due 02/01/2022 ZBUT11V806EZRVTWT807 IGH620000_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 2022-02-08 2022-09-30 0 - 1.875 5404646.00 5396827.94 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 5291000.00 5291000.00 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 1/31/2022 due 02/01/2022 ZOMOLU8CGIZRYZ7PFU34 IGH620000_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 2022-02-15 2051-05-15 0 - 6.375 11542058.00 12109564.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-09-01 2052-01-01 1.95 - 5 8951356.00 2923244.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 2052-01-01 2 - 5.5 16299654.00 5481845.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-02-20 2051-09-20 2.5 - 4 2924538.00 1367771.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 21421000.00 21421000.00 0.0039 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFG710000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-11-01 2048-03-01 1.881 - 3.5 26863698.00 5772929.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-12-01 2050-04-01 3 - 3.5 1076784.00 347403.87 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0007 6000000.00 6000000.00 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IFJ247000 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 2039-11-01 2042-06-01 3.5 - 4 773797.00 372381.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-03-01 2047-09-01 4 - 5.5 23750686.00 3707784.85 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-14 2022-03-14 2022-03-14 N N N 0.0007 4000000.00 4000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IGF088000 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 2039-09-01 2050-08-01 2.03 - 5 23787962.00 3092938.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-12-01 2052-01-01 3 - 4 5483152.00 3027145.27 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0007 6000000.00 6000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IGC427000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 2048-09-01 3.5 - 4.5 10332670.00 3255518.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-06-01 2048-01-01 3.5 - 4 3580675.00 824584.60 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-21 2022-03-21 2022-03-21 N N N 0.0007 4000000.00 4000000.00 0.0007 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 7TK5RJIZDFROZCA6XF66 IGH620000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 2022-08-31 2022-08-31 0 - 0 234720.00 233944.25 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2023-03-31 2.5 - 2.5 1714831.00 1761180.50 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 1956000.00 1956000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 1/31/2022 due 02/01/2022 OXTKY6Q8X53C9ILVV871 IGH620000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-02-15 2052-01-01 0.25 - 9 33155315.00 6386549.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-03-20 2069-10-20 1.5 - 10 15842886.00 5277886.29 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-05-10 2025-01-06 0.125 - 1.125 64663.00 64117.46 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-01 2060-09-01 0.25 - 9 66480777.00 20024054.07 Agency Mortgage-Backed Securities Resolution Funding Corp 5493006TKFPYISY2DS54 2030-01-15 2030-04-15 0 - 8.875 1016381.00 867268.94 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2023-03-17 2031-06-13 0.125 - 2.875 1540851.00 1515617.24 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-02-03 2051-11-15 0 - 7.625 42448027.00 40261377.69 U.S. Treasuries (including strips) Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 72908000.00 72908000.00 0.0134 N Y 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 4.5 203376.00 57568.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2036-03-01 5.5 - 5.5 3322892.00 45886.29 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-02-15 2050-02-15 0 - 7.125 7795600.00 9147463.70 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 2050-01-01 3 - 3.5 34919.00 17590.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 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 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IEG363000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2050-12-01 3 - 5.5 6718.00 774.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-04-05 2050-08-15 0 - 7.125 10003980.00 8979743.24 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2051-10-20 2 - 4.5 804292.00 270769.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 2050-01-01 3 - 4.5 2080.00 803.30 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 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 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IDJ386000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2049-10-01 3 - 3 1000.00 262.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-09-15 2051-11-20 2 - 4.5 85084.00 25614.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 2050-01-01 1.875 - 3.5 47062.00 38101.06 Agency Debentures and Agency Strips United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2050-08-15 0 - 3.375 16156882.00 9205694.18 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 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 0.0017 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 United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2049-05-15 0 - 7.125 7936500.00 9090170.23 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2050-12-01 3 - 5.5 83024.00 35621.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 4.5 168570.00 46103.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 2050-01-01 3 - 4.5 31204.00 18603.38 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 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 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGC459000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2049-10-01 3 - 5.5 1395093.00 362877.