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NR Standard and Poor's Ratings Services A-1+ N N 0.0163 50000000.00 50000000.00 0.0573 N N Y N ING Financial Markets LLC ING Financial Markets LLC 1.670000% KBVRJ5K57JZ3 0000877559 ARP0LL5X7_1.67_0214 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-03-01 3.500000 1464172.00 1204562.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 15429904.00 12631620.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-01-01 3.730000 317130.00 47620.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 1142869.00 1201279.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 6584400.00 6342661.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 3953915.00 4155196.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 111924.00 107191.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-06-01 4.709000 51224.00 258.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 6.000000 527992.00 44449.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-11-01 3.000000 1024.00 1036.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 1088.00 663.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 1000.00 1003.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 1783.00 1655.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 1024.00 909.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 10240.00 8871.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-03-01 4.500000 1000.00 1019.79 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-02-14 2020-02-14 2020-02-14 N N N 0.0167 25000000.00 25000000.00 0.0286 N N N Y ING Financial Markets LLC ING Financial Markets LLC 1.570000% KBVRJ5K57JZ3 0000877559 ARP0LOBV8_1.57_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFW 2020-02-06 NA 600.00 598.20 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2020-10-08 NA 700.00 690.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-08-31 1.250000 714900.00 704741.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-08-31 1.625000 100.00 100.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-11-15 1.625000 77100.00 77165.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-08-15 1.625000 977900.00 968952.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2020-12-31 1.750000 100.00 100.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-11-15 1.750000 488600.00 488137.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-06-30 1.875000 569600.00 579752.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2020-11-30 2.000000 6800.00 6888.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2022-11-30 2.000000 2357200.00 2406619.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-11-30 2.125000 100.00 102.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-05-15 2.125000 239500.00 245333.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-04-30 2.250000 1201700.00 1235055.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-04-15 2.375000 1839900.00 1861962.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-02-28 2.625000 2100.00 2179.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-02-15 2.750000 100.00 108.52 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2047-02-15 3.000000 1379900.00 1621605.09 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0157 10000000.00 10000000.00 0.0115 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 1.650000% KBVRJ5K57JZ3 0000877559 ARP0LQ4H2_1.65_1202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-12-01 2.895000 1948.00 867.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 3.000000 1003.00 230.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 1012.00 485.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 1011.00 1009.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 3.500000 7168.00 3403.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 1296818.00 1102118.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 2888.00 2617.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1843888.00 1452077.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 691248.00 724484.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 150000.00 69578.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 350000.00 178818.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 1015.00 1005.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 1282304.00 1347582.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-01 4.000000 1301.00 73.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 34398.00 27882.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 3200000.00 3209900.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 9920.00 10073.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 18837772.00 17162156.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 4.750000 2161.00 68.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 5.000000 1002.00 4.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-04-01 5.000000 3149000.00 131826.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 1001.00 777.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 5.500000 1041.00 31.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-12-01 5.500000 1882.00 113.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 6.500000 1037.00 54.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-09-01 3.000000 317031.00 138377.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-11-01 3.000000 28160.00 28502.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 2382.00 977.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 1089.00 664.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 142165.00 142640.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-10-01 3.500000 1000.00 1050.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-08-01 4.000000 10825625.00 10247185.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 58860.00 54636.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 4.000000 1526.00 1437.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 2176.00 1931.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 3072.00 2661.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-03-01 4.500000 2640.00 2692.25 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 35000000.00 35000000.00 0.0401 N Y Y N Natixis SA Natixis SA 1.620000% KX1WK48MPD4Y 0001503859 ARP0LQ516_1.62_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2023-04-30 1.625000 100.00 100.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-03-31 2.250000 100.00 101.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-01-31 2.375000 100.00 103.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-09-30 1.625000 200.00 199.34 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2019-12-12 NA 600.00 599.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-02-28 2.000000 700.00 705.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-03-31 2.500000 800.00 826.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2020-09-30 2.000000 1000.00 1005.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2021-11-15 2.000000 1000.00 1007.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-01-15 0.875000 1000.00 1084.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-01-31 2.625000 1200.00 1275.28 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2020-04-23 NA 1800.00 1788.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-11-30 2.875000 2900.00 3079.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-02-29 2.125000 11000000.00 11275518.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-11-15 2.250000 13001300.00 13418841.74 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2042-02-15 3.125000 796200.00 939073.60 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2028-08-15 5.500000 100.00 131.73 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2027-01-15 2.375000 100.00 148.10 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2025-08-15 6.875000 300.00 390.50 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2027-08-15 6.375000 800.00 1082.27 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2022-08-15 7.250000 1000.00 1168.53 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2042-02-15 0.750000 1400.00 1697.68 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2032-04-15 3.375000 1300.00 2601.08 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 25000000.00 25000000.00 0.0286 N Y Y N ABN Amro Securities LLC ABN Amro Securities LLC 1.640000% 549300FIFV1C 0001245022 ARP0LQ557_1.64_1202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-12-01 4.000000 438200000.00 86709829.87 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 50000000.00 50000000.00 0.0573 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 1.640000% 1VUV7VQFKUOQ 0001330437 ARP0LQ5D0_1.64_1202 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 2046-11-20 3.000000 89000000.00 64776041.84 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 63000000.00 63000000.00 0.0721 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 1.650000% RCNB6OTYUAMMP879YW96 0001197610 ARP0LQ5F5_1.65_1202 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 2049-09-01 4.000000 236258.00 249882.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 2716166.00 2422364.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 13631920.00 10968763.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 10773426.00 10976377.77 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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