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2.75 6952100.00 7140034.73 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 7000000.00 7000000.00 0.0012 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.05% G5GSEF7VJP5I7OUK5573 IHJ599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-07-31 2050-08-15 0.125 - 1.375 40233800.00 33931970.57 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 33000000.00 33000000.00 0.0058 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 2024-02-15 2050-08-15 0.125 - 6.75 2171100.00 2054463.55 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 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 2023-08-15 2043-05-15 2.5 - 6.875 5426900.00 6149588.86 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 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 2022-03-10 2051-05-15 0 - 7.125 1917200.00 2060365.41 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 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 2022-03-24 2047-02-15 0 - 4.5 3147000.00 4080814.60 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0012 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHF642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-10-31 2051-08-15 0.25 - 7.125 22889300.00 22441390.75 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0005 22000000.00 22000000.00 0.0039 N Y Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHG280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2041-11-15 0 - 3.125 8141700.00 8160141.95 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHG865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-15 2051-05-15 0 - 7.5 25514000.00 29580342.73 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 29000000.00 29000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHH297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2051-05-15 0 - 6.75 9881100.00 11220139.17 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 11000000.00 11000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHJ649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-16 2051-08-15 0 - 6.625 16176700.00 16320113.10 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 16000000.00 16000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.05% R0MUWSFPU8MPRO8K5P83 IHI689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2041-08-15 0.365 - 2 27120700.00 25500142.99 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 25000000.00 25000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 0.06% R0MUWSFPU8MPRO8K5P83 IHD432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-01-31 2041-11-15 0.429 - 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CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IHA160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2030-11-15 2051-05-15 0.875 - 3.375 2208200.00 2040098.20 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 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 2023-01-15 2048-11-15 0.375 - 4.625 3711900.00 4097120.35 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-04-25 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0016 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 - 3.375 4114700.00 4082761.97 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-06-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 4000000.00 4000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.36% 2IGI19DL77OX0HC3ZE78 IGC017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-31 2046-11-15 0.125 - 4.625 3736200.00 4116191.52 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-07-26 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0036 4000000.00 4000000.00 0.0007 N N Y N Citigroup Global Capital Markets, Inc. Citigroup Global Capital Markets, Inc., 0.06% MBNUM2BPBDO7JBLYG310 0000315030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-12-29 2027-02-28 0 - 1.875 12169700.00 12240741.96 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y CITIGROUP INC 1.0000 4 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 12000000.00 12000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IHH293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-11-30 2050-02-15 0.625 - 2.25 13702400.00 13321972.65 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 13000000.00 13000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IHI060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2028-06-30 2040-05-15 1.125 - 1.25 3167300.00 3060067.73 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 3000000.00 3000000.00 0.0005 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.05% 549300IMBXQ8SGH3HJ31 IHI674000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 2041-02-15 1.875 - 3.875 8998500.00 11220152.44 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N N N 0.0005 11000000.00 11000000.00 0.0019 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 2046-08-15 2046-08-15 2.25 - 2.25 4190000.00 4120073.14 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 4000000.00 4000000.00 0.0007 N Y Y N DNB Bank ASA DNB Bank ASA, 0.05% 549300GKFG0RYRRQ1414 IHJ607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2031-05-15 1.625 - 2.875 978000.00 1024828.63 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 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 2023-08-15 2049-11-15 0.25 - 2.875 2375136400.00 2415003360.79 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 2415000000.00 2415000000.00 0.4240 N Y Y N FICC ACAFB Repo Program FICC ACAFB Repo Program, 0.06% IHJ636000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 2008200.00 2044024.81 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 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 IHJ637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 0.5 - 0.5 7263000.00 7140082.90 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 7000000.00 7000000.00 0.0012 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 0.06% 549300H47WTHXPU08X20 IIA342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-11-15 2027-11-15 2.25 - 2.25 22902600.00 23461809.76 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 23000000.00 23000000.00 0.0040 N Y Y N Fixed Income Clearing Corp.- Morgan Stanley & CO LLC Fixed Income Clearing Corp.- Morgan Stanley & CO LLC, 0.05% IHJ594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 17061000.00 17340229.54 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 17000000.00 17000000.00 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 2023-10-31 2026-11-30 1.625 - 2.875 4125000.00 4091653.55 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 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, 0.17% 213800MBWEIJDM5CU638 IGI957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2028-09-30 1.125 - 2.375 4030800.00 4083495.87 U.S. Treasuries (including strips) Y N/A N/A 2022-04-04 2022-04-04 2022-04-04 N N N 0.0017 4000000.00 4000000.00 0.0007 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.17% 213800MBWEIJDM5CU638 IGJ384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2041-05-15 1.125 - 2.25 4086000.00 4078749.02 U.S. Treasuries (including strips) Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0017 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 2028-09-30 0.25 - 1.125 4140700.00 4083409.12 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 Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 IHB501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 1695100.00 2043812.61 U.S. Treasuries (including strips) Y N/A N/A 2022-03-11 2022-03-11 2022-03-11 N N N 0.0007 2000000.00 2000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.07% H7FNTJ4851HG0EXQ1Z70 IHC318000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-02-15 2.75 - 6 3952100.00 4078893.58 U.S. Treasuries (including strips) Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0007 