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-01-01 2050-01-01 3 - 4 17980.00 2643.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2051-12-20 2 - 4.5 50767689.00 6186612.53 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2050-11-15 0 - 2.875 1645409.00 1611071.11 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGH480000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 2048-07-01 4 - 4.5 4184.00 523.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2051-12-20 2 - 4.5 7923178.00 6934766.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2047-11-15 0 - 7.125 169959.00 206521.49 U.S. Treasuries (including strips) Y N/A N/A 2022-02-07 2022-02-07 2022-03-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 7000000.00 7000000.00 0.0013 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 1/31/2022 due 02/01/2022 549300QJJX6CVVUXLE15 IGH620000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2051-10-01 2.5 - 3 47022.00 16822.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 2051-02-15 0 - 6.5 7671714.00 7410994.69 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-06-15 2051-11-20 2 - 4.5 2081606.00 1776021.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 2049-08-01 3 - 5.5 103476.00 1321.40 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 9020000.00 9020000.00 0.0017 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HHH197000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-07-01 2051-09-01 1.5 - 4 5375631.00 4951090.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-08-01 2052-01-01 2 - 3 152077.00 150745.95 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0006 5000000.00 5000000.00 0.0009 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGG637000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-06-01 2052-01-01 2 - 4 1531983.00 1376580.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2057-02-01 1.5 - 5.8 28404765.00 15963535.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-03-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 17000000.00 17000000.00 0.0031 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGG150000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2057-02-01 1.5 - 4 14341601.00 8149047.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 2 - 6.5 1649527.00 1032374.68 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-03-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGH484000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2052-01-01 2 - 4.5 1167116.00 821425.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-12-01 2058-08-01 1.635 - 5.8 19991341.00 17538605.99 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-03-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 18000000.00 18000000.00 0.0033 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGF570000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-07-01 2058-08-01 1.5 - 5.5 24799522.00 21589729.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-01-01 2052-01-01 2 - 3.283 899424.00 850495.16 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-03-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 22000000.00 22000000.00 0.0041 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2058-08-01 1.5 - 4 9574793.00 4931905.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-06-01 2052-01-01 2 - 4 192706.00 169616.45 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 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 0.0009 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGF090000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 2057-02-01 1.5 - 4 6087771.00 3362924.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2052-01-01 2 - 4 1613451.00 717123.96 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-07 2022-02-07 2022-03-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 4000000.00 4000000.00 0.0007 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IGF532000 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 2022-02-22 2044-05-15 0 - 7.625 3562800.00 3627186.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-11-01 2051-11-01 2.5 - 2.5 462398.00 455764.18 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-02 2022-02-02 2022-02-02 N N N 0.0005 4000000.00 4000000.00 0.0007 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IGG121000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 2036-12-01 3.5 - 3.5 1000.00 1034.38 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-22 2041-08-15 0 - 2.375 9771200.00 9179081.77 U.S. Treasuries (including strips) Y N/A N/A 2022-02-03 2022-02-03 2022-02-03 N N N 0.0005 9000000.00 9000000.00 0.0017 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 1/31/2022 due 02/01/2022 5U0XI89JRFVHWIBS4F54 IGH620000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-09-01 2.5 - 3.5 21896928.00 4979527.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-06-20 2051-08-20 2.5 - 5 25443325.00 6636371.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-05-19 2050-05-15 0 - 4.75 32252210.00 32199376.59 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 38719768.00 18713666.76 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 61297000.00 61297000.00 0.0113 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 1/31/2022 due 02/01/2022 5U0XI89JRFVHWIBS4F54 IGH620000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 118523282.00 35655317.