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Securities Government National M 2044-02-20 3.375000 2438306.00 445893.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-08-01 6.000000 628183.00 12707.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-02-01 4.000000 2076311.00 1945576.49 Agency Mortgage-Backed Securities Government National M 2044-02-20 3.000000 2377236.00 331811.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2020-07-01 4.000000 1907545.00 38633.73 Agency Mortgage-Backed Securities Government National M 2044-03-20 3.000000 415307.00 58434.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 4.000000 1461226.00 1315894.50 Agency Mortgage-Backed Securities Federal National Mort 2019-05-01 4.500000 6564019.00 11086.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-08-01 3.000000 896057.00 387457.27 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 3.500000 891000.00 540565.48 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 3009400.00 2957745.29 Agency Mortgage-Backed Securities Government National M 2046-04-20 3.000000 27851336.00 13254403.62 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 11430720.00 10901484.72 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-12-01 4.500000 1390000.00 659086.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-09-01 5.000000 400000.00 16700.78 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 2.613000 734000.00 398158.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-05-01 3.500000 1063855.00 377253.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-09-01 4.000000 26575.00 2593.41 Agency Mortgage-Backed Securities Government National M 2045-04-20 3.500000 365218.00 35587.01 Agency Mortgage-Backed Securities Government National M 2046-08-20 3.000000 90000000.00 57851482.74 Agency Collateralized Mortgage Obligation Government National M 2047-01-20 2.500000 609207.00 113534.78 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-04-01 2.500000 26951.00 22824.61 Agency Mortgage-Backed Securities Government National M 2046-06-20 3.500000 804405.00 449961.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-09-01 6.500000 410615.00 25551.43 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 504615.00 495367.82 Agency Mortgage-Backed Securities Federal National Mort 2032-09-01 2.500000 67080.00 56717.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-04-01 5.000000 425000.00 58468.82 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 88000.00 33752.71 Agency Mortgage-Backed Securities Federal National Mort 2048-09-25 2.806000 41341248.00 39525703.66 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2046-07-20 3.000000 76455631.00 56237955.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-10-01 6.000000 1019832.00 1049.25 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-05-01 5.000000 3730013.00 149573.06 Agency Mortgage-Backed Securities Federal National Mort 2034-11-01 5.500000 2594560.00 211319.36 Agency Mortgage-Backed Securities Government National M 2045-11-20 3.000000 1157000.00 453441.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-15 2.755000 1288945.00 1200800.91 Agency Collateralized Mortgage Obligation Federal National Mort 2025-10-01 3.500000 1700343.00 181935.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-09-01 6.000000 966275.00 30211.27 Agency Mortgage-Backed Securities Government National M 2045-03-20 3.000000 3578773.00 1414465.18 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2037-04-01 5.500000 1972663.00 45648.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 4.500000 395506.00 86741.79 Agency Mortgage-Backed Securities Government National M 2044-12-20 3.500000 8762215.00 317210.77 Agency Mortgage-Backed Securities Government National M 2043-11-20 3.125000 3443386.00 315291.87 Agency Mortgage-Backed Securities Federal National Mort 2020-04-01 4.500000 2558184.00 14467.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-03-01 4.500000 31000.00 6287.47 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 2.739000 128000.00 103983.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-12-01 3.945000 22115869.00 1668465.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-07-01 3.000000 158230.00 67299.03 Agency Mortgage-Backed Securities Government National M 2044-05-20 3.000000 2958313.00 334603.47 Agency Mortgage-Backed Securities Government National M 2048-06-20 3.000000 2203127.00 1990261.05 Agency Mortgage-Backed Securities Government National M 2044-03-20 3.375000 3195004.00 555816.20 Agency Mortgage-Backed Securities Federal National Mort 2019-08-01 4.500000 6170304.00 35629.55 Agency Mortgage-Backed Securities Government National M 2045-11-20 2.500000 2912809.00 182755.72 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 35483433.00 32747439.28 Agency Mortgage-Backed Securities Federal National Mort 2021-03-01 4.500000 10231051.00 3526.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-05-01 4.500000 3111968.00 3125763.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-03-01 5.500000 1350000.00 51167.22 Agency Mortgage-Backed Securities Federal National Mort 2033-10-01 5.000000 562654.00 43548.39 Agency Mortgage-Backed Securities Government National M 2048-04-20 3.500000 6152.00 5917.69 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-03-01 2.500000 1723758.00 1534490.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-02-01 4.500000 774808.00 178596.04 Agency Mortgage-Backed Securities Federal National Mort 2043-11-25 3.500000 18751995.00 18308793.25 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 2999999999.70 2999999999.70 0.0219 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.490 0QK003VJ0 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 282834000.00 308437288.92 U.S. Treasuries (including strips) Federal Home Loan Mor 2047-11-15 3.500000 56475000.00 57040521.82 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2046-11-20 3.000000 2957500.00 2366593.50 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-10-20 4.000000 26470080.00 27096045.11 Agency Mortgage-Backed Securities Government National M 2043-12-20 3.500000 1313076.00 463630.29 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 3.500000 626156.00 629302.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-06-15 6.500000 1.00 0.06 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 213499.00 215666.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-06-01 3.000000 9241.00 7313.82 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-04-20 3.000000 461696.00 305262.19 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-12-20 4.000000 32705792.00 30480072.55 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 10137920.00 9356223.22 Agency Mortgage-Backed Securities Government National M 2040-09-20 4.500000 12701560.00 2184028.00 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2049-02-15 4.000000 12526000.00 12955733.66 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 17772512.00 17957348.02 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 64856700.00 80116569.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 71889100.00 73421440.00 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2048-11-20 4.000000 52208832.00 53562809.26 Agency Mortgage-Backed Securities Federal National Mort 2048-10-25 2.806000 1643122.00 1589419.10 Agency Collateralized Mortgage Obligation Government National M 2048-10-20 4.500000 41567.00 43104.79 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 6190216.00 291505.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-09-15 6.500000 2.00 0.13 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-10-01 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701983.00 400694.60 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-02-07 2019-02-07 2019-05-01 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N N 0.0249 1500000000.00 1500000000.00 0.0109 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 2.580 0QK003VF8 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 0.52 0.43 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.000000 2.94 2.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 1189998.23 1225711.53 U.S. Treasuries (including strips) 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254900HROIFWPRGM1V77 2022-08-31 1.875000 923600.00 912861.05 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 200.00 230.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 200.00 202.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 100.00 109.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 400.00 392.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-25 0.000000 1000.00 994.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-15 1.000000 100.00 100.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 200.00 228.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.375000 100.00 99.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 500.00 495.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 2.500000 300.00 301.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-10-31 2.875000 100.00 102.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.000000 600.00 596.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 100.00 98.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.375000 500.00 496.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 1300.00 1352.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.500000 100.00 99.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 300.00 308.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 100.00 99.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.875000 100.00 98.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.000000 100.00 99.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 600.00 595.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 100.00 99.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 100.00 100.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 4291600.00 4382092.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 504851800.00 498828725.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 100.00 98.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.181240 1000.00 1006.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-30 1.142900 100.00 100.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 500.00 494.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 100.00 99.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 100.00 99.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 100.00 102.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.125000 100.00 98.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.132900 200.00 201.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 100.00 102.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 100.00 97.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.857500 1000.00 1005.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 500.00 484.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-31 2.750000 100.00 102.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 200.00 198.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 100.00 141.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.250000 100.00 99.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 600.00 615.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 200.00 198.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-04 0.000000 500.00 497.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.375000 100.00 98.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 100.00 101.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 100.00 111.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 3.625000 100.00 102.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-12-31 2.125000 100.00 98.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 100.00 97.74 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 100.00 126.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 100.00 96.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 200.00 198.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 42947700.00 44013916.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-15 2.750000 200.00 202.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-11-15 2.250000 100.00 97.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 0.875000 100.00 99.20 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-28 0.000000 1100.00 1098.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 200.00 198.57 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 3.500000 108120500.00 110209901.78 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.125000 500.00 522.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.000000 100.00 98.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 1000.00 1017.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-05-31 1.500000 100.00 99.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 31002700.00 30430236.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 100.00 101.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.750000 100.00 100.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 100.00 100.65 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 100.00 100.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 181130200.00 178585480.16 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 2.250000 100.00 100.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 1.625000 100.00 98.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 100.00 103.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 1.500000 200.00 198.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 125779000.00 128031527.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 100.00 99.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-15 2.625000 13600.00 13695.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 438212700.00 425624091.14 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 200.00 207.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.375000 200.00 197.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 1200.00 1183.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 700.00 750.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 51651200.00 55071621.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 100.00 97.73 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-15 1.625000 100.00 99.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 100.00 95.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-15 2.500000 100.00 100.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.625000 500.00 496.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 100.00 101.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-30 1.625000 300.00 300.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 100.00 98.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-15 0.750000 100.00 100.27 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 200.00 197.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 200.00 254.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.875000 2100.00 2151.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 200.00 201.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 100.00 99.12 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 3.375000 200.00 202.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 400.00 396.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.750000 100.00 99.62 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.000000 200.00 195.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.625000 100.00 99.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 100.00 99.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-31 1.500000 100.00 100.34 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 200.00 203.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 300.00 315.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-28 1.500000 100.00 100.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-15 1.000000 100.00 99.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 300.00 287.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 1.375000 100.00 99.40 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-25 0.000000 1000.00 988.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.625000 200.00 200.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 300.00 273.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 100.00 102.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-15 0.125000 100.00 106.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 2.125000 300.00 298.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-19 0.000000 600.00 599.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 1.000000 100.00 99.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 200.00 201.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 10525500.00 10360423.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-31 2.250000 600.00 596.77 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.000000 100.00 99.86 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 8.500000 100.00 109.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 100.00 102.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 100.00 95.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 200.00 215.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 1200.00 1220.32 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.750000 100.00 99.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 100.00 104.26 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 100.00 98.67 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 100.00 100.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 200.00 196.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 100.00 102.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 1.625000 100.00 98.72 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.375000 100.00 99.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 600.00 603.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 100.00 99.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.500000 200.00 199.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.000000 200.00 198.46 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 100.00 99.59 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.375000 1200.00 1193.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.750000 2000.00 2038.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-05 0.000000 100.00 99.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 2000.00 2005.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 300.00 299.00 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-12-31 2.250000 5000.00 4941.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 2.625000 100.00 100.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 100.00 101.01 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-05-31 1.250000 100.00 99.82 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-05-15 3.125000 100.00 100.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.125000 100.00 100.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 200.00 197.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 64224000.00 63761417.24 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.375000 200.00 200.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 1.500000 300.00 297.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.750000 2400.00 2422.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.875000 100.00 101.35 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 400.00 407.54 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.349450 100.00 100.51 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 27648000.00 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(REPO) DAIWA CAPITAL MARKETS AMERICA INC. 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254900HROIFWPRGM1V77 2023-08-31 1.375000 169469.12 162165.25 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 805951.56 779095.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 728806.50 721219.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 3317.95 3209.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 1449148.47 1405075.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-03-31 2.250000 878596.49 881923.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-02-19 0.000000 595409.84 594671.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 3277782.77 3522939.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 12796.79 13133.31 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-03-05 0.000000 882168.02 880262.53 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 1125817.82 1200746.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.500000 27250.78 27135.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 68723.39 65553.69 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.875000 334855.98 339107.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.500000 3.57 3.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 400.01 387.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 510728.85 1015643.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-31 1.375000 732167.31 722979.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 1934365.88 1914747.99 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-30 1.142900 434783.83 437578.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 42936.94 43036.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.750000 1381964.41 1355772.75 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 1785.77 1705.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 780290.11 1055761.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 340884.72 337249.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 35711.73 35919.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 121196.31 119430.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 714377.52 695193.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 29157.97 28539.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 1785765.22 1753501.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.375000 803594.35 802721.52 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-11-15 3.375000 2893478.95 2931226.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 761818.16 770986.41 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 581248.72 598692.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.375000 1319680.50 1310281.02 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 803594.35 795380.64 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 54394.41 52821.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 2119060.44 2366415.33 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-06-30 1.625000 405915.15 405011.81 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 4464.41 4494.19 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 864988.96 918306.61 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 931533.71 910237.07 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 1964.34 1954.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 32579.50 33671.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 2209784.45 2249319.71 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 384868.12 393549.58 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 24679.28 24354.50 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 1428612.17 1438483.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 4464.41 4481.37 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 35.72 43.30 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-18 0.000000 1361645.98 1346177.68 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 1606831.54 1620131.55 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 71430.61 78296.80 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 2460534.46 2788610.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 891311.14 898813.12 U.S. Treasuries (including strips) U.S. TREASURY 2021-04-30 0.000000 0.03 0.03 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 75037.85 71880.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-25 0.000000 1681208.66 1671990.60 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.125000 13321.81 13157.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 3.57 4.83 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-02-15 3.625000 6835.91 7097.06 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-02-15 8.500000 7.14 7.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.875000 596309.86 591489.09 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 40394.01 40172.36 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 1052047.86 1048088.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-15 0.875000 53572.96 53548.11 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 32183.06 31596.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.625000 39626.13 39454.47 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 371114.16 380067.98 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 511293.15 510989.56 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 53572956.52 53572956.52 0.0004 N Y Y N JPMorgan U.S. Government Money Market Fund 2019-02-05 Timothy J. Clemens Timothy J. Clemens Treasurer