4000000.00 4000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 0.19% H7FNTJ4851HG0EXQ1Z70 IHI115000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2026-02-15 2.5 - 6 3979700.00 4077576.99 U.S. Treasuries (including strips) Y N/A N/A 2022-03-28 2022-03-28 2022-03-28 N N N 0.0019 4000000.00 4000000.00 0.0007 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 0.05% RB0PEZSDGCO3JS6CEU02 IHJ631000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 0.375 - 0.375 15944000.00 15316094.89 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 15000000.00 15000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IHJ593000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2028-11-30 0.25 - 5.5 37114300.00 37718942.53 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 37000000.00 37000000.00 0.0065 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.05% U7M81AY481YLIOR75625 IHJ648000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2042-02-15 2042-02-15 2.375 - 2.375 4076300.00 4079139.76 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 4000000.00 4000000.00 0.0007 N Y Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IHF697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2052-02-15 0 - 6.625 4117300.00 4084502.29 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0005 4000000.00 4000000.00 0.0007 N N Y N Natixis SA Natixis SA, 0.06% KX1WK48MPD4Y2NCUIZ63 IGJ956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-25 2050-11-15 0 - 3.125 8673300.00 8196716.69 U.S. Treasuries (including strips) Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0014 N N Y N Norinchukin Bank Norinchukin Bank, 0.07% 5493007VSMFZCPV1NB83 IHG974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3944700.00 4080109.78 U.S. Treasuries (including strips) 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 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 19900.00 24078.44 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 4114700.00 4056333.64 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 25600.00 30975.28 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 1952800.00 2009500.26 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 Y N Norinchukin Bank Norinchukin Bank, 0.09% 5493007VSMFZCPV1NB83 IHE326000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 4142500.00 4079422.51 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 600.00 725.98 U.S. Treasuries (including strips) Y N/A N/A 2022-03-17 2022-03-17 2022-03-17 N N N 0.0009 4000000.00 4000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.10% 5493007VSMFZCPV1NB83 IFJ956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 4977400.00 5064899.60 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 6.75 - 6.75 29600.00 35815.17 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, 0.12% 5493007VSMFZCPV1NB83 IHF047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3961100.00 4080193.58 U.S. Treasuries (including strips) Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0012 4000000.00 4000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 0.12% 5493007VSMFZCPV1NB83 IHF651000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 3026700.00 3060128.21 U.S. Treasuries (including strips) Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0012 3000000.00 3000000.00 0.0005 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 32600.00 39445.08 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 6169300.00 6081859.48 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 Norinchukin Bank Norinchukin Bank, 0.18% 5493007VSMFZCPV1NB83 IHG292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2025-06-30 2027-05-15 1.5 - 2.75 6215300.00 6120344.34 U.S. Treasuries (including strips) Y N/A N/A 2022-03-22 2022-03-22 2022-03-22 N N N 0.0018 6000000.00 6000000.00 0.0011 N N N Y 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 2026-02-15 2051-08-15 1.125 - 6 7985400.00 8238137.64 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGC051000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2047-11-15 0.5 - 5.25 8267400.00 8163636.18 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 8000000.00 8000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.06% 549300QJJX6CVVUXLE15 IGF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-04-30 2049-02-15 0.125 - 5.25 7748100.00 8160504.33 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 8000000.00 8000000.00 0.0014 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.06% ES7IP3U3RHIGC71XBU11 IEG582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2041-11-15 0.125 - 2.5 1987400.00 2040377.05 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-09 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 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 2023200.00 2040306.79 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-08 Y ROYAL BANK OF CAN (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-10 2050-11-15 0 - 7.125 8372400.00 8160215.45 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 8000000.00 8000000.00 0.0014 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.05% SUVUFHICNZMP2WKHG940 IHJ628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2024-02-29 1.5 - 1.5 2037900.00 2040049.98 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 2000000.00 2000000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.15% 912796T90 US912796T908 U.S. Treasury Debt Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 N N N 0.0015 3999190.12 3999190.12 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796G45 US912796G459 U.S. Treasury Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0018 3699056.50 3699056.50 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.18% 912796P37 US912796P377 U.S. Treasury Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0018 1099672.13 1099672.13 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.23% 912796P45 US912796P450 U.S. Treasury Debt Y N/A N/A 2022-05-05 2022-05-05 2022-05-05 N N N 0.0023 51312534.40 51312534.40 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.25% 912796U80 US912796U807 U.S. Treasury Debt Y N/A N/A 2022-05-10 2022-05-10 2022-05-10 N N N 0.0025 1999008.34 1999008.34 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796Q28 US912796Q284 U.S. Treasury Debt Y N/A N/A 2022-05-12 2022-05-12 2022-05-12 N N N 0.0028 40877300.50 40877300.50 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.28% 912796U98 US912796U989 U.S. Treasury Debt Y N/A N/A 2022-05-17 2022-05-17 2022-05-17 N N N 0.0028 11393014.19 11393014.19 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.30% 912796H44 US912796H440 U.S. Treasury Debt Y N/A N/A 2022-05-19 2022-05-19 2022-05-19 N N N 0.0030 37674822.43 37674822.43 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796V22 US912796V227 U.S. Treasury Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0031 31077213.96 31077213.96 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.31% 912796Q36 US912796Q367 U.S. Treasury Debt Y N/A N/A 2022-05-26 2022-05-26 2022-05-26 N N N 0.0031 18486189.20 18486189.20 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796V30 US912796V300 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0035 999115.28 999115.28 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.35% 912796Q44 US912796Q441 U.S. Treasury Debt Y N/A N/A 2022-06-02 2022-06-02 2022-06-02 N N N 0.0035 34968535.00 34968535.00 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.37% 912796R35 US912796R357 U.S. Treasury Debt Y N/A N/A 2022-06-09 2022-06-09 2022-06-09 N N N 0.0037 29669371.88 29669371.88 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.39% 912796V89 US912796V896 U.S. Treasury Debt Y N/A N/A 2022-06-07 2022-06-07 2022-06-07 N N N 0.0039 53243050.55 53243050.55 