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 41407912.00 7651356.31 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 42255000.00 42255000.00 0.0078 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IGH454000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2050-07-20 2050-09-20 3 - 3.5 33192417.00 19380027.42 Agency Mortgage-Backed Securities Y N/A N/A 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 19000000.00 19000000.00 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 2022-02-01 2022-07-29 2022-07-29 N N N 0.0010 5001850.10 5001850.10 0.0009 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-03-09 2022-03-09 N N N 0.0005 11001870.00 11001870.00 0.0020 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-03-11 2022-03-11 N N N 0.0006 24004099.92 24004099.92 0.0044 N N N N Fannie Mae Fannie Mae, 0.24% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-05-19 2022-05-19 N N N 0.0008 12606032.00 12606032.00 0.0023 N N N N Fannie Mae Fannie Mae, 0.24% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-07-06 2022-07-06 N N N 0.0008 23015536.50 23015536.50 0.0042 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-06-24 2022-06-24 N N N 0.0008 17011210.65 17011210.65 0.0031 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-06-17 2022-06-17 N N N 0.0008 17010668.86 17010668.86 0.0031 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-06-15 2022-06-15 N N N 0.0008 17010513.99 17010513.99 0.0031 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-05-09 2022-05-09 N N N 0.0007 8004247.36 8004247.36 0.0015 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-05-04 2022-05-04 N N N 0.0008 9005448.24 9005448.24 0.0017 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 2022-02-01 2022-02-18 2022-02-18 N N N 0.0005 6000049.38 6000049.38 0.0011 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 2022-02-01 2022-03-08 2022-03-08 N N N 0.0006 4000079.20 4000079.20 0.0007 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 0.0037 1997096.32 1997096.32 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 0.0038 2995870.89 2995870.89 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.66% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-11-07 2022-11-07 N N N 0.0024 1003179.51 1003179.51 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 0.0027 1999056.62 1999056.62 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 0.0027 4997581.40 4997581.40 0.0009 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 0.0016 2999787.81 2999787.81 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 0.0033 1999260.86 1999260.86 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRW7 2549001DPIFGXC1TOL40 US3130APRW74 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0032 1999129.00 1999129.00 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 0.0033 5997387.00 5997387.00 0.0011 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 0.0032 2998674.66 2998674.66 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 0.0025 10994617.04 10994617.04 0.0020 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 0.0026 1998988.00 1998988.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APQ24 2549001DPIFGXC1TOL40 US3130APQ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-02 2022-05-02 2022-05-02 N N N 0.0026 2998400.46 2998400.46 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 0.0021 999781.60 999781.60 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 0.0021 999768.00 999768.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 313385UV6 2549001DPIFGXC1TOL40 US313385UV68 U.S. Government Agency Debt Y N/A N/A 2022-03-28 2022-03-28 2022-03-28 N N N 0.0009 1999709.74 1999709.74 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AQJL8 2549001DPIFGXC1TOL40 US3130AQJL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0026 999575.66 999575.66 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385UR5 2549001DPIFGXC1TOL40 US313385UR56 U.S. Government Agency Debt Y N/A N/A 2022-03-24 2022-03-24 2022-03-24 N N N 0.0010 4999292.05 4999292.05 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 313385UX2 2549001DPIFGXC1TOL40 US313385UX25 U.S. Government Agency Debt Y N/A N/A 2022-03-30 2022-03-30 2022-03-30 N N N 0.0010 999841.76 999841.76 0.0002 N N Y 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 0.0025 2998754.25 2998754.25 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 0.0027 1999018.52 1999018.52 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 2022-02-01 2022-11-18 2022-11-18 N N N 0.0008 6001339.62 6001339.62 0.0011 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 2022-02-01 2022-12-02 2022-12-02 N N N 0.0008 11002423.63 11002423.63 0.0020 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 2022-02-01 2022-05-12 2022-05-12 N N N 0.0008 26001842.62 26001842.62 0.0048 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 2022-02-01 2022-11-23 2022-11-23 N N N 0.0008 15003367.05 15003367.05 0.0028 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 2022-02-01 2022-12-08 2022-12-08 N N N 0.0009 10002029.10 10002029.10 0.0018 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 2022-02-01 2022-05-17 2022-05-17 N N N 0.0009 3000170.64 3000170.64 0.0006 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 2022-02-01 2022-12-15 2022-12-15 N N N 0.0008 10002203.40 10002203.40 0.0018 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 2022-02-01 2022-04-28 2022-04-28 N N N 0.0008 6000456.96 6000456.96 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-04-14 2022-04-14 N N N 0.0009 10000617.30 10000617.30 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 2022-02-01 2022-03-25 2022-03-25 N N N 0.0009 2000107.26 2000107.26 0.0004 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 2022-02-01 2022-02-25 2022-02-25 N N N 0.0009 4000119.64 4000119.64 0.0007 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 2022-02-01 2022-02-22 2022-02-22 N N N 0.0009 9000237.78 9000237.78 0.0017 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 2022-02-01 2022-02-28 2022-02-28 N N N 0.0009 11000369.05 11000369.05 0.0020 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 2022-02-01 2022-03-30 2022-03-30 N N N 0.0009 2000116.76 2000116.76 0.0004 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 2022-02-01 2022-08-12 2022-08-12 N N N 0.0006 8003455.28 8003455.28 0.0015 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 2022-02-01 2022-05-26 2022-05-26 N N N 0.0009 11001886.94 11001886.94 0.0020 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 2022-02-01 2022-09-15 2022-09-15 N N N 0.0008 6002426.34 6002426.34 0.0011 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 2022-02-01 2022-02-10 2022-02-10 N N N 0.0009 8000163.60 8000163.