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(REPO) BANK OF AMERICA N.A. 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Mortgage-Backed Securities Federal National Mor 2041-07-01 5.000000 242612.00 98557.01 Agency Mortgage-Backed Securities Federal Home Loan Mo 2042-08-01 3.500000 9060816.00 3489109.89 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 2000000000.00 2000000000.00 0.0138 N Y Y N BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. (REPO) 2.420 0BAR21XS5 AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 2024-08-15 0.000000 571000.00 521197.38 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 0.000000 2742.98 2213.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 8105160.14 7561303.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.000000 256300.00 255528.54 U.S. Treasuries (including strips) U.S. TREASURY 2021-11-15 0.000000 361100.00 346211.85 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.000000 7421696.15 7074011.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 4478785.63 3543436.04 U.S. Treasuries (including strips) U.S. TREASURY 2038-11-15 0.000000 14960798.13 9292899.76 U.S. Treasuries (including strips) U.S. TREASURY 2022-05-15 0.000000 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310594.11 Agency Mortgage-Backed Securities Government National 549300M8ZYFG0OCMTT87 2043-07-20 4.000000 274778.00 88280.15 Agency Mortgage-Backed Securities Federal National Mor 2023-09-01 6.500000 25088.00 550.47 Agency Mortgage-Backed Securities U.S. TREASURY 2029-02-15 0.000000 1300.00 1071.17 U.S. Treasuries (including strips) Federal Home Loan Mo 2033-01-01 4.000000 1461226.00 1310496.65 Agency Mortgage-Backed Securities Government National 2043-06-20 3.625000 300000.00 46253.84 Agency Mortgage-Backed Securities Government National 2041-10-20 3.868000 237150.00 182918.17 Agency Mortgage-Backed Securities Federal Home Loan Mo 2042-09-01 3.500000 28766074.00 12529875.65 Agency Mortgage-Backed Securities Federal National Mor 2047-02-01 4.000000 2748815.00 2318137.43 Agency Mortgage-Backed Securities Government National 2045-08-20 2.500000 1000000.00 605957.46 Agency Mortgage-Backed Securities Government National 2043-12-20 4.500000 433372.00 118054.35 Agency Mortgage-Backed 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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3.310000 3093936.00 3220330.50 Agency Mortgage-Backed Securities Federal National Mor 2049-01-01 5.000000 5575493.00 5495240.59 Agency Mortgage-Backed Securities Government National 2023-08-15 5.500000 497970.00 14135.66 Agency Mortgage-Backed Securities Federal National Mor 2046-12-01 3.500000 380000.00 300914.05 Agency Mortgage-Backed Securities Federal National Mor 2036-11-01 4.932000 8190.00 68.11 Agency Mortgage-Backed Securities Federal National Mor 2044-08-01 4.000000 5056460.00 2619464.93 Agency Mortgage-Backed Securities Federal National Mor 2038-05-01 4.490000 29275000.00 1779321.67 Agency Mortgage-Backed Securities Government National 2048-03-15 3.500000 957151.00 846541.13 Agency Mortgage-Backed Securities Government National 549300M8ZYFG0OCMTT87 2047-04-20 4.000000 8007584.00 5386942.73 Agency Mortgage-Backed Securities Federal Home Loan Mo 2048-10-01 3.500000 51493177.00 49206004.03 Agency Mortgage-Backed Securities Federal National Mor 2029-08-01 4.500000 4000000.00 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Securities Federal National Mor 2042-11-01 4.000000 2941074.00 1450983.37 Agency Mortgage-Backed Securities Federal National Mor 2049-02-01 5.500000 594356.00 599706.64 Agency Mortgage-Backed Securities Government National 2037-11-20 5.500000 1341000.00 55014.71 Agency Mortgage-Backed Securities Government National 2059-03-15 3.610000 351757.00 377813.41 Agency Mortgage-Backed Securities Government National 2060-04-20 5.150000 4073120.00 340769.31 Agency Mortgage-Backed Securities Federal National Mor 2031-04-01 5.500000 89248.00 54195.35 Agency Mortgage-Backed Securities Government National 549300M8ZYFG0OCMTT87 2045-04-20 3.000000 25719000.00 13506937.13 Agency Mortgage-Backed Securities Government National 2034-12-15 6.500000 3847900.00 186502.79 Agency Mortgage-Backed Securities Government National 2063-03-20 4.497000 10031108.00 4691520.55 Agency Mortgage-Backed Securities Government National 2025-06-15 7.500000 2517014.00 40927.81 Agency Mortgage-Backed Securities Government National 2042-02-15 2.650000 351162.00 85822.95 Agency Mortgage-Backed Securities Government National 2059-11-15 3.740000 1835305.00 1895572.75 Agency Mortgage-Backed Securities Federal Home Loan Mo 2031-07-01 2.500000 8075000.00 6138254.77 Agency Mortgage-Backed Securities Government National 2039-10-15 4.500000 1462460.00 314189.43 Agency Mortgage-Backed Securities Government National 2025-02-15 7.500000 2517737.00 90243.66 Agency Mortgage-Backed Securities Government National 2049-04-20 4.500000 2612477.00 2713448.52 Agency Mortgage-Backed Securities Government National 2023-12-20 6.000000 576110.00 400866.41 Agency Mortgage-Backed Securities Federal Home Loan Mo 2049-04-01 3.500000 79060555.00 79819176.77 Agency Mortgage-Backed Securities Federal Home Loan Mo 2043-01-01 3.000000 68412271.00 42081127.38 Agency Mortgage-Backed Securities Federal National Mor 2029-04-01 6.500000 2603532.00 78639.72 Agency Mortgage-Backed Securities Government National 2047-12-15 4.500000 1162795.00 1137748.56 Agency Mortgage-Backed Securities Federal Home Loan Mo 2049-06-01 3.500000 31491564.00 32034887.95 Agency Mortgage-Backed Securities Federal National Mor B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 35000.00 30636.11 Agency Mortgage-Backed Securities Government National 549300M8ZYFG0OCMTT87 2024-01-15 5.500000 4220000.00 187732.31 Agency Mortgage-Backed Securities Government National 2033-09-15 4.750000 2174466.00 248216.68 Agency Mortgage-Backed Securities Federal Home Loan Mo 2049-06-01 4.000000 153938.00 160090.44 Agency Mortgage-Backed Securities Federal National Mor 2024-10-01 4.500000 11496.00 11.23 Agency Mortgage-Backed Securities Federal National Mor 2038-03-01 4.954000 18310436.00 537437.93 Agency Mortgage-Backed Securities Federal National Mor 2032-04-01 7.000000 15510020.00 32639.50 Agency Mortgage-Backed Securities Government National 2041-01-15 3.490000 96960.00 81870.03 Agency Mortgage-Backed Securities Federal National Mor 2048-09-01 4.500000 1304198.00 1393574.76 Agency Mortgage-Backed Securities Government National 2059-08-15 4.000000 401186.00 417547.17 Agency Mortgage-Backed Securities Federal Home Loan Mo 2043-06-01 4.370000 6267502.00 644731.48 Agency Mortgage-Backed Securities Federal National Mor 2037-09-01 4.596000 25249161.00 1057325.71 Agency Mortgage-Backed Securities Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 3550000000.00 3550000000.00 0.0245 N Y Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.490 0QP001F16 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 260390000.00 253565158.88 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating 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Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 236280000.00 254948666.23 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-07-11 2019-07-11 2019-07-11 N N N 0.0250 250000000.00 250000000.00 0.0017 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.480 0QP001F08 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 307425000.00 331714887.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 119270000.00 127005513.88 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-08-09 2019-08-09 2019-08-09 N N N 0.0248 450000000.00 450000000.00 0.0031 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.370 0QP001F73 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 274975000.00 557824308.05 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-08-27 2019-08-27 2019-08-27 N N N 0.0237 550000000.00 550000000.00 0.0038 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.480 0QP001F32 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 149055000.00 302378406.17 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 174140000.00 204863284.38 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-08-22 2019-08-22 2019-08-22 N N N 0.0248 500000000.00 500000000.00 0.0035 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.375 0QP001F65 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 324970000.00 659245987.41 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-09-12 2019-09-12 2019-09-12 N N N 0.0238 650000000.00 650000000.00 0.0045 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 2.420 0QP001F40 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 208315000.00 202855048.47 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2019-09-06 2019-09-06 2019-09-06 N N N 0.0242 200000000.00 200000000.00 0.0014 N N N Y RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 2.500 0PO002X66 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mor 2024-06-25 2.346000 8409598.00 4793316.34 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 609900.00 665159.02 U.S. Treasuries (including strips) Federal Home Loan Mo 2025-10-25 2.820500 54426240.00 52243620.70 Agency Collateralized Mortgage Obligation Federal National Mor 2023-01-01 2.160000 3660000.00 3173150.82 Agency Mortgage-Backed Securities Federal Farm Credit 2022-12-12 1.875000 50000.00 50020.17 Agency Debentures and Agency Strips Federal Home Loan Mo 2046-11-15 3.000000 56980000.00 46464110.22 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 151400.00 166269.09 U.S. Treasuries (including strips) Federal National Mor 2041-08-25 3.000000 33000.00 12440.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2029-02-15 3.500000 4351904.00 4020244.98 Agency Collateralized Mortgage Obligation Government National 2042-05-16 2.000000 10000000.00 2991009.94 Agency Collateralized Mortgage Obligation Government National 2047-12-20 3.000000 12751251.00 11249364.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2028-12-15 3.500000 1815000.00 1655356.35 Agency Collateralized Mortgage Obligation Federal National Mor 2026-10-25 2.496010 4000000.00 2586366.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mo S6XOOCT0IEG5ABCC6L87 2020-01-17 1.500000 1436000.00 1440838.36 Agency Debentures and Agency Strips Federal National Mor 2021-12-01 2.720000 3625000.00 3447696.50 Agency Mortgage-Backed Securities Federal National Mor 2028-07-25 2.100000 3000000.00 2410831.31 Agency Collateralized Mortgage Obligation Federal National Mor 2040-03-25 2.500000 50000000.00 424557.22 Agency Collateralized Mortgage Obligation Federal National Mor 2034-02-25 2.500000 25000000.00 381081.08 Agency Collateralized Mortgage Obligation Government National 2026-12-20 3.500000 3000000.00 2208118.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2029-09-15 4.000000 2548456.00 2455947.10 Agency Collateralized Mortgage Obligation Federal Farm Credit 2022-07-25 2.100000 125000.00 125844.88 Agency Debentures and Agency Strips Federal Home Loan Mo 2049-06-15 3.500000 100000.00 108943.70 Agency Collateralized Mortgage Obligation Government National 2042-07-20 2.500000 13000.00 13063.13 Agency Collateralized Mortgage Obligation Government National 2047-04-20 3.000000 10000.00 4446.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2021-10-15 3.500000 7611000.00 2036581.22 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 861900.00 898154.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 4154400.00 4351767.42 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 2000900.00 2033433.62 U.S. Treasuries (including strips) Federal National Mor 2038-12-25 2.500000 10000000.00 355239.63 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 192700.00 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Agency Collateralized Mortgage Obligation Federal National Mor 2029-01-01 4.000000 2971053.00 959386.05 Agency Mortgage-Backed Securities Federal National Mor B1V7KEBTPIMZEU4LTD58 2032-12-25 2.000000 21000.00 10742.91 Agency Collateralized Mortgage Obligation Federal National Mor 2024-07-25 2.646350 1267409.00 1195013.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2039-05-15 2.000000 200000000.00 2400299.41 Agency Collateralized Mortgage Obligation U.S. TREASURY 2019-06-30 1.000000 1892000.00 1901223.03 U.S. Treasuries (including strips) Federal National Mor 2026-09-01 3.001000 4200000.00 4210666.95 Agency Mortgage-Backed Securities Government National 2040-05-20 1.750000 44096870.00 2243720.51 Agency Collateralized Mortgage Obligation Federal National Mor B1V7KEBTPIMZEU4LTD58 2026-09-25 2.362000 6450000.00 6382890.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2037-12-25 2.890000 108000000.00 107659157.87 Agency Collateralized Mortgage Obligation Federal National Mor 2024-02-25 3.111880 36703985.00 35396938.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2024-08-25 2.790500 80985000.00 50396630.46 Agency Collateralized Mortgage Obligation Federal Farm Credit 2038-01-11 3.560000 295000.00 299874.71 Agency Debentures and Agency Strips Federal Home Loan Mo 2038-07-25 3.350000 50000000.00 51887344.19 Agency Collateralized Mortgage Obligation Government National 2049-05-20 4.500000 1367550.00 1371887.65 Agency Collateralized Mortgage Obligation Government National 549300M8ZYFG0OCMTT87 2049-05-20 4.000000 213619352.00 222549133.34 Agency Mortgage-Backed Securities Government National 2041-11-16 1.400000 55000.00 39330.66 Agency Collateralized Mortgage Obligation Government National 2053-02-16 1.900000 540000.00 298228.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2039-11-15 2.000000 42600000.00 5383918.84 Agency Collateralized Mortgage Obligation Federal National Mor 2022-05-25 2.349390 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Agency Strips Government National 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 1203146.00 997776.07 Agency Mortgage-Backed Securities Federal National Mor B1V7KEBTPIMZEU4LTD58 2026-02-25 2.606000 3000000.00 2204223.45 Agency Collateralized Mortgage Obligation Government National 2033-07-20 5.000000 5000.00 4071.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2029-06-15 3.500000 2780000.00 2645967.53 Agency Collateralized Mortgage Obligation Government National 2049-06-20 3.000000 90000.00 89520.66 Agency Collateralized Mortgage Obligation Federal National Mor 2049-07-25 3.000000 80000.00 79602.56 Agency Collateralized Mortgage Obligation Government National 2037-11-16 2.750000 200000000.00 3098697.53 Agency Collateralized Mortgage Obligation Federal National Mor 2025-02-25 2.721880 42481089.00 32092553.69 Agency Collateralized Mortgage Obligation Federal National Mor 2041-04-25 2.000000 5000000.00 742017.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2037-08-15 2.250000 4864108.00 64460.67 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 150000.00 166263.58 U.S. Treasuries (including strips) Federal National Mor 2046-10-01 3.000000 683000.00 564171.96 Agency Mortgage-Backed Securities Federal Home Loan Ba 2024-06-28 2.200000 1000000.00 1000640.00 Agency Debentures and Agency Strips Government National 2039-08-20 1.750000 50000000.00 2843492.67 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 988100.00 1046458.56 U.S. Treasuries (including strips) Federal Home Loan Mo 2044-05-15 1.000000 20978497.00 10581950.01 Agency Collateralized Mortgage Obligation Federal Farm Credit 2021-09-01 1.900000 704000.00 705448.13 Agency Debentures and Agency Strips Government National 2042-05-16 2.000000 71000.00 60676.69 Agency Collateralized Mortgage Obligation Government National 2037-12-20 5.500000 25000.00 11605.92 Agency Collateralized Mortgage Obligation Federal National Mor 2025-01-01 2.730000 3707000.00 3720986.82 Agency Mortgage-Backed Securities Federal National Mor 2027-09-01 2.500000 14000000.00 4393600.01 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.375000 999200.00 1005873.40 U.S. Treasuries (including strips) Federal National Mor 2058-03-25 2.785880 33472669.00 22437327.36 Agency Collateralized Mortgage Obligation Federal National Mor 2025-06-01 2.800000 4000000.00 4063310.83 Agency Mortgage-Backed Securities Federal National Mor 2039-02-25 2.500000 6000000.00 1492516.39 Agency Collateralized Mortgage Obligation Government National 2027-09-16 1.500000 10000000.00 2312271.75 Agency Collateralized Mortgage Obligation Tennessee Valley Aut 549300HE1ISW43LNKM54 2021-02-15 3.875000 6000.00 6276.46 Agency Debentures and Agency Strips Government National 2041-11-16 3.000000 11000.00 11534.72 Agency Collateralized Mortgage Obligation Government National 2041-02-20 1.750000 47626667.00 4433998.67 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 897500.00 1021348.55 U.S. Treasuries (including strips) Federal Home Loan Mo 2038-05-25 2.970000 140500000.00 144018195.80 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 1119200.00 1133877.54 U.S. Treasuries (including strips) Government National 2044-09-20 3.500000 58750000.00 9073027.86 Agency Mortgage-Backed Securities Federal National Mor 2044-10-25 1.500000 3680000.00 1824832.99 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2020-08-15 1.500000 1490900.00 1492046.58 U.S. Treasuries (including strips) Federal National Mor 2024-07-25 3.000000 50000000.00 115355.05 Agency Collateralized Mortgage Obligation Government National 549300M8ZYFG0OCMTT87 2067-02-20 2.927130 13565875.00 10346880.41 Agency Collateralized Mortgage Obligation Government National 549300M8ZYFG0OCMTT87 2049-04-20 4.000000 64302871.00 66572781.93 Agency Mortgage-Backed Securities Federal Home Loan Mo 2037-10-25 2.790000 61200000.00 62178475.78 Agency Collateralized Mortgage Obligation Government National 2038-10-16 4.250000 86583334.00 892960.35 Agency Collateralized Mortgage Obligation Government National 2049-06-20 2.500000 255000.00 255632.66 Agency Collateralized Mortgage Obligation Government National 2044-08-20 3.500000 38195325.00 6263447.71 Agency Mortgage-Backed Securities Government National 2038-11-20 6.000000 9000.00 4143.64 Agency Mortgage-Backed Securities Federal National Mor 2024-06-25 2.879000 5004076.00 1292396.55 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.000000 1099000.00 1105198.42 U.S. Treasuries (including strips) Government National 2045-03-20 3.000000 30022477.00 6762967.12 Agency Mortgage-Backed Securities Federal National Mor 2042-10-25 2.500000 100000.00 92053.50 Agency Collateralized Mortgage Obligation Federal National Mor 2029-01-01 4.000000 2813492.00 1033236.97 Agency Mortgage-Backed Securities Federal Home Loan Mo S6XOOCT0IEG5ABCC6L87 2032-07-25 5.409400 64586000.00 3458453.05 Agency Collateralized Mortgage Obligation Government National 2048-09-20 3.000000 126000.00 121980.27 Agency Collateralized Mortgage Obligation Federal National Mor 2046-07-25 2.500000 300000.00 194542.40 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 55200.00 60763.90 U.S. Treasuries (including strips) Federal Home Loan Mo 2025-07-15 2.000000 100000000.00 1439955.19 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 999100.00 1004669.41 U.S. Treasuries (including strips) Federal National Mor B1V7KEBTPIMZEU4LTD58 2024-10-25 2.841880 146835000.00 95551923.60 Agency Collateralized Mortgage Obligation Government National 549300M8ZYFG0OCMTT87 2035-03-16 2.000000 12000000.00 286595.96 Agency Collateralized Mortgage Obligation Federal Home Loan Ba 2023-06-09 2.125000 50000.00 50586.03 Agency Debentures and Agency Strips U.S. TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 2949000.00 2973493.46 U.S. Treasuries (including strips) Federal National Mor 2048-07-01 5.000000 2369993.00 2404232.79 Agency Mortgage-Backed Securities Federal National Mor B1V7KEBTPIMZEU4LTD58 2021-08-25 2.922000 3671443.00 3096349.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2039-01-15 2.500000 11000000.00 1730482.09 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 1031200.00 1404389.14 U.S. Treasuries (including strips) Tennessee Valley Aut 549300HE1ISW43LNKM54 2024-09-15 2.875000 1145000.00 1196952.88 Agency Debentures and Agency Strips Federal National Mor B1V7KEBTPIMZEU4LTD58 2023-04-25 2.636720 44045049.00 25731661.65 Agency Collateralized Mortgage Obligation Federal National Mor 2020-11-01 1.980000 4795000.00 4241423.85 Agency Mortgage-Backed Securities Federal Home Loan Mo 2025-08-15 3.000000 157000000.00 587502.36 Agency Collateralized Mortgage Obligation Federal National Mor 2025-10-25 2.000000 189609541.00 2897628.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2031-01-25 2.854000 15000000.00 15252907.50 Agency Collateralized Mortgage Obligation Government National 2049-05-20 2.500000 40000.00 39710.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2019-10-25 1.625000 50000.00 50045.04 Agency Debentures and Agency Strips Federal Home Loan Mo 2031-08-15 3.500000 15664014.00 12019284.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2037-07-25 2.340000 57750000.00 54277199.97 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-06 0.000000 2745000.00 2738796.30 U.S. Treasuries (including strips) U.S. TREASURY 2019-07-15 1.875000 550800.00 665176.04 U.S. Treasuries (including strips) Federal National Mor 2036-03-25 3.250000 7661352.00 4789217.33 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 1952000.00 2609156.71 U.S. Treasuries (including strips) Federal National Mor 2025-03-25 3.000000 25000000.00 229154.92 Agency Collateralized Mortgage Obligation Federal National Mor 2019-09-12 1.750000 50000.00 50203.54 Agency Debentures and Agency Strips U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-15 1.125000 200000.00 236404.11 U.S. Treasuries (including strips) Federal National Mor 2029-03-25 3.500000 2652000.00 2447278.32 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 643200.00 695201.27 U.S. Treasuries (including strips) Federal National Mor 2042-08-25 2.500000 5300000.00 3570996.46 Agency Collateralized Mortgage Obligation Federal National Mor 2020-07-01 2.310000 2213530.00 1884333.42 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-01 0.000000 4700.00 4690.98 U.S. Treasuries (including strips) Federal National Mor 2042-03-25 1.500000 10000.00 9635.16 Agency Collateralized Mortgage Obligation Federal National Mor 2022-04-25 1.500000 9250000.00 575564.16 Agency Collateralized Mortgage Obligation Federal Home Loan Ba 2024-03-27 2.870000 100000.00 100868.37 Agency Debentures and Agency Strips Government National 549300M8ZYFG0OCMTT87 2049-05-20 4.500000 1784.00 1870.80 Agency Mortgage-Backed Securities Federal Farm Credit 2023-01-17 2.710000 60000.00 60329.08 Agency Debentures and Agency Strips Federal Home Loan Mo 2042-06-15 3.000000 22000.00 21617.46 Agency Collateralized Mortgage Obligation Federal National Mor 2049-05-25 3.000000 33000.00 31371.67 Agency Collateralized Mortgage Obligation Federal National Mor 2026-12-25 2.672290 4594519.00 3173334.74 Agency Collateralized Mortgage Obligation Government National 2049-06-20 2.500000 1000000.00 993008.00 Agency Collateralized Mortgage Obligation Federal National Mor B1V7KEBTPIMZEU4LTD58 2028-03-25 3.044250 581650.00 598340.63 Agency Collateralized Mortgage Obligation Government National 2049-02-20 6.000000 489000.00 520060.97 Agency Mortgage-Backed Securities Government National 2044-01-20 3.500000 2000.00 2069.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mo S6XOOCT0IEG5ABCC6L87 2028-08-25 3.900000 10475000.00 11691461.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2038-04-25 3.140000 37946584.00 37494548.01 Agency Collateralized Mortgage Obligation Government National 2049-04-20 2.000000 500000.00 478445.00 Agency Collateralized Mortgage Obligation Federal National Mor 2026-03-01 4.000000 5000000.00 494719.29 Agency Mortgage-Backed Securities Federal National Mor 2029-05-01 3.310000 4050000.00 4311210.83 Agency Mortgage-Backed Securities Federal National Mor 2027-03-01 5.755000 3677000.00 3690494.79 Agency Mortgage-Backed Securities Government National 2046-02-20 3.000000 2000.00 1976.42 Agency Collateralized Mortgage Obligation Federal National Mor 2028-01-25 1.000000 4223326.00 1267803.21 Agency Collateralized Mortgage Obligation Federal National Mor 2021-04-25 2.854380 110559670.00 54282179.79 Agency Collateralized Mortgage Obligation Federal National Mor 2048-02-01 4.000000 1437264.00 1401561.94 Agency Mortgage-Backed Securities Federal Home Loan Mo 2039-06-15 2.250000 15350000.00 2496537.33 Agency Collateralized Mortgage Obligation Federal National Mor 2039-06-25 2.000000 12000000.00 3506425.14 Agency Collateralized Mortgage Obligation Government National 2027-07-20 1.500000 200000000.00 43067310.53 Agency Collateralized Mortgage Obligation Government National 2036-04-20 6.000000 25000.00 15864.77 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 4000000.00 4114648.33 U.S. Treasuries (including strips) Federal Home Loan Mo 2040-08-15 4.000000 2453607.00 2352940.52 Agency Collateralized Mortgage Obligation Federal Home Loan Ba 2020-09-17 2.520000 50000.00 50292.00 Agency Debentures and Agency Strips U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-02 0.000000 2155200.00 2154725.86 U.S. Treasuries (including strips) Federal Home Loan Mo 2025-02-15 3.100000 75000000.00 2369668.38 Agency Collateralized Mortgage Obligation Federal National Mor 2026-01-25 2.428000 10000000.00 4592686.41 Agency Collateralized Mortgage Obligation Federal National Mor 2024-09-25 2.911880 133304421.00 79958686.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2043-01-15 2.500000 2406300.00 542189.38 Agency Collateralized Mortgage Obligation Government National 2044-10-20 3.000000 54349205.00 8512190.11 Agency Mortgage-Backed Securities Federal National Mor 2023-11-25 3.111880 15595000.00 5431427.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2024-06-26 2.250000 600000.00 599412.00 Agency Debentures and Agency Strips U.S. TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 931700.00 1005275.05 U.S. Treasuries (including strips) Federal Home Loan Mo 2042-05-15 3.000000 15000.00 15038.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2023-06-25 2.880500 45227683.00 13813924.80 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 4438300.00 4539015.58 U.S. Treasuries (including strips) Government National 2047-05-20 3.000000 10372386.00 8183237.21 Agency Mortgage-Backed Securities Federal National Mor 2024-10-25 2.300550 1750000.00 1183108.41 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 993000.00 999022.63 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-09 0.000000 1000000.00 999397.00 U.S. Treasuries (including strips) Government National 2038-04-20 2.000000 23057150.00 9213992.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2036-08-15 6.000000 18340083.00 5372429.74 Agency Collateralized Mortgage Obligation Government National 2049-06-20 3.000000 96000.00 92038.46 Agency Collateralized Mortgage Obligation Federal National Mor 2033-07-25 3.500000 18168000.00 1262182.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2024-08-25 2.770500 20000000.00 18597052.88 Agency Collateralized Mortgage Obligation Federal National Mor 2023-03-25 2.606950 1589541.00 902612.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2029-04-15 3.500000 2196000.00 2065771.24 Agency Collateralized Mortgage Obligation Government National 2049-06-20 2.500000 3217000.00 3211679.08 Agency Collateralized Mortgage Obligation Federal National Mor B1V7KEBTPIMZEU4LTD58 2022-11-25 3.371880 8000000.00 1498534.67 Agency Collateralized Mortgage Obligation Federal Farm Credit 2023-06-28 2.000000 50000.00 49918.00 Agency Debentures and Agency Strips Federal National Mor 2025-08-01 3.940000 3265000.00 3267551.18 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 2760000.00 2858873.53 U.S. Treasuries (including strips) Government National 549300M8ZYFG0OCMTT87 2049-03-20 5.500000 25759723.00 27157654.24 Agency Mortgage-Backed Securities Government National 549300M8ZYFG0OCMTT87 2049-06-20 4.000000 63304076.00 66147631.79 Agency Mortgage-Backed Securities Federal National Mor 2021-01-01 2.270000 3000000.00 3000085.50 Agency Mortgage-Backed Securities Federal National Mor 2042-09-25 2.500000 25000.00 23615.25 Agency Collateralized Mortgage Obligation Federal National Mor 2036-04-25 5.000000 6128000.00 652666.98 Agency Collateralized Mortgage Obligation Federal National Mor 2048-05-01 5.000000 2627700.00 1580266.72 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2019-09-30 1.750000 1612700.00 1617798.49 U.S. Treasuries (including strips) Government National 549300M8ZYFG0OCMTT87 2046-07-20 3.000000 5883307.00 4202051.98 Agency Mortgage-Backed Securities Federal National Mor 2046-10-25 3.000000 53915000.00 39347616.44 Agency Collateralized Mortgage Obligation Government National 549300M8ZYFG0OCMTT87 2048-11-20 4.000000 232709.00 236093.20 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 3665000.00 3777082.65 U.S. Treasuries (including strips) Federal National Mor 2024-11-25 2.722790 6000000.00 4269110.92 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 363000.00 386862.99 U.S. Treasuries (including strips) Federal National Mor 2024-04-25 2.931880 11830866.00 4349294.23 Agency Collateralized Mortgage Obligation Federal National Mor 2042-05-25 2.000000 14000.00 3567.69 Agency Collateralized Mortgage Obligation Federal National Mor 2026-07-25 2.254000 3800000.00 3695677.31 Agency Collateralized Mortgage Obligation Government National 2049-06-20 2.500000 1692000.00 1682694.00 Agency Collateralized Mortgage Obligation Federal Farm Credit 2024-07-22 2.450000 801000.00 826938.52 Agency Debentures and Agency Strips U.S. TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 827900.00 894332.20 U.S. Treasuries (including strips) Federal National Mor 2042-11-25 2.500000 32000.00 30631.90 Agency Collateralized Mortgage Obligation Government National 2052-03-16 2.000000 12000.00 3109.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2039-08-15 2.000000 30000000.00 4553933.59 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2019-12-19 0.000000 3549000.00 3514077.84 U.S. Treasuries (including strips) Federal Home Loan Mo 2026-12-25 2.850500 39800000.00 25121070.18 Agency Collateralized Mortgage Obligation Government National 2039-12-20 2.000000 50000000.00 2542112.14 Agency Collateralized Mortgage Obligation Federal National Mor 2047-02-01 3.000000 846898.00 767808.96 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 1359000.00 1430770.31 U.S. Treasuries (including strips) Federal Home Loan Mo 2042-08-15 3.000000 4400.00 4539.47 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 44600.00 90935.63 U.S. Treasuries (including strips) Government National 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 500000.00 383362.26 Agency Mortgage-Backed Securities Federal National Mor 2026-02-25 3.001880 20399085.00 20313128.50 Agency Mortgage-Backed Securities Federal National Mor 2021-07-25 2.854380 80177350.00 29470062.49 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 753600.00 1575924.08 U.S. Treasuries (including strips) Government National 549300M8ZYFG0OCMTT87 2047-02-20 3.000000 6914678.00 5470504.27 Agency Mortgage-Backed Securities Federal National Mor 2026-03-25 2.576000 4000000.00 4054164.00 Agency Collateralized Mortgage Obligation Government National 2042-08-20 2.000000 57000.00 7471.38 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.250000 2026300.00 2400873.23 U.S. Treasuries (including strips) Federal National Mor 2042-08-25 4.000000 17849549.00 562569.48 Agency Collateralized Mortgage Obligation Federal Farm Credit 2024-06-06 2.230000 25000.00 24935.27 Agency Debentures and Agency Strips Government National 2049-05-20 5.500000 10152938.00 10769971.68 Agency Mortgage-Backed Securities Government National 2045-04-16 3.000000 10238.00 8545.32 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 213000.00 224732.14 U.S. Treasuries (including strips) Federal Home Loan Mo 2038-06-15 2.835880 63091776.00 52007796.07 Agency Collateralized Mortgage Obligation Government National 2048-05-20 2.500000 1474000.00 1467582.20 Agency Collateralized Mortgage Obligation Federal National Mor 2042-08-25 2.500000 57000.00 14066.79 Agency Collateralized Mortgage Obligation Federal National Mor 2049-06-25 3.000000 50000.00 48190.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2040-08-15 1.750000 5000000.00 1553926.85 Agency Collateralized Mortgage Obligation Federal National Mor B1V7KEBTPIMZEU4LTD58 2023-08-01 3.590000 3536913.00 3748553.03 Agency Mortgage-Backed Securities Federal National Mor 2024-11-01 3.050000 4080000.00 3922288.46 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 1.375000 1480000.00 1487007.13 U.S. Treasuries (including strips) Federal National Mor 2039-12-25 2.500000 15000000.00 2180937.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2022-01-25 2.730500 157611685.00 26388861.73 Agency Collateralized Mortgage Obligation Federal National Mor 2031-07-25 3.500000 2539000.00 2511098.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2029-04-15 4.000000 40000000.00 230177.12 Agency Collateralized Mortgage Obligation U.S. TREASURY 2019-11-30 1.750000 999200.00 998859.07 U.S. Treasuries (including strips) Federal National Mor 2022-11-01 2.280000 4475899.00 3916903.70 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 1470000.00 1478961.89 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-15 1.375000 100000.00 118577.39 U.S. Treasuries (including strips) Federal Home Loan Mo 2025-08-25 3.750000 50000000.00 54163325.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mo 2023-01-25 2.930500 307000000.00 297834719.02 Agency Collateralized Mortgage Obligation Federal National Mor 2043-01-25 2.500000 85000.00 78913.83 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.750000 1260000.00 1265802.89 U.S. Treasuries (including strips) Federal Home Loan Mo 2029-05-15 4.000000 4131352.00 3966256.84 Agency Collateralized Mortgage Obligation Government National 549300M8ZYFG0OCMTT87 2046-11-20 3.000000 8078144.00 6304698.21 Agency Mortgage-Backed Securities Federal National Mor 2049-05-25 4.500000 13114563.00 8245247.29 Agency Collateralized Mortgage Obligation Government National 2045-01-20 3.000000 45000000.00 7521774.18 Agency Mortgage-Backed Securities Government National 549300M8ZYFG0OCMTT87 2047-04-20 3.000000 13017492.00 10292150.16 Agency Mortgage-Backed Securities Government National 2042-10-20 2.000000 70000.00 42778.44 Agency Collateralized Mortgage Obligation Government National 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 425726.00 438335.56 Agency Mortgage-Backed Securities Federal Home Loan Mo 2039-12-15 2.000000 300000000.00 3404892.78 Agency Collateralized Mortgage Obligation U.S. TREASURY 254900HROIFWPRGM1V77 2021-10-15 2.875000 2972700.00 3064891.87 U.S. Treasuries (including strips) Federal Home Loan Mo S6XOOCT0IEG5ABCC6L87 2023-02-25 2.630500 54560533.00 36479129.18 Agency Collateralized Mortgage Obligation Federal National Mor 2025-12-25 4.000000 10000000.00 1246821.25 Agency Collateralized Mortgage Obligation Government National 2042-10-16 2.000000 35000.00 24031.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mo S6XOOCT0IEG5ABCC6L87 2027-07-25 3.194000 40547020.00 42914499.68 Agency Collateralized Mortgage Obligation U.S. TREASURY 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& Poor's Short Rating A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 5499999999.75 5499999999.75 0.0380 N Y Y N JPMorgan U.S. Government Money Market Fund 2019-07-03 Timothy J. Clemens Timothy J. Clemens Treasurer