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.40% 912796J42 US912796J420 U.S. Treasury Debt Y N/A N/A 2022-06-16 2022-06-16 2022-06-16 N N N 0.0040 1997599.94 1997599.94 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796V97 US912796V979 U.S. Treasury Debt Y N/A N/A 2022-06-14 2022-06-14 2022-06-14 N N N 0.0045 4993466.65 4993466.65 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.45% 912796R43 US912796R431 U.S. Treasury Debt Y N/A N/A 2022-06-23 2022-06-23 2022-06-23 N N N 0.0045 45935154.26 45935154.26 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.46% 912796W21 US912796W217 U.S. Treasury Debt Y N/A N/A 2022-06-21 2022-06-21 2022-06-21 N N N 0.0046 9985688.90 9985688.90 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.49% 912796W39 US912796W399 U.S. Treasury Debt Y N/A N/A 2022-06-28 2022-06-28 2022-06-28 N N N 0.0049 21964547.88 21964547.88 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.51% 912796R68 US912796R688 U.S. Treasury Debt Y N/A N/A 2022-07-07 2022-07-07 2022-07-07 N N N 0.0051 9981911.10 9981911.10 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% 912796K57 US912796K576 U.S. Treasury Debt Y N/A N/A 2022-07-14 2022-07-14 2022-07-14 N N N 0.0053 80839392.39 80839392.39 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.54% 912796S42 US912796S421 U.S. Treasury Debt Y N/A N/A 2022-07-21 2022-07-21 2022-07-21 N N N 0.0054 33927713.96 33927713.96 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.57% 912796S59 US912796S595 U.S. Treasury Debt Y N/A N/A 2022-07-28 2022-07-28 2022-07-28 N N N 0.0057 34817664.97 34817664.97 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.60% 912796S67 US912796S678 U.S. Treasury Debt Y N/A N/A 2022-08-04 2022-08-04 2022-08-04 N N N 0.0060 32915058.00 32915058.00 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% 912796L64 US912796L640 U.S. Treasury Debt Y N/A N/A 2022-08-11 2022-08-11 2022-08-11 N N N 0.0063 9772256.30 9772256.30 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% 912796M71 US912796M713 U.S. Treasury Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0067 5233846.09 5233846.09 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.72% 912796M89 US912796M895 U.S. Treasury Debt Y N/A N/A 2022-10-06 2022-10-06 2022-10-06 N N N 0.0072 9957264.60 9957264.60 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.73% 912796N96 US912796N968 U.S. Treasury Debt Y N/A N/A 2022-11-03 2022-11-03 2022-11-03 N N N 0.0073 1990154.30 1990154.30 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.89% 912796S34 US912796S348 U.S. Treasury Debt Y N/A N/A 2023-01-26 2023-01-26 2023-01-26 N N N 0.0089 35711202.60 35711202.60 0.0063 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 0.0035 23055066.37 23055066.37 0.0040 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 0.0036 28065401.00 28065401.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.05% to 0.16% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y N/A N/A 2022-04-30 2022-04-30 2022-04-30 N N N 0.0036 11027968.38 11027968.38 0.0019 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 0.0033 55980228.08 55980228.08 0.0098 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y N/A N/A 2022-03-15 2022-03-15 2022-03-15 N N N 0.0028 3002597.04 3002597.04 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0023 10012893.60 10012893.60 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.13% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0049 30104935.20 30104935.20 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0047 22980062.45 22980062.45 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y N/A N/A 2022-05-31 2022-05-31 2022-05-31 N N N 0.0049 13041419.04 13041419.04 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.26% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0052 22969677.49 22969677.49 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.12% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0054 30159471.00 30159471.00 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.10% 912828XQ8 254900HROIFWPRGM1V77 US912828XQ82 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0065 59336484.08 59336484.08 0.0104 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.09% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0062 10052734.40 10052734.40 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.11% 91282CAC5 254900HROIFWPRGM1V77 US91282CAC55 U.S. Treasury Debt Y N/A N/A 2022-07-31 2022-07-31 2022-07-31 N N N 0.0061 17963437.50 17963437.50 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.07% to 0.08% 912828YA2 254900HROIFWPRGM1V77 US912828YA22 U.S. Treasury Debt Y N/A N/A 2022-08-15 2022-08-15 2022-08-15 N N N 0.0063 27108632.88 27108632.88 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.10% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y N/A N/A 2022-03-31 2022-03-31 2022-03-31 N N N 0.0024 2002784.56 2002784.56 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y N/A N/A 2022-07-15 2022-07-15 2022-07-15 N N N 0.0057 4017812.48 4017812.48 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 0.0065 7031718.75 7031718.75 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0071 17098281.25 17098281.25 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.14% 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0072 22099687.50 22099687.50 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.25% 912828XW5 254900HROIFWPRGM1V77 US912828XW50 U.S. Treasury Debt Y N/A N/A 2022-06-30 2022-06-30 2022-06-30 N N N 0.0054 16065048.96 16065048.96 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.10% 91282CAG6 254900HROIFWPRGM1V77 US91282CAG69 U.S. Treasury Debt Y N/A N/A 2022-08-31 2022-08-31 2022-08-31 N N N 0.0071 2991328.14 2991328.14 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.14% 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y N/A N/A 2022-09-15 2022-09-15 2022-09-15 N N N 0.0071 24102187.44 24102187.44 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.12% 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0076 13948046.84 13948046.84 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.09% to 0.17% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0077 10057031.20 10057031.20 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y N/A N/A 2022-09-30 2022-09-30 2022-09-30 N N N 0.0077 14090234.34 14090234.34 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.32% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y N/A N/A 2022-10-31 2022-10-31 2022-10-31 N N N 0.0084 2013828.12 2013828.12 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.37% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y N/A N/A 2022-03-01 2024-01-31 2024-01-31 N N N 0.0033 4002783.96 4002783.96 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-07-31 2023-07-31 N N N 0.0030 150234976.50 150234976.50 0.0264 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.41% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-04-30 2023-04-30 N N N 0.0039 19006341.44 19006341.44 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-10-31 2023-10-31 N N N 0.0031 65117345.80 65117345.80 0.0114 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y N/A N/A 2022-03-01 2023-01-31 2023-01-31 N N N 0.0039 28620547.45 28620547.45 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-07-31 2022-07-31 N N N 0.0037 49013498.03 49013498.03 0.0086 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-10-31 2022-10-31 N N N 0.0040 3000717.15 3000717.15 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y N/A N/A 2022-11-30 2022-11-30 2022-11-30 N N N 0.0096 1007812.50 1007812.50 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 0.0100 992734.38 992734.38 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 0.0102 2018437.50 2018437.50 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y N/A N/A 2022-03-01 2022-04-30 2022-04-30 N N N 0.0028 25008988.00 25008988.00 0.0044 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.68% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y N/A N/A 2023-01-31 2023-01-31 2023-01-31 N N N 0.0106 1982812.50 1982812.50 0.0003 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV, 0.05% IHJ604000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 2051-11-01 2 - 4 7853101.00 4523720.