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385UZ7 2549001DPIFGXC1TOL40 US313385UZ72 U.S. Government Agency Debt Y N/A N/A 2022-04-01 2022-04-01 2022-04-01 N N N 0.0019 1999377.90 1999377.90 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VC7 2549001DPIFGXC1TOL40 US313385VC78 U.S. Government Agency Debt Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0019 2999019.42 2999019.42 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VD5 2549001DPIFGXC1TOL40 US313385VD51 U.S. Government Agency Debt Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0019 11996014.44 11996014.44 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VE3 2549001DPIFGXC1TOL40 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0019 4998313.00 4998313.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VF0 2549001DPIFGXC1TOL40 US313385VF00 U.S. Government Agency Debt Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0019 4998286.65 4998286.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VG8 2549001DPIFGXC1TOL40 US313385VG82 U.S. Government Agency Debt Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0019 6997564.42 6997564.42 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VM5 2549001DPIFGXC1TOL40 US313385VM50 U.S. Government Agency Debt Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0019 9996257.00 9996257.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VN3 2549001DPIFGXC1TOL40 US313385VN34 U.S. Government Agency Debt Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0019 3998481.72 3998481.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VS2 2549001DPIFGXC1TOL40 US313385VS21 U.S. Government Agency Debt Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0019 5997594.30 5997594.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VU7 2549001DPIFGXC1TOL40 US313385VU76 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0019 17992598.58 17992598.58 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.28% 313385XD3 2549001DPIFGXC1TOL40 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0028 999138.24 999138.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 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 0.0056 1993273.66 1993273.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AQP23 2549001DPIFGXC1TOL40 US3130AQP233 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0062 1997631.36 1997631.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 313384AV1 2549001DPIFGXC1TOL40 US313384AV14 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0077 8933463.72 8933463.72 0.0016 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-08-18 2022-08-18 N N N 0.0007 9003199.77 9003199.77 0.0017 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-08-03 2022-08-03 N N N 0.0007 10003448.10 10003448.10 0.0018 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-09-09 2022-09-09 N N N 0.0008 20007846.80 20007846.80 0.0037 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-07-29 2022-07-29 N N N 0.0007 10003878.40 10003878.40 0.0018 N N N N Freddie Mac Freddie Mac, 0.17% 3134GWGU4 S6XOOCT0IEG5ABCC6L87 US3134GWGU47 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-04-29 2022-04-29 N N N 0.0011 3000469.47 3000469.47 0.0006 N N N N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-04-18 2022-04-18 N N N 0.0011 19003978.22 19003978.22 0.0035 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-06-02 2022-06-02 N N N 0.0006 28417197.90 28417197.90 0.0052 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2022-02-01 2022-03-11 2022-03-11 N N N 0.0007 20003983.40 20003983.40 0.0037 N N N N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.07% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 1100000.00 1100000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.07% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 600000.00 600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.07% (Theatre Row Tower Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD77 US64986MD770 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0007 12600000.00 12600000.00 0.0023 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.07% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.06% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0006 200000.00 200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 1600000.00 1600000.00 0.0003 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.07% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 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% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0007 400000.00 400000.00 0.0001 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.06% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-02-07 2022-02-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0006 400000.00 400000.00 0.0001 N N Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2022-02-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer