# FEDERAL RESERVE BANK OF NEW YORK

> Institutional holdings reported to the SEC as of Q2 2021 on Form 13F. CIK 1457970. Source: https://holderbook.com/funds/1457970-federal-reserve-bank-of-new-york/

- Reported value: $5.1B
- Positions: 9
- Weight of the ten largest: 100.0%
- Filed: 2021-08-13

A 13F reports long US equity positions only. Short positions, bonds, foreign listings, private holdings and cash are not visible, so this is not the manager's whole book.

## Holdings

| Security | Ticker | Value | Shares | Weight | Quarters held |
|---|---|---|---|---|---|
| VANGUARD SCOTTSDALE FDS | [VCSH](https://holderbook.com/stocks/VCSH/) | $1.3B | 15,471,618 | 25.3% | 3 |
| VANGUARD SCOTTSDALE FDS | [VCIT](https://holderbook.com/stocks/VCIT/) | $1.1B | 11,822,728 | 22.2% | 3 |
| ISHARES TR | [LQD](https://holderbook.com/stocks/LQD/) | $1.0B | 7,804,942 | 20.7% | 3 |
| ISHARES TR | [IGSB](https://holderbook.com/stocks/IGSB/) | $506.2M | 9,235,820 | 10.0% | 3 |
| ISHARES TR | [IGIB](https://holderbook.com/stocks/IGIB/) | $399.1M | 6,593,783 | 7.9% | 3 |
| SPDR SERIES TRUST | [SPIB](https://holderbook.com/stocks/SPIB/) | $349.6M | 9,524,868 | 6.9% | 3 |
| SPDR SERIES TRUST | [SPSB](https://holderbook.com/stocks/SPSB/) | $229.7M | 7,340,051 | 4.5% | 3 |
| ISHARES TR | [USIG](https://holderbook.com/stocks/USIG/) | $121.5M | 2,006,063 | 2.4% | 3 |
| ISHARES TR | [SLQD](https://holderbook.com/stocks/SLQD/) | $5.0M | 96,028 | 0.1% | 3 |

## What the disclosed book did

Not the fund's return. This is the change in value of the positions disclosed on Form 13F, had they been left untouched, against SPY over the same quarter ends.

| Quarter | Book | Market | Difference | Priced |
|---|---|---|---|---|
| Q2 2021 | +1.7% | +8.0% | -6.3% | 100% |
| Q1 2021 | -3.1% | +6.0% | -9.1% | 100% |

## Quarter by quarter

| Quarter | Value | Positions |
|---|---|---|
| Q2 2021 | $5.1B | 9 |
| Q1 2021 | $8.5B | 16 |
| Q4 2020 | $8.8B | 16 |