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-09-20 2051-09-20 2.5 - 2.5 7976.00 7736.83 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2027-05-15 1.875 - 2.375 6387100.00 6586058.29 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-11-01 2051-04-01 2 - 4.5 1706004.00 1122571.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 12000000.00 12000000.00 0.0021 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 0.05%, dated 2/28/2022 due 03/01/2022 B4TYDEB6GKMZO031MB27 IIA408000_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 188995165.00 30333606.90 Agency Collateralized Mortgage Obligation Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 29517000.00 29517000.00 0.0052 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.05%, dated 2/28/2022 due 03/01/2022 L3I9ZG2KFGXZ61BMYR72 IIA408000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-10-31 2026-10-31 1.125 - 1.125 1936938.00 1888023.34 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1851000.00 1851000.00 0.0003 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IHI779000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 2036-10-01 2 - 2 1000.00 946.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-02-20 2057-03-15 2.23 - 3.5 3043135.00 3059072.09 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 3000000.00 3000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IAG893000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2052-02-01 2.5 - 2.5 2808.00 2756.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2027-04-01 2052-02-01 2 - 3 48500.00 6147.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-10-20 2047-10-20 3.5 - 3.5 3006636.00 3051988.90 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 3000000.00 3000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.06% 3Y4U8VZURTYWI1W2K376 IGA457000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2052-02-01 2.5 - 3 2099817.00 2033337.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-10-01 2052-02-01 2.5 - 4.5 31134.00 6823.28 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 2000000.00 2000000.00 0.0004 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.05%, dated 2/28/2022 due 03/01/2022 VJW2DOOHGDT6PR0ZRO63 IIA408000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-03-25 2052-03-01 0.25 - 9 6921977.00 5953871.50 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-17 2032-02-15 0 - 1.875 535262.00 532780.60 U.S. Treasuries (including strips) Federal Farm Credit Bank 2022-04-01 2029-05-23 0.085 - 5.25 891234.00 883303.30 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-06-03 2026-11-25 0.25 - 3.375 210192.00 212086.67 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 2022-05-15 2052-02-20 1.5 - 9 11233058.00 10804373.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2022-10-01 2052-03-01 0.125 - 8 5399756.00 4793964.20 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 172.00 179.19 Agency Debentures and Agency Strips Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 22726000.00 22726000.00 0.0040 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.05%, dated 2/28/2022 due 03/01/2022 8NAV47T0Y26Q87Y0QP81 IIA408000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2026-08-15 1.5 - 2.875 4123875.00 4137746.40 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2061-06-20 2072-01-20 1.271 - 5.39 4288194.00 4108630.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 2060-09-01 2 - 4.5 22014991.00 16598818.51 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0005 24358000.00 24358000.00 0.0043 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IGI029000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-10-01 2052-03-01 1.5 - 6.5 14849753.00 1898304.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2031-10-01 2051-10-01 3 - 7 40394180.00 467738.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2027-04-15 2049-05-15 3 - 7.5 3898959.00 694083.81 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 3000000.00 3000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.06% 2IGI19DL77OX0HC3ZE78 IHH002000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 2052-03-01 1.5 - 6 7519072.00 4890269.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2037-07-15 2037-07-15 6 - 6 985782.00 209778.67 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0005 5000000.00 5000000.00 0.0009 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 2052-03-01 2 - 4.5 4714696.00 2035172.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 5.938 - 5.938 100000.00 5328.13 Agency Collateralized Mortgage Obligation 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-04-01 2052-03-01 2 - 4.5 1622795.00 534783.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-11-01 2052-03-01 1.5 - 5.5 6705564.00 3545946.18 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-04-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0014 4000000.00 4000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.26% 2IGI19DL77OX0HC3ZE78 IGI031000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 2052-01-01 3 - 3.5 73124.00 74926.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2052-03-01 1.5 - 5.5 4840527.00 1773564.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-12-20 2047-12-20 4 - 4 346535.00 191906.37 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-05-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0026 2000000.00 2000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 0.29% 2IGI19DL77OX0HC3ZE78 IGI032000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 2052-03-01 1.5 - 5.5 8387529.00 2040443.88 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-05-23 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0029 2000000.00 2000000.00 0.0004 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-05-01 2051-10-01 3 - 4.5 2443011.00 982542.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 2052-03-01 2 - 4.06 39331.00 37804.26 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-07-05 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0035 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 2049-07-01 2052-03-01 1.5 - 5 1078316.00 1020377.13 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-07-14 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0038 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 United States Treasury 254900HROIFWPRGM1V77 2022-04-30 2051-05-15 0 - 6.75 9788538.00 10749281.85 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2028-04-15 2052-02-20 2 - 7 6467688.00 1507888.46 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2023-11-06 2033-04-21 0.185 - 1.72 34000.00 34018.14 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-03-30 2031-09-26 0 - 2.75 255000.00 254965.68 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-10 2052-03-01 0.25 - 6.625 1735870.00 1748649.34 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 14000000.00 14000000.00 0.0025 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 United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2052-02-15 0.125 - 7.125 2060500.00 2011330.76 U.S. Treasuries (including strips) Resolution Funding Corp 2030-01-15 2030-01-15 0 - 0 6000.00 5045.08 Agency Debentures and Agency Strips Tennessee Valley Authority 549300HE1ISW43LNKM54 2025-05-15 2065-09-15 0.75 - 5.88 7000.00 8771.09 Agency Debentures and Agency Strips Federal Farm Credit Bank 2024-07-24 2024-07-24 2.95 - 2.95 5000.00 5172.22 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 2031-09-26 2031-09-26 2.16 - 2.16 10000.00 9776.67 Agency Debentures and Agency Strips Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 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 2051-06-20 2051-06-20 3 - 4 10097731.00 9180575.09 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0006 9000000.00 9000000.00 0.0016 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 MBNUM2BPBDO7JBLYG310 IIA408000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-09-20 2065-03-20 0.449 - 4.5 12438744.00 12437685.51 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2023-01-15 0.125 - 0.125 61783.00 77467.91 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0005 12269000.00 12269000.00 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 2/28/2022 due 03/01/2022 1VUV7VQFKUOQSJ21A208 IIA408000_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 2051-04-20 2 - 3 6741491.00 5657192.52 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-11-15 2028-08-31 0.125 - 2.375 9517911.00 9369468.60 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 14732000.00 14732000.00 0.0026 N Y Y N Credit Suisse Ag Ny In a joint trading account with Credit Suisse Ag Ny at 0.05%, dated 2/28/2022 due 03/01/2022 ANGGYXNX0JLX3X63JN86 IIA408000_76547 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2043-08-15 0.25 - 3.625 1617475.00 1510622.30 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1481000.00 1481000.00 0.0003 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.05% 7LTWFZYICNSX8D621K86 IHJ602000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-06-15 2024-06-15 3.35 - 3.35 5006650.00 5150007.91 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 5000000.00 5000000.00 0.0009 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 0.06% 7LTWFZYICNSX8D621K86 IHH269000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-04-15 2045-04-15 3.25 - 3.25 4981997.00 5150047.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 5000000.00 5000000.00 0.0009 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 2056-01-15 2056-01-15 3 - 3 9882474.00 9270013.55 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 9000000.00 9000000.00 0.0016 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 0.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2048-01-20 2048-01-20 3 - 3 8070547.00 2040003.00 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-06-01 2049-06-01 5.5 - 5.5 141388.00 34602.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-01-20 2052-02-20 3.5 - 5 72304988.00 27433684.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-05-01 2047-01-01 3.5 - 5.5 376000.00 71965.74 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 27000000.00 27000000.00 0.0047 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 CYYGQCGNHMHPSMRL3R97 IIA408000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2033-09-01 2051-11-01 2.5 - 4 1126637.00 949353.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-11-20 2051-09-20 3 - 4.5 6104305.00 1411936.13 Agency Mortgage-Backed Securities Tennessee Valley Authority 549300HE1ISW43LNKM54 2030-05-01 2038-01-15 0 - 0 59647.00 46761.17 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-05-01 2056-02-01 2 - 4.5 1900436.00 1355753.98 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 3690000.00 3690000.00 0.0006 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.05%, dated 2/28/2022 due 03/01/2022 KBVRJ5K57JZ3E2AVWX40 IIA408000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-31 2052-02-15 0 - 4.375 1455041.00 1536471.72 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1504000.00 1504000.00 0.0003 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.05%, dated 2/28/2022 due 03/01/2022 ZBUT11V806EZRVTWT807 IIA408000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-21 2022-06-21 0 - 0 5913518.00 5904806.92 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 5789000.00 5789000.00 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 2/28/2022 due 03/01/2022 ZOMOLU8CGIZRYZ7PFU34 IIA408000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-06-14 2051-05-15 0 - 4.75 11800842.00 11869865.39 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 2052-02-01 2 - 6 15810947.00 7359865.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-05-01 2052-02-01 2 - 5 6131025.00 1832268.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2039-11-15 2052-01-20 2.5 - 6 5924068.00 2053583.69 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 22650000.00 22650000.00 0.0040 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IHA920000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 2050-11-01 1.893 - 4.5 24253940.00 4066660.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2043-12-01 2043-12-01 4 - 4 74772.00 13504.82 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-11 2022-04-11 2022-04-11 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 IHE206000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2045-08-01 2049-10-01 3 - 4.5 15200913.00 4893538.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-04-01 2051-05-01 2 - 4.5 2531938.00 2246656.23 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0007 7000000.00 7000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.07% K5HU16E3LMSVCCJJJ255 IHE203000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-01 2051-08-01 2 - 4.5 4324662.00 1819947.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2035-08-01 2052-02-01 2 - 4 10635568.00 4300219.40 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-19 2022-04-19 2022-04-19 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 IHE205000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-01 2050-08-01 2 - 4.5 2382649.00 1793570.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-03-01 2049-05-01 2.48 - 4.5 8776268.00 2286540.25 Agency Mortgage-Backed Securities Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 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 2/28/2022 due 03/01/2022 7TK5RJIZDFROZCA6XF66 IIA408000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-08-25 2022-08-25 0 - 0 749214.00 746791.29 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2047-07-20 2050-10-20 2 - 3.5 1804000.00 1344220.05 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 2050000.00 2050000.00 0.0004 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.05%, dated 2/28/2022 due 03/01/2022 OXTKY6Q8X53C9ILVV871 IIA408000_07426 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 2035-06-15 2056-04-01 4.65 - 5.375 218784.00 324716.66 Agency Debentures and Agency Strips Resolution Funding Corp 2030-04-15 2030-04-15 8.875 - 8.875 3409.00 5250.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-04-20 2051-10-01 0.125 - 2.5 816904.00 799166.00 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-03 2041-08-15 0 - 6.125 57401798.00 57064756.00 U.S. Treasuries (including strips) Federal Home Loan Banks 2549001DPIFGXC1TOL40 2022-03-25 2032-01-28 0 - 2.375 13912390.00 13862052.90 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-10 2042-04-01 0.25 - 5.625 557405.00 488352.87 Agency Debentures and Agency Strips Federal Farm Credit Bank 2023-04-13 2035-02-23 0.125 - 3.25 771642.00 768308.61 Agency Debentures and Agency Strips Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 71875000.00 71875000.00 0.0126 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IHG885000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2036-03-01 2050-12-01 3 - 5.5 79053.00 33932.77 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2023-01-15 2049-08-15 0 - 2.5 7020700.00 8215649.94 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-10-15 2041-09-20 4 - 4.5 13593045.00 928681.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-08-01 2050-11-01 2 - 5.5 177777.00 63624.46 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 9000000.00 9000000.00 0.0016 N Y Y N RBC Dominion Securities RBC Dominion Securities, 0.05% 549300QJJX6CVVUXLE15 IHI023000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2049-10-01 3 - 3 1000.00 249.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-08-01 2050-11-01 2 - 5.5 5876766.00 235115.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2047-03-20 3.5 - 4.5 264452.00 56526.44 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2026-02-15 2050-08-15 0 - 6 16269213.00 8974781.11 U.S. Treasuries (including strips) Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 9000000.00 9000000.00 0.0016 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 United States Treasury 254900HROIFWPRGM1V77 2022-04-15 2049-08-15 0 - 5.25 7618409.00 8222369.30 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-12-01 2050-12-01 3 - 3 1253.00 624.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 2050-11-01 2 - 4.5 11904648.00 821309.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-09-20 2051-11-20 2 - 4.5 746275.00 215617.12 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0016 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 2041-09-01 2050-11-01 2 - 4.5 1707813.00 431464.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-01-20 2051-10-20 2 - 3 4424890.00 3727728.90 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2049-08-15 0 - 0.625 2416900.00 3010448.40 U.S. Treasuries (including strips) Y N/A N/A 2022-03-07 2022-03-07 2022-03-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0006 7000000.00 7000000.00 0.0012 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.05%, dated 2/28/2022 due 03/01/2022 549300QJJX6CVVUXLE15 IIA408000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-05-31 2052-02-15 0 - 6.5 29130935.00 29018366.56 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 2050-12-01 3 - 3 2727533.00 809468.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2041-12-20 2051-12-20 2 - 4.5 12473198.00 9468798.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 2050-11-01 2 - 5 4151980.00 1023795.01 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 39367000.00 39367000.00 0.0069 N Y Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 HJG261000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2052-03-01 2 - 4 346050.00 173204.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2057-02-01 1.87 - 4 9956945.00 4928554.99 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0006 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 2 - 6.5 1937858.00 712743.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2057-02-01 1.63 - 5 6175886.00 3367499.84 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-17 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 4000000.00 4000000.00 0.0007 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 2029-12-01 2057-02-01 1.63 - 5.5 25009629.00 21515502.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2052-01-01 1.823 - 4 1553979.00 925769.33 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 22000000.00 22000000.00 0.0039 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGG637000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2057-02-01 1.87 - 5.8 28129262.00 15260641.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 2 - 6.5 4795571.00 2080287.33 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 17000000.00 17000000.00 0.0030 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2057-02-01 1.635 - 5.8 19888819.00 17256948.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-11-01 2052-01-01 1.823 - 4.5 1963429.00 1103938.71 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 18000000.00 18000000.00 0.0032 N N Y N RBC Financial Group RBC Financial Group, 0.06% ES7IP3U3RHIGC71XBU11 IGG150000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2057-02-01 1.87 - 5 14797793.00 8156945.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2023-12-15 2052-01-01 2 - 6.5 1966526.00 1024745.36 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-03-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0006 9000000.00 9000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 0.07% ES7IP3U3RHIGC71XBU11 IIA333000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-09-01 2052-01-01 2 - 4 595180.00 265100.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 2052-03-01 1.87 - 5 5376325.00 4834909.58 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-07 2022-03-07 2022-05-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0007 5000000.00 5000000.00 0.0009 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 2/28/2022 due 03/01/2022 O2RNE8IBXP4R0TD8PU41 IIA408000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-03-24 2050-11-15 0 - 6.125 7715537.00 7535733.22 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 7386000.00 7386000.00 0.0013 N Y Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHH310000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.54 - 3.54 1000.00 1069.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2046-07-20 2051-02-20 2 - 4 166332.00 29338.92 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-03-03 2048-08-15 0 - 7.125 3912444.00 5103200.23 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 5000000.00 5000000.00 0.0009 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHH283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2044-08-15 0 - 2 19230447.00 18360530.47 U.S. Treasuries (including strips) Y N/A N/A 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 18000000.00 18000000.00 0.0032 N N Y N Societe Generale Societe Generale, 0.05% O2RNE8IBXP4R0TD8PU41 IHI022000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2022-04-28 2047-02-15 0 - 7.125 8811665.00 9151226.05 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2051-09-01 2.5 - 2.5 15630.00 14892.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-03-20 2051-10-20 1.5 - 2.5 36582.00 31018.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-04-01 2051-04-01 2 - 2 1003.00 905.53 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 9000000.00 9000000.00 0.0016 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.05%, dated 2/28/2022 due 03/01/2022 5U0XI89JRFVHWIBS4F54 IIA408000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2046-08-01 2049-08-01 3.5 - 3.5 18809583.00 3716964.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2040-02-20 2051-08-20 2.5 - 5 24743186.00 3464870.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 2051-10-01 2 - 4 28356590.00 15370048.65 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-06-02 2049-08-15 0 - 4.75 34025313.00 33722195.16 U.S. Treasuries (including strips) Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 55167000.00 55167000.00 0.0097 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.05%, dated 2/28/2022 due 03/01/2022 5U0XI89JRFVHWIBS4F54 IIA408000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2042-10-20 2046-03-20 3 - 3.5 43732356.00 7782565.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 2050-06-01 2 - 4 123885808.00 35778405.03 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 42531000.00 42531000.00 0.0075 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 0.06% SUVUFHICNZMP2WKHG940 IHI703000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2051-07-20 2051-10-20 2.5 - 3 23556095.00 22440137.47 Agency Mortgage-Backed Securities Y N/A N/A 2022-03-04 2022-03-04 2022-03-04 N N N 0.0005 22000000.00 22000000.00 0.0039 N N Y N Fannie Mae Fannie Mae, 0.17% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-29 2022-07-29 N N N 0.0010 5001559.65 5001559.65 0.0009 N N N N Fannie Mae Fannie Mae, 0.22% 3135G02A0 B1V7KEBTPIMZEU4LTD58 US3135G02A02 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-11 2022-03-11 N N N 0.0007 24001079.04 24001079.04 0.0042 N N N N Fannie Mae Fannie Mae, 0.22% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-09 2022-03-09 N N N 0.0007 11000415.58 11000415.58 0.0019 N N N N Fannie Mae Fannie Mae, 0.24% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-19 2022-05-19 N N N 0.0008 12604359.47 12604359.47 0.0022 N N N N Fannie Mae Fannie Mae, 0.24% 3135G05D1 B1V7KEBTPIMZEU4LTD58 US3135G05D14 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-06 2022-07-06 N N N 0.0008 23012736.25 23012736.25 0.0040 N N N N Fannie Mae Fannie Mae, 0.25% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-06-24 2022-06-24 N N N 0.0008 17009005.24 17009005.24 0.0030 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-06-15 2022-06-15 N N N 0.0008 17008305.86 17008305.86 0.0030 N N N N Fannie Mae Fannie Mae, 0.25% 3135G04Y6 B1V7KEBTPIMZEU4LTD58 US3135G04Y69 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-06-17 2022-06-17 N N N 0.0008 17008461.41 17008461.41 0.0030 N N N N Fannie Mae Fannie Mae, 0.27% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-09 2022-05-09 N N N 0.0008 8002951.20 8002951.20 0.0014 N N N N Fannie Mae Fannie Mae, 0.32% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 0000310522 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-04 2022-05-04 N N N 0.0005 9004371.30 9004371.30 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.08% 3133EMJL7 US3133EMJL73 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-08 2022-03-08 N N N 0.0006 4000015.84 4000015.84 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 0.0048 1996736.34 1996736.34 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 0.0050 2994913.02 2994913.02 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.80% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-11-07 2022-11-07 N N N 0.0034 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 0.0022 1999555.38 1999555.38 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.05% 3130AP6C4 2549001DPIFGXC1TOL40 US3130AP6C48 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0022 4998803.45 4998803.45 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AR5Y3 2549001DPIFGXC1TOL40 US3130AR5Y31 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-26 2022-07-26 N N N 0.0006 29999999.40 29999999.40 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AR3W9 2549001DPIFGXC1TOL40 US3130AR3W92 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-09-22 2022-09-22 N N N 0.0006 18999999.62 18999999.62 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130AR5Z0 2549001DPIFGXC1TOL40 US3130AR5Z06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-08-02 2022-08-02 N N N 0.0006 31999999.36 31999999.36 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APKE4 2549001DPIFGXC1TOL40 US3130APKE40 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0014 1999912.80 1999912.80 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 0.0016 5999485.20 5999485.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APRW7 2549001DPIFGXC1TOL40 US3130APRW74 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-29 2022-03-29 2022-03-29 N N N 0.0017 1999828.40 1999828.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APSZ9 2549001DPIFGXC1TOL40 US3130APSZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-30 2022-03-30 2022-03-30 N N N 0.0017 2999727.54 2999727.54 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APPV1 2549001DPIFGXC1TOL40 US3130APPV10 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-28 2022-04-28 2022-04-28 N N N 0.0025 10996630.48 10996630.48 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.06% 3130APPX7 2549001DPIFGXC1TOL40 US3130APPX75 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-04-29 2022-04-29 2022-04-29 N N N 0.0025 1999367.34 1999367.34 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 2998957.80 2998957.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.07% 3130APY58 2549001DPIFGXC1TOL40 US3130APY583 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-18 2022-03-18 2022-03-18 N N N 0.0035 999851.90 999851.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.08% 3130AR6N6 2549001DPIFGXC1TOL40 US3130AR6N66 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2023-09-01 2023-09-01 N N N 0.0008 9000000.00 9000000.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.09% 3130AQJL8 2549001DPIFGXC1TOL40 US3130AQJL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-20 2022-05-20 2022-05-20 N N N 0.0032 999555.75 999555.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% to 0.12% 3130AQGL1 2549001DPIFGXC1TOL40 US3130AQGL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0034 1998930.82 1998930.82 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.10% 3130AQGC1 2549001DPIFGXC1TOL40 US3130AQGC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-05-27 2022-05-27 2022-05-27 N N N 0.0034 2998396.23 2998396.23 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-12-08 2022-12-08 N N N 0.0009 10001838.40 10001838.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-11-18 2022-11-18 N N N 0.0008 6001202.64 6001202.64 0.0011 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 2022-03-01 2022-12-15 2022-12-15 N N N 0.0008 10002002.80 10002002.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHJ8 2549001DPIFGXC1TOL40 US3130AKHJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-11-23 2022-11-23 N N N 0.0008 15003030.60 15003030.60 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKGC4 2549001DPIFGXC1TOL40 US3130AKGC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-17 2022-05-17 N N N 0.0009 3000123.42 3000123.42 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.11% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-02 2022-12-02 2022-12-02 N N N 0.0008 11002207.48 11002207.48 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-04-28 2022-04-28 N N N 0.0008 6000310.32 6000310.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130AKC79 2549001DPIFGXC1TOL40 US3130AKC796 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-04-14 2022-04-14 N N N 0.0009 10000380.80 10000380.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKBG0 2549001DPIFGXC1TOL40 US3130AKBG02 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-30 2022-03-30 N N N 0.0009 2000058.46 2000058.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-25 2022-03-25 N N N 0.0009 2000048.52 2000048.52 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 2022-03-01 2022-08-12 2022-08-12 N N N 0.0006 8002899.44 8002899.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.14% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-05-26 2022-05-26 N N N 0.0009 11001400.96 11001400.96 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 3130AK5R3 2549001DPIFGXC1TOL40 US3130AK5R35 0001026214 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-09-15 2022-09-15 N N N 0.0008 6002120.76 6002120.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.15% 313385WH5 2549001DPIFGXC1TOL40 US313385WH56 U.S. Government Agency Debt Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0014 4998643.75 4998643.75 0.0009 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 1999673.12 1999673.12 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 2999462.22 2999462.22 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VD5 2549001DPIFGXC1TOL40 US313385VD51 U.S. Government Agency Debt Y N/A N/A 2022-04-05 2022-04-05 2022-04-05 N N N 0.0019 11997785.64 11997785.64 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VE3 2549001DPIFGXC1TOL40 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2022-04-06 2022-04-06 2022-04-06 N N N 0.0019 4999051.00 4999051.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VF0 2549001DPIFGXC1TOL40 US313385VF00 U.S. Government Agency Debt Y N/A N/A 2022-04-07 2022-04-07 2022-04-07 N N N 0.0019 4999024.65 4999024.65 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VG8 2549001DPIFGXC1TOL40 US313385VG82 U.S. Government Agency Debt Y N/A N/A 2022-04-08 2022-04-08 2022-04-08 N N N 0.0019 2999398.95 2999398.95 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VM5 2549001DPIFGXC1TOL40 US313385VM50 U.S. Government Agency Debt Y N/A N/A 2022-04-13 2022-04-13 2022-04-13 N N N 0.0019 9997733.00 9997733.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VN3 2549001DPIFGXC1TOL40 US313385VN34 U.S. Government Agency Debt Y N/A N/A 2022-04-14 2022-04-14 2022-04-14 N N N 0.0019 3999072.12 3999072.12 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VS2 2549001DPIFGXC1TOL40 US313385VS21 U.S. Government Agency Debt Y N/A N/A 2022-04-18 2022-04-18 2022-04-18 N N N 0.0019 5998480.38 5998480.38 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VU7 2549001DPIFGXC1TOL40 US313385VU76 U.S. Government Agency Debt Y N/A N/A 2022-04-20 2022-04-20 2022-04-20 N N N 0.0019 11996836.80 11996836.80 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VV5 2549001DPIFGXC1TOL40 US313385VV59 U.S. Government Agency Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0019 5998386.72 5998386.72 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VW3 2549001DPIFGXC1TOL40 US313385VW33 U.S. Government Agency Debt Y N/A N/A 2022-04-22 2022-04-22 2022-04-22 N N N 0.0019 10996984.35 10996984.35 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385VZ6 2549001DPIFGXC1TOL40 US313385VZ63 U.S. Government Agency Debt Y N/A N/A 2022-04-25 2022-04-25 2022-04-25 N N N 0.0019 5998260.24 5998260.24 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.19% 313385WB8 2549001DPIFGXC1TOL40 US313385WB86 U.S. Government Agency Debt Y N/A N/A 2022-04-27 2022-04-27 2022-04-27 N N N 0.0019 2999098.50 2999098.50 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313385WY8 2549001DPIFGXC1TOL40 US313385WY89 U.S. Government Agency Debt Y N/A N/A 2022-05-18 2022-05-18 2022-05-18 N N N 0.0030 999351.18 999351.18 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313385XD3 2549001DPIFGXC1TOL40 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2022-05-23 2022-05-23 2022-05-23 N N N 0.0030 999309.61 999309.61 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.30% 313385XE1 2549001DPIFGXC1TOL40 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2022-05-24 2022-05-24 2022-05-24 N N N 0.0030 5995807.74 5995807.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AQP23 2549001DPIFGXC1TOL40 US3130AQP233 0001026214 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0094 1992103.34 1992103.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 313385E93 2549001DPIFGXC1TOL40 US313385E931 U.S. Government Agency Debt Y N/A N/A 2022-09-08 2022-09-08 2022-09-08 N N N 0.0071 1992664.96 1992664.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313384AV1 2549001DPIFGXC1TOL40 US313384AV14 U.S. Government Agency Debt Y N/A N/A 2023-01-20 2023-01-20 2023-01-20 N N N 0.0094 8925410.34 8925410.34 0.0016 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-08-03 2022-08-03 N N N 0.0007 10002882.10 10002882.10 0.0018 N N N N Freddie Mac Freddie Mac, 0.14% 3134GWRY4 S6XOOCT0IEG5ABCC6L87 US3134GWRY40 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-08-18 2022-08-18 N N N 0.0008 9002713.95 9002713.95 0.0016 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-09-09 2022-09-09 N N N 0.0008 20006842.00 20006842.00 0.0035 N N N N Freddie Mac Freddie Mac, 0.15% 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-07-29 2022-07-29 N N N 0.0007 10003269.50 10003269.50 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 2022-03-01 2022-04-29 2022-04-29 N N N 0.0011 3000318.39 3000318.39 0.0005 N N N N Freddie Mac Freddie Mac, 0.19% 313397VV0 S6XOOCT0IEG5ABCC6L87 US313397VV06 U.S. Government Agency Debt Y N/A N/A 2022-04-21 2022-04-21 2022-04-21 N N N 0.0019 999731.12 999731.12 0.0002 N N Y N Freddie Mac Freddie Mac, 0.21% 3134GWBP0 S6XOOCT0IEG5ABCC6L87 US3134GWBP07 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-04-18 2022-04-18 N N N 0.0011 19002512.75 19002512.75 0.0033 N N N N Freddie Mac Freddie Mac, 0.24% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y N/A N/A 2022-03-02 2022-06-02 2022-06-02 N N N 0.0006 28413195.21 28413195.21 0.0050 N N N N Freddie Mac Freddie Mac, 0.25% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y N/A N/A 2022-03-01 2022-03-11 2022-03-11 N N N 0.0008 20001048.40 20001048.40 0.0035 N N N N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.19% (Clinton Green North Hsg. Proj.) Series 2005 A, LOC Freddie Mac VRDN 64986M2T1 US64986M2T12 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 1100000.00 1100000.00 0.0002 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.19% 64986M2V6 US64986M2V67 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2038-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 600000.00 600000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.19% (Theatre Row Tower Hsg. Proj.) Series 2002 A, LOC Freddie Mac VRDN 64986MD77 US64986MD770 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0019 12600000.00 12600000.00 0.0022 N N Y N New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev. FNMA New York City Hsg. Dev. Corp. Multi-family Rental Hsg. Rev., 0.19% (155 West 21st Street Dev. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64970HDH4 US64970HDH49 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2037-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.10% (West 23rd Street Hsg. Proj.) Series 2001 A, LOC Fannie Mae VRDN 64986MQT5 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2033-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0010 200000.00 200000.00 0.0000 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.16% 64986M4E2 US64986M4E25 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2039-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0016 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.19% (Tribeca Park Proj.) Series 1997 A, LOC Fannie Mae VRDN 64986MDT9 US64986MDT99 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2029-11-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.19% 64986MCB9 US64986MCB90 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2029-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 400000.00 400000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.19% (316 Eleventh Ave. Hsg. Proj.) Series 2007 A, LOC Fannie Mae VRDN 64986MK79 US64986MK791 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0019 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.21% Series 2008 A, LOC Fannie Mae VRDN 64986UMP9 US64986UMP92 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 500000.00 500000.00 0.0001 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.21% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2041-05-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0021 1600000.00 1600000.00 0.0003 N N Y N California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev. FHLMC California Statewide Cmntys. Dev. Auth. Multi-family Hsg. Rev., 0.10% 13079PLS0 US13079PLS01 Variable Rate Demand Note Y N/A N/A 2022-03-07 2022-03-07 2038-01-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0010 400000.00 400000.00 0.0001 N N Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 0.33% 213800MBWEIJDM5CU638 IIA317000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0033 4000000.00 4000000.00 0.0007 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Lloyds Bank PLC Lloyds Bank PLC, 0.34% H7FNTJ4851HG0EXQ1Z70 IIA315000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2022-05-03 2022-05-03 2022-05-03 N N N 0.0034 2000000.00 2000000.00 0.0004 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2022-03-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer